‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.
Putnam Allstate Advisor
Putnam Diversified Income Subaccount
The subaccount seeks as high a level of current income as Putnam Management believes is consistent with preservation of capital.
Fund description
The subaccount seeks income from three sectors: U.S. corporate and government investment-grade bonds, foreign bonds, and higher-yielding, lower-rated corporate bonds. The benchmark allocation for each sector is typically one-third of total assets. The management team can adjust the weightings and may allocate from 15%-65% of assets to each sector. By diversifying its assets, the subaccount seeks to reduce the risk of overexposure to any one sector.
Sales story
Offering a diversified portfolio of income opportunities Diverse income opportunities: The fund provides exposure to bonds in all sectors of the expanding global fixed-income market and across the complete credit spectrum.Multiple strategies: Putnam's bond specialists employ 70-80 active investment strategies to pursue a diverse range of opportunities for performance.Active risk management: In today's complex bond market, the fund's experienced managers actively manage risk with the goal of superior risk-adjusted performance over time.
Management team
- D. William Kohli (Investing since 1988)
- Michael V. Salm (Investing since 1989)
- Michael J. Atkin (Investing since 1988)
- Albert Chan, CFA (Investing since 2002)
- Robert L. Davis, CFA (Investing since 1999)
- Brett S. Kozlowski, CFA (Investing since 1997)
- Paul D. Scanlon, CFA (Investing since 1986)
Daily pricing as of 01/22/21
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $21.210722 | $20.522666 |
| Unit Value Change | -0.000729 | -0.00079 |
Lipper ranking ‡ as of 12/31/20
Category: General Bond Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 74% | 11/14 |
| 1 yr. | 98% | 34/34 |
| 3 yrs. | 89% | 31/34 |
| 5 yrs. | 57% | 14/24 |
Quick facts as of 12/31/20
| Fiscal Year End | December |
| Asset Class | Putnam Allstate Advisor |
| Subaccount Status | Open to new investors |
| Number of issues | 1574 |
| Turnover (fiscal year end) | 987% |
| Net Assets | $184M |
| Inception Date | 09/15/93 |
Performance
Performance as of 12/31/20
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 5.41% | -2.14% | -2.14% | 1.67% | 2.97% | 2.18% | 3.68% |
| Standardized | -3.71% | -10.73% | -10.73% | -3.06% | -0.67% | -0.96% | 1.05% |
| With optional enhanced death benefit | |||||||
| Unit Value | 5.37% | -2.29% | -2.29% | 1.52% | 2.81% | 2.02% | 3.52% |
| Standardized | -3.75% | -10.87% | -10.87% | -3.22% | -0.83% | -1.14% | 0.83% |
| Actual performance | |||||||
| Unit Value | 5.41% | -2.14% | -2.14% | 1.67% | 2.97% | 2.18% | 3.51% |
| Standardized | -3.71% | -10.73% | -10.73% | -3.06% | -0.67% | -0.96% | 0.97% |
| With optional enhanced death benefit | |||||||
| Unit Value | 5.37% | -2.29% | -2.29% | 1.52% | 2.81% | 2.02% | 3.35% |
| Standardized | -3.75% | -10.87% | -10.87% | -3.22% | -0.83% | -1.14% | 0.77% |
Annual Performance at NAV
| 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 |
|---|---|---|---|---|---|---|---|---|---|
| -4.38% | 10.13% | 6.47% | -0.91% | -3.56% | 4.11% | 5.79% | -2.22% | 9.84% | -2.14% |
| With optional enhanced death benefit | |||||||||
| -4.52% | 9.96% | 6.30% | -1.06% | -3.71% | 3.95% | 5.63% | -2.37% | 9.68% | -2.29% |
Restated performance
Monthly as of 12/31/20 |
|
|---|---|
| Unit Value | 1.49% |
| Standardized | -7.35% |
YTD as of 01/22/21 |
|
|---|---|
| Unit Value | 0.45% |
| Standardized | -8.32% |
With optional enhanced death benefit
Monthly as of 12/31/20 |
|
|---|---|
| Unit Value | 1.48% |
| Standardized | -7.36% |
YTD as of 01/22/21 |
|
|---|---|
| Unit Value | 0.44% |
| Standardized | -8.33% |
Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.
Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.
Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.
Variable annuities are long-term investments designed for retirement purposes. Putnam Capital Manager products are flexible-premium variable annuities held by Talcott Resolution Life, Inc., Simsbury, CT.
Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.
These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.
Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.
For the most recent month-end performance, please call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277.
Risk Characteristics as of 12/31/20
| Avg. Eff. Maturity | 6.29 |
| Avg. Eff. Duration | 1.17 |
| Avg. Coupon | 5.83 |
| Avg. Yield to Maturity | 7.63 |
| Alpha (%) | -- |
| Beta | -- |
| R Squared | -- |
| Standard Deviation (3 yrs.) | 8.24 |
Maturity Details
| 0 to 1 yr. | -23.99% |
| 1 to 5 yrs. | 89.09% |
| 5 to 10 yrs. | 20.96% |
| 10 to 15 yrs. | 4.78% |
| Over 15 yrs. | 9.16% |
Quality Ratings
| AAA | 70.97% |
| AA | 1.37% |
| A | 1.08% |
| BBB | 8.23% |
| BB | 19.03% |
| B | 12.01% |
| CCC and Below | 6.72% |
| Not Rated | -19.41% |
Holdings
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | 17.28% |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | 10.47% |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | 5.73% |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | 5.17% |
| Fnma Fn30 Tba Umbs 01.5000 01/01/2051 | 2.20% |
| Fnma Fn30 Tba Umbs 05.5000 01/01/2051 | 1.83% |
| Gnma Gii30 Tba 04.0000 01/01/2051 | 1.74% |
| Fnma Fn30 Tba Umbs 04.5000 01/01/2051 | 1.18% |
| Republic Of Senegal Regs 06.7500 03/13/2048 | 0.91% |
| Ivory Coast Regs 06.1250 06/15/2033 | 0.85% |
| Top 10 holdings, total: | 47.36% |
| Top 10 holdings as of 12/31/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | 17.28% |
| 2: Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | 10.47% |
| 3: Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | 5.73% |
| 4: Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | 5.17% |
| 5: Fnma Fn30 Tba Umbs 01.5000 01/01/2051 | 2.20% |
| 6: Fnma Fn30 Tba Umbs 05.5000 01/01/2051 | 1.83% |
| 7: Gnma Gii30 Tba 04.0000 01/01/2051 | 1.74% |
| 8: Fnma Fn30 Tba Umbs 04.5000 01/01/2051 | 1.18% |
| 9: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.91% |
| 10: Ivory Coast Regs 06.1250 06/15/2033 | 0.85% |
| Holdings represent 47.36% of portfolio | |
| Top 10 holdings as of 11/30/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | 10.92% |
| 2: Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | 8.54% |
| 3: Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | 7.71% |
| 4: Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | 7.56% |
| 5: Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | 6.32% |
| 6: Fnma Fn30 Tba Umbs 04.0000 12/01/2050 | 2.90% |
| 7: Fnma Fn30 Tba Umbs 02.5000 12/01/2050 | 2.28% |
| 8: Fnma Fn30 Tba Umbs 05.5000 12/01/2050 | 1.83% |
| 9: Gnma Gii30 Tba 04.0000 12/01/2050 | 1.74% |
| 10: Fnma Fn30 Tba Umbs 02.0000 01/01/2051 | 1.69% |
| Holdings represent 51.49% of portfolio | |
| Top 10 holdings as of 10/31/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | 9.38% |
| 2: Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | 8.21% |
| 3: Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | 6.14% |
| 4: Fnma Fn30 Tba Umbs 04.0000 11/01/2050 | 5.34% |
| 5: Fnma Fn30 Tba Umbs 04.0000 12/01/2050 | 5.34% |
| 6: Fnma Fn30 Tba Umbs 05.5000 11/01/2050 | 1.85% |
| 7: Gnma Gii30 Tba 04.0000 11/01/2050 | 1.77% |
| 8: Fnma Fn30 Tba Umbs 02.0000 12/01/2050 | 1.71% |
| 9: Fnma Fn30 Tba Umbs 04.5000 11/01/2050 | 1.20% |
| 10: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.82% |
| Holdings represent 41.76% of portfolio | |
| Top 10 holdings as of 09/30/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | 11.10% |
| 2: Fnma Fn30 Tba Umbs 04.0000 10/01/2050 | 8.27% |
| 3: Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | 6.43% |
| 4: Fnma Fn30 Tba Umbs 04.0000 11/01/2050 | 2.37% |
| 5: Fnma Fn30 Tba Umbs 02.0000 11/01/2050 | 2.29% |
| 6: Fnma Fn30 Tba Umbs 05.5000 10/01/2050 | 1.85% |
| 7: Gnma Gii30 Tba 04.0000 10/01/2050 | 1.77% |
| 8: Fnma Fn30 Tba Umbs 04.5000 10/01/2050 | 1.20% |
| 9: Fnma Fn30 Tba Umbs 01.5000 10/01/2050 | 1.12% |
| 10: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.78% |
| Holdings represent 37.18% of portfolio | |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 17.28% | FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 10.91% | FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 10.47% | T 2.25 R 0.18 P 01/10/21 JP | 4.86% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.11% | TREASURY BILL 00.0000 02/02/2021 | 2.34% | FNMA FN30 TBA UMBS 01.5000 01/01/2051 | 2.20% | FNMA FN30 TBA UMBS 05.5000 01/01/2051 | 1.83% | GNMA GII30 TBA 04.0000 01/01/2051 | 1.74% | FNMA FN30 TBA UMBS 04.5000 01/01/2051 | 1.18% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.89% | IVORY COAST REGS 06.1250 06/15/2033 | 0.85% | US ULTRA BOND CBT MAR21 WNH1 | 0.81% | TREASURY BILL 00.0000 01/12/2021 | 0.76% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.76% | TREASURY BILL 00.0000 02/16/2021 | 0.71% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.66% | CWALT 2006-OA10 4A1 00.5280 08/25/2046 | 0.66% | TREASURY BILL 00.0000 03/18/2021 | 0.65% | CAS 2016-C02 1B 12.3980 09/25/2028 | 0.64% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.60% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.60% | TREASURY BILL 00.0000 01/05/2021 | 0.60% | STACR 2016-DNA1 B 10.1501 07/25/2028 | 0.59% | FHR 5004 SG IO 05.9520 08/25/2050 | 0.55% | FNR 2019-57 KS IO 05.9020 10/25/2049 | 0.54% | REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.53% | FNR 2017-32 SA IO 06.0020 05/25/2047 | 0.50% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.48% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.47% | GNR 2020-133 CS IO 06.1484 09/20/2050 | 0.47% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.46% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.46% | STRU BMOC-8710 SA IO 05.9984 07/20/2050 | 0.46% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.45% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.45% | FHR 5011 SA IO 06.1020 09/25/2050 | 0.44% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.44% | GNR 2016-H23 NI IO 02.3708 10/20/2066 | 0.44% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.42% | REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.42% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.41% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.41% | GNR 2019-96 SY IO 05.9484 08/20/2049 | 0.41% | CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.41% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.39% | GNR 2019-83 SY IO 05.9484 07/20/2049 | 0.38% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.38% | CAS 2015-C04 1M2 05.8480 04/25/2028 | 0.38% | IVORY COAST REGS 05.7500 12/31/2032 | 0.38% | BSCMS 2007-T26 AJ 05.4318 01/12/2045 | 0.38% | CWALT 2006-OA7 1A1 02.4016 06/25/2046 | 0.38% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.38% | CAS 2017-C03 1M2 03.1480 10/25/2029 | 0.37% | REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.37% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.37% | FNR 2018-38 SA IO 06.0520 06/25/2048 | 0.36% | CMLTI 2007-AMC3 A2D 00.4980 03/25/2037 | 0.36% | FHR 4945 SL IO 05.9020 01/25/2050 | 0.36% | FHR 4839 WS IO 05.9414 08/15/2056 | 0.35% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.35% | CAS 2018-C05 1B1 04.3980 01/25/2031 | 0.34% | STACR 2015-DNA3 B 09.4980 04/25/2028 | 0.33% | CARMX 2020-2 D 06.8700 05/17/2027 | 0.33% | CAS 2016-C03 1B 11.8980 10/25/2028 | 0.33% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.33% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.31% | MCAS 2020-01 M10 P/P 144A 03.8980 03/25/2050 | 0.31% | PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.30% | CAS 2016-C03 2M2 06.0480 10/25/2028 | 0.30% | SPST 2020-2 A 00.9780 03/26/2021 | 0.30% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.29% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.29% | GNR 2014-60 SD IO 06.0284 04/20/2044 | 0.29% | STACR 2016-HQA2 M3 05.2980 11/25/2028 | 0.29% | SWPTN 3MX10Y P 0.792 USD 01/13/2021 JP | 0.29% | JPMBB 2014-C18 D P/P 144A 04.7942 02/15/2047 | 0.29% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.28% | FNR 2020-12 SK IO 05.9020 03/25/2050 | 0.28% | WFRBS 2013-C15 D P/P 144A 04.4900 08/15/2046 | 0.28% | TREASURY BILL 00.0000 02/09/2021 | 0.27% | TREASURY BILL 00.0000 04/15/2021 | 0.27% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.27% | SHRP 2020-1 NOTE 03.1065 07/25/2024 | 0.27% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.27% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.27% | WAMU 2005-AR17 A1B3 00.8480 12/25/2045 | 0.26% | SPST 2020-WL1 A 01.2980 06/25/2051 | 0.26% | FNR 2018-20 SB IO 06.1020 03/25/2048 | 0.25% | CAS 2018-C04 2B1 04.6480 12/25/2030 | 0.25% | STACR 2015-DNA2 B 07.6980 12/25/2027 | 0.25% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.25% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.25% | WFRBS 2012-C10 D P/P 144A 04.4272 12/15/2045 | 0.24% | FNR 2015-42 LS IO 06.0520 06/25/2045 | 0.24% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.24% | STACR 2017-HQA1 M2 03.6980 08/25/2029 | 0.24% | CAS 2017-C02 2B1 05.6480 09/25/2029 | 0.23% | WFRBS 2012-C7 E P/P 144A 04.8098 06/15/2045 | 0.23% | FNR 2019-43 JS IO 05.9020 08/25/2049 | 0.23% | CAS 2017-C03 1B1 04.9980 10/25/2029 | 0.23% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.23% | NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.23% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.23% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.23% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.23% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.22% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.22% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.22% | TREASURY BILL 00.0000 02/23/2021 | 0.22% | ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.22% | SWPTN 3MX10Y P 0.964 USD 03/18/2021 JP | 0.22% | DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.21% | GNR 2020-7 SK IO 05.8984 01/20/2050 | 0.21% | 1.16 R ISWP US0003M P 10/16/2050 | 0.20% | GNR 2017-H16 JI IO 02.7771 08/20/2067 | 0.20% | STACR 2018-DNA3 B2 07.8980 09/25/2048 | 0.20% | DOMINICAN REPUBLIC REGS 06.8500 01/27/2045 | 0.20% | GNR 2019-152 ES IO 05.8984 12/20/2049 | 0.20% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.20% | FNR 2016-96 ST IO 05.9520 12/25/2046 | 0.20% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.20% | SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.20% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.19% | GNR 2018-H05 BI IO 01.9637 02/20/2068 | 0.19% | GNR 2016-H09 BI IO 02.9783 04/20/2066 | 0.19% | UKRPI P 3.665 R 12/15/28 | 0.19% | GNR 2017-H10 MI IO 02.1534 04/20/2067 | 0.19% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.19% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.19% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.18% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.18% | REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.18% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.18% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.18% | CAS 2016-C01 1B 11.8980 08/25/2028 | 0.18% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.18% | IVORY COAST REGS 05.2500 03/22/2030 | 0.18% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.18% | IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.18% | RALI 2006-QO10 A1 00.3080 01/25/2037 | 0.18% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.18% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.17% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.17% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.17% | CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.17% | JPMCC 2013-LC11 D 04.1670 04/15/2046 | 0.17% | GNR 2015-H25 AI IO 01.6175 09/20/2065 | 0.17% | OPTN FN30 2.0 02/04/21 CALL 103.3125 JPMC | 0.17% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.17% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.17% | REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.17% | FNR 2013-90 SD IO 06.4520 09/25/2043 | 0.17% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.17% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.17% | ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.17% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.16% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.16% | BCAP 2011-RR3 3A6 02.6212 11/27/2036 | 0.16% | GNR 2017-H08 NI IO 02.2436 03/20/2067 | 0.16% | TREASURY BILL 00.0000 01/19/2021 | 0.16% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.16% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.16% | GNR 2018-H03 XI IO 02.1796 02/20/2068 | 0.16% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.16% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.16% | IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.16% | PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.16% | VERTIV TLB L+300 03.1440 03/02/2027 | 0.16% | BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.16% | GNR 2016-H06 DI IO 02.1869 07/20/2065 | 0.16% | GNR 2018-H05 AI IO 02.2690 02/20/2068 | 0.16% | IVORY COAST REGS 05.3750 07/23/2024 | 0.16% | REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.16% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.16% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.16% | REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.16% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.16% | CPTFEMU R 0.961 P 05/15/40 | 0.15% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.15% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.15% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.15% | OMIR 2017-1A B1 P/P 144A 05.8980 04/25/2027 | 0.15% | CAS 2020-SBT1 1M2 03.7980 02/25/2040 | 0.15% | GNR 2016-H22 AI IO 02.3237 10/20/2066 | 0.15% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.15% | STACR 2020-DNA3 B2 09.4980 06/25/2050 | 0.15% | CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.15% | GNR 2016-H10 AI IO 02.7764 04/20/2066 | 0.15% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.15% | GNR 2016-H06 CI IO 02.2191 02/20/2066 | 0.15% | ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.15% | GNR 2016-H24 JI IO 02.1979 11/20/2066 | 0.15% | REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.15% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.14% | SPST 2020-6 A 01.8933 09/07/2021 | 0.14% | PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.14% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.14% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% | SAMI 2007-AR1 2A1 00.3280 01/25/2037 | 0.14% | WFCM 2013-LC12 D P/P 144A 04.2746 07/15/2046 | 0.14% | GNR 2017-H09 IO IO 02.1855 04/20/2067 | 0.14% | GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.14% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.14% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.14% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.14% | CPTFEMU P 1.71 R 07/15/37 | 0.14% | CPTFEMU R 0.655 P 05/15/30 | 0.14% | CWALT 2006-OA7 1A2 01.5494 06/25/2046 | 0.13% | GNR 2017-H06 BI IO 02.1858 02/20/2067 | 0.13% | GNR 2017-H12 QI IO 02.6274 05/20/2067 | 0.13% | STACR 2014-DN1 M3 04.6480 02/25/2024 | 0.13% | CPTFEMU R 0.6625 P 05/15/30 | 0.13% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.13% | COMM 2014-CR16 C 04.9281 04/10/2047 | 0.13% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.13% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.13% | REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.13% | DISH NETWORK CV 03.3750 08/15/2026 | 0.13% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.13% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.13% | GNR 2017-H16 IB IO 02.1279 08/20/2067 | 0.13% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.13% | ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.13% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.13% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.13% | GNR 2015-H23 BI IO 01.7545 09/20/2065 | 0.13% | GNR 2017-H02 BI IO 02.1856 01/20/2067 | 0.13% | MSBAM 2015-C23 D P/P 144A 04.1446 07/15/2050 | 0.13% | 1.316 R ISWP US0003M P 10/15/2021 | 0.12% | COMM 2013-CR9 D P/P 144A 04.2429 07/10/2045 | 0.12% | CENTENE CORP 04.6250 12/15/2029 | 0.12% | GNR 2017-H16 IG IO 02.0414 07/20/2067 | 0.12% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.12% | ON SEMICONDUC CV 01.6250 10/15/2023 | 0.12% | ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.12% | CWALT 2005-59 1A1 00.8038 11/20/2035 | 0.12% | HCA INC. 05.3750 09/01/2026 | 0.12% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.12% | SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.12% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% | WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.12% | BALTA 2005-8 21A1 02.9508 10/25/2035 | 0.12% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.12% | FNR 2013-107 SB IO 05.8020 02/25/2043 | 0.12% | GNR 2017-H11 DI IO 01.9254 05/20/2067 | 0.12% | BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.12% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.12% | MSRR 2010-R4 4B 00.8910 02/26/2037 | 0.12% | CWALT 2006-OA10 3A1 00.5280 08/25/2046 | 0.12% | JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.12% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.12% | STACR 2019-DNA1 M2 02.7980 01/25/2049 | 0.12% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.12% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.12% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.12% | EURO-BUND FUTURE MAR21 RXH1 | 0.12% | BMIR 2017-1 B1 P/P 144A 04.8980 10/25/2027 | 0.12% | COMM 2014-UBS3 D P/P 144A 04.7683 06/10/2047 | 0.12% | ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.12% | GNR 2016-H02 HI IO 02.9195 01/20/2066 | 0.12% | LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.12% | TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.12% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.12% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.12% | GNR 2014-119 SA IO 05.4484 08/20/2044 | 0.11% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.11% | MSBAM 2013-C10 D P/P 144A 04.0816 07/15/2046 | 0.11% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.11% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.11% | STACR 2020-HQA2 M2 03.2480 03/25/2050 | 0.11% | BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.11% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.11% | GNR 2015-H24 AI IO 02.1834 09/20/2065 | 0.11% | GNR 2016-H16 EI IO 02.4948 06/20/2066 | 0.11% | GSAA 2006-8 2A2 00.5080 05/25/2036 | 0.11% | NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.11% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.11% | CAS 2017-C04 2M2 02.9980 11/25/2029 | 0.11% | CSAIL 2015-C1 D P/P 144A 03.7643 04/15/2050 | 0.11% | CAS 2019-R03 1B1 04.2480 09/25/2031 | 0.11% | GNR 2016-H03 DI IO 02.0283 12/20/2065 | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | LIVE NATION CV 02.5000 03/15/2023 | 0.11% | NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.11% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.11% | GSMS 2013-GC10 D P/P 144A 04.4021 02/10/2046 | 0.11% | UKRPI P 3.34 R 03/15/28 | 0.11% | USD/MXN PUT 20.50 20210416 GSFX | 0.11% | CWALT 2006-OA10 2A1 00.5280 08/25/2046 | 0.10% | GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.10% | GNR 2016-H14 AI IO 02.6887 06/20/2066 | 0.10% | 1.33 R ISWP US0003M P 11/03/2021 | 0.10% | DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.10% | GNR 2017-H11 TI IO 02.6661 04/20/2067 | 0.10% | GMAC CAPITAL TRUST I PCT 06.0070 | 0.10% | ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.10% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.10% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.10% | JPMCC 2011-C4 C P/P 144A 05.4261 07/15/2046 | 0.10% | COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.10% | DBALT 2006-AR4 A2 00.5280 12/25/2036 | 0.10% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.10% | GNR 2015-H25 EI IO 01.8597 10/20/2065 | 0.10% | PULTEGROUP INC 05.5000 03/01/2026 | 0.10% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% | NETFLIX INC. 05.8750 11/15/2028 | 0.10% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.10% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.10% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.10% | LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.10% | CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.10% | CWALT 2005-38 A1 02.1094 09/25/2035 | 0.10% | OPTN FN30 2.0 02/04/21 CALL 103.34375 JPMC | 0.10% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.10% | FNR 2018-86 DS IO 05.9520 12/25/2048 | 0.10% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.10% | GNR 2016-H03 AI IO 03.1888 01/20/2066 | 0.10% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.10% | ORTHO-CLINICAL TLB L+325 03.3940 06/30/2025 | 0.10% | PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.10% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.10% | DISH DBS CORP 05.8750 11/15/2024 | 0.09% | RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.09% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.09% | AUD/USD CALL 0.76 20210311 HSBCB | 0.09% | ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.09% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.09% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.09% | MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.09% | 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | FHR 4742 S IO 06.0414 12/15/2047 | 0.09% | STACR 2018-HQA2 B1 04.3980 10/25/2048 | 0.09% | 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | FHR 3065 DC 19.3841 03/15/2035 | 0.09% | GNR 2014-H21 BI IO 01.5398 10/20/2064 | 0.09% | GNR 2015-H10 BI IO 03.0379 04/20/2065 | 0.09% | TWITTER INC CV 01.0000 09/15/2021 | 0.09% | FORTIVE CORP CV 00.8750 02/15/2022 | 0.09% | GSR 2007-OA1 2A3A 00.4580 05/25/2037 | 0.09% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.09% | UKRPI P 3.4025 R 03/15/28 | 0.09% | WPX ENERGY INC 05.8750 06/15/2028 | 0.09% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.09% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.09% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.09% | STACR 2020-DNA4 B2 10.1480 08/25/2050 | 0.09% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.09% | LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.09% | MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.09% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.09% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.09% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.09% | SNAP INC CV 00.7500 08/01/2026 | 0.09% | AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.08% | BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.08% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% | UKRPI P 3.385 R 11/15/24 | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | VONAGE HLDGS CV 01.7500 06/01/2024 | 0.08% | CAS 2020-R01 1B1 03.3980 01/25/2040 | 0.08% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.08% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.08% | JPMBB 2014-C18 E P/P 144A 04.2942 02/15/2047 | 0.08% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.08% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.08% | OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.08% | STACR 2019-DNA2 B2 10.6480 03/25/2049 | 0.08% | 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.08% | BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 | 0.08% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.08% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.08% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.08% | COMM 2012-CR3 E P/P 144A 04.7503 10/15/2045 | 0.08% | CCMFC 2006-4A A2 00.3280 11/25/2047 | 0.08% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.08% | AUD/USD 01/20/2021 MSCIL | 0.08% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.08% | MEREDITH CORP 06.8750 02/01/2026 | 0.08% | NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.08% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.08% | REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.08% | FNR 2006-8 HP 24.0240 03/25/2036 | 0.08% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.08% | GNR 2016-48 MI IO 03.5000 04/16/2046 | 0.08% | AUD/USD 01/20/2021 GSFX | 0.07% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.07% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% | GNR 2013-H08 CI IO 01.6320 02/20/2063 | 0.07% | GNR 2016-H24 CI IO 01.7002 10/20/2066 | 0.07% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.07% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% | MWST 2019-1 A 00.9480 06/25/2052 | 0.07% | ZILLOW GRP CV 01.3750 09/01/2026 | 0.07% | ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.07% | BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.07% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.07% | SAILPOINT TCH CV 00.1250 09/15/2024 | 0.07% | STACR 2018-HQA2 B2 11.1480 10/25/2048 | 0.07% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.07% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.07% | VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.07% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.07% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.07% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.07% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.07% | GNR 2016-H17 KI IO 02.5330 07/20/2066 | 0.07% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.07% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | BLACKLINE INC CV 00.1250 08/01/2024 | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.07% | TRANSDIGM INC 05.5000 11/15/2027 | 0.07% | BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.07% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.07% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.07% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.07% | 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.07% | 0.75 R ISWP US0003M P 10/16/2030 | 0.07% | BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.07% | CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.07% | INSULET CORP CV 00.3750 09/01/2026 | 0.07% | NRG ENERGY INC 05.7500 01/15/2028 | 0.07% | PROOFPOINT IN CV 00.2500 08/15/2024 | 0.07% | REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.07% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.07% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.07% | MRAFT 2020-4 A1 01.4988 04/23/2023 | 0.07% | PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.07% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.07% | CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.07% | CAS 2018 - C01 1B1 03.6980 07/25/2030 | 0.07% | CIRSA FINANCE INTER REGS 06.2500 12/20/2023 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | JPALT 2007-A2 12A1 00.3480 06/25/2037 | 0.07% | JPMCC 2007-CB20 E P/P 144A 06.1687 02/12/2051 | 0.07% | L BRANDS INC 07.5000 06/15/2029 | 0.07% | PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.07% | 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.06% | CWALT 2006-24CB A13 00.4980 08/25/2036 | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.06% | WMHE 2007-HE4 1A 00.3180 07/25/2047 | 0.06% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.06% | DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.06% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.06% | NRG ENERGY CV 02.7500 06/01/2048 | 0.06% | SOLENIS 1STL L+400 04.2330 06/26/2025 | 0.06% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.06% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.06% | PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.06% | VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | AUD/USD 01/20/2021 RBSF | 0.06% | DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.06% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.06% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.06% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% | NUANCE COMM CV 01.2500 04/01/2025 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.06% | UKRPI P 3.34 R 02/15/28 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.06% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.06% | GNR 2016-H14 IO IO 01.6878 06/20/2066 | 