‡ 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 J. Atkin (Investing since 1988)
- Michael V. Salm (Investing since 1989)
- Paul D. Scanlon, CFA (Investing since 1986)
Daily pricing as of 08/07/20
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $20.18103 | $19.539887 |
| Unit Value Change | 0.073645 | 0.071226 |
Lipper ranking ‡ as of 06/30/20
Category: General Bond Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 67% | 10/14 |
| 1 yr. | 98% | 36/36 |
| 3 yrs. | 88% | 27/30 |
| 5 yrs. | 74% | 19/25 |
Quick facts as of 07/31/20
| Fiscal Year End | December |
| Asset Class | Putnam Allstate Advisor |
| Subaccount Status | Open to new investors |
| Number of issues | 1623 |
| Turnover (fiscal year end) | 987% |
| Net Assets | $184M |
| Inception Date | 09/15/93 |
Performance
Performance as of 06/30/20
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 6.23% | -7.56% | -4.33% | 0.66% | 1.22% | 2.13% | 3.53% |
| Standardized | -2.95% | -15.77% | -12.77% | -3.99% | -2.53% | -0.85% | 0.94% |
| With optional enhanced death benefit | |||||||
| Unit Value | 6.19% | -7.63% | -4.48% | 0.51% | 1.07% | 1.98% | 3.37% |
| Standardized | -2.98% | -15.83% | -12.90% | -4.14% | -2.69% | -1.03% | 0.72% |
| Actual performance | |||||||
| Unit Value | 6.23% | -7.56% | -4.33% | 0.66% | 1.22% | 2.13% | 3.32% |
| Standardized | -2.95% | -15.77% | -12.77% | -3.99% | -2.53% | -0.85% | 0.72% |
| With optional enhanced death benefit | |||||||
| Unit Value | 6.19% | -7.63% | -4.48% | 0.51% | 1.07% | 1.98% | 3.16% |
| Standardized | -2.98% | -15.83% | -12.90% | -4.14% | -2.69% | -1.03% | 0.52% |
Annual Performance at NAV
| 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 |
|---|---|---|---|---|---|---|---|---|---|
| 11.26% | -4.38% | 10.13% | 6.47% | -0.91% | -3.56% | 4.11% | 5.79% | -2.22% | 9.84% |
| With optional enhanced death benefit | |||||||||
| 11.09% | -4.52% | 9.96% | 6.30% | -1.06% | -3.71% | 3.95% | 5.63% | -2.37% | 9.68% |
Restated performance
Monthly as of 07/31/20 |
|
|---|---|
| Unit Value | 0.27% |
| Standardized | -8.49% |
YTD as of 08/07/20 |
|
|---|---|
| Unit Value | -6.47% |
| Standardized | -14.76% |
With optional enhanced death benefit
Monthly as of 07/31/20 |
|
|---|---|
| Unit Value | 0.25% |
| Standardized | -8.50% |
YTD as of 08/07/20 |
|
|---|---|
| Unit Value | -6.56% |
| Standardized | -14.84% |
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 06/30/20
| Avg. Eff. Maturity | 4.92 |
| Avg. Eff. Duration | 2.70 |
| Avg. Coupon | 5.25 |
| Avg. Yield to Maturity | 7.64 |
| Alpha (%) | -- |
| Beta | -- |
| R Squared | -- |
| Standard Deviation (3 yrs.) | 8.08 |
Maturity Details
| 0 to 1 yr. | -10.73% |
| 1 to 5 yrs. | 71.40% |
| 5 to 10 yrs. | 27.27% |
| 10 to 15 yrs. | 3.64% |
| Over 15 yrs. | 8.42% |
Quality Ratings
| AAA | 55.40% |
| AA | 1.64% |
| A | 0.91% |
| BBB | 11.26% |
| BB | 20.64% |
| B | 9.15% |
| CCC and Below | 5.73% |
| Not Rated | -4.73% |
Holdings
| Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | 16.84% |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | 10.18% |
| Fnma Fn30 Tba Umbs 05.5000 07/01/2050 | 1.76% |
| Gnma Gii30 Tba 04.0000 07/01/2050 | 1.70% |
| Fnma Fn30 Tba Umbs 04.5000 07/01/2050 | 1.15% |
| Republic Of Senegal Regs 06.7500 03/13/2048 | 0.79% |
| Ivory Coast Regs 06.1250 06/15/2033 | 0.74% |
| Fnr 2019-57 Ks Io 05.8655 10/25/2049 | 0.68% |
| Republic Of Senegal Regs 06.2500 05/23/2033 | 0.68% |
| Cwalt 2006-Oa10 4a1 00.3745 08/25/2046 | 0.68% |
| Top 10 holdings, total: | 35.20% |
| Top 10 holdings as of 06/30/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | 16.84% |
| 2: Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | 10.18% |
| 3: Fnma Fn30 Tba Umbs 05.5000 07/01/2050 | 1.76% |
| 4: Gnma Gii30 Tba 04.0000 07/01/2050 | 1.70% |
| 5: Fnma Fn30 Tba Umbs 04.5000 07/01/2050 | 1.15% |
| 6: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.79% |
| 7: Ivory Coast Regs 06.1250 06/15/2033 | 0.74% |
| 8: Fnr 2019-57 Ks Io 05.8655 10/25/2049 | 0.68% |
| 9: Republic Of Senegal Regs 06.2500 05/23/2033 | 0.68% |
| 10: Cwalt 2006-Oa10 4a1 00.3745 08/25/2046 | 0.68% |
| Holdings represent 35.20% of portfolio | |
| Top 10 holdings as of 05/31/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | 10.48% |
| 2: Fnma Fn30 Tba Umbs 05.5000 06/01/2050 | 1.81% |
| 3: Gnma Gii30 Tba 04.5000 06/01/2050 | 1.76% |
| 4: Gnma Gii30 Tba 04.0000 06/01/2050 | 1.75% |
| 5: Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | 1.70% |
| 6: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.74% |
| 7: Fnr 2019-57 Ks Io 05.8818 10/25/2049 | 0.74% |
| 8: Ivory Coast Regs 06.1250 06/15/2033 | 0.74% |
| 9: Fnr 2017-32 Io 05.9818 05/25/2047 | 0.69% |
| 10: Cwalt 2006-Oa10 4a1 00.3583 08/25/2046 | 0.68% |
| Holdings represent 21.09% of portfolio | |
| Top 10 holdings as of 04/30/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | 7.18% |
| 2: Fnma Fn30 Tba Umbs 04.0000 06/01/2050 | 3.59% |
| 3: Fnma Fn30 Tba Umbs 05.5000 05/01/2050 | 1.85% |
| 4: Gnma Gii30 Tba 04.5000 05/01/2050 | 1.80% |
| 5: Gnma Gii30 Tba 04.0000 05/01/2050 | 1.79% |
| 6: United Mexican States Usd 05.5500 01/21/2045 | 1.05% |
| 7: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 | 0.97% |
| 8: Fnr 2019-57 Ks Io 05.5628 10/25/2049 | 0.73% |
| 9: Fnr 2017-32 Io 05.6628 05/25/2047 | 0.70% |
| 10: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.70% |
| Holdings represent 20.36% of portfolio | |
| Top 10 holdings as of 03/31/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 04.0000 04/01/2050 | 10.88% |
| 2: Fnma Fn30 Tba Umbs 05.5000 04/01/2050 | 1.86% |
| 3: Gnma Gii30 Tba 04.0000 04/01/2050 | 1.81% |
| 4: Gnma Gii30 Tba 04.5000 04/01/2050 | 1.80% |
| 5: Fnma Fn30 Tba Umbs 03.5000 04/01/2050 | 1.20% |
| 6: United Mexican States Usd 05.5500 01/21/2045 | 1.15% |
| 7: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045 | 0.96% |
| 8: Federative Rep Of Brazil Usd 04.6250 01/13/2028 | 0.75% |
| 9: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.70% |
| 10: Fnr 2019-57 Ks Io 05.1034 10/25/2049 | 0.68% |
| Holdings represent 21.79% of portfolio | |
| FNMA FN30 TBA UMBS 03.5000 07/01/2050 | 16.84% | FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 10.18% | T 2.25 R 0.25 P 08/10/20 JP | 5.20% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.56% | FNMA FN30 TBA UMBS 05.5000 07/01/2050 | 1.76% | GNMA GII30 TBA 04.0000 07/01/2050 | 1.70% | TREASURY BILL 00.0000 08/11/2020 | 1.58% | 1.70 R ISWP FWD US0003M P 03/18/2027 | 1.41% | FNMA FN30 TBA UMBS 04.5000 07/01/2050 | 1.15% | 3.096 R ISWP US0003M P 12/03/2029 | 0.92% | TREASURY BILL 00.0000 07/02/2020 | 0.90% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.80% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.77% | IVORY COAST REGS 06.1250 06/15/2033 | 0.74% | FNR 2019-57 KS IO 05.8655 10/25/2049 | 0.68% | CWALT 2006-OA10 4A1 00.3745 08/25/2046 | 0.68% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.67% | FNR 2017-32 SA IO 05.9655 05/25/2047 | 0.66% | TREASURY BILL 00.0000 08/20/2020 | 0.65% | CAS 2016-C02 1B 12.4345 09/25/2028 | 0.64% | STACR 2016-DNA1 B 10.1683 07/25/2028 | 0.63% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.63% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.63% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.62% | TREASURY BILL 00.0000 07/23/2020 | 0.61% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.60% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.57% | PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.56% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.55% | TREASURY BILL 00.0000 08/06/2020 | 0.54% | SPST 2019-7 A 00.8848 09/24/2020 | 0.54% | 3.312 R ISWP US0003M P 11/08/2048 | 0.53% | GNR 2016-H23 NI IO 03.1674 10/20/2066 | 0.50% | GNR 2019-96 SY IO 05.9100 08/20/2049 | 0.47% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.46% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.46% | GNR 2019-83 SY IO 05.9100 07/20/2049 | 0.45% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.44% | WFRBS 2013-C15 D P/P 144A 04.6428 08/15/2046 | 0.44% | 1.688 R ISWP US0003M P 01/31/2030 | 0.44% | CAS 2015-C04 1M2 05.8845 04/25/2028 | 0.43% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.43% | TREASURY BILL 00.0000 08/13/2020 | 0.42% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.42% | FHR 4839 WS IO 05.9153 08/15/2056 | 0.41% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.39% | TREASURY BILL 00.0000 09/10/2020 | 0.39% | CAS 2016-C03 2M2 06.0845 10/25/2028 | 0.38% | CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.38% | IVORY COAST REGS 05.7500 12/31/2032 | 0.37% | ARGENTINE REPUBLIC USD 07.5000 04/22/2026 | 0.36% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.36% | CMLTI 2007-AMC3 A2D 00.5345 03/25/2037 | 0.35% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.35% | GNR 2014-60 SD IO 05.9900 04/20/2044 | 0.35% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.35% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.33% | 1.698 R ISWP US0003M P 01/28/2030 | 0.33% | BSCMS 2007-T26 AJ 05.5417 01/12/2045 | 0.33% | CWALT 2006-OA7 1A1 02.7302 06/25/2046 | 0.33% | CARMX 2020-2 D 06.8700 05/17/2027 | 0.33% | CAS 2018-C05 1B1 04.4345 01/25/2031 | 0.33% | STACR 2015-DNA3 B 09.5345 04/25/2028 | 0.32% | OPTN FN30 2.5 07/07/20 CALL 103.3125 JPMC | 0.32% | CAS 2016-C03 1B 11.9345 10/25/2028 | 0.32% | FNR 2018-20 SB IO 06.0655 03/25/2048 | 0.31% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.31% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.31% | STACR 2016-HQA2 M3 05.3345 11/25/2028 | 0.31% | REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.30% | SPST 2019-11 A 00.9348 10/24/2020 | 0.30% | TREASURY BILL 00.0000 07/09/2020 | 0.29% | SPST 2020-2 A 01.0095 03/26/2021 | 0.29% | FNR 2019-43 JS IO 05.8655 08/25/2049 | 0.28% | MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.28% | WAMU 2005-AR17 A1B3 00.8683 12/25/2045 | 0.27% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.27% | FNR 2015-42 LS IO 06.0155 06/25/2045 | 0.27% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.27% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.27% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.26% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.26% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.26% | SPST 2020-WL1 A 00.8183 06/25/2051 | 0.25% | WFCM 2013-LC12 D P/P 144A 04.4111 07/15/2046 | 0.25% | GNR 2017-H16 JI IO 02.1080 08/20/2067 | 0.25% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.25% | JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047 | 0.25% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.25% | GNR 2019-152 ES IO 05.8600 12/20/2049 | 0.24% | STACR 2015-DNA2 B 07.7345 12/25/2027 | 0.24% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.24% | FNR 2016-96 ST IO 05.9155 12/25/2046 | 0.24% | STACR 2017-HQA1 M2 03.7345 08/25/2029 | 0.24% | GNR 2020-7 SK IO 05.8600 01/20/2050 | 0.24% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.23% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.23% | RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.23% | CAS 2017-C03 1B1 05.0345 10/25/2029 | 0.23% | WFRBS 2012-C10 D P/P 144A 04.5762 12/15/2045 | 0.23% | NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029 | 0.23% | CAS 2017-C02 2B1 05.6845 09/25/2029 | 0.22% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.22% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.22% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.22% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.22% | MSBAM 2013-C11 D P/P 144A 04.4979 08/15/2046 | 0.22% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.22% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.22% | CAS 2017-C03 1M2 03.1845 10/25/2029 | 0.21% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.21% | GNR 2017-H10 MI IO 02.2949 04/20/2067 | 0.21% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.21% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.21% | GNR 2016-H09 BI IO 02.1150 04/20/2066 | 0.21% | WFRBS 2012-C7 E P/P 144A 04.9660 06/15/2045 | 0.21% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.21% | GNR 2018-H05 BI IO 02.5633 02/20/2068 | 0.21% | TREASURY BILL 00.0000 08/25/2020 | 0.21% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.21% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.21% | SAMI 2007-AR1 2A1 00.3645 01/25/2037 | 0.21% | OPTN FN30 2.5 08/06/20 CALL 103.5625 JPMC | 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% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.19% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.19% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.19% | GNR 2015-H25 AI IO 01.5826 09/20/2065 | 0.19% | FNR 2013-90 SD IO 06.4155 09/25/2043 | 0.19% | GNR 2017-H08 NI IO 02.3726 03/20/2067 | 0.19% | SPRINT CORP 07.8750 09/15/2023 | 0.19% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.19% | GNR 2016-H06 DI IO 02.4687 07/20/2065 | 0.19% | CAS 2019-R04 2B1 05.4345 06/25/2039 | 0.18% | GNR 2016-H24 JI IO 02.9784 11/20/2066 | 0.18% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.18% | BCAP 2011-RR3 3A6 03.5691 11/27/2036 | 0.18% | DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 | 0.18% | GNR 2016-H10 AI IO 02.2022 04/20/2066 | 0.18% | SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.18% | RALI 2006-QO10 A1 00.3445 01/25/2037 | 0.18% | GNR 2016-H06 CI IO 02.2146 02/20/2066 | 0.18% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.18% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.18% | ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.18% | DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.18% | COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.18% | GNR 2018-H03 XI IO 02.2908 02/20/2068 | 0.18% | MSBAM 2013-C10 D P/P 144A 04.2181 07/15/2046 | 0.18% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.18% | CAS 2016-C01 1B 11.9345 08/25/2028 | 0.17% | GNR 2016-H22 AI IO 03.1401 10/20/2066 | 0.17% | COMM 2013-CR9 D P/P 144A 04.3858 07/10/2045 | 0.17% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.17% | GNR 2018-H05 AI IO 02.5347 02/20/2068 | 0.17% | DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 | 0.17% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.17% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.17% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.17% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.16% | REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.16% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.16% | GNR 2017-H09 IO IO 02.1852 04/20/2067 | 0.16% | CFCRE 2011-C2 E P/P 144A 05.9305 12/15/2047 | 0.16% | JPMCC 2013-LC11 D 04.3063 04/15/2046 | 0.16% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.16% | CPTFEMU P 1.71 R 07/15/37 | 0.16% | GNR 2017-H12 QI IO 02.7358 05/20/2067 | 0.16% | UKRPI P 3.665 R 12/15/28 | 0.16% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.15% | AES CORP/THE 05.5000 04/15/2025 | 0.15% | ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.15% | FNR 2013-107 SB IO 05.7655 02/25/2043 | 0.15% | GNR 2017-H16 IG IO 01.8252 07/20/2067 | 0.15% | REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.15% | SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.15% | OMIR 2017-1A B1 P/P 144A 05.9345 04/25/2027 | 0.15% | REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.15% | GNR 2017-H06 BI IO 02.3512 02/20/2067 | 0.15% | PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.15% | VERTIV TLB L+300 04.6550 03/02/2027 | 0.15% | FNR 2018-86 DS IO 05.9155 12/25/2048 | 0.15% | GNR 2016-H02 HI IO 02.2535 01/20/2066 | 0.15% | IVORY COAST REGS 05.3750 07/23/2024 | 0.15% | AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.15% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.15% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.15% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.14% | JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.14% | SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.14% | GNR 2014-119 SA IO 05.4100 08/20/2044 | 0.14% | GNR 2017-H16 IB IO 01.8339 08/20/2067 | 0.14% | CWALT 2006-OA7 1A2 02.4438 06/25/2046 | 0.14% | SPST 2020-6 A 00.9983 09/07/2021 | 0.14% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.14% | GNR 2017-H02 BI IO 02.4254 01/20/2067 | 0.14% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.14% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.14% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.14% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.14% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.14% | GNR 2017-H11 DI IO 01.9695 05/20/2067 | 0.14% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.14% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.14% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.14% | IVORY COAST REGS 05.2500 03/22/2030 | 0.14% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.14% | PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.14% | BALTA 2005-8 21A1 03.7153 10/25/2035 | 0.14% | GNR 2015-H23 BI IO 01.7187 09/20/2065 | 0.14% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.14% | CAS 2020-SBT1 1M2 03.6500 02/25/2040 | 0.14% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.14% | IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.14% | FHR 4742 S IO 06.0153 12/15/2047 | 0.14% | BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.14% | GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.13% | MRAFT 2020-2 A1 01.9266 05/30/2022 | 0.13% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.13% | PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.13% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.13% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.13% | CWALT 2005-59 1A1 00.5200 11/20/2035 | 0.13% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.13% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.13% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.13% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.13% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.13% | GNR 2015-H24 AI IO 02.9853 09/20/2065 | 0.13% | IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.13% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.13% | GNR 2016-H16 EI IO 01.9160 06/20/2066 | 0.13% | BRAND ENERGY TL L+425 05.4519 06/21/2024 | 0.12% | CWALT 2006-OA10 3A1 00.3745 08/25/2046 | 0.12% | MSRR 2010-R4 4B 02.9294 02/26/2037 | 0.12% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.12% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.12% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.12% | GNR 2016-H14 AI IO 02.4053 06/20/2066 | 0.12% | 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.12% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.12% | NUANCE COMM CV 01.2500 04/01/2025 | 0.12% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.12% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.12% | GNR 2016-H03 