0.06% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.06% | INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.06% | LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.06% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% | SPRINT CORP 07.2500 09/15/2021 | 0.06% | CAS 2016-C05 2B 10.8980 01/25/2029 | 0.06% | CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.06% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.06% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | SPRINT CORP 07.8750 09/15/2023 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | STACR 2018-HQA2 M2 02.4480 10/25/2048 | 0.06% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% | USD/MXN PUT 20.50 20210413 JPMCB | 0.06% | BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.06% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | DOCUSIGN INC CV 00.5000 09/15/2023 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.06% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.06% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.06% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.06% | CONMED CORP CV 02.6250 02/01/2024 | 0.06% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.06% | HVMLT 2005-2 1A 00.6716 05/19/2035 | 0.06% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.06% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.06% | SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.06% | SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.06% | TWILIO INC CV 00.2500 06/01/2023 | 0.06% | UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.06% | ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.06% | AUD/USD CALL 0.79 20210510 GSFX | 0.06% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.06% | COLONY STARWO CV 03.5000 01/15/2022 | 0.06% | GNR 2015-H08 CI IO 01.7961 03/20/2065 | 0.06% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | SM ENERGY CO 06.6250 01/15/2027 | 0.06% | SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.06% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.06% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.06% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.06% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.06% | ISTAR INC. 04.2500 08/01/2025 | 0.06% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.06% | CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.05% | FHR 3072 SM 04.2533 11/15/2035 | 0.05% | FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.05% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.05% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% | MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.05% | STACR 2019-DNA3 B2 08.2980 07/25/2049 | 0.05% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.05% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% | INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | ASURION TLB7 L+300 03.1468 11/03/2024 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | FNR 2010-35 SG IO 06.2520 04/25/2040 | 0.05% | HUSKY TLB L+300 03.2666 03/28/2025 | 0.05% | L BRANDS INC. 06.8750 11/01/2035 | 0.05% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.05% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.05% | BERRY PLASTICS TLY L+200 02.1488 07/01/2026 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.05% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.05% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.05% | FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% | GNR 2013-129 SN IO 05.9984 09/20/2043 | 0.05% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | JPMCC 2011-C3 F P/P 144A 05.6961 02/15/2046 | 0.05% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.05% | SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.05% | CWALT 2007-OH1 A1D 00.3580 04/25/2047 | 0.05% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.05% | GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.05% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.05% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% | CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | CONTINENTAL RES 04.5000 04/15/2023 | 0.05% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.05% | DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% | QVC INC 04.3750 09/01/2028 | 0.05% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.05% | STACR 2019-DNA2 M2 02.5980 03/25/2049 | 0.05% | SWPTN 3MX5Y P 0.418 USD 01/13/2021 BC | 0.05% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.05% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.05% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.05% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% | FNR 2007-53 SP 23.6573 06/25/2037 | 0.05% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.05% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.05% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.05% | WERNER TLB L+400 05.0000 07/24/2024 | 0.05% | WPX ENERGY INC 05.2500 10/15/2027 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.05% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% | MICROCHIP TEC CV 01.6250 02/15/2027 | 0.05% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% | RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.05% | ARBY'S TLB L+275 03.7500 02/05/2025 | 0.04% | CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | MHL 2005-3 M2 00.9430 08/25/2035 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.04% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.04% | CAS 2015-C04 2M2 05.6980 04/25/2028 | 0.04% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% | HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.04% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% | PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.04% | RH P/P 144A CV 00.0000 09/15/2024 | 0.04% | TERRIER MEDIA TLB L+425 04.3968 12/17/2026 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.04% | SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.04% | SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.04% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% | WINNEBAGO IND CV 01.5000 04/01/2025 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.04% | ISTAR INC 05.5000 02/15/2026 | 0.04% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.04% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.04% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.04% | UKRPI P 3.381 R 11/15/24 | 0.04% | AIR TRANSPORT CV 01.1250 10/15/2024 | 0.04% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.04% | EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% | LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.04% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% | PETSMART INC TLB L+350 04.5000 03/11/2022 | 0.04% | Q2 HLDG INC CV 00.7500 06/01/2026 | 0.04% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.04% | SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.04% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% | CIT GROUP INC. 05.2500 03/07/2025 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% | NEVRO CORP CV 01.7500 06/01/2021 | 0.04% | NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% | NZD/USD 01/20/2021 MSCIL | 0.04% | RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% | SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.04% | SYNAPTICS INC CV 00.5000 06/15/2022 | 0.04% | UKRPI P 3.42 R 12/15/24 | 0.04% | WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.04% | CAD/USD 01/20/2021 GSFX | 0.04% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% | ENVISION HEALTHCARE TL L+375 03.8968 10/10/2025 | 0.04% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | SM ENERGY CO 06.1250 11/15/2022 | 0.04% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.04% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | DIAMOND SPORTS TLB L+325 03.4000 08/24/2026 | 0.04% | FNR 2005-122 SE 22.5820 11/25/2035 | 0.04% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.04% | GNR 2020-15 CS IO 05.8984 02/20/2050 | 0.04% | GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.04% | IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% | UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.04% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.04% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.04% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% | GARDA WORLD TLB L+475 04.9900 10/30/2026 | 0.04% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% | IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.04% | MESSER INDUST TLB L+250 02.7539 03/01/2026 | 0.04% | MSBAM 2013-C11 D P/P 144A 04.3521 08/15/2046 | 0.04% | PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.04% | REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.04% | SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.04% | 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.04% | AUD/USD 01/20/2021 HSBCB | 0.04% | CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.04% | CLEAR CHANNEL TLB L+350 03.7144 08/21/2026 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | EUR/NOK PUT 10.45 20210423 UBS | 0.04% | FHR 4530 TI IO 04.0000 11/15/2045 | 0.04% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.04% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% | NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.04% | PROVINCIA DE BUENOS 34.1871 05/31/2022 | 0.04% | SOTERA HEALTH TL L+450 05.5000 12/13/2026 | 0.04% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% | AMERICAN BATH 1L L+450 05.2500 11/23/2027 | 0.04% | AUD/USD 01/20/2021 CSI-FX | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% | CPG INTL TL L+375 04.7500 05/05/2024 | 0.04% | DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | LIBERTY MEDIA | 0.04% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.04% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% | CINEMARK USA INC 04.8750 06/01/2023 | 0.03% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.03% | COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.03% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.03% | FHR 3249 PS 21.7515 12/15/2036 | 0.03% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.03% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% | NETFLIX INC. 06.3750 05/15/2029 | 0.03% | NZD/USD 01/20/2021 UBS | 0.03% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.03% | FNR 2008-24 SP 22.7407 02/25/2038 | 0.03% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.03% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.03% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.03% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.03% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.03% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.03% | CAS 2015-C03 2M2 05.1480 07/25/2025 | 0.03% | DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.03% | EUR/NOK PUT 10.45 20210323 CSI-FX | 0.03% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.03% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% | GNR 2015-H26 CI IO 00.5197 08/20/2065 | 0.03% | ICAHN ENTER 04.7500 09/15/2024 | 0.03% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% | MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SCIENTIFIC GAMES TLB5 L+275 02.8968 08/14/2024 | 0.03% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% | TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.03% | UKRPI P 3.3875 R 03/15/28 | 0.03% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.03% | APACHE CORP 05.1000 09/01/2040 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.03% | FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | GENESEE & WYOMING TL L+200 02.2539 11/05/2026 | 0.03% | INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.03% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.03% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% | ELANCO ANIMAL HLTH TLB L+175 01.8940 02/04/2027 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.03% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% | CINEMARK USA INC 05.1250 12/15/2022 | 0.03% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.03% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.03% | GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.03% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.03% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% | SEK/USD 03/17/2021 GSFX | 0.03% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% | BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% | CAD/USD 01/20/2021 MSCIL | 0.03% | CLP/USD 01/20/2021 CITI | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.03% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.03% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.03% | GNR 2013-99 VS IO 05.9469 07/16/2043 | 0.03% | INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.03% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.03% | BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.03% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.03% | CAD/USD 01/20/2021 UBS | 0.03% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.03% | CENTENE CORP 03.0000 10/15/2030 | 0.03% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.03% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.03% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.03% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.03% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% | ZAYO GROUP HLDG INC L+300 03.1468 03/09/2027 | 0.03% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.02% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.02% | EUR/USD CALL 1.235 20210323 HSBCB | 0.02% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.02% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.02% | OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.02% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.02% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.02% | FNR 2006-62 PS 39.0120 07/25/2036 | 0.02% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.02% | MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% | PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.02% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.02% | AUD/USD 01/20/2021 TDBK | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | FNR 2005-83 QP 17.0092 11/25/2034 | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.02% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.02% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.02% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% | SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.02% | THYELE TL B 1L USD L+425 04.4283 07/31/2027 | 0.02% | CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | KRW/USD 02/17/2021 JPMCB | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | NZD/USD 01/20/2021 BCAP-FX | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.02% | SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.02% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% | AUD/USD 01/20/2021 JPMCB | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.02% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% | FHR 3408 EK 25.1548 04/15/2037 | 0.02% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% | GBP/USD 03/17/2021 RBSF | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.02% | US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% | USD/MXN PUT 19.25 20210609 MSCIL | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | WPX ENERGY INC 04.5000 01/15/2030 | 0.02% | AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | FNR 2010-140 GS IO 05.8520 07/25/2039 | 0.02% | FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | HUB INTL TLB L+400 05.0000 04/25/2025 | 0.02% | INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | JPY/USD 02/17/2021 MSCIL | 0.02% | JPY/USD 02/17/2021 UBS | 0.02% | KRW/USD 02/17/2021 HSBCB | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | NETFLIX INC 04.8750 04/15/2028 | 0.02% | OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% | TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.02% | APACHE CORPORATION 04.8750 11/15/2027 | 0.02% | AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.02% | CAS 2017-C06 2B1 04.5980 02/25/2030 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | CPURNSA R 1.703 P 11/29/24 | 0.02% | EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% | UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.02% | VALVOLINE INC 04.3750 08/15/2025 | 0.02% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% | 0.30 R ISWP FWD SES3M P 03/17/2031 | 0.02% | 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.02% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.02% | LIBERTY BROAD P/P 144A CV 02.7500 09/30/2050 | 0.02% | OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% | PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.02% | QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.02% | RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.02% | USD/SGD PUT 1.32 20210413 JPMCB | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% | CNH/USD 02/18/2021 GSFX | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | GNR 2019-78 SJ IO 05.8984 06/20/2049 | 0.02% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.02% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% | L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.02% | MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.02% | OPTN FN30 3.0 01/07/21 CALL 104.53125 JPMC | 0.02% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | USD/KRW PUT 1050.00 20210609 HSBCB | 0.02% | USD/SGD PUT 1.32 20210323 HSBCB | 0.02% | WYNDHAM HOTELS & P/P 144A 04.3750 08/15/2028 | 0.02% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.01% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% | CHS/COMMUNITY HEALTH P/P 144A 09.8750 06/30/2023 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | JPY/USD 02/17/2021 HSBCB | 0.01% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CAS 2015-C02 2M2 04.1480 05/25/2025 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% | GNR 2019-99 KS IO 05.8984 08/20/2049 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% | 0.70 R ISWP FWD SOFRRATE P 03/17/2031 | 0.01% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% | AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% | AMERICAN BATH 1L2 L+450 05.2500 11/23/2027 | 0.01% | CAS 2017-C07 2B1 04.5980 05/25/2030 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.01% | SEK/USD 03/17/2021 UBS | 0.01% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% | TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.01% | YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.01% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.01% | CAD/USD 01/20/2021 RBSF | 0.01% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | CPURNSA R 1.7625 P 12/10/24 | 0.01% | GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% | JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% | PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.01% | ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.01% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% | TERRIER MEDIA TLB L+425 04.3968 12/17/2026 | 0.01% | WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% | ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | GBP/USD 03/17/2021 MSCIL | 0.01% | NOK/USD 03/17/2021 GSFX | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% | CAS 2015-C02 1M2 04.1480 05/25/2025 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | DIVERSEY TL L+300 03.2144 09/06/2024 | 0.01% | EUR/SEK PUT 9.90 20210323 MSCIL | 0.01% | GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.01% | NZD/USD 01/20/2021 CSI-FX | 0.01% | OVINTIV EXPLORATION INC 05.3750 01/01/2026 | 0.01% | PQ CORP TLB L+225 02.4644 02/07/2027 | 0.01% | SEK/USD 03/17/2021 MSCIL | 0.01% | SM ENERGY CO 05.0000 01/15/2024 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% | CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | GBP/USD 03/17/2021 GSFX | 0.01% | HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | JPY/USD 02/17/2021 BCAP-FX | 0.01% | JPY/USD 02/17/2021 CITI | 0.01% | JPY/USD 02/17/2021 TDBK | 0.01% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% | NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.01% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.01% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% | CAD/USD 01/20/2021 HSBCB | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.01% | 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.01% | ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.01% | AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% | CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% | CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.01% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.01% | EQT CORP 05.0000 01/15/2029 | 0.01% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% | NOK/USD 03/17/2021 TDBK | 0.01% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% | SEK/USD 03/17/2021 SSBT | 0.01% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | TXU TCEH RIGHTS | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 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 GS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% | CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% | EUR/USD 03/17/2021 BANKAM | 0.00% | EUR/USD 03/17/2021 JPMCB | 0.00% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% | GBP/USD 03/17/2021 HSBCB | 0.00% | IHEARTMEDIA TLB L+300 03.1468 05/01/2026 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.00% | SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | EUR/USD 03/17/2021 HSBCB | 0.00% | EUR/USD 03/17/2021 UBS | 0.00% | FSPC T-57 1AX IO 00.3803 07/25/2043 | 0.00% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% | JPY/USD 02/17/2021 GSFX | 0.00% | JPY/USD 02/17/2021 RBSF | 0.00% | NOK/USD 03/17/2021 RBSF | 0.00% | SWPTN 1MX5Y P 0.43 USD 01/11/2021 GS | 0.00% | SWPTN 1MX5Y R 0.43 USD 01/11/2021 GS | 0.00% | -0.33 R ISWP FWD CHL6M P 03/17/2031 | 0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% | 0.4515 R ISWP US0003M P 12/31/2025 | 0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% | GBP/USD 03/17/2021 JPMCB | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | JPY/USD 02/17/2021 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US0003M P 06/22/2031 | 0.00% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | CHF/USD 03/17/2021 CITI | 0.00% | CHF/USD 03/17/2021 SSBT | 0.00% | CHF/USD 03/17/2021 TDBK | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% | GBP/USD 03/17/2021 TDBK | 0.00% | GBP/USD 03/17/2021 WPAC | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% | NZD/USD 01/20/2021 TDBK | 0.00% | SEK/USD 03/17/2021 BANKAM | 0.00% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% | SWPTN 5WX10Y P 1.1213 USD 01/11/2021 BA | 0.00% | SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | 0.00% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% | 1.20 R ISWP FWD CDOR03 P 03/17/2031 | 0.00% | 1.4375 R ISWP US0003M P 01/04/2051 | 0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% | CHC GROUP LLC SEDOL BYXD3K4 | 0.00% | CHF/USD 03/17/2021 RBSF | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% | CSMC 2006-C5 AX IO 00.9017 12/15/2039 | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | HKD/USD 02/17/2021 BANKAM | 0.00% | HKD/USD 02/17/2021 HSBCB | 0.00% | HKD/USD 02/17/2021 SSBT | 0.00% | HKD/USD 02/17/2021 TDBK | 0.00% | HKD/USD 02/17/2021 UBS | 0.00% | MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | NOK/USD 03/17/2021 BANKAM | 0.00% | OPTN FN30 3.0 01/07/21 PUT 104.53125 JPMC | 0.00% | SEK/USD 03/17/2021 TDBK | 0.00% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% | TERVITA CORP SEDOL BD1DCC4 | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% 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300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.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% | CNH/USD 02/18/2021 JPMCB | -0.00% | CNH/USD 02/18/2021 WPAC | -0.00% | EUR/USD 03/17/2021 CSI-FX | -0.00% | EUR/USD 03/17/2021 GSFX | -0.00% | GBP/USD 03/17/2021 BCAP-FX | -0.00% | GBP/USD 03/17/2021 CSI-FX | -0.00% | NOK/USD 03/17/2021 MSCIL | -0.00% | SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% | SWPTN 5WX30Y P 1.5843 USD 01/11/2021 BA | -0.00% | SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | -0.00% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | -0.00% | CHF/USD 03/17/2021 CSI-FX | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | EUR/SEK PUT 9.65 20210323 MSCIL | -0.00% | EUR/USD 03/17/2021 WPAC | -0.00% | JPY/USD 02/17/2021 WPAC | -0.00% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.00% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.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% | EUR/USD 03/17/2021 RBSF | -0.00% | NOK/USD 03/17/2021 JPMCB | -0.00% | SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% | TWD/USD 02/17/2021 JPMCB | -0.00% | USD/KRW PUT 1000.00 20210609 HSBCB | -0.00% | 0.90 R ISWP FWD NFIX3MID P 03/17/2031 | -0.00% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.00% | 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% | AUD/USD 01/20/2021 WPAC | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | INR/USD 02/17/2021 JPMCB | -0.00% | NOK/USD 03/17/2021 SSBT | -0.00% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% | 0.12 R ISWP FWD SONIA P 03/17/2031 | -0.00% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% | 1.232 R 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CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% | EUR/USD 03/17/2021 CITI | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | SEK/USD 03/17/2021 RBSF | -0.01% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.01% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.01% | TWD/USD 02/17/2021 GSFX | -0.01% | USD/SGD PUT 1.30 20210413 JPMCB | -0.01% | 0.90 R ISWP FWD AUDBB6M P 03/17/2031 | -0.01% | CAD/USD 01/20/2021 WPAC | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | EUR/USD 03/17/2021 BCAP-FX | -0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 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% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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% | EUR/USD 03/17/2021 TDBK | -0.01% | EUR/USD CALL 1.265 20210323 HSBCB | -0.01% | SEK/USD 03/17/2021 CITI | -0.01% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% | 0.37 R ISWP US0003M P 10/16/2025 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | NOK/USD 03/17/2021 UBS | -0.01% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | 0.30 R ISWP US0003M P 12/02/2023 | -0.01% | 0.471 R ISWP US0003M P 11/16/2025 | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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% | GBP/USD 03/17/2021 CITI | -0.01% | SWPTN 3MX10Y R 0.792 USD 01/13/2021 JP | -0.01% | SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.01% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% | AUD/USD 01/20/2021 BANKAM | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SEK/USD 03/17/2021 BCAP-FX | -0.01% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.01% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.02% | 0.30 R ISWP US0003M P 07/14/2025 | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | NZD/USD 01/20/2021 JPMCB | -0.02% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% | 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% | AUD/USD CALL 0.825 20210510 GSFX | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CNH/USD 02/18/2021 HSBCB | -0.02% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.02% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.02% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.02% | AUD/USD CALL 0.80 20210311 HSBCB | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -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% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.02% | CAD/USD 01/20/2021 CSI-FX | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | NZD/USD 01/20/2021 BANKAM | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | NZD/USD 01/20/2021 WPAC | -0.02% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.02% | SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.02% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.03% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% | GBP/USD 03/17/2021 SSBT | -0.03% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% | CAD/USD 01/20/2021 BANKAM | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 3MX5Y R 0.418 USD 01/13/2021 BC | -0.03% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% | USD/MXN PUT 19.75 20210413 JPMCB | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% | EUR/USD 03/17/2021 SSBT | -0.03% | CAD/USD 01/20/2021 JPMCB | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | NZD/USD 01/20/2021 HSBCB | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.03% | SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% | CAD/USD 01/20/2021 TDBK | -0.04% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.04% | SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.04% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | AUD/USD 01/20/2021 PSBS | -0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.04% | NZD/USD 01/20/2021 RBSF | -0.04% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.04% | USD/MXN PUT 19.00 20210416 GSFX | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% | NZD/USD 01/20/2021 CITI | -0.04% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.04% | 0.645 R ISWP US0003M P 07/15/2030 | -0.04% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% | OPTN FN30 2.0 02/04/21 PUT 103.34375 JPMC | -0.04% | NZD/USD 01/20/2021 PSBS | -0.04% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | 0.90 R ISWP FWD US0003M P 03/17/2031 | -0.05% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.05% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | CPTFEMU R 1.4 P 07/15/27 | -0.05% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -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% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.06% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | 0.83 R ISWP US0003M P 11/03/2021 | -0.06% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% | 1.02 R ISWP US0003M P 12/02/2033 | -0.06% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.06% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.06% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% | NZD/USD 01/20/2021 GSFX | -0.07% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | OPTN FN30 2.0 02/04/21 PUT 103.3125 JPMC | -0.07% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.08% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.08% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.08% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.08% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.08% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.08% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.09% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.09% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.10% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.10% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.10% | 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.10% | 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.10% | AUD/USD 01/20/2021 UBS | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.11% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.11% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.11% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.11% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.12% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.12% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.13% | CPTFEMU R 1.4375 P 09/15/23 | -0.13% | CPTFEMU R 1.4413 P 09/15/23 | -0.13% | CPTFEMU R 1.4425 P 09/15/23 | -0.13% | CPTFEMU R 1.4438 P 09/15/23 | -0.13% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.13% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.13% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.14% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.14% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.15% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.15% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.16% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.17% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.18% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.18% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.19% | UKRPI