AI IO 02.4845 01/20/2066 | 0.12% | CAS 2017-C04 2M2 03.0345 11/25/2029 | 0.12% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.12% | GNR 2017-H11 TI IO 02.7255 04/20/2067 | 0.12% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.12% | ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 | 0.12% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.12% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.12% | REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.12% | SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.12% | STACR 2019-DNA1 M2 02.8345 01/25/2049 | 0.12% | STATE OF QATAR P/P 144A 03.4000 04/16/2025 | 0.12% | CENTENE CORP 04.6250 12/15/2029 | 0.12% | DBALT 2006-AR4 A2 00.3745 12/25/2036 | 0.12% | GSAA 2006-8 2A2 00.3645 05/25/2036 | 0.12% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.11% | COMM 2014-CR16 C 05.0919 04/10/2047 | 0.11% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.11% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.11% | ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.11% | CSAIL 2015-C1 D P/P 144A 03.9116 04/15/2050 | 0.11% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.11% | GNR 2015-H25 EI IO 01.8251 10/20/2065 | 0.11% | HCA INC. 05.3750 09/01/2026 | 0.11% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.11% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.11% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.11% | 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.11% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.11% | TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.11% | CAS 2018 - C01 1B1 03.7345 07/25/2030 | 0.11% | CWALT 2006-OA10 2A1 00.3745 08/25/2046 | 0.11% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.11% | GNR 2016-H03 DI IO 02.0206 12/20/2065 | 0.11% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.11% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.11% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.11% | CWALT 2005-38 A1 03.0038 09/25/2035 | 0.11% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.11% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.11% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.11% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.11% | PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.11% | ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.11% | TREASURY BILL 00.0000 09/24/2020 | 0.11% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.11% | ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.11% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.11% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.11% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.10% | STACR 2020-HQA2 M2 03.8600 03/25/2050 | 0.10% | BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.10% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.10% | BMIR 2017-1 B1 P/P 144A 04.9345 10/25/2027 | 0.10% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.10% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.10% | CAS 2019-R03 1B1 04.2845 09/25/2031 | 0.10% | SERVICE CORP INTL 05.3750 05/15/2024 | 0.10% | FHR 3065 DC 19.3058 03/15/2035 | 0.10% | NAVISTAR INTL TLB L+350 03.7000 11/06/2024 | 0.10% | GNR 2014-H21 BI IO 01.5043 10/20/2064 | 0.10% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.10% | ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.10% | GNR 2016-48 MI IO 03.5000 04/16/2046 | 0.10% | JPMCC 2011-C4 C P/P 144A 05.5257 07/15/2046 | 0.10% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% | GNR 2015-H10 BI IO 02.1625 04/20/2065 | 0.10% | LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.10% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.10% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.10% | BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.10% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.10% | VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.09% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.09% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.09% | CPURNSA R 0.77 P 03/11/25 | 0.09% | CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.09% | FORTIVE CORP CV 00.8750 02/15/2022 | 0.09% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.09% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.09% | GNR 2016-H17 KI IO 02.4265 07/20/2066 | 0.09% | GSR 2007-OA1 2A3A 00.4945 05/25/2037 | 0.09% | NETFLIX INC. 05.8750 11/15/2028 | 0.09% | SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.09% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.09% | 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.09% | BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.09% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.09% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.09% | PULTEGROUP INC 05.5000 03/01/2026 | 0.09% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.09% | 0.78 R ISWP US0003M P 04/28/2050 | 0.09% | CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.09% | ORTHO-CLINICAL TLB L+325 03.4288 06/30/2025 | 0.09% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.09% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.09% | CCMFC 2006-4A A2 00.3645 11/25/2047 | 0.09% | ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.09% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.09% | GNR 2013-H08 CI IO 01.6099 02/20/2063 | 0.09% | JPMCC 2007-CB20 E P/P 144A 06.3745 02/12/2051 | 0.09% | PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.09% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.09% | GNR 2016-H24 CI IO 01.6670 10/20/2066 | 0.08% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.08% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.08% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.08% | SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.08% | TWITTER INC CV 01.0000 09/15/2021 | 0.08% | WAYFAIR INC CV 01.1250 11/01/2024 | 0.08% | 1.61 R ISWP CDOR03 P 08/15/2021 | 0.08% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.08% | FNR 2006-8 HP 23.8902 03/25/2036 | 0.08% | GMAC CAPITAL TRUST I PCT 06.1773 | 0.08% | STACR 2019-DNA2 B2 10.6845 03/25/2049 | 0.08% | DOCUSIGN INC CV 00.5000 09/15/2023 | 0.08% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.08% | LIVE NATION CV 02.5000 03/15/2023 | 0.08% | AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.08% | CIT GROUP INC 05.0000 08/01/2023 | 0.08% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.08% | CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.08% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.08% | NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.08% | 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | STACR 2018-HQA2 B1 04.4345 10/25/2048 | 0.08% | UKRPI P 3.34 R 03/15/28 | 0.08% | GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.08% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.08% | BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.08% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.08% | LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.08% | NRG P/P 144A 03.7500 06/15/2024 | 0.08% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.08% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.08% | PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.08% | RH P/P 144A CV 00.0000 09/15/2024 | 0.08% | UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.08% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.08% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% | RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.08% | CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.08% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.08% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.08% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.08% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.08% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.08% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.08% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.07% | BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.07% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.07% | DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.07% | ENVESTNET INC CV 01.7500 06/01/2023 | 0.07% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.07% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.07% | STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.07% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.07% | TREASURY BILL 00.0000 07/16/2020 | 0.07% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.07% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% | ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.07% | SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.07% | UKRPI P 3.385 R 11/15/24 | 0.07% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.07% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.07% | JPMBB 2014-C18 E P/P 144A 04.4705 02/15/2047 | 0.07% | MWST 2019-1 A 00.9845 06/25/2052 | 0.07% | ON SEMICONDUC CV 01.6250 10/15/2023 | 0.07% | STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.07% | VONAGE HLDGS CV 01.7500 06/01/2024 | 0.07% | ZYNGA INC CV 00.2500 06/01/2024 | 0.07% | OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.07% | UKRPI P 3.4025 R 03/15/28 | 0.07% | VISTRA CORP P/P 144A 05.5000 09/01/2026 | 0.07% | ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.07% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% | CWALT 2006-24CB A13 00.5345 08/25/2036 | 0.07% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.07% | PQ CORP P/P 144A 05.7500 12/15/2025 | 0.07% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.07% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.07% | JPMCC 2011-C3 F P/P 144A 05.8530 02/15/2046 | 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% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.07% | SWPTN 3MX5Y P 0.353 USD 08/13/2020 BC | 0.07% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | FNR 2010-35 SG IO 06.2155 04/25/2040 | 0.07% | GNR 2016-H14 IO IO 01.6549 06/20/2066 | 0.07% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.07% | NZD/USD 07/15/2020 UBS | 0.07% | WIX LTD USD 00.0000 07/01/2023 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.07% | JPALT 2007-A2 12A1 00.3845 06/25/2037 | 0.07% | MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.07% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.06% | ISTAR INC 04.7500 10/01/2024 | 0.06% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.06% | NRG ENERGY INC 05.7500 01/15/2028 | 0.06% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.06% | 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.06% | CPTFEMU R 0.961 P 05/15/40 | 0.06% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.06% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.06% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% | STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.06% | CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.06% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.06% | ISTAR INC 04.2500 08/01/2025 | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.06% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.06% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.06% | WMHE 2007-HE4 1A 00.3545 07/25/2047 | 0.06% | 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.06% | COMM 2012-CR3 E P/P 144A 04.9093 10/15/2045 | 0.06% | DISH DBS CORP 05.8750 11/15/2024 | 0.06% | ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.06% | FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.06% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.06% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.06% | Q2 HLDG INC CV 00.7500 06/01/2026 | 0.06% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.06% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.06% | TREASURY BILL 00.0000 09/03/2020 | 0.06% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.06% | ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.06% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.06% | GNR 2015-H08 CI IO 01.7665 03/20/2065 | 0.06% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.06% | HVMLT 2005-2 1A 00.7139 05/19/2035 | 0.06% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.06% | SOLENIS 1STL L+400 04.3625 06/26/2025 | 0.06% | 1.621 R ISWP CDOR03 P 02/24/2022 | 0.06% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.06% | CHEGG INC CV 00.1250 03/15/2025 | 0.06% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.06% | GNR 2013-129 SN IO 05.9600 09/20/2043 | 0.06% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.06% | MWST 2018-W1 A 01.0345 11/25/2051 | 0.06% | STACR 2018-DNA3 B2 07.9345 09/25/2048 | 0.06% | BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | HCA INC 05.2500 06/15/2026 | 0.06% | PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.06% | SPRINT CORP 07.2500 09/15/2021 | 0.06% | STACR 2018-HQA2 B2 11.1845 10/25/2048 | 0.06% | GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.06% | II-VI INC CV 00.2500 09/01/2022 | 0.06% | INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% | PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.06% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.06% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.06% | 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.06% | CAS 2020-R01 1B1 03.4345 01/25/2040 | 0.06% | FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.06% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.06% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.06% | STACR 2018-HQA2 M2 02.4845 10/25/2048 | 0.06% | TRANSDIGM INC 05.5000 11/15/2027 | 0.06% | 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | CONTINENTAL RES 04.5000 04/15/2023 | 0.06% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.06% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.06% | NRG ENERGY CV 02.7500 06/01/2048 | 0.06% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.06% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | STACR 2018-DNA1 M2 01.9845 07/25/2030 | 0.06% | T-MOBILE USA INC 06.3750 03/01/2025 | 0.06% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.06% | 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.05% | CPTFEMU R 0.655 P 05/15/30 | 0.05% | CWALT 2007-OH1 A1D 00.3945 04/25/2047 | 0.05% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.05% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.05% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.05% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.05% | REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.05% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.05% | 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.05% | ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.05% | BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.05% | COLONY STARWO CV 03.5000 01/15/2022 | 0.05% | FNR 2007-53 SP 23.5235 06/25/2037 | 0.05% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.05% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.05% | CAS 2015-C03 2M2 05.1845 07/25/2025 | 0.05% | CAS 2015-C04 2M2 05.7345 04/25/2028 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.05% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.05% | ILLUMINA INC CV 00.0000 08/15/2023 | 0.05% | MARRIOTT VAC CV 01.5000 09/15/2022 | 0.05% | MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.05% | NZD/USD 07/15/2020 SSBT | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.05% | STACR 2019-DNA2 M2 02.6345 03/25/2049 | 0.05% | WORKDAY INC CV 00.2500 10/01/2022 | 0.05% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.05% | CAS 2016-C05 2B 10.9345 01/25/2029 | 0.05% | CPTFEMU R 0.6625 P 05/15/30 | 0.05% | DISH NETWORK CV 03.3750 08/15/2026 | 0.05% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.05% | L BRANDS INC 07.5000 06/15/2029 | 0.05% | MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.05% | NETFLIX INC 04.8750 04/15/2028 | 0.05% | ASURION TLB7 L+300 03.1783 11/03/2024 | 0.05% | HUSKY TLB L+300 03.3614 03/28/2025 | 0.05% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% | PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.05% | SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.05% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.05% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.05% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.05% | FHR 4530 TI IO 04.0000 11/15/2045 | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% | MHL 2005-3 M2 00.9795 08/25/2035 | 0.05% | NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.05% | STACR 2019-DNA3 B2 08.3345 07/25/2049 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | BERRY PLASTICS TLY L+200 03.8985 07/01/2026 | 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% | CPURNSA R 0.41 P 03/18/25 | 0.05% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.05% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.05% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.05% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.05% | US CONCRETE INC 06.3750 06/01/2024 | 0.05% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.05% | 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.05% | AUD/USD 07/15/2020 HSBCB | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% | DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.05% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.05% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.05% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.05% | UKRPI P 3.34 R 02/15/28 | 0.05% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.05% | DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.05% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 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% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% | PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.05% | WPX ENERGY INC 05.7500 06/01/2026 | 0.05% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% | WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.05% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.04% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.04% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.04% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.04% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.04% | ANTERO RESOURCES 05.3750 11/01/2021 | 0.04% | GNR 2020-15 CS IO 05.8600 12/02/2021 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.04% | WERNER TLB L+400 05.0000 07/24/2024 | 0.04% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.04% | FNR 2005-122 SE 22.4543 11/25/2035 | 0.04% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.04% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% | PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.04% | REDFIN CORP CV 01.7500 07/15/2023 | 0.04% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.04% | TENNANT CO 05.6250 05/01/2025 | 0.04% | TWILIO INC CV 00.2500 06/01/2023 | 0.04% | WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.04% | ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.04% | 0.84292 R ISWP US0003M P 05/12/2050 | 0.04% | AES CORP/THE 06.0000 05/15/2026 | 0.04% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.04% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.04% | CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.04% | CONMED CORP CV 02.6250 02/01/2024 | 0.04% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.04% | GENERAL MOTORS CO 06.1250 10/01/2025 | 0.04% | GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.04% | MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.04% | NCL CORP LTD P/P 144A CV 06.0000 05/15/2024 | 0.04% | QORVO INC 05.5000 07/15/2026 | 0.04% | SOTERA HEALTH TL L+450 05.5000 12/13/2026 | 0.04% | SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | ARBY'S TLB L+275 04.4095 02/05/2025 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | FNR 2010-140 GS IO 05.8155 07/25/2039 | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.04% | PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.04% | PROVINCIA DE BUENOS 32.7368 05/31/2022 | 0.04% | SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.04% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.04% | TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.04% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.04% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | LENNAR CORP 05.8750 11/15/2024 | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | MPH ACQUISITION HLDG P/P 144A 07.1250 06/01/2024 | 0.04% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.04% | WPX ENERGY INC 05.2500 10/15/2027 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.04% | CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% | FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.04% | FNR 2008-24 SP 22.6068 02/25/2038 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% | REALPAGE INC CV 01.5000 05/15/2025 | 0.04% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.04% | TALBOTS TLB L+700 08.0000 11/28/2022 | 0.04% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 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% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% | GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.04% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.04% | GNR 2015-H26 CI IO 00.0000 08/20/2065 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% | 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.04% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.04% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.04% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% | ITRON INC P/P 144A 05.0000 01/15/2026 | 0.04% | NUTANIX INC CV 00.0000 01/15/2023 | 0.04% | AUD/USD 07/15/2020 WPAC | 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% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.04% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.04% | CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | FHR 3249 PS 21.6653 12/15/2036 | 0.04% | GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.04% | GARDA WORLD TLB L+475 06.6903 10/30/2026 | 0.04% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.04% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% | LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.04% | NEUROCRINE CV 02.2500 05/15/2024 | 0.04% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% | UKRPI P 3.381 R 11/15/24 | 0.04% | WPX ENERGY INC 05.8750 06/15/2028 | 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% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.04% | ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.04% | GNR 2013-99 VS IO 05.9049 07/16/2043 | 0.04% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% | MESSER INDUST TLB L+250 02.8079 03/01/2026 | 0.04% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.04% | 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.03% | CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.03% | CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.03% | CPG INTL TL L+375 04.7500 05/05/2024 | 0.03% | DIAMOND SPORTS TLB L+325 03.4300 08/24/2026 | 0.03% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.03% | IRONWOOD PHAR P/P 144A CV 01.5000 06/15/2026 | 0.03% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.03% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.03% | SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.03% | SM ENERGY CO 06.6250 01/15/2027 | 0.03% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.03% | UKRPI P 3.42 R 12/15/24 | 0.03% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.03% | 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.03% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.03% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.03% | CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.03% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.03% | CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.03% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 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% | MICROCHIP TEC CV 01.6250 02/15/2027 | 0.03% | PALO ALTO NET CV 00.7500 07/01/2023 | 0.03% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% | VISTRA ENERGY CORP. P/P 144A 08.1250 01/30/2026 | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | AIR TRANSPORT CV 01.1250 10/15/2024 | 0.03% | BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.03% | CENTENE CORP 04.7500 05/15/2022 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | EUR/GBP CALL 0.90 20200803 UBS | 0.03% | FNR 2005-83 QP 16.9143 11/25/2034 | 0.03% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.03% | GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.03% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.03% | SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.03% | NETFLIX INC. 06.3750 05/15/2029 | 0.03% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.03% | PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.03% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 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% | 0.7925 R ISWP US0003M P 04/28/2050 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.03% | ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.03% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.03% | HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.03% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.03% | SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.03% | CINEMARK USA INC 04.8750 06/01/2023 | 0.03% | DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.03% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.03% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.03% | INTELSAT S.A. TLB3 L+475 08.0000 11/27/2023 | 0.03% | SM ENERGY CO 06.1250 11/15/2022 | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.03% | 0.353 R ISWP FWD US0003M P 08/17/2025 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.03% | ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.03% | ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.03% | EUR/USD CALL 1.16 20201118 BANKAM | 0.03% | EUR/USD CALL 1.16 20201118 GSFX | 0.03% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.03% | GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.03% | ICAHN ENTER 04.7500 09/15/2024 | 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% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% | PLURALSIGHT CV 00.3750 03/01/2024 | 0.03% | SCIENTIFIC GAMES TLB5 L+275 03.4764 08/14/2024 | 0.03% | SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | THE AES CORPORATION 05.1250 09/01/2027 | 0.03% | UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.03% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% | ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% | FNR 2006-62 PS 38.7930 07/25/2036 | 0.03% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.03% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.03% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% | JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.03% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% | MATCH GROUP INC P/P 144A 04.6250 06/01/2028 | 0.03% | MEREDITH CORP 06.8750 02/01/2026 | 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% | TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.03% | ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 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% | FNS 378 19 IO 05.0000 06/25/2035 | 0.03% | IDR/USD 08/19/2020 BCAP-FX | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.03% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.03% | NZD/USD 07/15/2020 BCAP-FX | 0.03% | ROYAL CARIBBE P/P 144A CV 04.2500 06/15/2023 | 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 3MX5Y R 0.439 USD 08/06/2020 CI | 0.03% | USD/JPY PUT 105.00 20201124 BANKAM | 0.03% | USD/JPY PUT 105.00 20201124 GSFX | 0.03% | 0.50 R ISWP FWD US0003M P 06/15/2025 | 0.02% | AUD/USD 07/15/2020 TDBK | 0.02% | BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.02% | BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.02% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.02% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 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% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.02% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.02% | NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.02% | STACR 2019-HQA3 B1 03.1845 09/25/2049 | 0.02% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% | 0.452 R ISWP US0003M P 06/11/2025 | 0.02% | 8X8 INC CV 00.5000 02/01/2024 | 0.02% | CINEMARK USA INC 05.1250 12/15/2022 | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.02% | GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.02% | INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.02% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 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% | 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 3.3875 R 03/15/28 | 0.02% | WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.02% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.02% | 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.02% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | APACHE CORP 05.1000 09/01/2040 | 0.02% | APACHE CORPORATION 03.2500 04/15/2022 | 0.02% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 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% | CPURNSA R 0.835 P 04/30/25 | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.02% | ISTAR INC. 05.2500 09/15/2022 | 0.02% | MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% | OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% | SPRINGLEAF FINANCE CORP 08.8750 06/01/2025 | 0.02% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.02% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% | CAS 2015-C02 2M2 04.1845 05/25/2025 | 0.02% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 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% | OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% | RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.02% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 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% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.02% | BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.02% | CAD/USD 07/15/2020 GSFX | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CPURNSA R 0.8525 P 05/01/25 | 0.02% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% | FHR 3408 EK 25.0497 04/15/2037 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | L BRANDS INC 06.7500 07/01/2036 | 0.02% | LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.02% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 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/CHF CALL 1.10 20201209 CSI-FX | 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.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% | MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 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.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 MS | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% | KRONOS TLB L+300 03.1788 11/01/2023 | 0.02% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.02% | OPTN FN30 2.5 07/07/20 CALL 103.40625 JPMC | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.02% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 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% | DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 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% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | GNR 2019-78 SJ IO 05.8600 06/20/2049 | 0.02% | HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.02% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.02% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.02% | TRANSDIGM INC 06.3750 06/15/2026 | 0.02% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | 1.00 R ISWP FWD AUDBB6M P 09/16/2030 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 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% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | NZD/USD 07/15/2020 BANKAM | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 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% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 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% | 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% | MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.02% | OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.02% | OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.02% | POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.02% | SM ENERGY CO 06.7500 09/15/2026 | 0.02% | SWPTN 3MX30Y R 0.794 USD 07/30/2020 JP | 0.02% | TRIBUNE CLASS 1C LITIGAT | 0.02% | VALVOLINE INC P/P 144A 04.3750 08/15/2025 | 0.02% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% | WPX ENERGY INC 04.5000 01/15/2030 | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | 0.525 R ISWP AUDBB6M P 06/05/2025 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | CAS 2017-C06 2B1 04.6345 02/25/2030 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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% | GNR 2019-99 KS IO 05.8600 08/20/2049 | 0.02% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.02% | OPTN FN30 2.5 08/06/20 PUT 103.59765625 JPMC | 0.02% | OPTN FN30 3.0 08/06/20 CALL 104.8125 JPMC | 0.02% | RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.02% | TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.02% | 1.15 R ISWP FWD CDOR03 P 09/16/2030 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.01% | L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.01% | OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.01% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.01% | 0.429 R ISWP FWD US0003M P 08/10/2025 | 0.01% | 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 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 MS | 0.01% | DIVERSEY TL L+300 03.7601 09/06/2024 | 0.01% | GBP/USD 09/16/2020 SSBT | 0.01% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 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% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.01% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | -0.04236 R ISWP FWD EUR006M P 08/15/2029 MS | 0.01% | 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.01% | 0.90 R ISWP FWD US0003M P 09/16/2030 | 0.01% | AUD/USD 07/15/2020 BANKAM | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CAS 2015-C02 1M2 04.1845 05/25/2025 | 0.01% | CAS 2017-C07 2B1 04.6345 05/25/2030 | 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-.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% | ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.01% | PQ CORP TLB L+225 03.6268 02/07/2027 | 0.01% | YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.01% | 0.024 R ISWP FWD EUR006M P 06/03/2032 | 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-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% | FHR 4210 PI IO 03.0000 12/15/2041 | 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% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | NZD/USD 07/15/2020 RBSF | 0.01% | OPTN FN30 3.0 08/06/20 CALL 104.875 JPMC | 0.01% | ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.01% | RUB/USD 09/16/2020 GSFX | 0.01% | SWPTN 1MX10Y P 0.67 USD 07/22/2020 JP | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.01% | CHEMOURS CO 05.3750 05/15/2027 | 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% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% | MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.01% | NZD/USD 07/15/2020 WPAC | 0.01% | PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% | ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.01% | TERRIER MEDIA TLB L+425 04.4345 12/17/2026 | 0.01% | ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% | -0.09037 R ISWP FWD EUR006M P 08/15/2029 | 0.01% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 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 MS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | EUR/USD 09/16/2020 JPMCB | 0.01% | EUR/USD CALL 1.1665 20200914 BANKAM | 0.01% | EUR/USD CALL 1.1665 20200914 BCAP-FX | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 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% | 0.2595 R ISWP US0003M P 05/18/2022 | 0.01% | 0.401 R ISWP US0003M P 05/11/2025 | 0.01% | 0.4016 R ISWP US0003M P 05/11/2025 | 0.01% | 0.4035 R ISWP US0003M P 05/11/2025 | 0.01% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 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.