R 3.4425 P 07/15/49 | -0.19% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.21% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.22% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.22% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.23% | SWPTN 3MX10Y R 0.964 USD 03/18/2021 JP | -0.24% | CPTFEMU P 1.13 R 05/15/50 | -0.25% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.26% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.27% | 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.31% | CPURNSA P 1.6625 R 07/10/30 | -0.31% | CPTFEMU P 0.935 R 05/15/40 | -0.33% | CPTFEMU P 0.93 R 05/15/40 | -0.34% | CPURNSA P 1.586 R 06/30/30 | -0.34% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.35% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.35% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.44% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.45% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.70% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.92% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.09% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.14% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.16% | US 10YR ULTRA FUT MAR21 UXYH1 | -2.30% | US 2YR NOTE (CBT) MAR21 TUH1 | -57.78% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 10.92% | FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 7.71% | FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 7.56% | FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 6.32% | FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 5.69% | FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 5.14% | T 2.25 R 0.22 P 12/10/20 JP | 5.13% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.20% | FNMA FN30 TBA UMBS 04.0000 12/01/2050 | 2.90% | CASH MGMT BILL 00.0000 02/02/2021 | 2.34% | FNMA FN30 TBA UMBS 05.5000 12/01/2050 | 1.82% | GNMA GII30 TBA 04.0000 12/01/2050 | 1.74% | FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 1.69% | CAN 5YR BOND FUT MAR21 XQH1 | 1.60% | FNMA FN30 TBA UMBS 04.5000 12/01/2050 | 1.18% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.88% | IVORY COAST REGS 06.1250 06/15/2033 | 0.83% | TREASURY BILL 00.0000 01/12/2021 | 0.76% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.74% | CASH MGMT BILL 00.0000 02/16/2021 | 0.71% | CWALT 2006-OA10 4A1 00.3401 08/25/2046 | 0.67% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.66% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.65% | CAS 2016-C02 1B 12.4001 09/25/2028 | 0.63% | OPTN FN30 2.0 01/07/21 CALL 102.59375 JPMC | 0.62% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.62% | TREASURY BILL 00.0000 01/05/2021 | 0.60% | STACR 2016-DNA1 B 10.1493 07/25/2028 | 0.59% | PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.57% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.57% | FNR 2019-57 KS IO 05.8999 10/25/2049 | 0.56% | FNR 2017-32 SA IO 05.9999 05/25/2047 | 0.56% | FHR 5004 SG IO 05.9499 08/25/2050 | 0.55% | TREASURY BILL 00.0000 12/03/2020 | 0.54% | REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.52% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.51% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.50% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.48% | GNR 2020-133 CS IO 06.1535 09/20/2050 | 0.48% | STRU BMOC-8710 SA IO 06.0035 07/20/2050 | 0.47% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.46% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.46% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.46% | GNR 2016-H23 NI IO 02.3557 10/20/2066 | 0.46% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.44% | FHR 5011 SA IO 06.0999 09/25/2050 | 0.44% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.43% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.42% | GNR 2019-96 SY IO 05.9535 08/20/2049 | 0.42% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.41% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.41% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.40% | CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.40% | FHR 4839 WS IO 05.9591 08/15/2056 | 0.40% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.40% | REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.40% | GNR 2019-83 SY IO 05.9535 07/20/2049 | 0.40% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.39% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.39% | BSCMS 2007-T26 AJ 05.5411 01/12/2045 | 0.38% | CWALT 2006-OA7 1A1 02.4397 06/25/2046 | 0.38% | CAS 2015-C04 1M2 05.8501 04/25/2028 | 0.38% | IVORY COAST REGS 05.7500 12/31/2032 | 0.38% | CAS 2017-C03 1M2 03.1501 10/25/2029 | 0.37% | FHR 4945 SL IO 05.8999 01/25/2050 | 0.37% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.36% | CMLTI 2007-AMC3 A2D 00.5001 03/25/2037 | 0.36% | REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.35% | STACR 2015-DNA3 B 09.5001 04/25/2028 | 0.33% | CAS 2018-C05 1B1 04.4001 01/25/2031 | 0.33% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.33% | CARMX 2020-2 D 06.8700 05/17/2027 | 0.33% | CAS 2016-C03 1B 11.9001 10/25/2028 | 0.32% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.32% | SWPTN 3MX10Y P 0.7075 USD 12/18/2020 JP | 0.31% | FNR 2020-12 SK IO 05.8999 03/25/2050 | 0.30% | CAS 2016-C03 2M2 06.0501 10/25/2028 | 0.30% | GNR 2014-60 SD IO 06.0335 04/20/2044 | 0.30% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.30% | SPST 2020-2 A 00.9755 03/26/2021 | 0.30% | STACR 2016-HQA2 M3 05.3001 11/25/2028 | 0.29% | MCAS 2020-01 M10 P/P 144A 03.9001 03/25/2050 | 0.29% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.29% | JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047 | 0.28% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.28% | CASH MGMT BILL 00.0000 02/09/2021 | 0.27% | TREASURY BILL 00.0000 12/10/2020 | 0.27% | SHRP 2020-1 NOTE 03.1091 07/25/2024 | 0.27% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.27% | WFRBS 2013-C15 D P/P 144A 04.6431 08/15/2046 | 0.27% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.26% | FNR 2018-20 SB IO 06.0999 03/25/2048 | 0.26% | SPST 2020-WL1 A 01.3001 06/25/2051 | 0.26% | WAMU 2005-AR17 A1B3 00.8501 12/25/2045 | 0.26% | FNR 2015-42 LS IO 06.0499 06/25/2045 | 0.25% | PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.25% | FNR 2019-43 JS IO 05.8999 08/25/2049 | 0.25% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.25% | STACR 2015-DNA2 B 07.7001 12/25/2027 | 0.25% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.24% | CAS 2018-C04 2B1 04.6501 12/25/2030 | 0.24% | SWPTN 3MX10Y P 0.792 USD 01/13/2021 JP | 0.24% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.24% | STACR 2017-HQA1 M2 03.7001 08/25/2029 | 0.24% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.24% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.24% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.23% | WFRBS 2012-C10 D P/P 144A 04.5750 12/15/2045 | 0.23% | CAS 2017-C03 1B1 05.0001 10/25/2029 | 0.23% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.23% | NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.23% | WFRBS 2012-C7 E P/P 144A 04.9645 06/15/2045 | 0.23% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.23% | CAS 2017-C02 2B1 05.6501 09/25/2029 | 0.22% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.22% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.22% | CASH MGMT BILL 00.0000 02/23/2021 | 0.22% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.22% | GNR 2017-H16 JI IO 02.8298 08/20/2067 | 0.22% | GNR 2020-7 SK IO 05.9035 01/20/2050 | 0.21% | GNR 2019-152 ES IO 05.9035 12/20/2049 | 0.21% | SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.21% | ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.21% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.21% | FNR 2016-96 ST IO 05.9499 12/25/2046 | 0.20% | DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.20% | GNR 2018-H05 BI IO 02.4701 02/20/2068 | 0.20% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.20% | SNAP INC CV 00.7500 08/01/2026 | 0.19% | DOMINICAN REPUBLIC REGS 06.8500 01/27/2045 | 0.19% | GNR 2017-H10 MI IO 02.1833 04/20/2067 | 0.19% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.19% | GNR 2016-H09 BI IO 02.9594 04/20/2066 | 0.19% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.19% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.19% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.18% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.18% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.18% | RALI 2006-QO10 A1 00.3101 01/25/2037 | 0.18% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.18% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.18% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.18% | SPRINT CORP 07.8750 09/15/2023 | 0.18% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.18% | CAS 2016-C01 1B 11.9001 08/25/2028 | 0.18% | REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.18% | STACR 2018-DNA3 B2 07.9001 09/25/2048 | 0.18% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.18% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.17% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.17% | GNR 2015-H25 AI IO 01.6134 09/20/2065 | 0.17% | BCAP 2011-RR3 3A6 02.6701 11/27/2036 | 0.17% | IVORY COAST REGS 05.2500 03/22/2030 | 0.17% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.17% | FNR 2013-90 SD IO 06.4499 09/25/2043 | 0.17% | GNR 2016-H06 DI IO 02.3280 07/20/2065 | 0.17% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.17% | GNR 2017-H08 NI IO 02.2716 03/20/2067 | 0.17% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.17% | CFCRE 2011-C2 E P/P 144A 05.9307 12/15/2047 | 0.17% | IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.17% | JPMCC 2013-LC11 D 04.3060 04/15/2046 | 0.17% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.17% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.17% | GNR 2018-H05 AI IO 02.5263 02/20/2068 | 0.16% | ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.16% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.16% | GNR 2018-H03 XI IO 02.2338 02/20/2068 | 0.16% | REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.16% | TREASURY BILL 00.0000 01/19/2021 | 0.16% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.16% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.16% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.16% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.16% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.16% | GNR 2016-H10 AI IO 02.8464 04/20/2066 | 0.16% | GNR 2016-H22 AI IO 02.3128 10/20/2066 | 0.16% | GNR 2016-H24 JI IO 02.5352 11/20/2066 | 0.16% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.16% | GNR 2016-H06 CI IO 02.3749 02/20/2066 | 0.16% | VERTIV TLB L+300 03.1534 03/02/2027 | 0.16% | IVORY COAST REGS 05.3750 07/23/2024 | 0.16% | NUANCE COMM CV 01.2500 04/01/2025 | 0.16% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.16% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.16% | REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.16% | REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.15% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.15% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.15% | MSBAM 2015-C23 D P/P 144A 04.2828 07/15/2050 | 0.15% | OMIR 2017-1A B1 P/P 144A 05.9001 04/25/2027 | 0.15% | ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.15% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.15% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.15% | UKRPI P 3.665 R 12/15/28 | 0.15% | IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.15% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.15% | SAMI 2007-AR1 2A1 00.3301 01/25/2037 | 0.15% | CAS 2020-SBT1 1M2 03.8001 02/25/2040 | 0.15% | GNR 2017-H09 IO IO 02.1871 04/20/2067 | 0.15% | PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.15% | 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.14% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.14% | SPST 2020-6 A 01.9001 09/07/2021 | 0.14% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% | REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.14% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% | CPTFEMU P 1.71 R 07/15/37 | 0.14% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.14% | WFCM 2013-LC12 D P/P 144A 04.4100 07/15/2046 | 0.14% | GNR 2017-H12 QI IO 02.6511 05/20/2067 | 0.14% | GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.14% | STACR 2020-DNA3 B2 09.5001 06/25/2050 | 0.14% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% | GNR 2017-H06 BI IO 02.2179 02/20/2067 | 0.14% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.14% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.14% | CWALT 2006-OA7 1A2 01.6834 06/25/2046 | 0.14% | MSBAM 2013-C10 D P/P 144A 04.2178 07/15/2046 | 0.14% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.14% | 1.316 R ISWP US0003M P 10/15/2021 | 0.13% | BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.13% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.13% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.13% | CPTFEMU R 0.961 P 05/15/40 | 0.13% | GNR 2017-H16 IB IO 02.1589 08/20/2067 | 0.13% | GNR 2017-H16 IG IO 02.0890 07/20/2067 | 0.13% | PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.13% | CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.13% | GNR 2015-H23 BI IO 01.7496 09/20/2065 | 0.13% | GNR 2017-H02 BI IO 02.3147 01/20/2067 | 0.13% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.13% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.13% | GNR 2017-H11 DI IO 01.9347 05/20/2067 | 0.13% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.13% | WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.13% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.12% | BALTA 2005-8 21A1 02.9656 10/25/2035 | 0.12% | COMM 2014-CR16 C 05.0914 04/10/2047 | 0.12% | GNR 2016-H02 HI IO 03.0124 01/20/2066 | 0.12% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.12% | COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.12% | CWALT 2005-59 1A1 00.8065 11/20/2035 | 0.12% | FNR 2013-107 SB IO 05.7999 02/25/2043 | 0.12% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.12% | CENTENE CORP 04.6250 12/15/2029 | 0.12% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.12% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.12% | ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.12% | HCA INC. 05.3750 09/01/2026 | 0.12% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% | COMM 2013-CR9 D P/P 144A 04.3849 07/10/2045 | 0.12% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.12% | GNR 2015-H24 AI IO 02.1820 09/20/2065 | 0.12% | MSRR 2010-R4 4B 02.6630 02/26/2037 | 0.12% | REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.12% | ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.12% | CWALT 2006-OA10 3A1 00.3401 08/25/2046 | 0.12% | SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.12% | STACR 2019-DNA1 M2 02.8001 01/25/2049 | 0.12% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.12% | AES CORP/THE 05.5000 04/15/2025 | 0.12% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.12% | GNR 2014-119 SA IO 05.4535 08/20/2044 | 0.12% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.12% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.12% | BMIR 2017-1 B1 P/P 144A 04.9001 10/25/2027 | 0.12% | BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.12% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.12% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.12% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.12% | ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.12% | JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.12% | ON SEMICONDUC CV 01.6250 10/15/2023 | 0.12% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.12% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.12% | TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.12% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.11% | GNR 2016-H16 EI IO 02.4964 06/20/2066 | 0.11% | CPTFEMU R 0.655 P 05/15/30 | 0.11% | GSAA 2006-8 2A2 00.5101 05/25/2036 | 0.11% | STACR 2020-HQA2 M2 03.2501 03/25/2050 | 0.11% | 1.33 R ISWP US0003M P 11/03/2021 | 0.11% | CAS 2017-C04 2M2 03.0001 11/25/2029 | 0.11% | CSAIL 2015-C1 D P/P 144A 03.9104 04/15/2050 | 0.11% | GNR 2016-H14 AI IO 02.6766 06/20/2066 | 0.11% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.11% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.11% | CPTFEMU R 0.6625 P 05/15/30 | 0.11% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.11% | GNR 2016-H03 DI IO 02.0273 12/20/2065 | 0.11% | LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.11% | TREASURY BILL 00.0000 12/08/2020 | 0.11% | CAS 2019-R03 1B1 04.2501 09/25/2031 | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | NAVISTAR INTL TLB L+350 03.6500 11/06/2024 | 0.11% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.11% | GNR 2017-H11 TI IO 02.6769 04/20/2067 | 0.11% | CWALT 2006-OA10 2A1 00.3401 08/25/2046 | 0.10% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.10% | GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.10% | GSMS 2013-GC10 D P/P 144A 04.5489 02/10/2046 | 0.10% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.10% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.10% | GNR 2015-H25 EI IO 01.8479 10/20/2065 | 0.10% | DBALT 2006-AR4 A2 00.5301 12/25/2036 | 0.10% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.10% | FNR 2018-86 DS IO 05.9499 12/25/2048 | 0.10% | GNR 2016-H03 AI IO 03.2736 01/20/2066 | 0.10% | DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.10% | JPMCC 2011-C4 C P/P 144A 05.5253 07/15/2046 | 0.10% | NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.10% | PULTEGROUP INC 05.5000 03/01/2026 | 0.10% | BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.10% | BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.10% | LIVE NATION CV 02.5000 03/15/2023 | 0.10% | DISH NETWORK CV 03.3750 08/15/2026 | 0.10% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.10% | GMAC CAPITAL TRUST I PCT 06.0070 | 0.10% | NETFLIX INC. 05.8750 11/15/2028 | 0.10% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.10% | LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.10% | CWALT 2005-38 A1 02.2434 09/25/2035 | 0.10% | FHR 4742 S IO 06.0591 12/15/2047 | 0.10% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.10% | MSBAM 2013-C11 D P/P 144A 04.4973 08/15/2046 | 0.10% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.10% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.10% | CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.10% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.10% | ORTHO-CLINICAL TLB L+325 03.3903 06/30/2025 | 0.10% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.10% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.09% | DISH DBS CORP 05.8750 11/15/2024 | 0.09% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.09% | FHR 3065 DC 19.4374 03/15/2035 | 0.09% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.09% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.09% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.09% | GNR 2014-H21 BI IO 01.5347 10/20/2064 | 0.09% | GSR 2007-OA1 2A3A 00.4601 05/25/2037 | 0.09% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.09% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.09% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.09% | ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.09% | GNR 2015-H10 BI IO 03.0254 04/20/2065 | 0.09% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.09% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.09% | MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.09% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.09% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.09% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.09% | STACR 2018-HQA2 B1 04.4001 10/25/2048 | 0.09% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.09% | TWITTER INC CV 01.0000 09/15/2021 | 0.09% | WPX ENERGY INC 05.8750 06/15/2028 | 0.09% | 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.09% | FORTIVE CORP CV 00.8750 02/15/2022 | 0.09% | NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.09% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.09% | 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.09% | 1.16 R ISWP US0003M P 10/16/2050 | 0.09% | 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.09% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.09% | USD/MXN PUT 20.50 20210416 GSFX | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.08% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% | PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.08% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.08% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.08% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.08% | STACR 2019-DNA2 B2 10.6501 03/25/2049 | 0.08% | STACR 2020-DNA4 B2 10.1501 08/25/2050 | 0.08% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.08% | AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.08% | DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% | PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.08% | RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | VONAGE HLDGS CV 01.7500 06/01/2024 | 0.08% | BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.08% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.08% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.08% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.08% | JPMBB 2014-C18 E P/P 144A 04.4705 02/15/2047 | 0.08% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% | CCMFC 2006-4A A2 00.3301 11/25/2047 | 0.08% | GNR 2016-H17 KI IO 02.5194 07/20/2066 | 0.08% | NZD/USD CALL 0.685 20210323 HSBCB | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | SWPTN 3MX5Y P 0.418 USD 01/13/2021 BC | 0.08% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.08% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.08% | CAS 2020-R01 1B1 03.4001 01/25/2040 | 0.08% | FNR 2006-8 HP 24.0162 03/25/2036 | 0.08% | GNR 2016-48 MI IO 03.5000 04/16/2046 | 0.08% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.08% | 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.08% | COMM 2012-CR3 E P/P 144A 04.9088 10/15/2045 | 0.08% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.08% | GNR 2013-H08 CI IO 01.6402 02/20/2063 | 0.08% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.08% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.08% | GNR 2016-H24 CI IO 01.6946 10/20/2066 | 0.08% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.08% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.07% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% | LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.07% | MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.07% | NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.07% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.07% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.07% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.07% | MWST 2019-1 A 00.9501 06/25/2052 | 0.07% | STACR 2019-HQA1 M2 02.5001 02/25/2049 | 0.07% | VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.07% | ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.07% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.07% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.07% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.07% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.07% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.07% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.07% | REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.07% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.07% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.07% | INSULET CORP CV 00.3750 09/01/2026 | 0.07% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.07% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.07% | TRANSDIGM INC 05.5000 11/15/2027 | 0.07% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.07% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% | 0.45 R ISWP FWD SOFRRATE P 12/16/2030 | 0.07% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.07% | NRG ENERGY INC 05.7500 01/15/2028 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.07% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.07% | JPALT 2007-A2 12A1 00.3501 06/25/2037 | 0.07% | MRAFT 2020-4 A1 01.4778 04/23/2023 | 0.07% | PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.07% | STACR 2018-HQA2 B2 11.1501 10/25/2048 | 0.07% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% | UKRPI P 3.34 R 03/15/28 | 0.07% | ZYNGA INC CV 00.2500 06/01/2024 | 0.07% | AUD/USD CALL 0.75 20210510 GSFX | 0.07% | JPMCC 2007-CB20 E P/P 144A 06.3744 02/12/2051 | 0.07% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.07% | BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.06% | BLACKLINE INC CV 00.1250 08/01/2024 | 0.06% | CAS 2018 - C01 1B1 03.7001 07/25/2030 | 0.06% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.06% | CWALT 2006-24CB A13 00.5001 08/25/2036 | 0.06% | DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.06% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.06% | L BRANDS INC 07.5000 06/15/2029 | 0.06% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% | SAILPOINT TCH CV 00.1250 09/15/2024 | 0.06% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.06% | SOLENIS 1STL L+400 04.2328 06/26/2025 | 0.06% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% | BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | UKRPI P 3.385 R 11/15/24 | 0.06% | WMHE 2007-HE4 1A 00.3201 07/25/2047 | 0.06% | CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.06% | CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.06% | UKRPI P 3.4025 R 03/15/28 | 0.06% | WORKDAY INC CV 00.2500 10/01/2022 | 0.06% | ZILLOW GRP CV 01.3750 09/01/2026 | 0.06% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.06% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.06% | GNR 2016-H14 IO IO 01.6830 06/20/2066 | 0.06% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | NRG ENERGY CV 02.7500 06/01/2048 | 0.06% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.06% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% | PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.06% | PROOFPOINT IN CV 00.2500 08/15/2024 | 0.06% | SPRINT CORP 07.2500 09/15/2021 | 0.06% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.06% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.06% | DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.06% | DOCUSIGN INC CV 00.5000 09/15/2023 | 0.06% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.06% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% | HVMLT 2005-2 1A 00.6695 05/19/2035 | 0.06% | INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | STACR 2018-HQA2 M2 02.4501 10/25/2048 | 0.06% | BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.06% | CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.06% | USD/KRW PUT 1130.00 20210322 HSBCB | 0.06% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.06% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.06% | GNR 2015-H08 CI IO 01.7916 03/20/2065 | 0.06% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.06% | REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.06% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% | ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.06% | CAS 2016-C05 2B 10.9001 01/25/2029 | 0.06% | JPMCC 2011-C3 F P/P 144A 05.9091 02/15/2046 | 0.06% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.06% | NETFLIX INC 04.8750 04/15/2028 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.06% | USD/MXN PUT 20.75 20210322 MSCIL | 0.06% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.06% | COLONY STARWO CV 03.5000 01/15/2022 | 0.06% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.06% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.06% | PULTEGROUP INC 05.0000 01/15/2027 | 0.06% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% | HUSKY TLB L+300 03.3614 03/28/2025 | 0.05% | ISTAR INC. 04.2500 08/01/2025 | 0.05% | MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.05% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% | STACR 2019-DNA3 B2 08.3001 07/25/2049 | 0.05% | TREASURY BILL 00.0000 03/18/2021 | 0.05% | TWILIO INC CV 00.2500 06/01/2023 | 0.05% | WIX LTD P/P 144A 00.0000 08/15/2025 | 0.05% | CONMED CORP CV 02.6250 02/01/2024 | 0.05% | ETSY INC CV 00.1250 10/01/2026 | 0.05% | FNR 2010-35 SG IO 06.2499 04/25/2040 | 0.05% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.05% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.05% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.05% | ASURION TLB7 L+300 03.1455 11/03/2024 | 0.05% | GNR 2013-129 SN IO 06.0035 09/20/2043 | 0.05% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.05% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.05% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.05% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.05% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.05% | BERRY PLASTICS TLY L+200 02.1278 07/01/2026 | 0.05% | CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.05% | CWALT 2007-OH1 A1D 00.3601 04/25/2047 | 0.05% | FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.05% | GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.05% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.05% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.05% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% | L BRANDS INC. 06.8750 11/01/2035 | 0.05% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.05% | LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | NZD/USD 01/20/2021 UBS | 0.05% | SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.05% | WPX ENERGY INC 05.7500 06/01/2026 | 0.05% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.05% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.05% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | CONTINENTAL RES 04.5000 04/15/2023 | 0.05% | DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% | FNR 2007-53 SP 23.6495 06/25/2037 | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.05% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% | INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.05% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.05% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.05% | STACR 2019-DNA2 M2 02.6001 03/25/2049 | 0.05% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.05% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.05% | CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.05% | QVC INC 04.3750 09/01/2028 | 0.05% | USD/MXN PUT 20.50 20210413 JPMCB | 0.05% | WERNER TLB L+400 05.0000 07/24/2024 | 0.05% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.05% | WPX ENERGY INC 05.2500 10/15/2027 | 0.05% | WYNDHAM HOTELS & P/P 144A 04.3750 08/15/2028 | 0.05% | MHL 2005-3 M2 00.9451 08/25/2035 | 0.05% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.05% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | ARBY'S TLB L+275 03.7500 02/05/2025 | 0.04% | CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | MICROCHIP TEC CV 01.6250 02/15/2027 | 0.04% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.04% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.04% | TENNANT CO 05.6250 05/01/2025 | 0.04% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.04% | CAS 2015-C04 2M2 05.7001 04/25/2028 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% | RH P/P 144A CV 00.0000 09/15/2024 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | STACR 2018-DNA1 M2 01.9501 07/25/2030 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% | HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.04% | MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.04% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% | TERRIER MEDIA TLB L+425 04.3955 12/17/2026 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.04% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.04% | REALPAGE INC CV 01.5000 05/15/2025 | 