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 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 JP | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% | OPTN FN30 3.0 08/06/20 CALL 104.84375 JPMC | 0.01% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% | TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.01% | TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% | 0.39537 R ISWP US0003M P 05/11/2025 | 0.01% | 0.39637 R ISWP US0003M P 05/11/2025 | 0.01% | 0.399 R ISWP US0003M P 05/11/2025 | 0.01% | 0.3998 R ISWP US0003M P 05/11/2025 | 0.01% | 0.6915 R ISWP US0003M P 04/22/2030 | 0.01% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 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 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 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% | CPURNSA R 1.2125 P 06/15/25 | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.01% | MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% | NZD/USD 07/15/2020 TDBK | 0.01% | -0.05644 R ISWP FWD EUR006M P 08/15/2029 | 0.01% | -0.13523 R ISWP FWD EUR006M P 08/15/2029 | 0.01% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% | 0.338 R ISWP US0003M P 07/01/2025 | 0.01% | CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 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% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | GBP/USD 09/16/2020 WPAC | 0.01% | HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.01% | OPTN FN30 2.0 07/07/20 CALL 101.375 JPMC | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% | SM ENERGY CO 05.0000 01/15/2024 | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | 0.215 R ISWP NFIX3MID P 05/15/2025 | 0.00% | 0.6505 R ISWP US0003M P 05/26/2030 | 0.00% | 0.6675 R ISWP US0003M P 06/15/2030 | 0.00% | 0.66833 R ISWP US0003M P 06/15/2030 | 0.00% | 0.6685 R ISWP US0003M P 06/15/2030 | 0.00% | ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 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 MS | 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-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% | GBP/USD 09/16/2020 UBS | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | NOBLE ENERGY INC 06.0000 03/01/2041 | 0.00% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% | -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% | 0.06 R ISWP SES3M P 03/03/2022 | 0.00% | 0.242 R ISWP US0003M P 06/04/2022 | 0.00% | 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | 0.00% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 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% | CPURNSA P 1.77 R 06/09/50 | 0.00% | FSPC T-57 1AX IO 00.3771 07/25/2043 | 0.00% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% | REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | 0.00% | TXU TCEH RIGHTS | 0.00% | 0.664 R ISWP US0003M P 04/24/2030 | 0.00% | 0.66726 R ISWP US0003M P 04/24/2030 | 0.00% | CAD/USD 07/15/2020 RBSF | 0.00% | CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.00% | CHF/USD 09/16/2020 JPMCB | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CPURNSA R 1.24 P 06/09/25 | 0.00% | CSMC 2006-C5 AX IO 01.0922 12/15/2039 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% | SWPTN 3MX5Y P 0.439 USD 08/06/2020 CI | 0.00% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% | 0.62 R ISWP US0003M P 05/19/2030 | 0.00% | CHF/USD 09/16/2020 SSBT | 0.00% | CHF/USD 09/16/2020 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 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% | FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% | GBP/USD 09/16/2020 CSI-FX | 0.00% | INR/USD 08/19/2020 HSBCB | 0.00% | MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% | OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% | SEK/USD 09/16/2020 UBS | 0.00% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | 0.00% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | 0.00% | VALARIS PLC USD 07.7500 02/01/2026 | 0.00% | 0.615 R ISWP US0003M P 05/15/2030 | 0.00% | 0.6195 R ISWP US0003M P 05/15/2030 | 0.00% | 0.76125 R ISWP NFIX3MID P 06/05/2030 | 0.00% | 1.232 R ISWP FWD US0003M P 06/21/2037 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | AUD/USD 07/15/2020 GSFX | 0.00% | CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% | CHF/USD 09/16/2020 CITI | 0.00% | CHF/USD 09/16/2020 GSFX | 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 09/16/2020 BCAP-FX | 0.00% | GBP/USD 09/16/2020 CITI | 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 08/19/2020 BANKAM | 0.00% | JPY/USD 08/19/2020 GSFX | 0.00% | JPY/USD 08/19/2020 WPAC | 0.00% | NOK/USD 09/16/2020 JPMCB | 0.00% | SEK/USD 09/16/2020 GSFX | 0.00% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | 0.00% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | 0.00% | SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% | 0.286 R ISWP SES3M P 03/03/2030 | 0.00% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 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% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% | AUD/USD PUT 0.62 20200715 GSFX | 0.00% | CHC GROUP LLC P/P SEDOL BYXD3K4 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 09/16/2020 BANKAM | 0.00% | EUR/USD 09/16/2020 BANKAM | 0.00% | EUR/USD 09/16/2020 CITI | 0.00% | EUR/USD 09/16/2020 HSBCB | 0.00% | EUR/USD 09/16/2020 UBS | 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 09/16/2020 HSBCB | 0.00% | HKD/USD 08/19/2020 BANKAM | 0.00% | HKD/USD 08/19/2020 TDBK | 0.00% | JPY/USD 08/19/2020 SSBT | 0.00% | MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% | NOK/USD 09/16/2020 BANKAM | 0.00% | NOK/USD 09/16/2020 CITI | 0.00% | NOK/USD 09/16/2020 HSBCB | 0.00% | NZD/USD 07/15/2020 CSI-FX | 0.00% | NZD/USD 07/15/2020 JPMCB | 0.00% | OPTN FN30 2.0 07/07/20 PUT 101.375 JPMC | 0.00% | OPTN FN30 2.5 07/07/20 PUT 103.3125 JPMC | 0.00% | OPTN FN30 2.5 07/07/20 PUT 103.40625 JPMC | 0.00% | SEK/USD 09/16/2020 BANKAM | 0.00% | SEK/USD 09/16/2020 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 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% | SWPTN 13WX5Y P 0.4525 USD 07/06/2020 BC | 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 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 10/01/2020 | 0.00% | 0.36 R ISWP NFIX3MID P 06/05/2025 | -0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | EUR/USD 09/16/2020 CSI-FX | -0.00% | EUR/USD 09/16/2020 GSFX | -0.00% | EUR/USD 09/16/2020 TDBK | -0.00% | EUR/USD 09/16/2020 WPAC | -0.00% | GBP/USD 09/16/2020 TDBK | -0.00% | HKD/USD 08/19/2020 HSBCB | -0.00% | HKD/USD 08/19/2020 UBS | -0.00% | JPY/USD 08/19/2020 JPMCB | -0.00% | NOK/USD 09/16/2020 RBSF | -0.00% | NOK/USD 09/16/2020 SSBT | -0.00% | PLN/USD 09/16/2020 BCAP-FX | -0.00% | SEK/USD 09/16/2020 CITI | -0.00% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | -0.00% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% | SWPTN 4WX5Y R 0.36 USD 07/10/2020 GS | -0.00% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | -0.00% | SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | -0.00% | SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | -0.00% | 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.00% | 0.6925 R ISWP NOKOIB6M P 06/29/2025 | -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% | CPURNSA P 1.6875 R 06/15/50 | -0.00% | GBP/USD 09/16/2020 RBSF | -0.00% | HKD/USD 08/19/2020 SSBT | -0.00% | OPTN FN30 3.0 08/06/20 PUT 104.84375 JPMC | -0.00% | SEK/USD 09/16/2020 BCAP-FX | -0.00% | SEK/USD 09/16/2020 SSBT | -0.00% | SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | -0.00% | TWD/USD 08/19/2020 BANKAM | -0.00% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.00% | 0.6732 R ISWP US0003M P 05/14/2030 | -0.00% | CAD/USD 07/15/2020 CITI | -0.00% | CAD/USD 07/15/2020 HSBCB | -0.00% | CAD/USD 07/15/2020 UBS | -0.00% | EUR/GBP CALL 0.94 20200803 UBS | -0.00% | EUR/USD 09/16/2020 RBSF | -0.00% | EUR/USD CALL 1.19 20200914 BANKAM | -0.00% | EUR/USD CALL 1.19 20200914 BCAP-FX | -0.00% | JPY/USD 08/19/2020 BCAP-FX | -0.00% | JPY/USD 08/19/2020 CITI | -0.00% | NOK/USD 09/16/2020 GSFX | -0.00% | OPTN FN30 3.0 08/06/20 PUT 104.8125 JPMC | -0.00% | OPTN FN30 3.0 08/06/20 PUT 104.875 JPMC | -0.00% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | -0.00% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% | SWPTN 1MX10Y P 0.81 USD 07/22/2020 JP | -0.00% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.00% | SWPTN 5WX10Y R 0.675 USD 07/13/2020 CI | -0.00% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% | 1.0775 R ISWP CDOR03 P 06/10/2030 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 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11/30/2020 JP | -0.01% | SWPTN 1MX10Y P 0.74 USD 07/22/2020 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% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | -0.01% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% | 0.67619 R ISWP US0003M P 04/24/2030 | -0.01% | 0.678 R ISWP US0003M P 04/24/2030 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.01% | 1.00 R ISWP FWD NOKOIB6M P 09/16/2030 | -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% | OPTN FN30 2.5 08/06/20 PUT 102.47265625 JPMC | -0.01% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.01% | SWPTN 4WX5Y P 0.36 USD 07/10/2020 GS | -0.01% | 0.90 R ISWP FWD NFIX3MID P 09/16/2030 | -0.01% | CAD/USD 07/15/2020 CSI-FX | -0.01% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% | 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.01% | 0.75 R ISWP FWD US0003M P 08/12/2030 | -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% | CPURNSA P 1.586 R 06/30/30 | -0.01% | EUR/USD CALL 1.20 20201118 BANKAM | -0.01% | EUR/USD CALL 1.20 20201118 GSFX | -0.01% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.01% | SWPTN 5WX10Y P 0.675 USD 07/13/2020 CI | -0.01% | USD/JPY PUT 100.00 20201124 BANKAM | -0.01% | USD/JPY PUT 100.00 20201124 GSFX | -0.01% | CAD/USD 07/15/2020 JPMCB | -0.01% | CAD/USD 07/15/2020 TDBK | -0.01% | CAD/USD 07/15/2020 WPAC | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | EUR/CHF CALL 1.12 20201209 CSI-FX | -0.01% | EUR/USD 09/16/2020 SSBT | -0.01% | OPTN FN30 2.5 08/06/20 PUT 103.03515625 JPMC | -0.01% | 0.3665 R ISWP US0003M P 06/02/2025 | -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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | AUD/USD 07/15/2020 JPMCB | -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% | 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 CS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SGD/USD 08/19/2020 JPMCB | -0.02% | 0.38588 R ISWP US0003M P 05/21/2025 | -0.02% | 0.6814 R ISWP US0003M P 04/20/2030 | -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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | -0.8475 R ISWP CHL6M P 08/09/2024 | -0.02% | 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% | 2.032 R ISWP US0003M P 01/16/2055 | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -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% | CPURNSA P 1.3475 R 05/01/30 | -0.02% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% | CPURNSA P 1.345 R 04/30/30 | -0.02% | AUD/USD 07/15/2020 SSBT | -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% | 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% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.02% | SWPTN 6MX30Y R 0.442 USD 09/23/2020 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% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.02% | 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -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 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% | 0.50 R ISWP FWD SES3M P 09/16/2030 | -0.02% | 0.723 R ISWP US0003M P 06/19/2030 | -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 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.02% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% | 1.265 R ISWP FWD US0003M P 03/04/2052 | -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% | NZD/USD 07/15/2020 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% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.02% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% | 0.7275 R ISWP US0003M P 04/22/2030 | -0.02% | 0.7625 R ISWP US0003M P 06/08/2030 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | NOK/USD 09/16/2020 BCAP-FX | -0.02% | NZD/USD 07/15/2020 CITI | -0.02% | NZD/USD 07/15/2020 HSBCB | -0.02% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.02% | CAD/USD 07/15/2020 BANKAM | -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% | 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.03% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.895 R ISWP US0003M P 04/22/2030 | -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 1.17 USD 03/13/2025 TD | -0.03% | 0.3175 R ISWP US0003M P 05/04/2022 | -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 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% | 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.03% | 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 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% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.03% | 0.468 R ISWP US0003M P 06/09/2025 | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.04% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.04% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% | SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CPURNSA R 1.703 P 11/29/24 | -0.04% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.04% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 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% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.04% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -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% | -0.05 R ISWP FWD EUR006M P 09/16/2030 | -0.04% | 1.134 R ISWP CDOR03 P 03/11/2050 | -0.04% | 1.20 R ISWP FWD US0003M P 06/15/2050 | -0.04% | 1.60 R ISWP CDOR03 P 02/24/2030 | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | CPURNSA R 1.7625 P 12/10/24 | -0.04% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.04% | 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | AUD/USD 07/15/2020 UBS | -0.05% | SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.05% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.05% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.05% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% | 0.385 R ISWP US0003M P 05/21/2025 | -0.05% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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% | 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.05% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.05% | CAD/USD 07/15/2020 SSBT | -0.05% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -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% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | 0.89632 R ISWP US0003M P 06/10/2030 | -0.06% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% | OPTN FN30 2.5 08/06/20 PUT 103.5625 JPMC | -0.06% | SWPTN 3MX30Y P 0.794 USD 07/30/2020 JP | -0.06% | CPTFEMU R 1.4 P 07/15/27 | -0.06% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.06% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.06% | SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.06% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.07% | CPURNSA P 0.95 R 03/18/30 | -0.07% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.07% | CPURNSA R 1.71 P 11/21/24 | -0.08% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.08% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% | 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.08% | 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.08% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.08% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.08% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.09% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.10% | SWPTN 3MX5Y R 0.353 USD 08/13/2020 BC | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.11% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.11% | 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.11% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.11% | 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.12% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.12% | 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.12% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.12% | CPTFEMU P 1.13 R 05/15/50 | -0.12% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.12% | 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.12% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.13% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.13% | 2.6785 R ISWP US0003M P 02/13/2029 | -0.13% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.13% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.13% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.13% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.13% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.14% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.14% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.14% | 1.771 R ISWP US0003M P 01/16/2030 | -0.14% | CPTFEMU R 1.4375 P 09/15/23 | -0.15% | CPTFEMU R 1.4413 P 09/15/23 | -0.15% | CPTFEMU P 0.935 R 05/15/40 | -0.15% | CPTFEMU R 1.4425 P 09/15/23 | -0.15% | CPTFEMU R 1.4438 P 09/15/23 | -0.15% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.15% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.15% | CPTFEMU P 0.93 R 05/15/40 | -0.15% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.16% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.16% | 0.40 R ISWP FWD US0003M P 06/17/2022 | -0.16% | CPURNSA P 1.165 R 03/11/30 | -0.16% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.17% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.18% | IOS.FN30.350.13 P US0001M R 01/12/44 JP | -0.19% | 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.19% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.19% | 1.4765 R ISWP US0003M P 02/18/2030 | -0.19% | 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.20% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.21% | UKRPI R 3.4425 P 07/15/49 | -0.21% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.21% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.21% | SWPTN 13WX5Y R 0.4525 USD 07/06/2020 BC | -0.22% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.22% | 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.22% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.24% | 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.24% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.26% | 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.26% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.27% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.28% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.30% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.30% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.34% | 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.34% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.35% | 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.46% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.52% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.55% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.61% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.62% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.90% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.22% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.26% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.31% | US ULTRA BOND CBT SEP20 WNU0 | -1.75% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.34% | EURO-BUND FUTURE SEP20 RXU0 | -2.86% | US 5YR NOTE (CBT) SEP20 FVU0 | -4.16% | US 2YR NOTE (CBT) SEP20 TUU0 | -59.06% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 10.48% | T 0.0225 R 0.25 P 08/10/20 JP | 5.34% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.73% | FNMA FN30 TBA UMBS 05.5000 06/01/2050 | 1.81% | GNMA GII30 TBA 04.5000 06/01/2050 | 1.76% | GNMA GII30 TBA 04.0000 06/01/2050 | 1.75% | CASH MGMT BILL 00.0000 08/11/2020 | 1.62% | 1.70 R ISWP FWD US0003M P 03/18/2027 | 1.43% | 3.096 R ISWP US0003M P 12/03/2029 | 0.95% | TREASURY BILL 00.0000 07/02/2020 | 0.92% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.81% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.73% | FNR 2019-57 KS IO 05.8818 10/25/2049 | 0.73% | IVORY COAST REGS 06.1250 06/15/2033 | 0.71% | FNR 2017-32 SA IO 05.9818 05/25/2047 | 0.69% | CWALT 2006-OA10 4A1 00.3583 08/25/2046 | 0.68% | TREASURY BILL 00.0000 08/20/2020 | 0.67% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.64% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.64% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.63% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.63% | TREASURY BILL 00.0000 07/23/2020 | 0.63% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.60% | FNMA FN30 TBA UMBS 03.5000 06/01/2050 | 0.58% | FNMA FN30 TBA UMBS 03.5000 07/01/2050 | 0.58% | 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% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.56% | TREASURY BILL 00.0000 08/06/2020 | 0.55% | SPST 2019-7 A 00.8683 09/24/2020 | 0.55% | SPST 2019-3 A 00.8683 06/24/2020 | 0.54% | 3.312 R ISWP US0003M P 11/08/2048 | 0.54% | GNR 2016-H23 NI IO 02.8654 10/20/2066 | 0.54% | GNR 2019-96 SY IO 05.9293 08/20/2049 | 0.52% | STACR 2016-DNA1 B 10.1683 07/25/2028 | 0.51% | SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.50% | CAS 2016-C02 1B 12.4183 09/25/2028 | 0.50% | GNR 2019-83 SY IO 05.9293 07/20/2049 | 0.50% | SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.50% | CAS 2015-C04 1M2 05.8683 04/25/2028 | 0.46% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.46% | TREASURY BILL 00.0000 06/18/2020 | 0.45% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.45% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.45% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.45% | 1.688 R ISWP US0003M P 01/31/2030 | 0.44% | TREASURY BILL 00.0000 08/13/2020 | 0.43% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.43% | CAS 2016-C03 2M2 06.0683 10/25/2028 | 0.42% | WFRBS 2013-C15 D P/P 144A 04.4932 08/15/2046 | 0.42% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.42% | FHR 4839 WS IO 05.9164 08/15/2056 | 0.42% | JPMBB 2014-C18 D P/P 144A 04.8102 02/15/2047 | 0.42% | WFRBS 2012-C10 D P/P 144A 04.4288 12/15/2045 | 0.41% | TREASURY BILL 00.0000 09/10/2020 | 0.40% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.39% | CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.38% | GNR 2014-60 SD IO 06.0093 04/20/2044 | 0.38% | IVORY COAST REGS 05.7500 12/31/2032 | 0.36% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.36% | ARGENTINE REPUBLIC USD 07.5000 04/22/2026 | 0.36% | CMLTI 2007-AMC3 A2D 00.5183 03/25/2037 | 0.36% | WFRBS 2012-C7 E P/P 144A 04.8119 06/15/2045 | 0.35% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.35% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.35% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.34% | 1.698 R ISWP US0003M P 01/28/2030 | 0.34% | BSCMS 2007-T26 AJ 05.4325 01/12/2045 | 0.34% | FNR 2018-20 SB IO 06.0818 03/25/2048 | 0.34% | CWALT 2006-OA7 1A1 01.3400 06/25/2046 | 0.34% | STACR 2016-HQA2 M3 05.3183 11/25/2028 | 0.33% | CARMX 2020-2 D 06.8700 05/17/2027 | 0.31% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.31% | SPST 2019-11 A 00.9183 10/24/2020 | 0.30% | FNR 2019-43 JS IO 05.8818 08/25/2049 | 0.30% | TREASURY BILL 00.0000 07/09/2020 | 0.30% | SPST 2020-2 A 00.9983 03/26/2021 | 0.30% | REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.30% | TREASURY BILL 00.0000 06/11/2020 | 0.29% | FNR 2015-42 LS IO 06.0318 06/25/2045 | 0.28% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.28% | CAS 2018-C05 1B1 04.4183 01/25/2031 | 0.28% | WAMU 2005-AR17 A1B3 00.5183 12/25/2045 | 0.28% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.28% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.27% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.27% | GNR 2019-152 ES IO 05.8793 12/20/2049 | 0.27% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.27% | TREASURY BILL 00.0000 06/25/2020 | 0.26% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.26% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.26% | GNR 2020-7 SK IO 05.8793 01/20/2050 | 0.26% | WFCM 2013-LC12 D P/P 144A 04.2762 07/15/2046 | 0.26% | GNR 2017-H16 JI IO 02.2729 08/20/2067 | 0.25% | STACR 2017-HQA1 M2 03.7183 08/25/2029 | 0.25% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.25% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.25% | CAS 2016-C03 1B 11.9183 10/25/2028 | 0.25% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.25% | FNR 2016-96 ST IO 05.9318 12/25/2046 | 0.25% | MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.24% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.24% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.24% | STACR 2015-DNA3 B 09.5183 04/25/2028 | 0.24% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.24% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.24% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.24% | RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.24% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.23% | NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029 | 0.23% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.23% | GNR 2017-H10 MI IO 02.3212 04/20/2067 | 0.23% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.22% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.22% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.22% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.22% | SPLUNK INC CV 01.1250 09/15/2025 | 0.22% | CAS 2017-C03 1M2 03.1683 10/25/2029 | 0.22% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.22% | MSBAM 2013-C11 D P/P 144A 04.3529 08/15/2046 | 0.22% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.22% | GNR 2016-H09 BI IO 01.7854 04/20/2066 | 0.22% | CASH MGMT BILL 00.0000 08/25/2020 | 0.21% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.21% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.21% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.21% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.20% | GSMS 2014-GC24 D P/P 144A 04.5316 09/10/2047 | 0.20% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.20% | GNR 2018-H05 BI IO 02.5635 02/20/2068 | 0.20% | FNR 2013-90 SD IO 06.4318 09/25/2043 | 0.20% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.20% | STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.20% | BCAP 2011-RR3 3A6 03.5726 11/27/2036 | 0.19% | SPRINT CORP 07.8750 09/15/2023 | 0.19% | STACR 2015-DNA2 B 07.7183 12/25/2027 | 0.19% | GNR 2015-H25 AI IO 01.7695 09/20/2065 | 0.19% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.19% | GNR 2016-H10 AI IO 01.9648 04/20/2066 | 0.19% | GNR 2017-H08 NI IO 02.3950 03/20/2067 | 0.19% | GNR 2016-H06 DI IO 02.5283 07/20/2065 | 0.19% | GNR 2016-H24 JI IO 02.6801 11/20/2066 | 0.19% | SAMI 2007-AR1 2A1 00.3483 01/25/2037 | 0.19% | GNR 2016-H06 CI IO 01.9198 02/20/2066 | 0.19% | CAS 2017-C02 2B1 05.6683 09/25/2029 | 0.18% | SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.18% | CPTFEMU P 1.71 R 07/15/37 | 0.18% | GNR 2018-H03 XI IO 02.3032 02/20/2068 | 0.18% | RALI 2006-QO10 A1 00.3283 01/25/2037 | 0.18% | ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.18% | CAS 2017-C03 1B1 05.0183 10/25/2029 | 0.18% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.18% | DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.18% | GNR 2016-H22 AI IO 02.8073 10/20/2066 | 0.18% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.18% | DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 | 0.18% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.18% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.17% | COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.17% | MSBAM 2013-C10 D P/P 144A 04.0822 07/15/2046 | 0.17% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.17% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.17% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.17% | DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 | 0.17% | GNR 2017-H12 QI IO 01.5546 05/20/2067 | 0.17% | GNR 2017-H09 IO IO 02.1811 04/20/2067 | 0.16% | REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.16% | GNR 2018-H05 AI IO 02.5348 02/20/2068 | 0.16% | FNR 2018-86 DS IO 05.9318 12/25/2048 | 0.16% | PALO ALTO NET CV 00.7500 07/01/2023 | 0.16% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.16% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.16% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.16% | COMM 2013-CR9 D P/P 144A 04.2183 07/10/2045 | 0.16% | AES CORP/THE 05.5000 04/15/2025 | 0.16% | CFCRE 2011-C2 E P/P 144A 05.7391 12/15/2047 | 0.16% | FNR 2013-107 SB IO 05.7818 02/25/2043 | 0.16% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.16% | GNR 2016-H02 HI IO 01.9308 01/20/2066 | 0.16% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.16% | ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.16% | GNR 2014-119 SA IO 05.4293 08/20/2044 | 0.16% | JPMCC 2013-LC11 D 04.1675 04/15/2046 | 0.16% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.16% | VERTIV TLB L+300 04.6550 03/02/2027 | 0.16% | CAS 2019-R04 2B1 05.4183 06/25/2039 | 0.15% | GNR 2017-H06 BI IO 02.3704 02/20/2067 | 0.15% | FHR 4742 S IO 06.0164 12/15/2047 | 0.15% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.15% | GNR 2017-H16 IG IO 01.9312 07/20/2067 | 0.15% | AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.15% | SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.15% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.15% | REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.15% | GNR 2017-H16 IB IO 01.9180 08/20/2067 | 0.15% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.15% | REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.15% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.15% | CWALT 2006-OA7 1A2 02.6305 06/25/2046 | 0.14% | GNR 2017-H02 BI IO 02.4424 01/20/2067 | 0.14% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.14% | GNR 2017-H11 DI IO 01.5947 05/20/2067 | 0.14% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.14% | SERVICE CORP INTL 05.3750 05/15/2024 | 0.14% | SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.14% | GNR 2015-H23 BI IO 01.9043 09/20/2065 | 0.14% | IVORY COAST REGS 05.3750 07/23/2024 | 0.14% | BALTA 2005-8 21A1 03.7532 10/25/2035 | 0.14% | JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.14% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.14% | PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.14% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.14% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.14% | UKRPI P 3.665 R 12/15/28 | 0.14% | 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.14% | CAS 2016-C01 1B 11.9183 08/25/2028 | 0.14% | MRAFT 2020-2 A1 01.1700 05/30/2022 | 0.14% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.14% | IVORY COAST REGS 05.2500 03/22/2030 | 0.14% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.14% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.14% | SWPTN 3MX5Y P 0.353 USD 08/13/2020 BC | 0.14% | JPMBB 2014-C18 E P/P 144A 04.3102 02/15/2047 | 0.14% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.14% | GNR 2015-H24 AI IO 02.6902 09/20/2065 | 0.13% | IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.13% | CWALT 2005-59 1A1 00.5008 11/20/2035 | 0.13% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.13% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.13% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.13% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.13% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.13% | CWALT 2006-OA10 3A1 00.3583 08/25/2046 | 0.13% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.13% | MSRR 2010-R4 4B 02.8658 02/26/2037 | 0.13% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.13% | GNR 2016-H16 EI IO 02.3880 06/20/2066 | 0.13% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.13% | BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.13% | GNR 2016-H14 AI IO 02.9131 06/20/2066 | 0.13% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.13% | SEK/USD 06/17/2020 SSBT | 0.13% | STACR 2019-DNA1 M2 02.8183 01/25/2049 | 0.13% | CAS 2017-C04 2M2 03.0183 11/25/2029 | 0.13% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.13% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.13% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.12% | OMIR 2017-1A B1 P/P 144A 05.9183 04/25/2027 | 0.12% | GNR 2017-H11 TI IO 01.0854 04/20/2067 | 0.12% | CENTENE CORP 04.6250 12/15/2029 | 0.12% | GNR 2016-H03 AI IO 02.1521 01/20/2066 | 0.12% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.12% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% | DBALT 2006-AR4 A2 00.3583 12/25/2036 | 0.12% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.12% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.12% | PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.12% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.12% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.12% | ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.12% | GNR 2015-H25 EI IO 02.0148 10/20/2065 | 0.12% | HCA INC. 05.3750 09/01/2026 | 0.12% | ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 | 0.12% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.12% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.12% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.12% | GSAA 2006-8 2A2 00.3483 05/25/2036 | 0.12% | IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.12% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.12% | STATE OF QATAR P/P 144A 03.4000 04/16/2025 | 0.12% | CSAIL 2015-C1 D P/P 144A 03.7695 04/15/2050 | 0.12% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.12% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.12% | CAS 2020-SBT1 1M2 03.6500 02/25/2040 | 0.12% | NUANCE COMM CV 01.2500 04/01/2025 | 0.12% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.12% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.11% | COMM 2014-CR16 C 04.9277 04/10/2047 | 0.11% | CWALT 2005-38 A1 03.1905 09/25/2035 | 0.11% | CWALT 2006-OA10 2A1 00.3583 08/25/2046 | 0.11% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.11% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.11% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.11% | GNR 2016-48 MI IO 03.5000 04/16/2046 | 0.11% | GNR 2016-H03 DI IO 02.0173 12/20/2065 | 0.11% | REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.11% | SPST 2019-WL1 A 00.8183 08/25/2052 | 0.11% | TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.11% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.11% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.11% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.11% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.11% | LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 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% | TREASURY BILL 00.0000 09/24/2020 | 0.11% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.11% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.11% | ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.11% | 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.11% | BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.11% | FHR 3065 DC 19.3091 03/15/2035 | 0.11% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.11% | ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.11% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.11% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.11% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.11% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.10% | GNR 2014-H21 BI IO 01.6923 10/20/2064 | 0.10% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.10% | NAVISTAR INTL TLB L+350 03.6800 11/06/2024 | 0.10% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.10% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.10% | 0.78 R ISWP US0003M P 04/28/2050 | 0.10% | DOCUSIGN INC CV 00.5000 09/15/2023 | 0.10% | ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.10% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% | GNR 2015-H10 BI IO 01.8273 04/20/2065 | 0.10% | JPMCC 2011-C4 C P/P 144A 05.3431 07/15/2046 | 0.10% | SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.10% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.10% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.10% | BSCMS 2006-PW11 B P/P 144A 05.7751 03/11/2039 | 0.10% | BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.10% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.10% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.10% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.10% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.10% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.10% | VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.10% | BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.10% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.10% | CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.10% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.10% | LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.10% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.09% | ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 0.09% | PULTEGROUP INC 05.5000 03/01/2026 | 0.09% | 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | GSR 2007-OA1 2A3A 00.4783 05/25/2037 | 0.09% | NETFLIX INC. 05.8750 11/15/2028 | 0.09% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.09% | 1.61 R ISWP CDOR03 P 08/15/2021 | 0.09% | 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | CAS 2018 - C01 1B1 03.7183 07/25/2030 | 0.09% | ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.09% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.09% | GNR 2016-H17 KI IO 02.9272 07/20/2066 | 0.09% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.09% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.09% | FORTIVE CORP CV 00.8750 02/15/2022 | 0.09% | GNR 2013-H08 CI IO 01.7972 02/20/2063 | 0.09% | ITRON INC P/P 144A 05.0000 01/15/2026 | 0.09% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.09% | SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.09% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.09% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.09% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.09% | SPRINT CORP 07.2500 09/15/2021 | 0.09% | CAS 