0.04% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.04% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.04% | EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.04% | ISTAR INC 05.5000 02/15/2026 | 0.04% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | PETSMART INC TLB L+300 04.5000 03/11/2022 | 0.04% | SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.04% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | AIR TRANSPORT CV 01.1250 10/15/2024 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.04% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.04% | CIT GROUP INC. 05.2500 03/07/2025 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.04% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.04% | RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.04% | RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.04% | SM ENERGY CO 06.6250 01/15/2027 | 0.04% | UKRPI P 3.34 R 02/15/28 | 0.04% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% | 0.75 R ISWP US0003M P 10/16/2030 | 0.04% | BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.04% | GNR 2020-15 CS IO 05.9035 02/20/2050 | 0.04% | LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.04% | NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% | OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.04% | PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.04% | SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% | SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.04% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% | WINNEBAGO IND CV 01.5000 04/01/2025 | 0.04% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | ENVISION HEALTHCARE TL L+375 03.8955 10/10/2025 | 0.04% | EUR/USD CALL 1.20 20210323 HSBCB | 0.04% | FNR 2005-122 SE 22.5745 11/25/2035 | 0.04% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% | GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% | NEVRO CORP CV 01.7500 06/01/2021 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | Q2 HLDG INC CV 00.7500 06/01/2026 | 0.04% | SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.04% | SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.04% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% | THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.04% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.04% | ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.04% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.04% | GARDA WORLD TLB L+475 04.9100 10/30/2026 | 0.04% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% | IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% | IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% | MESSER INDUST TLB L+250 02.7204 03/01/2026 | 0.04% | PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.04% | SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.04% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% | CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.04% | DIAMOND SPORTS TLB L+325 03.4000 08/24/2026 | 0.04% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.04% | FHR 4530 TI IO 04.0000 11/15/2045 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | SM ENERGY CO 06.1250 11/15/2022 | 0.04% | SOTERA HEALTH TL L+450 05.5000 12/13/2026 | 0.04% | 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.04% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% | CAS 2015-C03 2M2 05.1501 07/25/2025 | 0.04% | CLEAR CHANNEL TLB L+350 03.7143 08/21/2026 | 0.04% | CPG INTL TL L+375 04.7500 05/05/2024 | 0.04% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | SYNAPTICS INC CV 00.5000 06/15/2022 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.03% | COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.03% | FHR 3249 PS 21.8101 12/15/2036 | 0.03% | FNR 2008-24 SP 22.7329 02/25/2038 | 0.03% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.03% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% | LIBERTY MEDIA | 0.03% | NETFLIX INC. 06.3750 05/15/2029 | 0.03% | OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.03% | PROVINCIA DE BUENOS 34.1871 05/31/2022 | 0.03% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.03% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% | CINEMARK USA INC 04.8750 06/01/2023 | 0.03% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.03% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.03% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.03% | GNR 2015-H26 CI IO 00.5141 08/20/2065 | 0.03% | MEREDITH CORP 06.8750 02/01/2026 | 0.03% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.03% | REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.03% | REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.03% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.03% | TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.03% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% | -0.189 R ISWP FWD EUR006M P 08/15/2029 | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.03% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.03% | BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.03% | ICAHN ENTER 04.7500 09/15/2024 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% | NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SCIENTIFIC GAMES TLB5 L+275 02.8955 08/14/2024 | 0.03% | TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.03% | TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.03% | UKRPI P 3.381 R 11/15/24 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.03% | DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.03% | FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.03% | GENESEE & WYOMING TL L+200 02.2204 11/05/2026 | 0.03% | INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% | MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.03% | NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | THE AES CORPORATION 05.1250 09/01/2027 | 0.03% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.03% | APACHE CORP 05.1000 09/01/2040 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | ELANCO ANIMAL HLTH TLB L+175 01.9048 02/04/2027 | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.03% | L BRANDS INC 06.7500 07/01/2036 | 0.03% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | PLURALSIGHT CV 00.3750 03/01/2024 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% | UKRPI P 3.42 R 12/15/24 | 0.03% | WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.03% | ZAYO GROUP HLDG INC L+300 03.1455 03/09/2027 | 0.03% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.03% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% | GNR 2013-99 VS IO 05.9591 07/16/2043 | 0.03% | GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.03% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.03% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.03% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.03% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | CINEMARK USA INC 05.1250 12/15/2022 | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.03% | EUR/NOK PUT 10.45 20210423 UBS | 0.03% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.03% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.03% | SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.03% | BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% | BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.03% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.03% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.03% | CENTENE CORP 03.0000 10/15/2030 | 0.03% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.03% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.03% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.03% | FNR 2005-83 QP 17.0037 11/25/2034 | 0.03% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.02% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.02% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.02% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.02% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.02% | NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.02% | NZD/USD 01/20/2021 MSCIL | 0.02% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.02% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.02% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.02% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.02% | AUD/USD CALL 0.76 20210311 HSBCB | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | EUR/NOK PUT 10.45 20210323 CSI-FX | 0.02% | FNR 2006-62 PS 38.9992 07/25/2036 | 0.02% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% | MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.02% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% | OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | NZD/USD 01/20/2021 BCAP-FX | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | FNR 2010-140 GS IO 05.8499 07/25/2039 | 0.02% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.02% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.02% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% | LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.02% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | THYELE TL B 1L USD L+425 04.4283 06/30/2027 | 0.02% | 0.32 R ISWP GBL6M P 07/16/2030 | 0.02% | 0.321 R ISWP GBL6M P 07/16/2030 | 0.02% | 0.97 R ISWP US0003M P 11/12/2030 | 0.02% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% | EUR/SEK PUT 10.25 20210323 CSI-FX | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% | IHEARTMEDIA TLB L+300 03.1455 05/01/2026 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | KRW/USD 02/17/2021 JPMCB | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% | SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.02% | TRANSDIGM INC 06.3750 06/15/2026 | 0.02% | UKRPI P 3.3875 R 03/15/28 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% | FHR 3408 EK 25.2262 04/15/2037 | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.02% | FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.02% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 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% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 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% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.02% | SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.02% | US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | WPX ENERGY INC 04.5000 01/15/2030 | 0.02% | AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | CAD/USD 01/20/2021 GSFX | 0.02% | DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | HUB INTL TLB L+400 05.0000 04/25/2025 | 0.02% | INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.02% | KRW/USD 02/17/2021 HSBCB | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.02% | USD/SGD PUT 1.345 20210323 HSBCB | 0.02% | AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | CLP/USD 01/20/2021 CITI | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | GBP/USD 12/16/2020 SSBT | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% | SM ENERGY CO 06.7500 09/15/2026 | 0.02% | TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | USD/SGD PUT 1.3425 20210413 JPMCB | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.02% | APACHE CORPORATION 04.8750 11/15/2027 | 0.02% | AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% | GBP/USD 12/16/2020 MSCIL | 0.02% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.02% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.02% | UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.02% | VALVOLINE INC 04.3750 08/15/2025 | 0.02% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% | 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.02% | CAS 2017-C06 2B1 04.6001 02/25/2030 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% | GNR 2019-78 SJ IO 05.9035 06/20/2049 | 0.02% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.02% | LIBERTY BROAD P/P 144A CV 02.7500 09/30/2050 | 0.02% | OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% | RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.02% | SEK/USD 12/16/2020 GSFX | 0.02% | SEK/USD 12/16/2020 UBS | 0.02% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% | AUD/USD 01/20/2021 CSI-FX | 0.02% | CAS 2015-C02 2M2 04.1501 05/25/2025 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.02% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% | L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.02% | MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.02% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.02% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% | CAD/USD 01/20/2021 MSCIL | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | DIVERSEY TL L+300 03.2142 09/06/2024 | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | GBP/USD 12/16/2020 WPAC | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | GNR 2019-99 KS IO 05.9035 08/20/2049 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% | NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.01% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.01% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.01% | AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% | CPURNSA R 1.922 P 09/24/40 | 0.01% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% | 0.932 R ISWP FWD US0003M P 12/07/2030 | 0.01% | AUD/USD 01/20/2021 HSBCB | 0.01% | CAS 2017-C07 2B1 04.6001 05/25/2030 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% | NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% | PQ CORP TLB L+225 02.4644 02/07/2027 | 0.01% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.01% | SWPTN 5WX5Y R 0.48625 USD 12/14/2020 GS | 0.01% | TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.01% | YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% | APACHE CORP 04.6250 11/15/2025 | 0.01% | CAD/USD 01/20/2021 UBS | 0.01% | CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% | JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% | PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.01% | ROBERTSHAW US HOLDING L+325 04.5000 02/28/2025 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.01% | TERRIER MEDIA TLB L+425 04.3955 12/17/2026 | 0.01% | WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% | WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% | ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% | 1.2965 R ISWP US0003M P 11/17/2050 | 0.01% | CAS 2015-C02 1M2 04.1501 05/25/2025 | 0.01% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.01% | NOK/USD 12/16/2020 HSBCB | 0.01% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.01% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | EUR/USD 12/16/2020 HSBCB | 0.01% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% | GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.01% | NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.01% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% | 0.215 R ISWP NFIX3MID P 05/15/2025 | 0.01% | 1.2525 R ISWP FWD NFIX3MID P 11/17/2030 | 0.01% | CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% | EUR/USD 12/16/2020 JPMCB | 0.01% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% | NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% | AUD/USD 01/20/2021 TDBK | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% | MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% | NOK/USD 12/16/2020 GSFX | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% | SEK/USD 12/16/2020 SSBT | 0.01% | SM ENERGY CO 05.0000 01/15/2024 | 0.01% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.01% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% | -0.741 R ISWP FWD CHL6M P 12/16/2022 | 0.01% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% | 0.30 R ISWP FWD SES3M P 12/16/2030 | 0.01% | 1.35 R ISWP US0003M P 09/30/2040 | 0.01% | ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.01% | AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% | CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.01% | EQT CORP 05.0000 01/15/2029 | 0.01% | EUR/USD 12/16/2020 BANKAM | 0.01% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% | GBP/USD 12/16/2020 RBSF | 0.01% | NZD/USD 01/20/2021 CSI-FX | 0.01% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.01% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.01% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% | TXU TCEH RIGHTS | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | 0.249 R ISWP US0003M P 11/12/2022 | 0.00% | 0.6925 R ISWP NOKOIB6M P 06/29/2025 | 0.00% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | CAD/USD 01/20/2021 RBSF | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CPURNSA R 2.028 P 10/08/40 | 0.00% | CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% | GBP/USD 12/16/2020 JPMCB | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.00% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% | 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% | 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% | 0.655 R ISWP NOKOIB6M P 07/10/2025 | 0.00% | 0.655 R ISWP NOKOIB6M P 07/13/2025 | 0.00% | 0.801 R ISWP US0003M P 11/06/2030 | 0.00% | CAD/USD 01/20/2021 HSBCB | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | EUR/USD 12/16/2020 MSCIL | 0.00% | FSPC T-57 1AX IO 00.3816 07/25/2043 | 0.00% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% | SEK/USD 12/16/2020 BANKAM | 0.00% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% | 0.2345 R ISWP US0003M P 10/23/2022 | 0.00% | 0.79 R ISWP CDOR03 P 10/30/2025 | 0.00% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.00% | 1.2765 R ISWP US0003M P 11/20/2050 | 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.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% | GBP/USD 12/16/2020 HSBCB | 0.00% | GBP/USD 12/16/2020 TDBK | 0.00% | GBP/USD 12/16/2020 UBS | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | JPY/USD 02/17/2021 HSBCB | 0.00% | JPY/USD 02/17/2021 UBS | 0.00% | NOK/USD 12/16/2020 JPMCB | 0.00% | SEK/USD 12/16/2020 HSBCB | 0.00% | TRIBUNE CLASS 1C LITIGAT | 0.00% | 0.36 R ISWP NFIX3MID P 06/05/2025 | 0.00% | 0.8025 R ISWP US0003M P 11/06/2030 | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | AUD/USD 01/20/2021 MSCIL | 0.00% | CHC GROUP LLC SEDOL BYXD3K4 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | EUR/USD 12/16/2020 RBSF | 0.00% | JPY/USD 02/17/2021 BCAP-FX | 0.00% | OPTN FN30 3.0 12/07/20 CALL 104.546875 JPMC | 0.00% | 0.57875 R ISWP NOKOIB6M P 11/23/2023 | 0.00% | 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.00% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | CAD/USD 01/20/2021 CITI | 0.00% | CAD/USD 01/20/2021 PSBS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CPURNSA R 2.05 P 11/12/40 | 0.00% | EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% | FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% | GBP/USD 12/16/2020 CSI-FX | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% | JPY/USD 02/17/2021 CITI | 0.00% | JPY/USD 02/17/2021 SSBT | 0.00% | SEK/USD 12/16/2020 JPMCB | 0.00% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% | SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% | SWPTN 5WX5Y P 0.48625 USD 12/14/2020 GS | 0.00% | -0.30 R ISWP FWD CHL6M P 12/16/2030 | 0.00% | -0.456 R ISWP FWD EUR006M P 12/16/2025 | 0.00% | -0.518 R ISWP FWD EUR006M P 12/16/2022 | 0.00% | 0.2325 R ISWP US0003M P 11/06/2022 | 0.00% | 0.252 R ISWP US0003M P 11/25/2022 | 0.00% | 0.41 R ISWP US0003M P 10/13/2025 | 0.00% | 0.5875 R ISWP NOKOIB6M P 11/24/2023 | 0.00% | 0.838 R ISWP US0003M P 10/23/2030 | 0.00% | 0.84005 R ISWP US0003M P 10/28/2030 | 0.00% | 0.8455 R ISWP US0003M P 11/25/2030 | 0.00% | 1.05 R ISWP FWD CDOR03 P 12/16/2030 | 0.00% | 1.26 R ISWP US0003M P 12/01/2050 | 0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% | AUD/USD 01/20/2021 CITI | 0.00% | CHF/USD 12/16/2020 CITI | 0.00% | CHF/USD 12/16/2020 JPMCB | 0.00% | CHF/USD 12/16/2020 TDBK | 0.00% | CHF/USD 12/16/2020 UBS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% | CSMC 2006-C5 AX IO 01.1109 12/15/2039 | 0.00% | EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% | EUR/USD 12/16/2020 UBS | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | GBP/USD 12/16/2020 BCAP-FX | 0.00% | GBP/USD 12/16/2020 GSFX | 0.00% | GBP/USD PUT 1.20 20201218 BANKAM | 0.00% | GBP/USD PUT 1.23 20201218 BANKAM | 0.00% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | HKD/USD 02/17/2021 BANKAM | 0.00% | HKD/USD 02/17/2021 HSBCB | 0.00% | HKD/USD 02/17/2021 TDBK | 0.00% | HKD/USD 02/17/2021 UBS | 0.00% | JPY/USD 02/17/2021 BANKAM | 0.00% | JPY/USD 02/17/2021 GSFX | 0.00% | JPY/USD 02/17/2021 MSCIL | 0.00% | JPY/USD 02/17/2021 RBSF | 0.00% | JPY/USD 02/17/2021 TDBK | 0.00% | JPY/USD 02/17/2021 WPAC | 0.00% | MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | NOK/USD 12/16/2020 BANKAM | 0.00% | NOK/USD 12/16/2020 MSCIL | 0.00% | NOK/USD 12/16/2020 UBS | 0.00% | NZD/USD 01/20/2021 TDBK | 0.00% | SEK/USD 12/16/2020 MSCIL | 0.00% | SEK/USD 12/16/2020 TDBK | 0.00% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% | TERVITA CORP SEDOL BD1DCC4 | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% | -0.015 R ISWP SES3M P 11/23/2023 | -0.00% | -0.015 R ISWP SES3M P 11/24/2023 | -0.00% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.00% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | -0.00% | 0.3175 R ISWP FWD EUR006M P 03/28/2040 | -0.00% | 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% | CHF/USD 12/16/2020 GSFX | -0.00% | CHF/USD 12/16/2020 RBSF | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CNH/USD 02/18/2021 JPMCB | -0.00% | CNH/USD 02/18/2021 WPAC | -0.00% | CPURNSA R 1.703 P 11/29/24 | -0.00% | EUR/USD 12/16/2020 GSFX | -0.00% | EUR/USD 12/16/2020 WPAC | -0.00% | HKD/USD 02/17/2021 SSBT | -0.00% | JPY/USD 02/17/2021 JPMCB | -0.00% | NZD/USD 01/20/2021 JPMCB | -0.00% | SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% | -0.15 R ISWP FWD EUR006M P 12/16/2030 | -0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | -0.00% | 0.8425 R ISWP US0003M P 10/23/2030 | -0.00% | 0.86 R ISWP US0003M P 11/04/2030 | -0.00% | 1.15 R ISWP US0003M P 09/30/2040 | -0.00% | CHF/USD 12/16/2020 MSCIL | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.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% | CNH/USD 02/18/2021 BANKAM | -0.00% | GBP/USD 12/16/2020 CITI | -0.00% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | 0.452 R ISWP US0003M P 12/01/2025 | -0.00% | 0.871 R ISWP FWD US0003M P 12/07/2030 | -0.00% | 0.8855 R ISWP US0003M P 11/27/2030 | -0.00% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% | 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% | 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.00% | CHF/USD 12/16/2020 HSBCB | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CNH/USD 02/18/2021 GSFX | -0.00% | CNH/USD 02/18/2021 HSBCB | -0.00% | EUR/USD 12/16/2020 TDBK | -0.00% | SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% | TWD/USD 02/17/2021 JPMCB | -0.00% | 0.76125 R ISWP NFIX3MID P 06/05/2030 | -0.00% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% | 1.41 R ISWP FWD AUDBB6M P 11/17/2030 | -0.00% | AUD/USD 01/20/2021 GSFX | -0.00% | AUD/USD CALL 0.80 20210311 HSBCB | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -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% | EUR/SEK PUT 9.90 20210323 CSI-FX | -0.00% | EUR/USD 12/16/2020 CSI-FX | -0.00% | INR/USD 02/17/2021 HSBCB | -0.00% | INR/USD 02/17/2021 JPMCB | -0.00% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% | SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% | USD/SGD PUT 1.305 20210413 JPMCB | -0.00% | USD/SGD PUT 1.31 20210323 HSBCB | -0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% | 1.305 R ISWP FWD US0003M P 12/17/2050 | -0.00% | AUD/USD 01/20/2021 RBSF | -0.00% | CAD/USD 01/20/2021 WPAC | -0.00% | CHF/USD 12/16/2020 SSBT | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | MXN/USD 01/20/2021 BANKAM | -0.00% | OPTN FN30 3.0 12/07/20 PUT 104.546875 JPMC | -0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% | 0.20 R ISWP FWD SONIA P 12/16/2030 | -0.01% | 0.7805 R ISWP US0003M P 10/30/2030 | -0.01% | 1.15 R ISWP CDOR03 P 10/30/2030 | -0.01% | AUD/USD 01/20/2021 WPAC | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CPURNSA R 1.7625 P 12/10/24 | -0.01% | NZD/USD 01/20/2021 WPAC | -0.01% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.01% | SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% | SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% | 0.85 R ISWP FWD AUDBB6M P 12/16/2030 | -0.01% | AUD/USD 01/20/2021 JPMCB | -0.01% | EUR/USD 12/16/2020 BCAP-FX | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | SEK/USD 12/16/2020 RBSF | -0.01% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -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% | TWD/USD 02/17/2021 GSFX | -0.01% | 0.95 R ISWP FWD NOKOIB6M P 12/16/2030 | -0.01% | SEK/USD 12/16/2020 CITI | -0.01% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% | -0.61 R ISWP FWD CHL6M P 12/16/2025 | -0.01% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% | CAD/USD 01/20/2021 CSI-FX | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD CALL 1.25 20210323 HSBCB | -0.01% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% | 0.471 R ISWP US0003M P 11/16/2025 | -0.01% | 2.032 R ISWP US0003M P 01/16/2055 | -0.01% | AUD/USD 01/20/2021 BANKAM | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | NZD/USD 01/20/2021 RBSF | -0.01% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.01% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% | 0.595 R ISWP NFIX3MID P 05/15/2030 | -0.01% | 0.60 R ISWP FWD NFIX3MID P 12/16/2030 | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SEK/USD 12/16/2020 BCAP-FX | -0.01% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% | 0.37 R ISWP US0003M P 10/16/2025 | -0.01% | 1.00 R ISWP FWD US0003M P 09/30/2040 | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -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% | 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | NZD/USD 01/20/2021 BANKAM | -0.01% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.01% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% | USD/KRW PUT 1085.00 20210322 HSBCB | -0.01% | CAD/USD 01/20/2021 BANKAM | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.02% | 0.30 R ISWP US0003M P 07/14/2025 | -0.02% | 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% | CAD/USD 01/20/2021 JPMCB | -0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.02% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% | SWPTN 3MX10Y R 0.7075 USD 12/18/2020 JP | -0.02% | AUD/USD CALL 0.79 20210510 GSFX | -0.02% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -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% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | NOK/USD 12/16/2020 SSBT | -0.02% | NZD/USD 01/20/2021 GSFX | -0.02% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | NZD/USD CALL 0.725 20210323 HSBCB | -0.02% | CAD/USD 01/20/2021 TDBK | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | NZD/USD 01/20/2021 HSBCB | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | USD/MXN PUT 19.75 20210322 MSCIL | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | EUR/USD 12/16/2020 SSBT | -0.02% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.02% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% | 1.192 R ISWP US0003M P 11/09/2050 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | EUR/USD 12/16/2020 CITI | -0.02% | SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.02% | SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.02% | SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.02% | USD/MXN PUT 19.75 20210413 JPMCB | -0.02% | 0.97164 R ISWP US0003M P 11/12/2030 | -0.02% | 0.9745 R ISWP US0003M P 11/12/2030 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% | 0.977 R ISWP US0003M P 11/12/2030 | -0.02% | 0.97881 R ISWP US0003M P 11/12/2030 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.02% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | NZD/USD 01/20/2021 CITI | -0.03% | NZD/USD 01/20/2021 PSBS | -0.03% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.7505 R ISWP US0003M P 10/16/2030 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.03% | AUD/USD 01/20/2021 PSBS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | 0.645 R ISWP US0003M P 07/15/2030 | -0.03% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% | USD/MXN PUT 19.00 20210416 GSFX | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | 0.436 R ISWP GBL6M P 07/16/2050 | -0.03% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.03% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% | 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.04% | 0.423 R ISWP GBL6M P 07/16/2050 | -0.04% | AUD/USD 01/20/2021 UBS | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.04% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.04% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.04% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | SWPTN 3MX5Y R 0.418 USD 01/13/2021 BC | -0.04% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.05% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.05% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.05% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.05% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.05% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.05% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% | CPTFEMU R 1.4 P 07/15/27 | -0.06% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.06% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | 0.83 R ISWP US0003M P 11/03/2021 | -0.06% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.06% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.06% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.07% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.07% | 0.794 R ISWP US0003M P 08/03/2050 | -0.08% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.08% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.08% | OPTN FN30 2.0 01/07/21 PUT 102.59375 JPMC | -0.08% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.09% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.09% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.09% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.09% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.10% | SWPTN 3MX10Y R 0.792 USD 01/13/2021 JP | -0.10% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.10% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.10% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.10% | 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.10% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.10% | 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.10% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.11% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.11% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.11% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.13% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.13% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.13% | CPTFEMU R 1.4375 P 09/15/23 | -0.13% | CPTFEMU R 1.4413 P 09/15/23 | -0.13% | CPTFEMU R 1.4425 P 09/15/23 | -0.13% | CPTFEMU R 1.4438 P 09/15/23 | -0.13% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.13% | 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.14% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.14% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.14% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.14% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 DE | -0.15% | UKRPI R 3.4425 P 07/15/49 | -0.16% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.19% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.19% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.20% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.21% | 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.21% | CPTFEMU P 1.13 R 05/15/50 | -0.22% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.22% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.22% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.22% | CPURNSA P 1.6625 R 07/10/30 | -0.22% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.24% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.25% | CPURNSA P 1.586 R 06/30/30 | -0.26% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.26% | CPTFEMU P 0.935 R 05/15/40 | -0.29% | CPTFEMU