2019-R03 1B1 04.2683 09/25/2031 | 0.09% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.09% | JPMCC 2007-CB20 E P/P 144A 06.1688 02/12/2051 | 0.09% | WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.09% | CCMFC 2006-4A A2 00.3483 11/25/2047 | 0.09% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.09% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.09% | GNR 2016-H24 CI IO 01.8533 10/20/2066 | 0.09% | SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.09% | FNR 2006-8 HP 23.9498 03/25/2036 | 0.09% | GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.09% | GMAC CAPITAL TRUST I PCT 06.1773 | 0.09% | TWITTER INC CV 01.0000 09/15/2021 | 0.09% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.08% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.08% | LIVE NATION CV 02.5000 03/15/2023 | 0.08% | STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.08% | CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.08% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.08% | AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | BMIR 2017-1 B1 P/P 144A 04.9183 10/25/2027 | 0.08% | CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.08% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.08% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.08% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.08% | CIT GROUP INC 05.0000 08/01/2023 | 0.08% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.08% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.08% | TREASURY BILL 00.0000 06/04/2020 | 0.08% | BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 | 0.08% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | HCA INC 05.2500 06/15/2026 | 0.08% | SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.08% | CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.08% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.08% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.08% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.08% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.08% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.08% | STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.08% | UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.08% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.08% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.08% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.08% | NRG P/P 144A 03.7500 06/15/2024 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.08% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.08% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.08% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.08% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | WAYFAIR INC CV 01.1250 11/01/2024 | 0.08% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% | RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.08% | STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.08% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.08% | ENVESTNET INC CV 01.7500 06/01/2023 | 0.08% | JPMCC 2011-C3 F P/P 144A 05.6641 02/15/2046 | 0.08% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.08% | AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.07% | DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.07% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% | MWST 2019-1 A 00.9683 06/25/2052 | 0.07% | TREASURY BILL 00.0000 07/16/2020 | 0.07% | VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.07% | 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.07% | BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.07% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.07% | VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.07% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.07% | CWALT 2006-24CB A13 00.5183 08/25/2036 | 0.07% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.07% | PQ CORP P/P 144A 05.7500 12/15/2025 | 0.07% | ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.07% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.07% | TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.07% | 0.70 R ISWP FWD US0003M P 06/17/2025 | 0.07% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.07% | ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.07% | BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.07% | FNR 2010-35 SG IO 06.2318 04/25/2040 | 0.07% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.07% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% | GNR 2016-H14 IO IO 01.8401 06/20/2066 | 0.07% | RH P/P 144A CV 00.0000 09/15/2024 | 0.07% | ZYNGA INC P/P 144A CV 00.2500 06/01/2024 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.07% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.07% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.07% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.07% | NRG ENERGY INC 05.7500 01/15/2028 | 0.07% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.07% | INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.07% | JPALT 2007-A2 12A1 00.3683 06/25/2037 | 0.07% | ON SEMICONDUC CV 01.6250 10/15/2023 | 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% | WMHE 2007-HE4 1A 00.3383 07/25/2047 | 0.07% | 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.07% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.07% | GNR 2013-129 SN IO 05.9793 09/20/2043 | 0.07% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.07% | PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.07% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.06% | MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.06% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% | REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.06% | STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.06% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.06% | 1.621 R ISWP CDOR03 P 02/24/2022 | 0.06% | ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.06% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.06% | COMM 2012-CR3 E P/P 144A 04.7511 10/15/2045 | 0.06% | FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.06% | ISTAR INC 04.7500 10/01/2024 | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.06% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.06% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.06% | CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.06% | DISH DBS CORP 05.8750 11/15/2024 | 0.06% | ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.06% | GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.06% | HVMLT 2005-2 1A 00.6924 05/19/2035 | 0.06% | ISTAR INC 04.2500 08/01/2025 | 0.06% | TREASURY BILL 00.0000 09/03/2020 | 0.06% | US CONCRETE INC 06.3750 06/01/2024 | 0.06% | 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | GNR 2015-H08 CI IO 01.9539 03/20/2065 | 0.06% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.06% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.06% | PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.06% | Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.06% | SOLENIS 1STL L+400 04.3620 06/26/2025 | 0.06% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.06% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.06% | 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.06% | APERGY CORP 06.3750 05/01/2026 | 0.06% | INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% | MWST 2018-W1 A 01.0183 11/25/2051 | 0.06% | SEK/USD 06/17/2020 GSFX | 0.06% | BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.06% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.06% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.06% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.06% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.06% | WIX LTD USD 00.0000 07/01/2023 | 0.06% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.06% | II-VI INC CV 00.2500 09/01/2022 | 0.06% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.06% | STACR 2018-DNA1 M2 01.9683 07/25/2030 | 0.06% | STACR 2019-DNA2 M2 02.6183 03/25/2049 | 0.06% | UKRPI P 3.34 R 03/15/28 | 0.06% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.06% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.06% | CPG INTL TL L+375 05.9333 05/05/2024 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.06% | NRG ENERGY CV 02.7500 06/01/2048 | 0.06% | PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.06% | CAS 2015-C03 2M2 05.1683 07/25/2025 | 0.06% | CHEGG INC CV 00.1250 03/15/2025 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | FNR 2007-53 SP 23.5831 06/25/2037 | 0.06% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.06% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.06% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.06% | T-MOBILE USA INC 06.3750 03/01/2025 | 0.06% | BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.06% | CAS 2015-C04 2M2 05.7183 04/25/2028 | 0.06% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.06% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.06% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.06% | 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.06% | ATOTECH TLB1 L+300 04.4501 01/31/2024 | 0.06% | BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.06% | CONTINENTAL RES 04.5000 04/15/2023 | 0.06% | MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | STACR 2018-HQA2 M2 02.4683 10/25/2048 | 0.06% | UKRPI P 3.4025 R 03/15/28 | 0.06% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.05% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.05% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.05% | 0.84292 R ISWP US0003M P 05/12/2050 | 0.05% | FHR 4530 TI IO 04.0000 11/15/2045 | 0.05% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.05% | MARRIOTT VAC CV 01.5000 09/15/2022 | 0.05% | MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.05% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.05% | NETFLIX INC 04.8750 04/15/2028 | 0.05% | REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.05% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.05% | UBSBB 2012-C2 F P/P 144A 04.8892 05/10/2063 | 0.05% | WORKDAY INC CV 00.2500 10/01/2022 | 0.05% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.05% | ASURION TLB7 L+300 03.1736 11/03/2024 | 0.05% | COLONY STARWO CV 03.5000 01/15/2022 | 0.05% | CWALT 2007-OH1 A1D 00.3783 04/25/2047 | 0.05% | DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.05% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.05% | ILLUMINA INC CV 00.0000 08/15/2023 | 0.05% | L BRANDS INC 07.5000 06/15/2029 | 0.05% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.05% | UKRPI P 3.385 R 11/15/24 | 0.05% | 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.05% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.05% | DISH NETWORK CV 03.3750 08/15/2026 | 0.05% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.05% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.05% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.05% | HUSKY TLB L+300 04.4501 03/28/2025 | 0.05% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.05% | MHL 2005-3 M2 00.9633 08/25/2035 | 0.05% | NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.05% | 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | BERRY PLASTICS TLY L+200 03.8985 07/01/2026 | 0.05% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | GNR 2020-15 CS IO 05.8793 12/02/2021 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.05% | OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.05% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.05% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% | DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% | GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.05% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.05% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% | ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.05% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.05% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.05% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.05% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 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% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.05% | MEREDITH CORP 06.8750 02/01/2026 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.05% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.05% | SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.05% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.05% | WPX ENERGY INC 05.7500 06/01/2026 | 0.05% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.05% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.05% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.05% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.05% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.05% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% | WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.05% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.05% | FNR 2005-122 SE 22.5111 11/25/2035 | 0.05% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.05% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.05% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% | ZENDESK INC CV 00.2500 03/15/2023 | 0.05% | CAS 2016-C05 2B 10.9183 01/25/2029 | 0.04% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.04% | FNR 2010-140 GS IO 05.8318 07/25/2039 | 0.04% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.04% | WERNER TLB L+400 05.0000 07/24/2024 | 0.04% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.04% | ANTERO RESOURCES 05.3750 11/01/2021 | 0.04% | CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.04% | CONMED CORP CV 02.6250 02/01/2024 | 0.04% | DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.04% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.04% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.04% | PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.04% | TENNANT CO 05.6250 05/01/2025 | 0.04% | 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.04% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | AES CORP/THE 06.0000 05/15/2026 | 0.04% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.04% | ARBY'S TLB L+275 04.4095 02/05/2025 | 0.04% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% | CPURNSA R 0.77 P 03/11/25 | 0.04% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.04% | GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | QORVO INC 05.5000 07/15/2026 | 0.04% | TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.04% | WPX ENERGY INC 05.2500 10/15/2027 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | CAS 2020-R01 1B1 03.4183 01/25/2040 | 0.04% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.04% | GENERAL MOTORS CO 06.1250 10/01/2025 | 0.04% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.04% | MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.04% | NCL CORP LTD P/P 144A CV 06.0000 05/15/2024 | 0.04% | SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | FNR 2008-24 SP 22.6664 02/25/2038 | 0.04% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.04% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.04% | LENNAR CORP 05.8750 11/15/2024 | 0.04% | MICROCHIP TEC CV 01.6250 02/15/2027 | 0.04% | MPH ACQUISITION HLDG P/P 144A 07.1250 06/01/2024 | 0.04% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.04% | REALPAGE INC CV 01.5000 05/15/2025 | 0.04% | SEK/USD 06/17/2020 BANKAM | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.04% | VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.04% | BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.04% | CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 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.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | STACR 2019-DNA2 B2 10.6683 03/25/2049 | 0.04% | THE AES CORPORATION 04.8750 05/15/2023 | 0.04% | TWILIO INC CV 00.2500 06/01/2023 | 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% | GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.04% | GNR 2015-H26 CI IO 00.3940 08/20/2065 | 0.04% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% | NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% | NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.04% | PROVINCIA DE BUENOS 29.9396 05/31/2022 | 0.04% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.04% | SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.04% | FHR 3249 PS 21.6690 12/15/2036 | 0.04% | FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.04% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.04% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% | NEUROCRINE CV 02.2500 05/15/2024 | 0.04% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% | NUTANIX INC CV 00.0000 01/15/2023 | 0.04% | PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.04% | SWPTN 13WX5Y P 0.4525 USD 07/06/2020 BC | 0.04% | WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.04% | ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.04% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.04% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 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% | CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.04% | DIAMOND SPORTS TLB L+325 03.4200 08/24/2026 | 0.04% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.04% | GARDA WORLD TLB L+475 06.6903 10/30/2026 | 0.04% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.04% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.04% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% | TALBOTS TLB L+700 08.4501 11/28/2022 | 0.04% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.04% | CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.04% | CIT GROUP INC. 05.2500 03/07/2025 | 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% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.04% | CPURNSA R 0.41 P 03/18/25 | 0.04% | ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.04% | GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.04% | GNR 2013-99 VS IO 05.9179 07/16/2043 | 0.04% | MESSER INDUST TLB L+250 03.9501 03/01/2026 | 0.04% | REDFIN CORP CV 01.7500 07/15/2023 | 0.04% | STACR 2018-DNA3 B2 07.9183 09/25/2048 | 0.04% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.04% | ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.04% | 0.7925 R ISWP US0003M P 04/28/2050 | 0.04% | CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.04% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.04% | EUR/GBP CALL 0.90 20200803 UBS | 0.04% | LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.04% | NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.04% | SM ENERGY CO 06.6250 01/15/2027 | 0.04% | UKRPI P 3.34 R 02/15/28 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.03% | CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.03% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.03% | FNR 2005-83 QP 16.9566 11/25/2034 | 0.03% | GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.03% | IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.03% | IRONWOOD PHAR P/P 144A CV 01.5000 06/15/2026 | 0.03% | MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.03% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.03% | SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.03% | SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.03% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.03% | VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.03% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.03% | CENTENE CORP 04.7500 05/15/2022 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.03% | VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.03% | 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | AIR TRANSPORT CV 01.1250 10/15/2024 | 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% | ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.03% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.03% | NETFLIX INC. 06.3750 05/15/2029 | 0.03% | PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.03% | SEK/USD 06/17/2020 JPMCB | 0.03% | SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.03% | STACR 2018-HQA2 B2 11.1683 10/25/2048 | 0.03% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.03% | 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.03% | 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.03% | CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.03% | CINEMARK USA INC 04.8750 06/01/2023 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.03% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.03% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.03% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.03% | AUD/USD 07/15/2020 HSBCB | 0.03% | BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.03% | CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.03% | INTELSAT S.A. TLB3 L+275 06.0000 11/27/2023 | 0.03% | OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.03% | OPTN FN30 2.5 06/04/20 CALL 103.96875 JPMC | 0.03% | RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | AES CORP/THE 05.1250 09/01/2027 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.03% | DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.03% | ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.03% | EUR/GBP CALL 0.91 20200818 BANKAM | 0.03% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% | FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.03% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.03% | GBP/USD 06/17/2020 SSBT | 0.03% | GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.03% | GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.03% | ICAHN ENTER 04.7500 09/15/2024 | 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 ENT P/P 144A 06.5000 05/15/2027 | 0.03% | SCIENTIFIC GAMES TLB5 L+275 03.4765 08/14/2024 | 0.03% | UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.03% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% | ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.03% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% | FNR 2006-62 PS 38.8905 07/25/2036 | 0.03% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | MATCH GROUP INC P/P 144A 04.6250 06/01/2028 | 0.03% | MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% | PLURALSIGHT CV 00.3750 03/01/2024 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.03% | USD/JPY PUT 105.00 20201124 BANKAM | 0.03% | USD/JPY PUT 105.00 20201124 GSFX | 0.03% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.03% | FNS 378 19 IO 05.0000 06/25/2035 | 0.03% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.03% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% | JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.03% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% | NZD/USD 07/15/2020 UBS | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.03% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.03% | AUD/USD 07/15/2020 WPAC | 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% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.03% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.03% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.03% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.03% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.03% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.03% | SWPTN 3MX5Y R 0.439 USD 08/06/2020 CI | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | 0.30 R ISWP FWD SONIA P 06/17/2025 | 0.02% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | CINEMARK USA INC 05.1250 12/15/2022 | 0.02% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.02% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.02% | INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.02% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.02% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.02% | STACR 2019-DNA3 B2 08.3183 07/25/2049 | 0.02% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% | T-MOBILE USA INC TLB L+300 04/01/2027 | 0.02% | TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.02% | TRANSDIGM INC 06.3750 06/15/2026 | 0.02% | UKRPI P 3.381 R 11/15/24 | 0.02% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% | 8X8 INC CV 00.5000 02/01/2024 | 0.02% | APACHE CORPORATION 03.2500 04/15/2022 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | ISTAR INC. 05.2500 09/15/2022 | 0.02% | MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% | SM ENERGY CO 06.1250 11/15/2022 | 0.02% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% | SWPTN 3MX30Y R 0.794 USD 07/30/2020 JP | 0.02% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.02% | WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.02% | APACHE CORP 05.1000 09/01/2040 | 0.02% | BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.02% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.02% | CAS 2015-C02 2M2 04.1683 05/25/2025 | 0.02% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 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% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% | NZD/USD 07/15/2020 SSBT | 0.02% | OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% | OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% | ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | SPRINGLEAF FINANCE CORP 08.8750 06/01/2025 | 0.02% | SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 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% | VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.02% | BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% | FHR 3408 EK 25.0542 04/15/2037 | 0.02% | FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% | GBP/USD 06/17/2020 JPMCB | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 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% | L BRANDS INC 06.7500 07/01/2036 | 0.02% | LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 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% | 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% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% | GNR 2019-78 SJ IO 05.8793 06/20/2049 | 0.02% | IHEARTMEDIA TLB L+300 04.6595 04/29/2026 | 0.02% | OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% | STACR 2018-HQA2 B1 04.4183 10/25/2048 | 0.02% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.02% | AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CPTFEMU R 0.655 P 05/15/30 | 0.02% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% | HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.02% | KRONOS TLB L+300 03.3296 11/01/2023 | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 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% | UKRPI P 3.3875 R 03/15/28 | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% | AUD/USD 07/15/2020 TDBK | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 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% | DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | STACR 2019-HQA3 B1 03.1683 09/25/2049 | 0.02% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | WPX ENERGY INC 04.5000 01/15/2030 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 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% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 GS | 0.02% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | CPTFEMU R 0.6625 P 05/15/30 | 0.02% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 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% | MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.02% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% | POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.02% | SM ENERGY CO 06.7500 09/15/2026 | 0.02% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.02% | TRIBUNE CLASS 1C LITIGAT | 0.02% | VALVOLINE INC P/P 144A 04.3750 08/15/2025 | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | CMB CMBX.NA.BB.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.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | GNR 2019-99 KS IO 05.8793 08/20/2049 | 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% | RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.02% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% | TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.02% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% | EUR/USD CALL 1.14 20201118 BANKAM | 0.02% | EUR/USD CALL 1.14 20201118 GSFX | 0.02% | GBP/USD 06/17/2020 BCAP-FX | 0.02% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.02% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% | OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.02% | OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% | CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.01% | DIVERSEY TL L+300 03.7586 09/06/2024 | 0.01% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% | GBP/USD 06/17/2020 WPAC | 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% | 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% | RUB/USD 09/16/2020 GSFX | 0.01% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% | 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CAS 2017-C06 2B1 04.6183 02/25/2030 | 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 MS | 0.01% | CPTFEMU R 0.961 P 05/15/40 | 0.01% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% | IDR/USD 08/19/2020 BCAP-FX | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | CAS 2015-C02 1M2 04.1683 05/25/2025 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% | NZD/USD 07/15/2020 BCAP-FX | 0.01% | PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 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% | YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.01% | -0.4047 R ISWP EUR006M P 10/11/2024 | 0.01% | 0.90 R ISWP FWD CDOR03 P 06/17/2025 | 0.01% | CAD/USD 07/15/2020 GSFX | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 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.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-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.01% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% | JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% | 0.835 R ISWP US0003M P 05/15/2050 | 0.01% | CAS 2017-C07 2B1 04.6183 05/25/2030 | 0.01% | CHEMOURS CO 05.3750 05/15/2027 | 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 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 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% | GBP/USD 06/17/2020 CSI-FX | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | OPTN FN30 2.5 06/04/20 CALL 104.1875 JPMC | 0.01% | REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% | SWPTN 3MX5Y P 0.439 USD 08/06/2020 CI | 0.01% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.01% | 1.20 R ISWP FWD AUDBB6M P 06/17/2030 | 0.01% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 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 MS | 0.01% | CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% | NZD/USD 07/15/2020 BANKAM | 0.01% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% | TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% | TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% | 0.25 R ISWP FWD SES3M P 06/17/2030 | 0.01% | 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | 0.01% | AUD/USD 07/15/2020 BANKAM | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 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% | CPURNSA R 0.835 P 04/30/25 | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.01% | GBP/USD 06/17/2020 TDBK | 0.01% | MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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% | GBP/USD 06/17/2020 GSFX | 0.01% | GBP/USD 06/17/2020 HSBCB | 0.01% | HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% | MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.01% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 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% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% | TWD/USD 08/19/2020 BANKAM | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | 0.215 R ISWP NFIX3MID P 05/15/2025 | 0.00% | 0.286 R ISWP SES3M P 03/03/2030 | 0.00% | 0.4035 R ISWP US0003M P 05/11/2025 | 0.00% | 0.6915 R ISWP US0003M P 04/22/2030 | 0.00% | AUD/USD PUT 0.62 20200715 GSFX | 0.00% | CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 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% | CPURNSA R 0.8525 P 05/01/25 | 0.00% | CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% | NOBLE ENERGY INC 06.0000 03/01/2041 | 0.00% | NZD/USD 07/15/2020 RBSF | 0.00% | NZD/USD 07/15/2020 WPAC | 0.00% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% | SWPTN 10YX10Y P 0.445 EUR 03/27/2030 GS | 0.00% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% | TXU TCEH RIGHTS | 0.00% | 0.3125 R ISWP SES3M P 03/02/2030 | 0.00% | 0.39537 R ISWP US0003M P 05/11/2025 | 0.00% | 0.39637 R ISWP US0003M P 05/11/2025 | 0.00% | 0.399 R ISWP US0003M P 05/11/2025 | 0.00% | 0.3998 R ISWP US0003M P 05/11/2025 | 0.00% | 0.401 R ISWP US0003M P 05/11/2025 | 0.00% | 0.4016 R ISWP US0003M P 05/11/2025 | 0.00% | 0.62 R ISWP US0003M P 05/19/2030 | 0.00% | ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | EUR/USD 06/17/2020 BANKAM | 0.00% | FSPC T-57 1AX IO 00.3773 07/25/2043 | 0.00% | INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% | OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% | REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% | USD/JPY PUT 106.00 20200701 BANKAM | 0.00% | 0.10 R ISWP FWD SES3M P 06/17/2025 | 0.00% | 0.2595 R ISWP US0003M P 05/18/2022 | 0.00% | 0.9065 R ISWP US0003M P 05/14/2050 | 0.00% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% | CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CPURNSA P 1.345 R 04/30/30 | 0.00% | CPURNSA P 1.3475 R 05/01/30 | 0.00% | CSMC 2006-C5 AX IO 00.8836 12/15/2039 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | NZD/USD 07/15/2020 TDBK | 0.00% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% | 0.3725 R ISWP US0003M P 05/14/2025 | 0.00% | 0.615 R ISWP US0003M P 05/15/2030 | 0.00% | 0.6195 R ISWP US0003M P 05/15/2030 | 0.00% | 0.6505 R ISWP US0003M P 05/26/2030 | 0.00% | 0.664 R ISWP US0003M P 04/24/2030 | 0.00% | 0.66726 R ISWP US0003M P 04/24/2030 | 0.00% | AUD/USD 07/15/2020 GSFX | 0.00% | CAD/USD 07/15/2020 RBSF | 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% | FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% | JPY/USD 08/19/2020 SSBT | 0.00% | MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% | OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.00% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | 0.00% | VALARIS PLC USD 07.7500 02/01/2026 | 0.00% | -0.15 R ISWP FWD EUR006M P 06/17/2030 | 0.00% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | GBP/USD 06/17/2020 RBSF | 0.00% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | HKD/USD 08/19/2020 HSBCB | 0.00% | HKD/USD 08/19/2020 SSBT | 0.00% | INR/USD 08/19/2020 HSBCB | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% | JPY/USD 08/19/2020 BANKAM | 0.00% | JPY/USD 08/19/2020 GSFX | 0.00% | NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% | OPTN FN30 3.5 06/04/20 CALL 105.59375 JPMC | 0.00% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 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 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% | SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% | -0.30 R ISWP FWD CHL6M P 06/17/2030 | 0.00% | -0.60 R ISWP FWD CHL6M P 06/17/2025 | 0.00% | 0.80 R ISWP FWD US0003M P 06/17/2030 | 0.00% | 0.90 R ISWP FWD AUDBB6M P 06/17/2025 | 0.00% | 1.00 R ISWP FWD CDOR03 P 06/17/2030 | 0.00% | 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% | CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% | CHC GROUP LLC P/P SEDOL BYXD3K4 | 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 ML | 0.00% | EUR/CHF PUT 1.00 20200615 GSFX | 0.00% | EUR/CHF PUT 1.03 20200615 GSFX | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | FNR 2011-98 AI IO 03.5000 11/25/2037 | 0.00% | FNS 366 22 IO 04.5000 10/25/2035 | 0.00% | GBP/USD 06/17/2020 UBS | 0.00% | HKD/USD 08/19/2020 BANKAM | 0.00% | HKD/USD 08/19/2020 TDBK | 0.00% | HKD/USD 08/19/2020 UBS | 0.00% | JC PENNEY CORP INC 07.4000 04/01/2037 | 0.00% | JPY/USD 08/19/2020 CITI | 0.00% | JPY/USD 08/19/2020 JPMCB | 0.00% | JPY/USD 08/19/2020 WPAC | 0.00% | MEZZ 2007-C5 X IO P/P 144A 05.8024 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | NZD/USD 07/15/2020 CSI-FX | 0.00% | NZD/USD 07/15/2020 JPMCB | 0.00% | OPTN FN30 3.0 06/04/20 CALL 105.40625 JPMC | 0.00% | SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% | SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 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 5YX5Y R 0.958 USD 05/06/2025 UB | 0.00% | SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | 0.00% | SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | 0.00% | TERVITA CORP SEDOL BD1DCC4 | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% | USD/CHF PUT 0.91 20200605 CITI | 0.00% | USD/CHF PUT 0.94 20200605 GSFX | 0.00% | 0.06 R ISWP SES3M P 03/03/2022 | -0.00% | 0.07 R ISWP SES3M P 03/02/2022 | -0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | -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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | JPY/USD 08/19/2020 HSBCB | -0.00% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | -0.00% | SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% | SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | -0.00% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | -0.00% | USD/JPY PUT 102.00 20200701 BANKAM | -0.00% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.00% | 0.334 R ISWP