P 0.93 R 05/15/40 | -0.29% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.32% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.33% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.40% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.40% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.49% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.50% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.76% | US ULTRA BOND CBT MAR21 WNH1 | -0.82% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.15% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.19% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.24% | CAN 10YR BOND FUT MAR21 CNH1 | -1.93% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.20% | US 10YR ULTRA FUT MAR21 UXYH1 | -2.31% | EURO-BUND FUTURE DEC20 RXZ0 | -2.96% | US 2YR NOTE (CBT) MAR21 TUH1 | -57.71% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 13.49% | FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 10.67% | FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 6.14% | T 2.25 R 0.22 P 12/10/20 JP | 5.17% | FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 4.11% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.35% | TREASURY BILL 00.0000 11/05/2020 | 2.22% | FNMA FN30 TBA UMBS 05.5000 11/01/2050 | 1.85% | GNMA GII30 TBA 04.0000 11/01/2050 | 1.77% | FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 1.71% | FNMA FN30 TBA UMBS 04.5000 11/01/2050 | 1.20% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.81% | IVORY COAST REGS 06.1250 06/15/2033 | 0.78% | CASH MGMT BILL 00.0000 01/12/2021 | 0.78% | TREASURY BILL 00.0000 11/10/2020 | 0.72% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.70% | CWALT 2006-OA10 4A1 00.3393 08/25/2046 | 0.69% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.67% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.64% | CAS 2016-C02 1B 12.3993 09/25/2028 | 0.63% | CASH MGMT BILL 00.0000 01/05/2021 | 0.61% | FNR 2019-57 KS IO 05.9008 10/25/2049 | 0.60% | STACR 2016-DNA1 B 10.1481 07/25/2028 | 0.60% | FHR 5004 SG IO 05.9516 08/25/2050 | 0.59% | PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.58% | FNR 2017-32 SA IO 06.0008 05/25/2047 | 0.58% | TREASURY BILL 00.0000 12/03/2020 | 0.56% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.55% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.51% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.50% | STRU BMOC-8710 SA IO 05.9986 07/20/2050 | 0.50% | REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.49% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.48% | GNR 2016-H23 NI IO 02.6167 10/20/2066 | 0.48% | GNR 2020-133 CS IO 06.1486 09/20/2050 | 0.48% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.48% | SWPTN 3MX10Y P 0.7075 USD 12/18/2020 JP | 0.47% | FHR 5011 SA IO 06.1016 09/25/2050 | 0.46% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.46% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.45% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.43% | GNR 2019-96 SY IO 05.9486 08/20/2049 | 0.43% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.42% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.42% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.42% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.41% | GNR 2019-83 SY IO 05.9486 07/20/2049 | 0.41% | CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.41% | FHR 4839 WS IO 05.9516 08/15/2056 | 0.41% | SWPTN 3MX10Y P 0.792 USD 01/13/2021 JP | 0.41% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.40% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.40% | FHR 4945 SL IO 05.9016 01/25/2050 | 0.40% | TREASURY BILL 00.0000 11/19/2020 | 0.39% | BSCMS 2007-T26 AJ 05.4320 01/12/2045 | 0.39% | CAS 2015-C04 1M2 05.8493 04/25/2028 | 0.38% | CWALT 2006-OA7 1A1 02.5071 06/25/2046 | 0.38% | CAS 2017-C03 1M2 03.1493 10/25/2029 | 0.38% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.38% | IVORY COAST REGS 05.7500 12/31/2032 | 0.37% | CMLTI 2007-AMC3 A2D 00.4993 03/25/2037 | 0.37% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.37% | WFRBS 2013-C15 D P/P 144A 04.4935 08/15/2046 | 0.35% | STACR 2015-DNA3 B 09.4993 04/25/2028 | 0.34% | CARMX 2020-2 D 06.8700 05/17/2027 | 0.34% | TREASURY BILL 00.0000 11/12/2020 | 0.33% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.33% | CAS 2016-C03 1B 11.8993 10/25/2028 | 0.33% | CAS 2018-C05 1B1 04.3993 01/25/2031 | 0.32% | FNR 2020-12 SK IO 05.9008 03/25/2050 | 0.32% | GNR 2014-60 SD IO 06.0286 04/20/2044 | 0.32% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.31% | CAS 2016-C03 2M2 06.0493 10/25/2028 | 0.31% | MCAS 2020-01 M10 P/P 144A 03.8993 03/25/2050 | 0.30% | SPST 2020-2 A 00.9793 03/26/2021 | 0.30% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.30% | STACR 2016-HQA2 M3 05.2993 11/25/2028 | 0.30% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.29% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.28% | JPMBB 2014-C18 D P/P 144A 04.8102 02/15/2047 | 0.28% | FNR 2018-20 SB IO 06.1008 03/25/2048 | 0.28% | TREASURY BILL 00.0000 12/10/2020 | 0.28% | FNR 2015-42 LS IO 06.0508 06/25/2045 | 0.28% | SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.28% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.27% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.27% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.27% | WAMU 2005-AR17 A1B3 00.4993 12/25/2045 | 0.26% | SPST 2020-WL1 A 01.2993 06/25/2051 | 0.26% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.26% | FNR 2019-43 JS IO 05.9008 08/25/2049 | 0.26% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.26% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.25% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.25% | STACR 2017-HQA1 M2 03.6993 08/25/2029 | 0.24% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.24% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.24% | STACR 2015-DNA2 B 07.6993 12/25/2027 | 0.24% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.24% | NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.24% | CAS 2018-C04 2B1 04.6493 12/25/2030 | 0.24% | WFRBS 2012-C7 E P/P 144A 04.8104 06/15/2045 | 0.23% | CAS 2017-C02 2B1 05.6493 09/25/2029 | 0.23% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.23% | WFRBS 2012-C10 D P/P 144A 04.4277 12/15/2045 | 0.23% | CAS 2017-C03 1B1 04.9993 10/25/2029 | 0.23% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.23% | GNR 2017-H16 JI IO 02.8529 08/20/2067 | 0.22% | TREASURY BILL 00.0000 11/17/2020 | 0.22% | GNR 2019-152 ES IO 05.8986 12/20/2049 | 0.22% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.22% | GNR 2020-7 SK IO 05.8986 01/20/2050 | 0.22% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.22% | FNR 2016-96 ST IO 05.9508 12/25/2046 | 0.21% | SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.21% | 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.21% | GNR 2018-H05 BI IO 02.5518 02/20/2068 | 0.21% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.21% | STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.21% | DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.20% | GNR 2017-H10 MI IO 02.2064 04/20/2067 | 0.20% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.20% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.20% | GNR 2016-H09 BI IO 02.9601 04/20/2066 | 0.20% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.20% | PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.19% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.19% | ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.19% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.19% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.19% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.19% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.19% | RALI 2006-QO10 A1 00.3093 01/25/2037 | 0.19% | BCAP 2011-RR3 3A6 02.5835 11/27/2036 | 0.18% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.18% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.18% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.18% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.18% | DOMINICAN REPUBLIC REGS 06.8500 01/27/2045 | 0.18% | GNR 2015-H25 AI IO 01.6310 09/20/2065 | 0.18% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.18% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.18% | SNAP INC CV 00.7500 08/01/2026 | 0.18% | SPRINT CORP 07.8750 09/15/2023 | 0.18% | CAS 2016-C01 1B 11.8993 08/25/2028 | 0.18% | FNR 2013-90 SD IO 06.4508 09/25/2043 | 0.18% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.18% | GNR 2016-H06 DI IO 02.3279 07/20/2065 | 0.18% | REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.18% | GNR 2017-H08 NI IO 02.2910 03/20/2067 | 0.18% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.18% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.17% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.17% | CPTFEMU P 1.71 R 07/15/37 | 0.17% | STACR 2018-DNA3 B2 07.8993 09/25/2048 | 0.17% | GNR 2016-H10 AI IO 02.8708 04/20/2066 | 0.17% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.17% | GNR 2018-H03 XI IO 02.2487 02/20/2068 | 0.17% | GNR 2018-H05 AI IO 02.5308 02/20/2068 | 0.17% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.17% | JPMCC 2013-LC11 D 04.1671 04/15/2046 | 0.17% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.17% | CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.17% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.17% | CASH MGMT BILL 00.0000 01/19/2021 | 0.17% | GNR 2016-H06 CI IO 02.6273 02/20/2066 | 0.17% | GNR 2016-H22 AI IO 02.5022 10/20/2066 | 0.17% | GNR 2016-H24 JI IO 02.7790 11/20/2066 | 0.17% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.16% | ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.16% | SWPTN 3MX5Y P 0.418 USD 01/13/2021 BC | 0.16% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.16% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.16% | REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.16% | OPTN FN30 2.0 12/07/20 CALL 102.71875 JPMC | 0.16% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.16% | VERTIV TLB L+300 04.6550 03/02/2027 | 0.16% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.16% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.16% | IVORY COAST REGS 05.2500 03/22/2030 | 0.16% | IVORY COAST REGS 05.3750 07/23/2024 | 0.16% | OMIR 2017-1A B1 P/P 144A 05.8993 04/25/2027 | 0.16% | SAMI 2007-AR1 2A1 00.3293 01/25/2037 | 0.16% | GNR 2016-H02 HI IO 03.0420 01/20/2066 | 0.15% | IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.15% | REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.15% | GNR 2017-H09 IO IO 02.1865 04/20/2067 | 0.15% | MSBAM 2015-C23 D P/P 144A 04.1448 07/15/2050 | 0.15% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.15% | 1.316 R ISWP US0003M P 10/15/2021 | 0.15% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.15% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.15% | GNR 2017-H12 QI IO 02.6642 05/20/2067 | 0.15% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.15% | SPST 2020-6 A 01.8993 09/07/2021 | 0.15% | GNR 2017-H06 BI IO 02.2578 02/20/2067 | 0.14% | UKRPI P 3.665 R 12/15/28 | 0.14% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.14% | WFCM 2013-LC12 D P/P 144A 04.2751 07/15/2046 | 0.14% | CAS 2020-SBT1 1M2 03.7993 02/25/2040 | 0.14% | GSMS 2014-GC24 D P/P 144A 04.5316 09/10/2047 | 0.14% | JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.14% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.14% | MSBAM 2013-C10 D P/P 144A 04.0818 07/15/2046 | 0.14% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% | STACR 2020-DNA3 B2 09.4993 06/25/2050 | 0.14% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.14% | CWALT 2006-OA7 1A2 01.8225 06/25/2046 | 0.14% | MRAFT 2020-2 A1 01.8969 05/29/2022 | 0.14% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.14% | GNR 2017-H16 IB IO 02.1844 08/20/2067 | 0.14% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% | GNR 2017-H16 IG IO 02.1306 07/20/2067 | 0.14% | GNR 2017-H02 BI IO 02.3519 01/20/2067 | 0.14% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.14% | FNR 2013-107 SB IO 05.8008 02/25/2043 | 0.13% | GNR 2015-H23 BI IO 01.7647 09/20/2065 | 0.13% | PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.13% | IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.13% | BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.13% | GNR 2017-H11 DI IO 01.9383 05/20/2067 | 0.13% | BALTA 2005-8 21A1 02.9698 10/25/2035 | 0.13% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.13% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.13% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.13% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.13% | SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.13% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.13% | CWALT 2005-59 1A1 00.4814 11/20/2035 | 0.13% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.13% | GNR 2014-119 SA IO 05.4486 08/20/2044 | 0.13% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.13% | COMM 2014-CR16 C 04.9273 04/10/2047 | 0.13% | WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.13% | GNR 2015-H24 AI IO 02.2047 09/20/2065 | 0.12% | CENTENE CORP 04.6250 12/15/2029 | 0.12% | MSRR 2010-R4 4B 02.6630 02/26/2037 | 0.12% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.12% | NUANCE COMM CV 01.2500 04/01/2025 | 0.12% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% | ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.12% | CWALT 2006-OA10 3A1 00.3393 08/25/2046 | 0.12% | HCA INC. 05.3750 09/01/2026 | 0.12% | STATE OF QATAR P/P 144A 03.4000 04/16/2025 | 0.12% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.12% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.12% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.12% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.12% | STACR 2019-DNA1 M2 02.7993 01/25/2049 | 0.12% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.12% | AES CORP/THE 05.5000 04/15/2025 | 0.12% | COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.12% | COMM 2013-CR9 D P/P 144A 04.2436 07/10/2045 | 0.12% | GNR 2016-H16 EI IO 02.4950 06/20/2066 | 0.12% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.12% | BMIR 2017-1 B1 P/P 144A 04.8993 10/25/2027 | 0.12% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.12% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.12% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.12% | ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.12% | BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.12% | PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.12% | GNR 2016-H14 AI IO 02.6762 06/20/2066 | 0.12% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.12% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.12% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.12% | GSAA 2006-8 2A2 00.3293 05/25/2036 | 0.12% | DBALT 2006-AR4 A2 00.3393 12/25/2036 | 0.12% | ZILLOW GRP CV 01.3750 09/01/2026 | 0.12% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.11% | CAS 2017-C04 2M2 02.9993 11/25/2029 | 0.11% | REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.11% | 1.16 R ISWP US0003M P 10/16/2050 | 0.11% | ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.11% | CSAIL 2015-C1 D P/P 144A 03.7684 04/15/2050 | 0.11% | GNR 2016-H03 DI IO 02.0289 12/20/2065 | 0.11% | STACR 2020-HQA2 M2 03.2493 03/25/2050 | 0.11% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.11% | TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.11% | FNR 2018-86 DS IO 05.9508 12/25/2048 | 0.11% | TREASURY BILL 00.0000 12/08/2020 | 0.11% | GNR 2017-H11 TI IO 02.6831 04/20/2067 | 0.11% | NAVISTAR INTL TLB L+350 03.6500 11/06/2024 | 0.11% | ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.11% | GNR 2015-H25 EI IO 01.8655 10/20/2065 | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.11% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.11% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.11% | GNR 2016-H03 AI IO 03.3229 01/20/2066 | 0.11% | ON SEMICONDUC CV 01.6250 10/15/2023 | 0.11% | CAS 2019-R03 1B1 04.2493 09/25/2031 | 0.11% | CWALT 2006-OA10 2A1 00.3393 08/25/2046 | 0.11% | GSMS 2013-GC10 D P/P 144A 04.4023 02/10/2046 | 0.11% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.10% | GLOBAL MEDICAL RESPONS L+475 05.5000 10/05/2025 | 0.10% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.10% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.10% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.10% | FHR 4742 S IO 06.0516 12/15/2047 | 0.10% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.10% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.10% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.10% | JPMCC 2011-C4 C P/P 144A 05.3427 07/15/2046 | 0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.10% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.10% | CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.10% | GMAC CAPITAL TRUST I PCT 06.0651 | 0.10% | NETFLIX INC. 05.8750 11/15/2028 | 0.10% | CWALT 2005-38 A1 02.3825 09/25/2035 | 0.10% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.10% | GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.10% | PULTEGROUP INC 05.5000 03/01/2026 | 0.10% | CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.10% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.10% | GNR 2014-H21 BI IO 01.5504 10/20/2064 | 0.10% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.10% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.10% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% | GNR 2015-H10 BI IO 03.0269 04/20/2065 | 0.10% | ORTHO-CLINICAL TLB L+325 03.3903 06/30/2025 | 0.10% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.10% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.10% | FHR 3065 DC 19.4149 03/15/2035 | 0.10% | GSR 2007-OA1 2A3A 00.4593 05/25/2037 | 0.10% | MSBAM 2013-C11 D P/P 144A 04.3524 08/15/2046 | 0.10% | BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.09% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.09% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 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% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.09% | 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.09% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.09% | 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | CAS 2018 - C01 1B1 03.6993 07/25/2030 | 0.09% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.09% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.09% | LIVE NATION CV 02.5000 03/15/2023 | 0.09% | DISH NETWORK CV 03.3750 08/15/2026 | 0.09% | ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.09% | TWITTER INC CV 01.0000 09/15/2021 | 0.09% | 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.09% | BLACKLINE INC CV 00.1250 08/01/2024 | 0.09% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.09% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.09% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.09% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.09% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.09% | FORTIVE CORP CV 00.8750 02/15/2022 | 0.09% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.09% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.09% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.09% | NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.09% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.09% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.09% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.08% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.08% | STACR 2018-HQA2 B1 04.3993 10/25/2048 | 0.08% | WPX ENERGY INC 05.8750 06/15/2028 | 0.08% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.08% | GNR 2016-H17 KI IO 02.5192 07/20/2066 | 0.08% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 | 0.08% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.08% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.08% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.08% | GNR 2013-H08 CI IO 01.6538 02/20/2063 | 0.08% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.08% | CCMFC 2006-4A A2 00.3293 11/25/2047 | 0.08% | EUR/USD 12/16/2020 SSBT | 0.08% | FNR 2006-8 HP 24.0194 03/25/2036 | 0.08% | GNR 2016-48 MI IO 03.5000 04/16/2046 | 0.08% | JPMCC 2007-CB20 E P/P 144A 06.1688 02/12/2051 | 0.08% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.08% | STACR 2020-DNA4 B2 10.1493 08/25/2050 | 0.08% | AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.08% | JPMBB 2014-C18 E P/P 144A 04.3102 02/15/2047 | 0.08% | 0.45 R ISWP FWD SOFRRATE P 12/16/2030 | 0.08% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.08% | DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% | PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | STACR 2019-DNA2 B2 10.6493 03/25/2049 | 0.08% | 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.08% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% | RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.08% | GNR 2016-H24 CI IO 01.7137 10/20/2066 | 0.08% | PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.08% | VONAGE HLDGS CV 01.7500 06/01/2024 | 0.08% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.08% | COMM 2012-CR3 E P/P 144A 04.7505 10/15/2045 | 0.08% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.08% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.08% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.08% | MWST 2019-1 A 00.9493 06/25/2052 | 0.08% | SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.08% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.07% | CPTFEMU R 0.961 P 05/15/40 | 0.07% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% | DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.07% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.07% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.07% | STACR 2019-HQA1 M2 02.4993 02/25/2049 | 0.07% | SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.07% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.07% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.07% | VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.07% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.07% | ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.07% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.07% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.07% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.07% | STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.07% | ZYNGA INC CV 00.2500 06/01/2024 | 0.07% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.07% | MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.07% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.07% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.07% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.07% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.07% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% | JPALT 2007-A2 12A1 00.3493 06/25/2037 | 0.07% | NRG ENERGY INC 05.7500 01/15/2028 | 0.07% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% | CWALT 2006-24CB A13 00.4993 08/25/2036 | 0.07% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 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% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.07% | MRAFT 2020-4 A1 01.4953 04/23/2023 | 0.07% | OPTN FN30 2.5 12/07/20 CALL 104.0625 JPMC | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.07% | CAS 2020-R01 1B1 03.3993 01/25/2040 | 0.07% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.07% | TRANSDIGM INC 05.5000 11/15/2027 | 0.07% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.07% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.07% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.06% | L BRANDS INC 07.5000 06/15/2029 | 0.06% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.06% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.06% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.06% | BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.06% | GBP/USD 12/16/2020 SSBT | 0.06% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.06% | GNR 2016-H14 IO IO 01.6995 06/20/2066 | 0.06% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.06% | INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% | INSULET CORP CV 00.3750 09/01/2026 | 0.06% | REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.06% | SOLENIS 1STL L+400 04.2559 06/26/2025 | 0.06% | WMHE 2007-HE4 1A 00.3193 07/25/2047 | 0.06% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% | UKRPI P 3.385 R 11/15/24 | 0.06% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.06% | PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.06% | UKRPI P 3.34 R 03/15/28 | 0.06% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.06% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% | SAILPOINT TCH P/P CV 00.1250 09/15/2024 | 0.06% | SPRINT CORP 07.2500 09/15/2021 | 0.06% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.06% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.06% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.06% | DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.06% | HVMLT 2005-2 1A 00.6673 05/19/2035 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.06% | PROOFPOINT IN CV 00.2500 08/15/2024 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | STACR 2018-HQA2 B2 11.1493 10/25/2048 | 0.06% | STACR 2018-HQA2 M2 02.4493 10/25/2048 | 0.06% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.06% | WORKDAY INC CV 00.2500 10/01/2022 | 0.06% | FNR 2010-35 SG IO 06.2508 04/25/2040 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | GNR 2015-H08 CI IO 01.8087 03/20/2065 | 0.06% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% | NRG ENERGY CV 02.7500 06/01/2048 | 0.06% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% | BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.06% | UKRPI P 3.4025 R 03/15/28 | 0.06% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.06% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.06% | 0.75 R ISWP US0003M P 10/16/2030 | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.06% | APACHE CORPORATION 04.8750 11/15/2027 | 0.06% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.06% | LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.06% | ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.06% | CAS 2016-C05 2B 10.8993 01/25/2029 | 0.06% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.06% | ETSY INC CV 00.1250 10/01/2026 | 0.06% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% | NETFLIX INC 04.8750 04/15/2028 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.06% | CPTFEMU R 0.655 P 05/15/30 | 0.06% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.06% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% | WIX LTD P/P 144A 00.0000 08/15/2025 | 0.06% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.05% | COLONY STARWO CV 03.5000 01/15/2022 | 0.05% | DOCUSIGN INC CV 00.5000 09/15/2023 | 0.05% | GNR 2013-129 SN IO 05.9986 09/20/2043 | 0.05% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% | HUSKY TLB L+300 03.3614 03/28/2025 | 0.05% | JPMCC 2011-C3 F P/P 144A 05.7068 02/15/2046 | 0.05% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.05% | MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.05% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% | PULTEGROUP INC 05.0000 01/15/2027 | 0.05% | ASURION TLB7 L+300 03.1478 11/03/2024 | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% | CWALT 2007-OH1 A1D 00.3593 04/25/2047 | 0.05% | GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.05% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.05% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% | REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.05% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.05% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.05% | 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.05% | CPTFEMU R 0.6625 P 05/15/30 | 0.05% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | ISTAR INC. 04.2500 08/01/2025 | 0.05% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.05% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.05% | MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.05% | NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.05% | ANTERO RESOURCES 05.3750 11/01/2021 | 0.05% | BERRY PLASTICS TLY L+200 03.8985 07/01/2026 | 0.05% | CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.05% | FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.05% | FNR 2007-53 SP 23.6528 06/25/2037 | 0.05% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | OPTN FN30 2.0 11/05/20 CALL 103.1875 JPMC | 0.05% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% | UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.05% | USD/MXN PUT 20.50 20210416 GSFX | 0.05% | WPX ENERGY INC 05.7500 06/01/2026 | 0.05% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.05% | DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% | LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.05% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.05% | STACR 2019-DNA3 B2 08.2993 07/25/2049 | 0.05% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.05% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.05% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.05% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.05% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.05% | CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.05% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.05% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.05% | L BRANDS INC. 06.8750 11/01/2035 | 0.05% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.05% | MHL 2005-3 M2 00.9443 08/25/2035 | 0.05% | STACR 2019-DNA2 M2 02.5993 03/25/2049 | 0.05% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.05% | TWILIO INC CV 00.2500 06/01/2023 | 0.05% | CONMED CORP CV 02.6250 02/01/2024 | 0.05% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.05% | QVC INC 04.3750 09/01/2028 | 0.05% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.05% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.05% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.05% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.05% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.05% | TENNANT CO 05.6250 05/01/2025 | 0.05% | WERNER TLB L+400 05.0000 07/24/2024 | 0.05% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.04% | CAS 2015-C04 2M2 05.6993 04/25/2028 | 0.04% | CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.04% | CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.04% | CONTINENTAL RES 04.5000 04/15/2023 | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.04% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.04% | STACR 2018-DNA1 M2 01.9493 07/25/2030 | 0.04% | WPX ENERGY INC 05.2500 10/15/2027 | 0.04% | AES CORP/THE 06.0000 05/15/2026 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | ARBY'S TLB L+275 04.4095 02/05/2025 | 0.04% | CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.04% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.04% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.04% | SOTERA HEALTH TL L+450 05.5000 12/13/2026 | 0.04% | DISH DBS CORP 05.8750 11/15/2024 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% | LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.04% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% | SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.04% | TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.04% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.04% | INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.04% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.04% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.04% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.04% | GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.04% | PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.04% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.04% | RH P/P 144A CV 00.0000 09/15/2024 | 0.04% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% | WHITE CAP TLB L+400 04.5000 10/08/2027 | 0.04% | BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.04% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% | CIT GROUP INC. 05.2500 03/07/2025 | 0.04% | FNR 2005-122 SE 22.5776 11/25/2035 | 0.04% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% | NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% | RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% | AIR TRANSPORT CV 01.1250 10/15/2024 | 0.04% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% | FHR 4530 TI IO 04.0000 11/15/2045 | 0.04% | GNR 2020-15 CS IO 05.8986 02/20/2050 | 0.04% | ISTAR INC 05.5000 02/15/2026 | 0.04% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.04% | REALPAGE INC CV 01.5000 05/15/2025 | 0.04% | SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.04% | SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.04% | USD/CNH PUT 6.65 20210415 MSCIL | 0.04% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% | CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.04% | GARDA WORLD TLB L+475 06.6903 10/30/2026 | 0.04% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | PROVINCIA DE BUENOS 34.0648 05/31/2022 | 0.04% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.04% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% | THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% | USD/KRW PUT 1130.00 20210322 HSBCB | 0.04% | WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.04% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% | -0.189 R ISWP FWD EUR006M P 08/15/2029 | 0.04% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.04% | CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% | IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | MESSER INDUST TLB L+250 02.7204 03/01/2026 | 0.04% | MICROCHIP TEC CV 01.6250 02/15/2027 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% | SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | UKRPI P 3.34 R 02/15/28 | 0.04% | 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.04% | 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.04% | CAS 2015-C03 2M2 05.1493 07/25/2025 | 0.04% | CPG INTL TL L+375 04.7500 05/05/2024 | 0.04% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% | FHR 3249 PS 21.7853 12/15/2036 | 0.04% | FNR 2008-24 SP 22.7361 02/25/2038 | 0.04% | GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.04% | HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.04% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% | PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.04% | PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.04% | RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.04% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.04% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% | CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.04% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.04% | ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.04% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.04% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.04% | IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% | OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.04% | REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.04% | SYNAPTICS INC CV 00.5000 06/15/2022 | 0.04% | TALBOTS TLB L+700 07.2204 11/28/2022 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% | CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% | GNR 2015-H26 CI IO 00.5349 08/20/2065 | 0.03% | NETFLIX INC. 06.3750 05/15/2029 | 0.03% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.03% | PQ CORP P/P 144A 05.7500 12/15/2025 | 0.03% | Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.03% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.03% | USD/MXN PUT 20.75 20210322 MSCIL | 0.03% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | EUR/USD 12/16/2020 BCAP-FX | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.03% | REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.03% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.03% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.03% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.03% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.03% | ICAHN ENTER 04.7500 09/15/2024 | 0.03% | INTELSAT S.A. TLB3 L+475 08.0000 11/27/2023 | 0.03% | MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SCIENTIFIC GAMES TLB5 L+275 02.8978 08/14/2024 | 0.03% | SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.03% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.03% | UKRPI P 3.381 R 11/15/24 | 0.03% | CINEMARK USA INC 04.8750 06/01/2023 | 0.03% | COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.03% | CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.03% | DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.03% | FILTRATION GROUP TLB L+375 03.9680 03/29/2025 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.03% | GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.03% | NOK/USD 12/16/2020 UBS | 0.03% | SM ENERGY CO 06.1250 11/15/2022 | 0.03% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% | THE AES CORPORATION 05.1250 09/01/2027 | 0.03% | UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.03% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.03% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% | ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.03% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | GNR 2013-99 VS IO 05.9543 07/16/2043 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.03% | SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.03% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.03% | UKRPI P 3.42 R 12/15/24 | 0.03% | WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.03% | ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.03% | 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.03% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% | FNR 2005-83 QP 17.0060 11/25/2034 | 0.03% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.03% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.03% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.03% | PLURALSIGHT CV 00.3750 03/01/2024 | 0.03% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.03% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.03% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | USD/MXN PUT 20.50 20210413 JPMCB | 0.03% | 8X8 INC CV 00.5000 02/01/2024 | 0.03% | APACHE CORP 05.1000 09/01/2040 | 0.03% | BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.03% | BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.03% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | DIAMOND SPORTS TLB L+325 03.4000 08/24/2026 | 0.03% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.03% | GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.03% | L BRANDS INC 06.7500 07/01/2036 | 0.03% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.03% | MEREDITH CORP 06.8750 02/01/2026 | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | SM ENERGY CO 06.6250 01/15/2027 | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% | BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.03% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.03% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.03% | CENTENE CORP 03.0000 10/15/2030 | 0.03% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.03% | FNR 2006-62 PS 39.0045 07/25/2036 | 0.03% | FNR 2010-140 GS IO 05.8508 07/25/2039 | 0.03% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.03% | L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | CINEMARK USA INC 05.1250 12/15/2022 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.02% | MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.02% | NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.02% | NZD/USD CALL 0.685 20210323 HSBCB | 0.02% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.02% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.02% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.02% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.02% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.02% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% | GBP/USD 12/16/2020 CITI | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% | OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% | FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | LEVI STRAUSS & CO. 05.0000 05/01/2025 | 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% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.02% | EUR/USD CALL 1.20 20210323 HSBCB | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.02% | FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% | OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | THYELE TL B 1L USD L+425 04.4283 06/30/2027 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | EUR/USD 12/16/2020 RBSF | 0.02% | EUR/USD 12/16/2020 TDBK | 0.02% | FHR 3408 EK 25.1960 04/15/2037 | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% | IHEARTMEDIA TLB L+300 04.6595 05/01/2026 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | TRANSDIGM INC 06.3750 06/15/2026 | 0.02% | 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.02% | DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.02% | US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% | HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | UKRPI P 3.3875 R 03/15/28 | 0.02% | WPX ENERGY INC 04.5000 01/15/2030 | 0.02% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.02% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% | AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | AUD/USD 01/20/2021 UBS | 0.02% | AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.02% | SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.02% | AUD/USD 01/20/2021 SSBT | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% | EUR/SEK PUT 10.25 20210323 CSI-FX | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% | JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.02% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.02% | TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.02% | VALVOLINE INC 04.3750 08/15/2025 | 0.02% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% | 0.32 R ISWP GBL6M P 07/16/2030 | 0.02% | 0.321 R ISWP GBL6M P 07/16/2030 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | AUD/USD PUT 0.695 20201118 BANKAM | 0.02% | CAS 2017-C06 2B1 04.5993 02/25/2030 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.02% | LIBERTY BROAD P/P 144A CV 02.7500 09/30/2050 | 0.02% | OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.02% | RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.02% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.02% | CAS 2015-C02 2M2 04.1493 05/25/2025 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.02% | GNR 2019-78 SJ IO 05.8986 06/20/2049 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 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% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% | L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% | OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% | DIVERSEY TL L+300 03.2142 09/06/2024 | 0.01% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.01% | MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.01% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.01% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% | SEK/USD 12/16/2020 BCAP-FX | 0.01% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% | AMERICAN AXLE & MANUF L+273 03.4062 04/06/2024 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% | EUR/USD CALL 1.23 20210215 BANKAM | 0.01% | EUR/USD CALL 1.23 20210215 UBS | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | GBP/USD 12/16/2020 WPAC | 0.01% | GNR 2019-99 KS IO 05.8986 08/20/2049 | 0.01% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | NOK/USD 12/16/2020 JPMCB | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.01% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | 0.76125 R ISWP NFIX3MID P 06/05/2030 | 0.01% | 0.8425 R ISWP US0003M P 10/23/2030 | 0.01% | AUD/USD CALL 0.76 20210311 HSBCB | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CAS 2017-C07 2B1 04.5993 05/25/2030 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | EUR/NOK PUT 10.45 20210423 UBS | 0.01% | GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% | GBP/USD 12/16/2020 UBS | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | PQ CORP TLB L+225 03.6268 02/07/2027 | 0.01% | TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.01% | USD/CAD PUT 1.285 20210127 GSFX | 0.01% | YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% | APACHE CORP 04.6250 11/15/2025 | 0.01% | CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | CLP/USD 01/20/2021 CITI | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% | JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% | KRW/USD 02/17/2021 JPMCB | 0.01% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.01% | NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.01% | PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.01% | ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% | TERRIER MEDIA TLB L+425 04.4345 12/17/2026 | 0.01% | WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% | WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% | ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% | CAS 2015-C02 1M2 04.1493 05/25/2025 | 0.01% | CPURNSA R 1.922 P 09/24/40 | 0.01% | EUR/USD CALL 1.23 20210301 MSCIL | 0.01% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% | MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.01% | NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.01% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% | USD/SGD PUT 1.3425 20210413 JPMCB | 0.01% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% | 0.84005 R ISWP US0003M P 10/28/2030 | 0.01% | 0.85 R ISWP FWD AUDBB6M P 12/16/2030 | 0.01% | 1.263 R ISWP US0003M P 10/23/2050 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% | EUR/NOK PUT 10.45 20210323 CSI-FX | 0.01% | GBP/USD 12/16/2020 MSCIL | 0.01% | GBP/USD PUT 1.23 20201218 BANKAM | 0.01% | GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.01% | JPY/USD 11/18/2020 UBS | 0.01% | KRW/USD 02/17/2021 HSBCB | 0.01% | SEK/USD 12/16/2020 CITI | 0.01% | SEK/USD 12/16/2020 SSBT | 0.01% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% | USD/SGD PUT 1.345 20210323 HSBCB | 0.01% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% | CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | EUR/USD CALL 1.22 20210127 BANKAM | 0.01% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% | NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.01% | NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% | 0.06 R ISWP SES3M P 03/03/2022 | 0.01% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% | 1.2545 R ISWP US0003M P 10/23/2050 | 0.01% | AUD/USD 01/20/2021 RBSF | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | EUR/USD 12/16/2020 CSI-FX | 0.01% | EUR/USD 12/16/2020 WPAC | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.01% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% | MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | 0.41 R ISWP US0003M P 10/13/2025 | 0.01% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.01% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% | AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% | CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% | ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.01% | EUR/USD 12/16/2020 GSFX | 0.01% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | JPY/USD 11/18/2020 HSBCB | 0.01% | MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.01% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.01% | SEK/USD 12/16/2020 RBSF | 0.01% | SM ENERGY CO 05.0000 01/15/2024 | 0.01% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.01% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% | TWD/USD 02/17/2021 JPMCB | 0.01% | TXU TCEH RIGHTS | 0.01% | 0.595 R ISWP NFIX3MID P 05/15/2030 | 0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% | AUD/USD 01/20/2021 JPMCB | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% | CAD/USD 01/20/2021 JPMCB | 0.00% | CAD/USD 01/20/2021 TDBK | 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.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 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | FSPC T-57 1AX IO 00.3810 07/25/2043 | 0.00% | JPY/USD 11/18/2020 BCAP-FX | 0.00% | NZD/USD 01/20/2021 SSBT | 0.00% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% | 0.838 R ISWP US0003M P 10/23/2030 | 0.00% | CHC GRP LLC P/P CV 00.0000 10/01/2021 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% | GBP/USD 12/16/2020 CSI-FX | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | JPY/USD 11/18/2020 MSCIL | 0.00% | OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% | OPTN FN30 3.0 11/05/20 CALL 104.703125 JPMC | 0.00% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% | SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% | TRIBUNE CLASS 1C LITIGAT | 0.00% | -0.518 R ISWP FWD EUR006M P 12/16/2022 | 0.00% | 0.60 R ISWP FWD NFIX3MID P 12/16/2030 | 0.00% | AUD/USD 01/20/2021 GSFX | 0.00% | CAD/USD 01/20/2021 BANKAM | 0.00% | CAD/USD 01/20/2021 CSI-FX | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CZK/USD 12/16/2020 GSFX | 0.00% | EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% | FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% | JPY/USD 11/18/2020 CITI | 0.00% | NZD/USD 01/20/2021 CITI | 0.00% | NZD/USD 01/20/2021 HSBCB | 0.00% | SWPTN 5WX5Y P 0.42 USD 11/12/2020 GS | 0.00% | TWD/USD 02/17/2021 GSFX | 0.00% | -0.30 R ISWP FWD CHL6M P 12/16/2030 | 0.00% | 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | CAD/USD 01/20/2021 WPAC | 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CPURNSA R 2.028 P 10/08/40 | 0.00% | GBP/USD 12/16/2020 HSBCB | 0.00% | GBP/USD 12/16/2020 TDBK | 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% | JPY/USD 11/18/2020 RBSF | 0.00% | NZD/USD 01/20/2021 WPAC | 0.00% | SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | 0.00% | -0.61 R ISWP FWD CHL6M P 12/16/2025 | 0.00% | 0.20 R ISWP FWD SONIA P 12/16/2030 | 0.00% | 0.30 R ISWP FWD SES3M P 12/16/2030 | 0.00% | 0.655 R ISWP NOKOIB6M P 07/10/2025 | 0.00% | 0.655 R ISWP NOKOIB6M P 07/13/2025 | 0.00% | 1.05 R ISWP FWD CDOR03 P 12/16/2030 | 0.00% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% | AUD/USD 01/20/2021 CSI-FX | 0.00% | AUD/USD 01/20/2021 WPAC | 0.00% | CAD/USD 01/20/2021 CITI | 0.00% | CHC GROUP LLC P/P SEDOL BYXD3K4 | 0.00% | CHF/USD 12/16/2020 RBSF | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% | CSMC 2006-C5 AX IO 00.8836 12/15/2039 | 0.00% | EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | FNS 366 22 IO 04.5000 10/25/2035 | 0.00% | GBP/USD 12/16/2020 JPMCB | 0.00% | HKD/USD 11/18/2020 BANKAM | 0.00% | HKD/USD 11/18/2020 HSBCB | 0.00% | HKD/USD 11/18/2020 SSBT | 0.00% | HKD/USD 11/18/2020 TDBK | 0.00% | HKD/USD 11/18/2020 UBS | 0.00% | JPY/USD 11/18/2020 GSFX | 0.00% | MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | NOK/USD 12/16/2020 GSFX | 0.00% | NZD/USD 01/20/2021 GSFX | 0.00% | NZD/USD 01/20/2021 JPMCB | 0.00% | NZD/USD 01/20/2021 RBSF | 0.00% | NZD/USD 01/20/2021 TDBK | 0.00% | SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% | SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | 0.00% | TERVITA CORP SEDOL BD1DCC4 | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% | -0.741 R ISWP FWD CHL6M P 12/16/2022 | -0.00% | 0.2345 R ISWP US0003M P 10/23/2022 | -0.00% | 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.00% | CAD/USD 01/20/2021 MSCIL | -0.00% | CAD/USD 01/20/2021 RBSF | -0.00% | CAD/USD 01/20/2021 SSBT | -0.00% | CHF/USD 12/16/2020 HSBCB | -0.00% | CHF/USD 12/16/2020 MSCIL | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -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 GS | -0.00% | CNH/USD 02/18/2021 JPMCB | -0.00% | CNH/USD 02/18/2021 WPAC | -0.00% | EUR/USD 12/16/2020 BANKAM | -0.00% | GBP/USD 12/16/2020 BCAP-FX | -0.00% | JPY/USD 11/18/2020 BANKAM | -0.00% | JPY/USD 11/18/2020 WPAC | -0.00% | NZD/USD 01/20/2021 CSI-FX | -0.00% | SEK/USD 12/16/2020 HSBCB | -0.00% | SEK/USD 12/16/2020 JPMCB | -0.00% | SEK/USD 12/16/2020 TDBK | -0.00% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | -0.00% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% | -0.456 R ISWP FWD EUR006M P 12/16/2025 | -0.00% | 0.286 R ISWP SES3M P 03/03/2030 | -0.00% | 0.95 R ISWP FWD NOKOIB6M P 12/16/2030 | -0.00% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.00% | AUD/USD CALL 0.80 20210311 HSBCB | -0.00% | AUD/USD PUT 0.675 20201118 BANKAM | -0.00% | CAD/USD 01/20/2021 HSBCB | -0.00% | CAD/USD 01/20/2021 UBS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | 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% | EUR/USD 12/16/2020 CITI | -0.00% | NZD/USD 01/20/2021 BCAP-FX | -0.00% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | -0.00% | 0.6925 R ISWP NOKOIB6M P 06/29/2025 | -0.00% | 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% | 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.00% | CHF/USD 12/16/2020 CITI | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | EUR/USD CALL 1.27 20210301 MSCIL | -0.00% | JPY/USD 11/18/2020 JPMCB | -0.00% | NOK/USD 12/16/2020 HSBCB | -0.00% | SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% | USD/SGD PUT 1.305 20210413 JPMCB | -0.00% | USD/SGD PUT 1.31 20210323 HSBCB | -0.00% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% | CAD/USD 01/20/2021 GSFX | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.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% | EUR/SEK PUT 9.90 20210323 CSI-FX | -0.00% | EUR/USD 12/16/2020 UBS | -0.00% | EUR/USD CALL 1.27 20210215 BANKAM | -0.00% | EUR/USD CALL 1.27 20210215 UBS | -0.00% | GBP/USD PUT 1.20 20201218 BANKAM | -0.00% | INR/USD 02/17/2021 JPMCB | -0.00% | JPY/USD 11/18/2020 SSBT | -0.00% | NZD/USD 01/20/2021 BANKAM | -0.00% | SEK/USD 12/16/2020 MSCIL | -0.00% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% | SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% | 1.15 R ISWP US0003M P 09/30/2040 | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | EUR/USD 12/16/2020 HSBCB | -0.00% | INR/USD 02/17/2021 HSBCB | -0.00% | NOK/USD 12/16/2020 SSBT | -0.00% | NZD/USD 01/20/2021 UBS | -0.00% | SEK/USD 12/16/2020 BANKAM | -0.00% | SWPTN 5WX5Y R 0.42 USD 11/12/2020 GS | -0.00% | USD/CAD PUT 1.26 20210127 GSFX | -0.00% | 0.215 R ISWP NFIX3MID P 05/15/2025 | -0.01% | AUD/USD 01/20/2021 MSCIL | -0.01% | CHF/USD 12/16/2020 GSFX | -0.01% | CHF/USD 12/16/2020 TDBK | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | NZD/USD 01/20/2021 MSCIL | -0.01% | NZD/USD CALL 0.725 20210323 HSBCB | -0.01% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% | SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.01% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.01% | AUD/USD 01/20/2021 TDBK | -0.01% | CHF/USD 12/16/2020 JPMCB | -0.01% | CPURNSA R 1.703 P 11/29/24 | -0.01% | EUR/USD CALL 1.25 20210323 HSBCB | -0.01% | GBP/USD 12/16/2020 GSFX | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | NOK/USD 12/16/2020 MSCIL | -0.01% | SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% | SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | -0.01% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% | GBP/USD 12/16/2020 RBSF | -0.01% | SEK/USD 12/16/2020 UBS | -0.01% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% | CZK/USD 12/16/2020 BANKAM | -0.01% | EUR/USD 12/16/2020 MSCIL | -0.01% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.01% | -0.15 R ISWP FWD EUR006M P 12/16/2030 | -0.01% | 0.7805 R ISWP US0003M P 10/30/2030 | -0.01% | 2.032 R ISWP US0003M P 01/16/2055 | -0.01% | CHF/USD 12/16/2020 SSBT | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | -0.4047 R ISWP EUR006M P 10/11/2024 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.01% | USD/KRW PUT 1085.00 20210322 HSBCB | -0.01% | 0.36 R ISWP NFIX3MID P 06/05/2025 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CPURNSA R 1.7625 P 12/10/24 | -0.01% | SEK/USD 12/16/2020 GSFX | -0.01% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.01% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% | AUD/USD 01/20/2021 BANKAM | -0.01% | AUD/USD 01/20/2021 HSBCB | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | OPTN FN30 3.0 11/05/20 PUT 104.703125 JPMC | -0.01% | USD/MXN PUT 19.75 20210322 MSCIL | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | USD/CNH PUT 6.50 20210415 MSCIL | -0.02% | USD/MXN PUT 19.75 20210413 JPMCB | -0.02% | 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% | 1.00 R ISWP FWD US0003M P 09/30/2040 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.02% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.02% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -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% | 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.02% | 0.37 R ISWP US0003M P 10/16/2025 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.02% | 0.30 R ISWP US0003M P 07/14/2025 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% | USD/MXN PUT 19.00 20210416 GSFX | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% | SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.03% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% | 0.436 R ISWP GBL6M P 07/16/2050 | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | 0.423 R ISWP GBL6M P 07/16/2050 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | 1.241 R ISWP US0003M P 10/23/2050 | -0.03% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.03% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -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 GS | -0.04% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% | 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.04% | SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.04% | 0.645 R ISWP US0003M P 07/15/2030 | -0.04% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | 0.7505 R ISWP US0003M P 10/16/2030 | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.04% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.05% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.05% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.05% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.05% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.05% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.05% | EUR/USD 12/16/2020 JPMCB | -0.05% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% | SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.05% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.05% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% | OPTN FN30 2.0 11/05/20 PUT 103.1875 JPMC | -0.06% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.06% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.06% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.06% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | CPTFEMU R 1.4 P 07/15/27 | -0.07% | OPTN FN30 2.5 12/07/20 PUT 104.0625 JPMC | -0.07% | SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.07% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.07% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.08% | SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.08% | SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.08% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.08% | SWPTN 3MX5Y R 0.418 USD 01/13/2021 BC | -0.08% | SWPTN 3MX10Y R 0.7075 USD 12/18/2020 JP | -0.08% | 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.08% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.08% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.08% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.09% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.09% | 0.794 R ISWP US0003M P 08/03/2050 | -0.09% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.09% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.09% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.10% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.10% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.10% | OPTN FN30 2.0 12/07/20 PUT 102.71875 JPMC | -0.10% | 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.10% | 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.10% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.11% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.11% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.11% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.11% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.11% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.12% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.12% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.13% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.13% | CPTFEMU P 1.13 R 05/15/50 | -0.13% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.13% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.14% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.14% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.15% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.15% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.15% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.15% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.16% | CPTFEMU R 1.4375 P 09/15/23 | -0.16% | CPTFEMU R 1.4413 P 09/15/23 | -0.16% | CPTFEMU R 1.4425 P 09/15/23 | -0.16% | CPTFEMU R 1.4438 P 09/15/23 | -0.16% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.16% | SWPTN 3MX10Y R 0.792 USD 01/13/2021 JP | -0.16% | CPTFEMU P 0.935 R 05/15/40 | -0.17% | CPTFEMU P 0.93 R 05/15/40 | -0.18% | UKRPI R 3.4425 P 07/15/49 | -0.18% | 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.18% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.19% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.19% | CPURNSA P 1.6625 R 07/10/30 | -0.20% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.21% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.22% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.22% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.22% | CPURNSA P 1.586 R 06/30/30 | -0.23% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.24% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.26% | 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.28% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.29% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.31% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.34% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.36% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.39% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.40% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.49% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.50% | US ULTRA BOND CBT DEC20 WNZ0 | -0.84% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.87% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.31% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.35% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.41% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.28% | US 10YR ULTRA FUT DEC20 UXYZ0 | -2.36% | EURO-BUND FUTURE DEC20 RXZ0 | -2.96% | US 2YR NOTE (CBT) DEC20 TUZ0 | -60.59% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2050 | 15.19% | FNMA FN30 TBA UMBS 04.0000 10/01/2050 | 8.28% | T 2.25 R 0.22 P 12/10/20 JP | 5.36% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.43% | FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 2.37% | FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 2.34% | FNMA FN30 TBA UMBS 02.0000 11/01/2050 | 2.29% | TREASURY BILL 00.0000 11/05/2020 | 2.22% | FNMA FN30 TBA UMBS 05.5000 10/01/2050 | 1.85% | GNMA GII30 TBA 04.0000 10/01/2050 | 1.77% | TREASURY BILL 00.0000 10/08/2020 | 1.56% | FNMA FN30 TBA UMBS 04.5000 10/01/2050 | 1.20% | FNMA FN30 TBA UMBS 01.5000 10/01/2050 | 1.12% | TREASURY BILL 00.0000 10/15/2020 | 0.94% | 3.096 R ISWP US0003M P 12/03/2029 | 0.92% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.78% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.75% | TREASURY BILL 00.0000 11/10/2020 | 0.72% | IVORY COAST REGS 06.1250 06/15/2033 | 0.72% | CWALT 2006-OA10 4A1 00.3381 08/25/2046 | 0.69% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.68% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.67% | CAS 2016-C02 1B 12.3981 09/25/2028 | 0.62% | FNR 2017-32 SA IO 06.0019 05/25/2047 | 0.61% | FNR 2019-57 KS IO 05.9019 10/25/2049 | 0.61% | STACR 2016-DNA1 B 10.1751 07/25/2028 | 0.59% | PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.58% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.57% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.56% | FHR 5004 SG IO 05.9476 08/25/2050 | 0.56% | TREASURY BILL 00.0000 12/03/2020 | 0.55% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.52% | STRU BMOC-8710 SA IO 05.9938 07/20/2050 | 0.50% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.50% | GNR 2016-H23 NI IO 03.3469 10/20/2066 | 0.50% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.49% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.49% | 3.312 R ISWP US0003M P 11/08/2048 | 0.49% | REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.46% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.45% | FHR 5011 SA IO 06.0976 09/25/2050 | 0.44% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.44% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.44% | GNR 2019-96 SY IO 05.9438 08/20/2049 | 0.43% | FHR 4945 SL IO 05.8976 01/25/2050 | 0.42% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.41% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.41% | GNR 2019-83 SY IO 05.9438 07/20/2049 | 0.41% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.41% | CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.40% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.40% | TREASURY BILL 00.0000 11/19/2020 | 0.39% | CAS 2017-C03 1M2 03.1481 10/25/2029 | 0.38% | FHR 4839 WS IO 05.9476 08/15/2056 | 0.38% | CAS 2015-C04 1M2 05.8481 04/25/2028 | 0.38% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.37% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.37% | CMLTI 2007-AMC3 A2D 00.4981 03/25/2037 | 0.36% | IVORY COAST REGS 05.7500 12/31/2032 | 0.35% | BSCMS 2007-T26 AJ 05.5414 01/12/2045 | 0.35% | WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046 | 0.34% | STACR 2015-DNA3 B 09.4981 04/25/2028 | 0.34% | CARMX 2020-2 D 06.8700 05/17/2027 | 0.34% | CWALT 2006-OA7 1A1 02.5475 06/25/2046 | 0.34% | TREASURY BILL 00.0000 11/12/2020 | 0.33% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.33% | GNR 2014-60 SD IO 06.0238 04/20/2044 | 0.33% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.32% | CAS 2018-C05 1B1 04.3981 01/25/2031 | 0.32% | CAS 2016-C03 1B 11.8981 10/25/2028 | 0.31% | CAS 2016-C03 2M2 06.0481 10/25/2028 | 0.31% | SPST 2019-11 A 00.9011 10/24/2020 | 0.31% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.30% | SPST 2020-2 A 00.9748 03/26/2021 | 0.30% | MCAS 2020-01 M10 P/P 144A 03.8981 03/25/2050 | 0.30% | STACR 2016-HQA2 M3 05.2981 11/25/2028 | 0.30% | FNR 2018-20 SB IO 06.1019 03/25/2048 | 0.28% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.28% | FNR 2015-42 LS IO 06.0519 06/25/2045 | 0.28% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.28% | TREASURY BILL 00.0000 10/27/2020 | 0.28% | TREASURY BILL 00.0000 12/10/2020 | 0.28% | JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047 | 0.28% | SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.28% | WAMU 2005-AR17 A1B3 00.4981 12/25/2045 | 0.27% | SWPTN 3MX10Y P 0.7075 USD 12/18/2020 JP | 0.27% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.27% | FNR 2019-43 JS IO 05.9019 08/25/2049 | 0.26% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.26% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.26% | SPST 2020-WL1 A 01.2981 06/25/2051 | 0.26% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.25% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.25% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.25% | STACR 2017-HQA1 M2 03.6981 08/25/2029 | 0.25% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.24% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.24% | STACR 2015-DNA2 B 07.6981 12/25/2027 | 0.24% | NHLT 2019-2A M4 05.6822 11/26/2029 | 0.24% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.23% | WFRBS 2012-C10 D P/P 144A 04.5755 12/15/2045 | 0.23% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.23% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.23% | GNR 2017-H16 JI IO 02.8661 08/20/2067 | 0.23% | WFRBS 2012-C7 E P/P 144A 04.9651 06/15/2045 | 0.23% | CAS 2017-C02 2B1 05.6481 09/25/2029 | 0.23% | GNR 2019-152 ES IO 05.8938 12/20/2049 | 0.23% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.23% | CAS 2017-C03 1B1 04.9981 10/25/2029 | 0.22% | CPURNSA R 0.77 P 03/11/25 | 0.22% | GNR 2020-7 SK IO 05.8938 01/20/2050 | 0.22% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.22% | TREASURY BILL 00.0000 11/17/2020 | 0.22% | FNR 2016-96 ST IO 05.9519 12/25/2046 | 0.22% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.22% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.21% | 0.78 R ISWP US0003M P 04/28/2050 | 0.21% | GNR 2016-H09 BI IO 02.9540 04/20/2066 | 0.21% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.21% | GNR 2018-H05 BI IO 02.5582 02/20/2068 | 0.21% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.21% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.21% | OPTN FN30 2.0 10/07/20 CALL 102.625 JPMC | 0.21% | GNR 2017-H10 MI IO 02.2244 04/20/2067 | 0.20% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.20% | SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.20% | STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.20% | PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.20% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.20% | COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.20% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.20% | DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.20% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.19% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.19% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.19% | SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.19% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.19% | RALI 2006-QO10 A1 00.3081 01/25/2037 | 0.19% | ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.19% | BCAP 2011-RR3 3A6 03.1794 11/27/2036 | 0.18% | 0.815 R ISWP US0003M P 07/30/2050 | 0.18% | GNR 2015-H25 AI IO 01.6269 09/20/2065 | 0.18% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.18% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.18% | FNR 2013-90 SD IO 06.4519 09/25/2043 | 0.18% | GNR 2016-H06 DI IO 02.3200 07/20/2065 | 0.18% | GNR 2017-H08 NI IO 02.3087 03/20/2067 | 0.18% | SPRINT CORP 07.8750 09/15/2023 | 0.18% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.18% | CAS 2016-C01 1B 11.8981 08/25/2028 | 0.18% | DOMINICAN REPUBLIC REGS 06.8500 01/27/2045 | 0.18% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.18% | GNR 2016-H10 AI IO 02.8813 04/20/2066 | 0.18% | MSBAM 2013-C11 D P/P 144A 04.4975 08/15/2046 | 0.18% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.17% | GNR 2018-H03 XI IO 02.2631 02/20/2068 | 0.17% | GNR 2018-H05 AI IO 02.5352 02/20/2068 | 0.17% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.17% | SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.17% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.17% | GNR 2016-H06 CI IO 02.7644 02/20/2066 | 0.17% | REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.17% | GNR 2016-H22 AI IO 03.8558 10/20/2066 | 0.17% | GNR 2016-H24 JI IO 03.3048 11/20/2066 | 0.17% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.17% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.17% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.17% | CFCRE 2011-C2 E P/P 144A 05.9306 12/15/2047 | 0.17% | CPTFEMU P 1.71 R 07/15/37 | 0.17% | JPMCC 2013-LC11 D 04.3061 04/15/2046 | 0.17% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.17% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.16% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.16% | ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.16% | VERTIV TLB L+300 04.6550 03/02/2027 | 0.16% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.16% | SAMI 2007-AR1 2A1 00.3281 01/25/2037 | 0.16% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.16% | REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.16% | SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.16% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.16% | MSBAM 2013-C10 D P/P 144A 04.2180 07/15/2046 | 0.16% | GNR 2017-H09 IO IO 02.1846 04/20/2067 | 0.16% | REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.16% | OMIR 2017-1A B1 P/P 144A 05.8981 04/25/2027 | 0.16% | IVORY COAST REGS 05.3750 07/23/2024 | 0.15% | GNR 2017-H12 QI IO 02.6792 05/20/2067 | 0.15% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.15% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.15% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.15% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.15% | GNR 2017-H06 BI IO 02.2833 02/20/2067 | 0.15% | PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.15% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.15% | IVORY COAST REGS 05.2500 03/22/2030 | 0.15% | SPST 2020-6 A 01.9011 09/07/2021 | 0.15% | FNR 2013-107 SB IO 05.8019 02/25/2043 | 0.14% | CAS 2020-SBT1 1M2 03.7981 02/25/2040 | 0.14% | IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.14% | PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.14% | WFCM 2013-LC12 D P/P 144A 04.4105 07/15/2046 | 0.14% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.14% | GNR 2016-H02 HI IO 03.0501 01/20/2066 | 0.14% | GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.14% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.14% | JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.14% | CWALT 2006-OA7 1A2 01.9593 06/25/2046 | 0.14% | GNR 2017-H16 IB IO 02.2098 08/20/2067 | 0.14% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.14% | ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.14% | GNR 2017-H02 BI IO 02.3727 01/20/2067 | 0.14% | GNR 2017-H16 IG IO 02.1695 07/20/2067 | 0.14% | MRAFT 2020-2 A1 01.9055 05/29/2022 | 0.14% | GNR 2015-H23 BI IO 01.7609 09/20/2065 | 0.14% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% | GNR 2017-H11 DI IO 01.9513 05/20/2067 | 0.14% | BALTA 2005-8 21A1 02.9885 10/25/2035 | 0.14% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.14% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.14% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.14% | UKRPI P 3.665 R 12/15/28 | 0.14% | GNR 2014-119 SA IO 05.4438 08/20/2044 | 0.13% | WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.13% | SNAP INC CV 00.7500 08/01/2026 | 0.13% | STACR 2020-DNA3 B2 09.4981 06/25/2050 | 0.13% | BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.13% | 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.13% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.13% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.13% | ZILLOW GRP CV 01.3750 09/01/2026 | 0.13% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.13% | CWALT 2005-59 1A1 00.4858 11/20/2035 | 0.13% | GNR 2015-H24 AI IO 02.2532 09/20/2065 | 0.13% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.13% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.13% | IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.13% | NUANCE COMM CV 01.2500 04/01/2025 | 0.13% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.13% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.13% | MSRR 2010-R4 4B 03.5462 02/26/2037 | 0.13% | CWALT 2006-OA10 3A1 00.3381 08/25/2046 | 0.12% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.12% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.12% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.12% | COMM 2014-CR16 C 05.0916 04/10/2047 | 0.12% | CSAIL 2015-C1 D P/P 144A 03.9109 04/15/2050 | 0.12% | GNR 2016-H16 EI IO 02.4937 06/20/2066 | 0.12% | NATWEST GROUP PLC USD 08.0000 12/29/2049 | 0.12% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% | CENTENE CORP 04.6250 12/15/2029 | 0.12% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.12% | REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.12% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.12% | ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.12% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.12% | GNR 2017-H11 TI IO 02.6860 04/20/2067 | 0.12% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.12% | STACR 2019-DNA1 M2 02.7981 01/25/2049 | 0.12% | STATE OF QATAR P/P 144A 03.4000 04/16/2025 | 0.12% | AES CORP/THE 05.5000 04/15/2025 | 0.12% | GNR 2016-H14 AI IO 02.6694 06/20/2066 | 0.12% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.12% | FNR 2018-86 DS IO 05.9519 12/25/2048 | 0.12% | HCA INC. 05.3750 09/01/2026 | 0.12% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.12% | BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.12% | COMM 2013-CR9 D P/P 144A 04.3853 07/10/2045 | 0.12% | DBALT 2006-AR4 A2 00.3381 12/25/2036 | 0.12% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.12% | GSAA 2006-8 2A2 00.3281 05/25/2036 | 0.12% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.12% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.12% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.12% | GNR 2016-H03 DI IO 02.0248 12/20/2065 | 0.12% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.12% | CAS 2017-C04 2M2 02.9981 11/25/2029 | 0.11% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.11% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.11% | TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.11% | GNR 2016-H03 AI IO 03.3207 01/20/2066 | 0.11% | STACR 2020-HQA2 M2 03.2481 03/25/2050 | 0.11% | CASH MGMT BILL 00.0000 12/08/2020 | 0.11% | CWALT 2006-OA10 2A1 00.3381 08/25/2046 | 0.11% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.11% | FHR 4742 S IO 06.0476 12/15/2047 | 0.11% | GNR 2015-H25 EI IO 01.8619 10/20/2065 | 0.11% | PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.11% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.11% | ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.11% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.11% | NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | BMIR 2017-1 B1 P/P 144A 04.8981 10/25/2027 | 0.11% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.11% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.11% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.11% | CAS 2019-R03 1B1 04.2481 09/25/2031 | 0.11% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.11% | GLOBAL MEDICAL RESPONS L+475 05.5000 10/05/2025 | 0.11% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.10% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.10% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.10% | CWALT 2005-38 A1 02.5193 09/25/2035 | 0.10% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.10% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.10% | JPMCC 2011-C4 C P/P 144A 05.5254 07/15/2046 | 0.10% | LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.10% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.10% | GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.10% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.10% | CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.10% | GNR 2014-H21 BI IO 01.5457 10/20/2064 | 0.10% | FHR 3065 DC 19.4029 03/15/2035 | 0.10% | NETFLIX INC. 05.8750 11/15/2028 | 0.10% | BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.10% | GNR 2015-H10 BI IO 03.0112 04/20/2065 | 0.10% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.10% | PULTEGROUP INC 05.5000 03/01/2026 | 0.10% | CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.10% | GMAC CAPITAL TRUST I PCT 06.0651 | 0.10% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.10% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.10% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.10% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.10% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.10% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.10% | GSR 2007-OA1 2A3A 00.4581 05/25/2037 | 0.10% | ORTHO-CLINICAL TLB L+325 03.4056 06/30/2025 | 0.10% | PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.10% | BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.09% | LIVE NATION CV 02.5000 03/15/2023 | 0.09% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.09% | 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | DISH NETWORK CV 03.3750 08/15/2026 | 0.09% | 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.09% | 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.09% | CAS 2018 - C01 1B1 03.6981 07/25/2030 | 0.09% | ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.09% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.09% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.09% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.09% | TWITTER INC CV 01.0000 09/15/2021 | 0.09% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.09% | FORTIVE CORP CV 00.8750 02/15/2022 | 0.09% | NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.09% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.09% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.09% | GNR 2016-H17 KI IO 02.5104 07/20/2066 | 0.09% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.09% | WPX ENERGY INC 05.8750 06/15/2028 | 0.09% | CIT GROUP INC 05.0000 08/01/2023 | 0.09% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.09% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.09% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.09% | PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.09% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | GNR 2013-H08 CI IO 01.6509 02/20/2063 | 0.08% | AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.08% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.08% | GNR 2016-H24 CI IO 01.7104 10/20/2066 | 0.08% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.08% | STACR 2018-HQA2 B1 04.3981 10/25/2048 | 0.08% | BLACKLINE INC CV 00.1250 08/01/2024 | 0.08% | CPTFEMU R 0.961 P 05/15/40 | 0.08% | FNR 2006-8 HP 24.0235 03/25/2036 | 0.08% | GNR 2016-48 MI IO 03.5000 04/16/2046 | 0.08% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.08% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.08% | CCMFC 2006-4A A2 00.3281 11/25/2047 | 0.08% | CPURNSA R 0.41 P 03/18/25 | 0.08% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.08% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.08% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.08% | AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.08% | DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% | ETSY INC CV 00.1250 10/01/2026 | 0.08% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% | ON SEMICONDUC CV 01.6250 10/15/2023 | 0.08% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.08% | JPMCC 2007-CB20 E P/P 144A 06.3744 02/12/2051 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.08% | DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.08% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.08% | JPMBB 2014-C18 E P/P 144A 04.4705 02/15/2047 | 0.08% | PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.08% | RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.08% | STACR 2019-DNA2 B2 10.6481 03/25/2049 | 0.08% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.08% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.08% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.08% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.08% | DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.08% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.08% | OPTN FN30 2.5 11/05/20 CALL 104.703125 JPMC | 0.08% | PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.08% | STACR 2020-DNA4 B2 10.1580 08/25/2050 | 0.08% | VONAGE HLDGS CV 01.7500 06/01/2024 | 0.08% | COMM 2012-CR3 E P/P 144A 04.9090 10/15/2045 | 0.08% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.08% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.08% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.08% | VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.08% | ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.07% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.07% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.07% | MWST 2019-1 A 00.9481 06/25/2052 | 0.07% | PQ CORP P/P 144A 05.7500 12/15/2025 | 0.07% | STACR 2019-HQA1 M2 02.4981 02/25/2049 | 0.07% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.07% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.07% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.07% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.07% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.07% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.07% | ROYAL CARIBBE P/P 144A CV 04.2500 06/15/2023 | 0.07% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.07% | ZYNGA INC CV 00.2500 06/01/2024 | 0.07% | 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.07% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | GBP/USD 12/16/2020 SSBT | 0.07% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.07% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | JPALT 2007-A2 12A1 00.3481 06/25/2037 | 0.07% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.07% | MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.07% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.07% | REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.07% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.07% | NRG ENERGY INC 05.7500 01/15/2028 | 0.07% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.07% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% | CWALT 2006-24CB A13 00.4981 08/25/2036 | 0.07% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% | MRAFT 2020-4 A1 01.5055 04/23/2023 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | SWPTN 5WX10Y P 0.71827 USD 10/13/2020 JP | 0.07% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.07% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.07% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.07% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.07% | CAS 2020-R01 1B1 03.3981 01/25/2040 | 0.07% | INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.07% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.07% | TRANSDIGM INC 05.5000 11/15/2027 | 0.07% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.06% | GNR 2016-H14 IO IO 01.6951 06/20/2066 | 0.06% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.06% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.06% | BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.06% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.06% | CPURNSA R 0.835 P 04/30/25 | 0.06% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.06% | SOLENIS 1STL L+400 04.2559 06/26/2025 | 0.06% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.06% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% | WMHE 2007-HE4 1A 00.3181 07/25/2047 | 0.06% | 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.06% | CPTFEMU R 0.655 P 05/15/30 | 0.06% | CPURNSA R 0.8525 P 05/01/25 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | L BRANDS INC 07.5000 06/15/2029 | 0.06% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.06% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% | MWST 2018-W1 A 00.9981 11/25/2051 | 0.06% | PROOFPOINT IN CV 00.2500 08/15/2024 | 0.06% | STACR 2018-DNA3 B2 07.8981 09/25/2048 | 0.06% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.06% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.06% | FNR 2010-35 SG IO 06.2519 04/25/2040 | 0.06% | GNR 2015-H08 CI IO 01.8052 03/20/2065 | 0.06% | PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.06% | SPRINT CORP 07.2500 09/15/2021 | 0.06% | STACR 2018-HQA2 B2 11.1481 10/25/2048 | 0.06% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.06% | CPTFEMU R 0.6625 P 05/15/30 | 0.06% | HVMLT 2005-2 1A 00.6763 05/19/2035 | 0.06% | INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.06% | STACR 2018-HQA2 M2 02.4481 10/25/2048 | 0.06% | WORKDAY INC CV 00.2500 10/01/2022 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.06% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% | NRG ENERGY CV 02.7500 06/01/2048 | 0.06% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% | SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | APACHE CORPORATION 04.8750 11/15/2027 | 0.06% | BWAY CORP TLB L+325 03.5229 04/03/2024 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.06% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.06% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.06% | DOCUSIGN INC CV 00.5000 09/15/2023 | 0.06% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.06% | ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.06% | NETFLIX INC 04.8750 04/15/2028 | 0.06% | REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | WIX LTD P/P 144A 00.0000 08/15/2025 | 0.06% | COLONY STARWO CV 03.5000 01/15/2022 | 0.06% | GNR 2013-129 SN IO 05.9938 09/20/2043 | 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% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% | 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.05% | CAS 2016-C05 2B 10.8981 01/25/2029 | 0.05% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.05% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.05% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.05% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.05% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% | OPTN FN30 2.0 11/05/20 CALL 103.0625 JPMC | 0.05% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.05% | 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.05% | ASURION TLB7 L+300 03.1466 11/03/2024 | 0.05% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% | CWALT 2007-OH1 A1D 00.3581 04/25/2047 | 0.05% | FNR 2007-53 SP 23.6569 06/25/2037 | 0.05% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% | HUSKY TLB L+300 03.3614 03/28/2025 | 0.05% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.05% | ISTAR INC. 04.2500 08/01/2025 | 0.05% | MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.05% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% | REDFIN CORP CV 01.7500 07/15/2023 | 0.05% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.05% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.05% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% | 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% | JPMCC 2011-C3 F P/P 144A 05.8533 02/15/2046 | 0.05% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.05% | NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.05% | BERRY PLASTICS TLY L+200 03.8985 07/01/2026 | 0.05% | DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.05% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | TWILIO INC CV 00.2500 06/01/2023 | 0.05% | UKRPI P 3.34 R 03/15/28 | 0.05% | UKRPI P 3.385 R 11/15/24 | 0.05% | WPX ENERGY INC 05.7500 06/01/2026 | 0.05% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.05% | CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.05% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.05% | EUR/USD 12/16/2020 SSBT | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.05% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.05% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.05% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.05% | MHL 2005-3 M2 00.9431 08/25/2035 | 0.05% | MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.05% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.05% | UKRPI P 3.4025 R 03/15/28 | 0.05% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.05% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.05% | MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.05% | QVC INC 04.3750 09/01/2028 | 0.05% | STACR 2019-DNA2 M2 02.5981 03/25/2049 | 0.05% | STACR 2019-DNA3 B2 08.2981 07/25/2049 | 0.05% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.05% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.05% | ANTERO RESOURCES 05.3750 11/01/2021 | 0.05% | CONMED CORP CV 02.6250 02/01/2024 | 0.05% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.05% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.05% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.05% | FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.05% | L BRANDS INC. 06.8750 11/01/2035 | 0.05% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.05% | LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.05% | MPH ACQUISITION HLDG P/P 144A 07.1250 06/01/2024 | 0.05% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.05% | TENNANT CO 05.6250 05/01/2025 | 0.05% | WERNER TLB L+400 05.0000 07/24/2024 | 0.05% | WPX ENERGY INC 05.2500 10/15/2027 | 0.05% | 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.04% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.04% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.04% | CONTINENTAL RES 04.5000 04/15/2023 | 0.04% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | RH P/P 144A CV 00.0000 09/15/2024 | 0.04% | STACR 2018-DNA1 M2 01.9481 07/25/2030 | 0.04% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.04% | AES CORP/THE 06.0000 05/15/2026 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | ARBY'S TLB L+275 04.4095 02/05/2025 | 0.04% | CAS 2015-C04 2M2 05.6981 04/25/2028 | 0.04% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.04% | CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | DISH DBS CORP 05.8750 11/15/2024 | 0.04% | FHR 4530 TI IO 04.0000 11/15/2045 | 0.04% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.04% | GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.04% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | QORVO INC 05.5000 07/15/2026 | 0.04% | SOTERA HEALTH TL L+450 05.5000 12/13/2026 | 0.04% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.04% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.04% | MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.04% | NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.04% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% | PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.04% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.04% | PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.04% | TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.04% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.04% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.04% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.04% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | CPURNSA R 1.2125 P 06/15/25 | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% | FNR 2005-122 SE 22.5815 11/25/2035 | 0.04% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.04% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | NUTANIX INC CV 00.0000 01/15/2023 | 0.04% | PROVINCIA DE BUENOS 33.5560 05/31/2022 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.04% | 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.04% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.04% | BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | CAS 2015-C03 2M2 05.1481 07/25/2025 | 0.04% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.04% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% | GNR 2020-15 CS IO 05.8938 02/20/2050 | 0.04% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% | NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.04% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.04% | WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.04% | CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.04% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.04% | ISTAR INC 05.5000 02/15/2026 | 0.04% | RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% | REALPAGE INC CV 01.5000 05/15/2025 | 0.04% | SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.04% | CIT GROUP INC. 05.2500 03/07/2025 | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% | FNR 2008-24 SP 22.7402 02/25/2038 | 0.04% | GARDA WORLD TLB L+475 06.6903 10/30/2026 | 0.04% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.04% | THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% | USD/CNH PUT 6.75 20210301 GSFX | 0.04% | WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% | AIR TRANSPORT CV 01.1250 10/15/2024 | 0.04% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.04% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.04% | CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.04% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.04% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.04% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.04% | HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.04% | IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% | MESSER INDUST TLB L+250 02.7204 03/01/2026 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.04% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% | FHR 3249 PS 21.7721 12/15/2036 | 0.04% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.04% | GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.04% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% | MICROCHIP TEC CV 01.6250 02/15/2027 | 0.04% | PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.04% | RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.04% | SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% | SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.04% | SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.04% | SYNAPTICS INC CV 00.5000 06/15/2022 | 0.04% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.04% | CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.04% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.04% | CPG INTL TL L+375 04.7500 05/05/2024 | 0.04% | GNR 2015-H26 CI IO 00.5460 08/20/2065 | 0.04% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.04% | REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.04% | TALBOTS TLB L+700 07.2204 11/28/2022 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | DIAMOND SPORTS TLB L+325 03.4000 08/24/2026 | 0.03% | IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.03% | NETFLIX INC. 06.3750 05/15/2029 | 0.03% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.03% | EUR/USD CALL 1.20 20210323 HSBCB | 0.03% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.03% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.03% | Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% | TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.03% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.03% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.03% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.03% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.03% | LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.03% | OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.03% | OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.03% | SM ENERGY CO 06.1250 11/15/2022 | 0.03% | SM ENERGY CO 06.6250 01/15/2027 | 0.03% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% | BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.03% | CINEMARK USA INC 04.8750 06/01/2023 | 0.03% | COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.03% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.03% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.03% | ICAHN ENTER 04.7500 09/15/2024 | 0.03% | INTELSAT S.A. TLB3 L+475 08.0000 11/27/2023 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SCIENTIFIC GAMES TLB5 L+275 03.4712 08/14/2024 | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.03% | UKRPI P 3.34 R 02/15/28 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.03% | DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.03% | FNR 2005-83 QP 17.0089 11/25/2034 | 0.03% | GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% | MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | THE AES CORPORATION 05.1250 09/01/2027 | 0.03% | TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.03% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.03% | BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.03% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% | ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.03% | FNR 2010-140 GS IO 05.8519 07/25/2039 | 0.03% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.03% | GNR 2013-99 VS IO 05.9479 07/16/2043 | 0.03% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 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% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | NZD/USD CALL 0.685 20210323 HSBCB | 0.03% | PLURALSIGHT CV 00.3750 03/01/2024 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% | UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.03% | ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.03% | 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.03% | BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.03% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% | MEREDITH CORP 06.8750 02/01/2026 | 0.03% | NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.03% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% | GBP/USD 12/16/2020 CITI | 0.03% | L BRANDS INC 06.7500 07/01/2036 | 0.03% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.03% | 8X8 INC CV 00.5000 02/01/2024 | 0.03% | APACHE CORP 05.1000 09/01/2040 | 0.03% | BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% | BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.03% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.03% | CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.03% | CINEMARK USA INC 05.1250 12/15/2022 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | FNR 2006-62 PS 39.0112 07/25/2036 | 0.03% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% | FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.03% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.03% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 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% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.03% | SWPTN 3MX10Y P 0.923 USD 12/22/2020 CI | 0.03% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% | 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.02% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.02% | CENTENE CORP 03.0000 10/15/2030 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.02% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.02% | NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.02% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.02% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.02% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.02% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% | T-MOBILE USA INC TLB L+300 04/01/2027 | 0.02% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.02% | UKRPI P 3.381 R 11/15/24 | 0.02% | USD/JPY PUT 105.00 20201124 BANKAM | 0.02% | USD/JPY PUT 105.00 20201124 GSFX | 0.02% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.02% | AUD/USD 10/21/2020 HSBCB | 0.02% | AUD/USD CALL 0.76 20210311 HSBCB | 0.02% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.02% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.02% | EUR/USD CALL 1.23 20210215 BANKAM | 0.02% | EUR/USD CALL 1.23 20210215 UBS | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% | OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.02% | FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | SWPTN 2MX5Y P 0.359 USD 10/13/2020 BC | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | UKRPI P 3.42 R 12/15/24 | 0.02% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.02% | USD/MXN PUT 21.00 20201130 GSFX | 0.02% | -0.189 R ISWP FWD EUR006M P 08/15/2029 | 0.02% | 0.439 R ISWP US0003M P 08/10/2025 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% | OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.02% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.02% | THYELE TL B 1L USD L+425 04.4283 06/30/2027 | 0.02% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | FHR 3408 EK 25.1799 04/15/2037 | 0.02% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% | IHEARTMEDIA TLB L+300 04.6595 05/01/2026 | 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% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% | SWPTN 3MX10Y P 0.6225 USD 10/15/2020 JP | 0.02% | TRANSDIGM INC 06.3750 06/15/2026 | 0.02% | USD/KRW PUT 1130.00 20210322 HSBCB | 0.02% | 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.02% | AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% | EUR/USD 12/16/2020 BCAP-FX | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% | NOK/USD 12/16/2020 UBS | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.02% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% | WPX ENERGY INC 04.5000 01/15/2030 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% | AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% | EUR/USD CALL 1.23 20210301 MSCIL | 0.02% | GBP/USD PUT 1.23 20201218 BANKAM | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% | SEK/USD 12/16/2020 BCAP-FX | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 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% | CAS 2015-C02 2M2 04.1481 05/25/2025 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% | EUR/USD CALL 1.22 20210127 BANKAM | 0.02% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.02% | JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.02% | USD/MXN PUT 20.75 20210322 MSCIL | 0.02% | VALVOLINE INC 04.3750 08/15/2025 | 0.02% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | CAS 2017-C06 2B1 04.5981 02/25/2030 | 0.02% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% | EUR/NOK PUT 10.45 20210323 CSI-FX | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.02% | LIBERTY BROAD P/P 144A CV 02.7500 09/30/2050 | 0.02% | OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.02% | RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.02% | UKRPI P 3.3875 R 03/15/28 | 0.02% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.02% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.02% | GNR 2019-78 SJ IO 05.8938 06/20/2049 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 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% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% | L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% | OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.02% | SM ENERGY CO 06.7500 09/15/2026 | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | AUD/USD 10/21/2020 WPAC | 0.01% | CAD/USD 10/21/2020 GSFX | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% | DIVERSEY TL L+300 03.2606 09/06/2024 | 0.01% | EUR/CHF CALL 1.10 20201209 CSI-FX | 0.01% | EUR/USD 12/16/2020 RBSF | 0.01% | GBP/USD 12/16/2020 UBS | 0.01% | GBP/USD 12/16/2020 WPAC | 0.01% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.01% | MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | 0.62 R ISWP US0003M P 05/19/2030 | 0.01% | 0.76125 R ISWP NFIX3MID P 06/05/2030 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% | GNR 2019-99 KS IO 05.8938 08/20/2049 | 0.01% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | NZD/USD 10/21/2020 SSBT | 0.01% | PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% | USD/SGD PUT 1.345 20210323 HSBCB | 0.01% | 0.429 R ISWP FWD US0003M P 08/10/2025 | 0.01% | 0.50 R ISWP FWD US0003M P 06/15/2025 | 0.01% | 0.65 R ISWP US0003M P 05/26/2030 | 0.01% | AUD/USD 10/21/2020 TDBK | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CAS 2017-C07 2B1 04.5981 05/25/2030 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | EUR/SEK PUT 10.25 20210323 CSI-FX | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% | NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.01% | NZD/USD 10/21/2020 UBS | 0.01% | PQ CORP TLB L+225 03.6268 02/07/2027 | 0.01% | SEK/USD 12/16/2020 CITI | 0.01% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.01% | TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.01% | YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% | 0.32 R ISWP GBL6M P 07/16/2030 | 0.01% | 0.321 R ISWP GBL6M P 07/16/2030 | 0.01% | 0.85 R ISWP FWD AUDBB6M P 12/16/2030 | 0.01% | APACHE CORP 04.6250 11/15/2025 | 0.01% | CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.01% | CAS 2015-C02 1M2 04.1481 05/25/2025 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | EUR/USD 12/16/2020 TDBK | 0.01% | JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.01% | NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% | ROBERTSHAW US HOLDING L+325 04.2478 02/28/2025 | 0.01% | SEK/USD 12/16/2020 SSBT | 0.01% | TERRIER MEDIA TLB L+425 04.4345 12/17/2026 | 0.01% | WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% | WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% | ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% | 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.01% | 0.405 R ISWP AUDBB6M P 07/08/2025 | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% | MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.01% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.01% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% | 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% | AUD/USD 10/21/2020 BANKAM | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 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% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% | TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% | 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | GBP/USD 12/16/2020 MSCIL | 0.01% | GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.01% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% | NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.01% | NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% | NOK/USD 12/16/2020 JPMCB | 0.01% | NZD/USD 10/21/2020 RBSF | 0.01% | OPTN FN30 3.0 11/05/20 CALL 104.703125 JPMC | 0.01% | SEK/USD 12/16/2020 RBSF | 0.01% | SWPTN 1MX10Y R 0.635 USD 10/28/2020 CI | 0.01% | 0.06 R ISWP SES3M P 03/03/2022 | 0.01% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% | AUD/USD 10/21/2020 SSBT | 0.01% | CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.01% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% | MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% | NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.01% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% | CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.01% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% | SM ENERGY CO 05.0000 01/15/2024 | 0.01% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.01% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% | TXU TCEH RIGHTS | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | 0.595 R ISWP NFIX3MID P 05/15/2030 | 0.00% | ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% | AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.00% | NOK/USD 12/16/2020 GSFX | 0.00% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.00% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.00% | 0.338 R ISWP US0003M P 07/01/2025 | 0.00% | AUD/USD 03/15/2021 UBS | 0.00% | AUD/USD 10/21/2020 RBSF | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CPURNSA R 1.922 P 09/24/40 | 0.00% | EUR/USD 12/16/2020 CSI-FX | 0.00% | EUR/USD 12/16/2020 GSFX | 0.00% | EUR/USD 12/16/2020 WPAC | 0.00% | FSPC T-57 1AX IO 00.3812 07/25/2043 | 0.00% | NZD/USD 10/21/2020 BCAP-FX | 0.00% | OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% | OPTN FN30 2.5 10/07/20 CALL 104.984375 JPMC | 0.00% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.00% | CAD/USD 10/21/2020 RBSF | 0.00% | CAD/USD 10/21/2020 UBS | 0.00% | CHC GRP LLC P/P CV 00.0000 10/01/2021 | 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% | GBP/USD 12/16/2020 CSI-FX | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | NZD/USD 10/21/2020 BANKAM | 0.00% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.00% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% | TRIBUNE CLASS 1C LITIGAT | 0.00% | -0.30 R ISWP FWD CHL6M P 12/16/2030 | 0.00% | 0.60 R ISWP FWD NFIX3MID P 12/16/2030 | 0.00% | 0.95 R ISWP FWD NOKOIB6M P 12/16/2030 | 0.00% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% | EUR/USD 12/16/2020 UBS | 0.00% | EUR/USD CALL 1.21 20201028 BANKAM | 0.00% | FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% | GBP/USD 12/16/2020 TDBK | 0.00% | MXN/USD 10/21/2020 BANKAM | 0.00% | SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | CAD/USD 10/21/2020 MSCIL | 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CSMC 2006-C5 AX IO 01.0922 12/15/2039 | 0.00% | GBP/USD 12/16/2020 HSBCB | 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% | JPY/USD 11/18/2020 HSBCB | 0.00% | JPY/USD 11/18/2020 MSCIL | 0.00% | JPY/USD 11/18/2020 RBSF | 0.00% | JPY/USD 11/18/2020 UBS | 0.00% | MXN/USD 10/21/2020 UBS | 0.00% | NOK/USD 12/16/2020 HSBCB | 0.00% | NZD/USD 10/21/2020 MSCIL | 0.00% | NZD/USD 10/21/2020 TDBK | 0.00% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% | SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | 0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% | 0.30 R ISWP FWD SES3M P 12/16/2030 | 0.00% | 0.70 R ISWP US0003M P 09/11/2030 | 0.00% | 1.188 R ISWP FWD US0003M P 09/02/2052 | 0.00% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | AUD/USD 10/21/2020 CSI-FX | 0.00% | CHC GROUP LLC P/P SEDOL BYXD3K4 | 0.00% | CHF/USD 12/16/2020 HSBCB | 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 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% | CZK/USD 12/16/2020 GSFX | 0.00% | EUR/USD 12/16/2020 BANKAM | 0.00% | EUR/USD 12/16/2020 HSBCB | 0.00% | EUR/USD CALL 1.24 20201028 BANKAM | 0.00% | EUR/USD CALL 1.24 20201028 MSCIL | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | FNS 366 22 IO 04.5000 10/25/2035 | 0.00% | GBP/USD 12/16/2020 JPMCB | 0.00% | HKD/USD 11/18/2020 BANKAM | 0.00% | HKD/USD 11/18/2020 HSBCB | 0.00% | HKD/USD 11/18/2020 SSBT | 0.00% | HKD/USD 11/18/2020 TDBK | 0.00% | HKD/USD 11/18/2020 UBS | 0.00% | JPY/USD 11/18/2020 BANKAM | 0.00% | JPY/USD 11/18/2020 CITI | 0.00% | JPY/USD 11/18/2020 GSFX | 0.00% | JPY/USD 11/18/2020 SSBT | 0.00% | JPY/USD 11/18/2020 WPAC | 0.00% | MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | NZD/USD 10/21/2020 CSI-FX | 0.00% | NZD/USD 10/21/2020 JPMCB | 0.00% | OPTN FN30 3.0 10/07/20 CALL 105.5625 JPMC | 0.00% | SEK/USD 12/16/2020 HSBCB | 0.00% | SEK/USD 12/16/2020 JPMCB | 0.00% | SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% | SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% | TERVITA CORP SEDOL BD1DCC4 | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% | 0.286 R ISWP SES3M P 03/03/2030 | -0.00% | 0.6915 R ISWP US0003M P 09/30/2030 | -0.00% | 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% | 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.00% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | -0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | -0.00% | CHF/USD 12/16/2020 MSCIL | -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 GS | -0.00% | JPY/USD 11/18/2020 BCAP-FX | -0.00% | NZD/USD 10/21/2020 WPAC | -0.00% | SEK/USD 12/16/2020 TDBK | -0.00% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | -0.00% | SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | -0.00% | 0.20 R ISWP FWD SONIA P 12/16/2030 | -0.00% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | -0.00% | 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | -0.00% | 0.655 R ISWP NOKOIB6M P 07/10/2025 | -0.00% | 0.655 R ISWP NOKOIB6M P 07/13/2025 | -0.00% | 1.05 R ISWP FWD CDOR03 P 12/16/2030 | -0.00% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% | 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% | CAD/USD 10/21/2020 CITI | -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% | EUR/USD 12/16/2020 CITI | -0.00% | EUR/USD CALL 1.21 20201028 MSCIL | -0.00% | GBP/USD 12/16/2020 BCAP-FX | -0.00% | SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% | SWPTN 3MX10Y P 0.8225 USD 10/15/2020 JP | -0.00% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% | 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% | 1.00 R ISWP FWD US0003M P 09/30/2040 | -0.00% | CAD/USD 10/21/2020 HSBCB | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | EUR/SEK PUT 9.90 20210323 CSI-FX | -0.00% | JPY/USD 11/18/2020 JPMCB | -0.00% | NZD/USD 10/21/2020 HSBCB | -0.00% | SEK/USD 12/16/2020 MSCIL | -0.00% | SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.00% | -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% | AUD/USD 10/21/2020 MSCIL | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 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% | NZD/USD 10/21/2020 CITI | -0.00% | NZD/USD 10/21/2020 GSFX | -0.00% | OPTN FN30 2.0 10/07/20 PUT 102.625 JPMC | -0.00% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% | SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | -0.00% | USD/JPY PUT 100.00 20201124 BANKAM | -0.00% | USD/JPY PUT 100.00 20201124 GSFX | -0.00% | USD/SGD PUT 1.31 20210323 HSBCB | -0.00% | -0.4047 R ISWP EUR006M P 10/11/2024 | -0.00% | 0.215 R ISWP NFIX3MID P 05/15/2025 | -0.00% | 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.00% | CHF/USD 12/16/2020 CITI | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | EUR/CHF CALL 1.12 20201209 CSI-FX | -0.00% | NOK/USD 12/16/2020 MSCIL | -0.00% | OPTN FN30 3.0 11/05/20 PUT 104.703125 JPMC | -0.00% | SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | -0.00% | USD/MXN PUT 20.00 20201130 GSFX | -0.00% | 1.20 R ISWP FWD US0003M P 06/15/2050 | -0.01% | AUD/USD CALL 0.80 20210311 HSBCB | -0.01% | CHF/USD 12/16/2020 GSFX | -0.01% | EUR/USD CALL 1.26 20210127 BANKAM | -0.01% | SEK/USD 12/16/2020 BANKAM | -0.01% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.01% | SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.01% | USD/KRW PUT 1085.00 20210322 HSBCB | -0.01% | 0.30 R ISWP US0003M P 07/14/2025 | -0.01% | 0.6925 R ISWP NOKOIB6M P 06/29/2025 | -0.01% | 0.739 R ISWP US0003M P 09/30/2030 | -0.01% | AUD/USD 10/21/2020 JPMCB | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD 12/16/2020 MSCIL | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.01% | SWPTN 1MX5Y P 0.344 USD 10/08/2020 GS | -0.01% | SWPTN 3MX10Y P 0.7225 USD 10/15/2020 JP | -0.01% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -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% | USD/MXN PUT 19.75 20210322 MSCIL | -0.01% | 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | CPURNSA R 1.703 P 11/29/24 | -0.01% | CZK/USD 12/16/2020 BANKAM | -0.01% | EUR/USD CALL 1.27 20210301 MSCIL | -0.01% | GBP/USD 12/16/2020 GSFX | -0.01% | NZD/USD CALL 0.725 20210323 HSBCB | -0.01% | OPTN FN30 2.5 10/07/20 PUT 104.984375 JPMC | -0.01% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | SWPTN 1MX5Y R 0.344 USD 10/08/2020 GS | -0.01% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.01% | 0.645 R ISWP US0003M P 07/15/2030 | -0.01% | CHF/USD 12/16/2020 TDBK | -0.01% | NOK/USD 12/16/2020 SSBT | -0.01% | SWPTN 1MX10Y R 0.705 USD 10/28/2020 CI | -0.01% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% | CAD/USD 10/21/2020 CSI-FX | -0.01% | CHF/USD 12/16/2020 SSBT | -0.01% | EUR/USD CALL 1.27 20210215 BANKAM | -0.01% | EUR/USD CALL 1.27 20210215 UBS | -0.01% | GBP/USD 12/16/2020 RBSF | -0.01% | GBP/USD PUT 1.20 20201218 BANKAM | -0.01% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.01% | SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% | -0.15 R ISWP FWD EUR006M P 12/16/2030 | -0.01% | 0.36 R ISWP NFIX3MID P 06/05/2025 | -0.01% | CHF/USD 12/16/2020 JPMCB | -0.01% | CLP/USD 10/21/2020 CITI | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% | -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% | AUD/USD 10/21/2020 GSFX | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | EUR/USD CALL 1.25 20210323 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300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% | CAD/USD 10/21/2020 JPMCB | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CPURNSA R 1.71 P 11/21/24 | -0.02% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.02% | CAD/USD 10/21/2020 TDBK | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | AUD/USD 10/21/2020 UBS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | SEK/USD 12/16/2020 GSFX | -0.02% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.02% | SWPTN 3MX10Y R 0.523 USD 12/22/2020 CI | -0.02% | 0.436 R ISWP GBL6M P 07/16/2050 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.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% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.02% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% | 0.423 R ISWP GBL6M P 07/16/2050 | -0.02% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CPURNSA P 1.6875 R 06/15/50 | -0.02% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.03% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.03% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | OPTN FN30 2.0 11/05/20 PUT 103.0625 JPMC | -0.03% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.04% | EUR/USD 12/16/2020 JPMCB | -0.04% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.04% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.04% | SWPTN 2MX5Y R 0.359 USD 10/13/2020 BC | -0.04% | 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.04% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% | 0.385 R ISWP US0003M P 05/21/2025 | -0.05% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.05% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.05% | 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.05% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.05% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.05% | 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.05% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% | CAD/USD 10/21/2020 SSBT | -0.05% | 1.08 R ISWP FWD US0003M P 12/16/2050 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% | SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.05% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.05% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.06% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.06% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.06% | OPTN FN30 2.5 11/05/20 PUT 104.703125 JPMC | -0.06% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.07% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.07% | CPTFEMU R 1.4 P 07/15/27 | -0.07% | SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.07% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.07% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.08% | 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.08% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% | SWPTN 5WX10Y R 0.71827 USD 10/13/2020 JP | -0.08% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.08% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.08% | 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.08% | CPURNSA P 1.345 R 04/30/30 | -0.09% | CPURNSA P 1.3475 R 05/01/30 | -0.09% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.10% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.10% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.10% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.10% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.11% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.11% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.11% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.11% | 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.11% | 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.11% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.11% | 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.11% | 0.794 R ISWP US0003M P 08/03/2050 | -0.12% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.12% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.12% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.12% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.12% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.12% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.12% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.13% | 2.6785 R ISWP US0003M P 02/13/2029 | -0.13% | CPURNSA P 0.95 R 03/18/30 | -0.13% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.13% | CPTFEMU P 1.13 R 05/15/50 | -0.13% | 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.13% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.13% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.14% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.14% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.14% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.15% | CPTFEMU R 1.4375 P 09/15/23 | -0.16% | CPTFEMU R 1.4413 P 09/15/23 | -0.16% | CPTFEMU R 1.4425 P 09/15/23 | -0.16% | CPTFEMU R 1.4438 P 09/15/23 | -0.16% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.16% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.16% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.16% | CPURNSA P 1.6625 R 07/10/30 | -0.16% | IOS.FN30.350.13 P US0001M R 01/12/44 JP | -0.18% | 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.18% | CPTFEMU P 0.935 R 05/15/40 | -0.19% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.19% | CPTFEMU P 0.93 R 05/15/40 | -0.19% | CPURNSA P 1.586 R 06/30/30 | -0.20% | SWPTN 3MX10Y R 0.7075 USD 12/18/2020 JP | -0.21% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.21% | UKRPI R 3.4425 P 07/15/49 | -0.21% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.22% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.22% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.22% | 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.23% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.24% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.25% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.26% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.29% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.31% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.32% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.34% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.36% | CPURNSA P 1.165 R 03/11/30 | -0.39% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.46% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.50% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.55% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.56% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.89% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.35% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.39% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.45% | US ULTRA BOND CBT DEC20 WNZ0 | -1.72% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.32% | FNMA FN30 TBA UMBS 02.5000 11/01/2050 | -2.32% | EURO-BUND FUTURE DEC20 RXZ0 | -2.95% | US 5YR NOTE (CBT) DEC20 FVZ0 | -4.26% | US 2YR NOTE (CBT) DEC20 TUZ0 | -60.50% |
Sector Weightings as of 12/31/20
| Cash Investment | Non-Cash Investment | Total Portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
| Agency pass-through | 0.35% | 0.01 | 47.22% | 1.61 | 47.57% | 1.62 |
| Commercial MBS | 6.89% | 0.15 | 13.49% | 0.14 | 20.38% | 0.29 |
| Agency CMO | 19.57% | 0.62 | 0.32% | 0.01 | 19.89% | 0.63 |
| Net cash | 18.72% | 0.00 | 0.00% | 0.00 | 18.72% | 0.00 |
| High-yield corporate bonds | 14.23% | 0.41 | 0.00% | 0.00 | 14.23% | 0.41 |
| Emerging-market bonds | 14.17% | 0.98 | 0.00% | 0.00 | 14.17% | 0.98 |
| Residential MBS (non-agency) | 11.12% | 0.51 | 0.00% | 0.00 | 11.12% | 0.51 |
| Convertible securities | 8.14% | 0.10 | 0.00% | 0.00 | 8.14% | 0.10 |
| Investment-grade corporate bonds | 2.81% | 0.17 | 0.00% | 0.00 | 2.81% | 0.17 |
| Bank loans | 2.07% | 0.08 | 0.00% | 0.00 | 2.07% | 0.08 |
| Asset-backed securities (ABS) | 1.76% | 0.09 | 0.00% | 0.00 | 1.76% | 0.09 |
| Equity investments | 0.17% | 0.00 | 0.00% | 0.00 | 0.17% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -3.48 | 0.00% | -3.48 |
| International Treasury/agency | 0.00% | 0.00 | 0.00% | 0.01 | 0.00% | 0.01 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -1.03 | 0.00% | -1.03 |
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 certain derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Consider these risks before investing: Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions; investor sentiment and market perceptions; government actions; geopolitical events or changes; and factors related to a specific issuer, geography, industry, or sector. International investing involves currency, economic, and political risks. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country Allocation as of 12/31/20
| United States | 84.45% |
|---|---|
| Indonesia | 1.80% |
| Ivory Coast | 1.76% |
| Senegal | 1.67% |
| Dominican Republic | 1.59% |
| Egypt | 1.16% |
| Canada | 0.92% |
| Kenya | 0.84% |
| Ghana | 0.80% |
| Other | 5.01% |
1
Expenses
Sales Charges/Fees
| Breakpoint | Sales Charge | Dealer Allowance | CDSC Liab |
|---|---|---|---|
| $0 - $0 | 0.00% | 0.00% | N |
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% |