US0003M P 05/15/2025 | -0.00% | CAD/USD 07/15/2020 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% | JPY/USD 08/19/2020 BCAP-FX | -0.00% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | -0.00% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% | -0.30 R ISWP FWD EUR006M P 06/17/2025 | -0.00% | 0.65 R ISWP US0003M P 05/26/2030 | -0.00% | 0.6732 R ISWP US0003M P 05/14/2030 | -0.00% | CZK/USD 06/17/2020 BANKAM | -0.00% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% | 0.67619 R ISWP US0003M P 04/24/2030 | -0.00% | 1.275 R ISWP FWD US0003M P 03/07/2050 | -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% | JPY/USD 08/19/2020 UBS | -0.00% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% | 0.595 R ISWP NFIX3MID P 05/15/2030 | -0.00% | 0.678 R ISWP US0003M P 04/24/2030 | -0.00% | AUD/USD 07/15/2020 CSI-FX | -0.00% | CAD/USD 07/15/2020 CSI-FX | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | EUR/USD 06/17/2020 WPAC | -0.00% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.00% | AUD/USD 07/15/2020 JPMCB | -0.01% | CAD/USD 07/15/2020 TDBK | -0.01% | CAD/USD 07/15/2020 UBS | -0.01% | CAD/USD 07/15/2020 WPAC | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% | EUR/USD 06/17/2020 CITI | -0.01% | EUR/USD 06/17/2020 GSFX | -0.01% | SWPTN 10YX10Y R 0.445 EUR 03/27/2030 GS | -0.01% | SWPTN 11MX13Y P 3.162 USD 11/30/2020 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% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% | CAD/USD 07/15/2020 HSBCB | -0.01% | CAD/USD 07/15/2020 JPMCB | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | SGD/USD 08/19/2020 JPMCB | -0.01% | 0.38588 R ISWP US0003M P 05/21/2025 | -0.01% | EUR/GBP CALL 0.94 20200803 UBS | -0.01% | EUR/GBP CALL 0.95 20200818 BANKAM | -0.01% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -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% | 0.6814 R ISWP US0003M P 04/20/2030 | -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 06/17/2020 BCAP-FX | -0.01% | NZD/USD 07/15/2020 GSFX | -0.01% | OPTN FN30 3.5 06/04/20 PUT 105.59375 JPMC | -0.01% | USD/JPY PUT 100.00 20201124 BANKAM | -0.01% | USD/JPY PUT 100.00 20201124 GSFX | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | EUR/USD 06/17/2020 CSI-FX | -0.01% | NZD/USD 07/15/2020 CITI | -0.01% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.01% | 0.40 R ISWP FWD SONIA P 06/17/2030 | -0.01% | CHF/USD 06/17/2020 JPMCB | -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 07/15/2020 HSBCB | -0.01% | -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% | 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.01% | 1.10 R ISWP FWD NFIX3MID P 06/17/2030 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD 06/17/2020 RBSF | -0.01% | EUR/USD 06/17/2020 TDBK | -0.01% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.01% | 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 BA | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% | 2.032 R ISWP US0003M P 01/16/2055 | -0.02% | CAD/USD 07/15/2020 BANKAM | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -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% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -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 5YX30Y R 1.17 USD 03/13/2025 TD | -0.02% | 1.30 R ISWP FWD NOKOIB6M P 06/17/2030 | -0.02% | AUD/USD 07/15/2020 SSBT | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB 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03/04/2052 | -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% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.02% | 0.385 R ISWP US0003M P 05/21/2025 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | EUR/USD 06/17/2020 UBS | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.02% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.02% | 0.353 R ISWP FWD US0003M P 08/17/2025 | -0.02% | 1.20 R ISWP FWD NOKOIB6M P 06/17/2025 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 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 ML | -0.02% | CPTFEMU P 1.13 R 05/15/50 | -0.02% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.02% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% | 0.90 R ISWP FWD NFIX3MID P 06/17/2025 | -0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.895 R ISWP US0003M P 04/22/2030 | -0.03% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% | 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.03% | 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | AUD/USD 07/15/2020 UBS | -0.03% | CAD/USD 07/15/2020 SSBT | -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% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.04% | SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.04% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.04% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.04% | 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.04% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -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% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% | 0.965 R ISWP FWD GBL6M P 01/10/2026 | -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% | EUR/USD 06/17/2020 SSBT | -0.04% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.04% | 1.60 R ISWP CDOR03 P 02/24/2030 | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -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% | SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.04% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.05% | CPTFEMU P 0.935 R 05/15/40 | -0.05% | OPTN FN30 3.0 06/04/20 PUT 105.40625 JPMC | -0.05% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.05% | EUR/USD 06/17/2020 JPMCB | -0.05% | 1.134 R ISWP CDOR03 P 03/11/2050 | -0.05% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.05% | CPURNSA R 1.703 P 11/29/24 | -0.05% | SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.05% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% | 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.05% | CPTFEMU P 0.93 R 05/15/40 | -0.05% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.05% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.05% | 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.05% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.06% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.06% | CPURNSA P 0.95 R 03/18/30 | -0.06% | CPURNSA R 1.7625 P 12/10/24 | -0.06% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -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 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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% | SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.07% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.07% | CPTFEMU R 1.4 P 07/15/27 | -0.07% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.07% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.07% | 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.08% | SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.08% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.08% | SWPTN 3MX30Y P 0.794 USD 07/30/2020 JP | -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% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.08% | NOK/USD 06/17/2020 RBSF | -0.08% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.08% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.09% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.09% | 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% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.10% | CPURNSA P 1.165 R 03/11/30 | -0.10% | OPTN FN30 2.5 06/04/20 PUT 103.96875 JPMC | -0.10% | CPURNSA R 1.71 P 11/21/24 | -0.10% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.11% | NOK/USD 06/17/2020 GSFX | -0.11% | SWPTN 3MX5Y R 0.353 USD 08/13/2020 BC | -0.11% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.11% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.12% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% | 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.12% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.12% | 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.12% | 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.12% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.12% | SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.12% | SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.12% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.12% | OPTN FN30 2.5 06/04/20 PUT 104.1875 JPMC | -0.13% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.13% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.13% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.13% | 2.6785 R ISWP US0003M P 02/13/2029 | -0.13% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.13% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.13% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.14% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.14% | 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.14% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.14% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.14% | 1.771 R ISWP US0003M P 01/16/2030 | -0.14% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.15% | 0.40 R ISWP FWD US0003M P 06/17/2022 | -0.15% | CPTFEMU R 1.4375 P 09/15/23 | -0.15% | CPTFEMU R 1.4413 P 09/15/23 | -0.15% | CPTFEMU R 1.4425 P 09/15/23 | -0.15% | CPTFEMU R 1.4438 P 09/15/23 | -0.15% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.16% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.16% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.16% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.18% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.18% | 1.4765 R ISWP US0003M P 02/18/2030 | -0.20% | IOS.FN30.350.13 P US0001M R 01/12/44 JP | -0.20% | SWPTN 13WX5Y R 0.4525 USD 07/06/2020 BC | -0.20% | 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.20% | 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.21% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -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% | 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.22% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.23% | UKRPI R 3.4425 P 07/15/49 | -0.24% | 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.25% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.26% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.26% | 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.26% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.28% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.28% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.30% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.31% | 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.31% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.32% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.35% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.36% | 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.46% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.53% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.56% | US ULTRA BOND CBT SEP20 WNU0 | -0.60% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.62% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.63% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.98% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.33% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.38% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.44% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.41% | US 5YR NOTE (CBT) SEP20 FVU0 | -4.26% | FNMA FN30 TBA UMBS 03.0000 06/01/2050 | -12.66% | US 2YR NOTE (CBT) SEP20 TUU0 | -60.53% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 7.18% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.89% | FNMA FN30 TBA UMBS 04.0000 06/01/2050 | 3.59% | FNMA FN30 TBA UMBS 05.5000 05/01/2050 | 1.85% | GNMA GII30 TBA 04.5000 05/01/2050 | 1.80% | GNMA GII30 TBA 04.0000 05/01/2050 | 1.79% | 1.70 R ISWP FWD US0003M P 03/18/2027 | 1.43% | US ULTRA BOND CBT JUN20 WNM0 | 1.26% | 1.40 R ISWP FWD US0003M P 03/18/2022 | 1.22% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 1.04% | 3.096 R ISWP US0003M P 12/03/2029 | 0.98% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.97% | TREASURY BILL 00.0000 07/02/2020 | 0.94% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.86% | TREASURY BILL 00.0000 05/05/2020 | 0.84% | TREASURY BILL 00.0000 05/07/2020 | 0.80% | FNR 2019-57 KS IO 05.5628 10/25/2049 | 0.72% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.70% | FNR 2017-32 SA IO 05.6628 05/25/2047 | 0.70% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.70% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.69% | TREASURY BILL 00.0000 08/20/2020 | 0.69% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.68% | CWALT 2006-OA10 4A1 00.6773 08/25/2046 | 0.67% | IVORY COAST REGS 06.1250 06/15/2033 | 0.67% | TREASURY BILL 00.0000 07/23/2020 | 0.65% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.63% | 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.63% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.62% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.61% | FNMA FN30 TBA UMBS 03.5000 06/01/2050 | 0.59% | FNMA FN30 TBA UMBS 03.5000 07/01/2050 | 0.59% | 3.312 R ISWP US0003M P 11/08/2048 | 0.59% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.57% | PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.57% | TREASURY BILL 00.0000 08/06/2020 | 0.57% | SPST 2019-7 A 01.6285 09/24/2020 | 0.57% | SPST 2019-3 A 01.6285 06/24/2020 | 0.56% | GNR 2016-H23 NI IO 02.5817 10/20/2066 | 0.54% | GNR 2019-96 SY IO 05.3818 08/20/2049 | 0.53% | GNR 2019-83 SY IO 05.3818 07/20/2049 | 0.50% | STACR 2016-DNA1 B 10.4873 07/25/2028 | 0.49% | SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.49% | CPTFEMU P 1.7138 R 08/15/37 | 0.49% | WFRBS 2012-C10 D P/P 144A 04.5766 12/15/2045 | 0.49% | SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.49% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.47% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.47% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.46% | TREASURY BILL 00.0000 06/18/2020 | 0.46% | 1.688 R ISWP US0003M P 01/31/2030 | 0.46% | CAS 2016-C02 1B 12.7373 09/25/2028 | 0.46% | FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.46% | CAS 2015-C04 1M2 06.1873 04/25/2028 | 0.45% | CAS 2016-C03 2M2 06.3873 10/25/2028 | 0.45% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.45% | TREASURY BILL 00.0000 08/13/2020 | 0.44% | WFRBS 2013-C15 D P/P 144A 04.6430 08/15/2046 | 0.43% | JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047 | 0.43% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.42% | FHR 4839 WS IO 05.2860 08/15/2056 | 0.42% | TREASURY BILL 00.0000 09/10/2020 | 0.41% | CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.39% | GNR 2014-60 SD IO 05.4618 04/20/2044 | 0.38% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.37% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.36% | WFRBS 2012-C7 E P/P 144A 04.9666 06/15/2045 | 0.36% | CMLTI 2007-AMC3 A2D 00.8373 03/25/2037 | 0.36% | FNR 2018-20 SB IO 05.7628 03/25/2048 | 0.35% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.35% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.35% | BSCMS 2007-T26 AJ 05.5420 01/12/2045 | 0.35% | 1.698 R ISWP US0003M P 01/28/2030 | 0.35% | IVORY COAST REGS 05.7500 12/31/2032 | 0.35% | CWALT 2006-OA7 1A1 02.7995 06/25/2046 | 0.34% | STACR 2016-HQA2 M3 05.6373 11/25/2028 | 0.33% | CARMX 2020-2 D 06.8700 05/17/2027 | 0.32% | TREASURY BILL 00.0000 07/09/2020 | 0.31% | FNR 2019-43 JS IO 05.5628 08/25/2049 | 0.31% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.30% | FNR 2015-42 LS IO 05.7128 06/25/2045 | 0.30% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.30% | TREASURY BILL 00.0000 06/11/2020 | 0.29% | GNR 2019-152 ES IO 05.3318 12/20/2049 | 0.29% | REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.29% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.29% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.28% | WAMU 2005-AR17 A1B3 00.8373 12/25/2045 | 0.28% | GNR 2020-7 SK IO 05.3318 01/20/2050 | 0.28% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.28% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.27% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.27% | TREASURY BILL 00.0000 06/25/2020 | 0.27% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.26% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.26% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.26% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.26% | GNR 2017-H16 JI IO 02.4340 08/20/2067 | 0.26% | SPST 2020-2 A 01.3173 03/26/2021 | 0.26% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.26% | SPST 2019-11 A 01.3198 10/24/2020 | 0.26% | WFCM 2013-LC12 D P/P 144A 04.4120 07/15/2046 | 0.26% | MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.26% | ARGENTINE REPUBLIC USD 07.5000 04/22/2026 | 0.25% | FNR 2016-96 ST IO 05.6128 12/25/2046 | 0.25% | STACR 2017-HQA1 M2 04.0373 08/25/2029 | 0.25% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.25% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.25% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.25% | STACR 2015-DNA3 B 09.8373 04/25/2028 | 0.25% | CAS 2018-C05 1B1 04.7373 01/25/2031 | 0.24% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.24% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.24% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.24% | RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.24% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.24% | NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029 | 0.24% | CAS 2016-C03 1B 12.2373 10/25/2028 | 0.24% | FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.23% | GNR 2017-H10 MI IO 01.4095 04/20/2067 | 0.23% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.23% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.23% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.23% | GNR 2016-H09 BI IO 02.4053 04/20/2066 | 0.22% | MSBAM 2013-C11 D P/P 144A 04.4981 08/15/2046 | 0.22% | SERVICE CORP INTL 05.3750 05/15/2024 | 0.22% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.22% | COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.22% | CAS 2017-C03 1M2 03.4873 10/25/2029 | 0.21% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.21% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.21% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.21% | FNR 2013-90 SD IO 06.1128 09/25/2043 | 0.21% | GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047 | 0.21% | GNR 2018-H05 BI IO 02.5674 02/20/2068 | 0.20% | GNR 2017-H08 NI IO 02.4135 03/20/2067 | 0.20% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.20% | BCAP 2011-RR3 3A6 03.5680 11/27/2036 | 0.20% | STACR 2015-DNA2 B 08.0373 12/25/2027 | 0.20% | SPRINT CORP 07.8750 09/15/2023 | 0.20% | CPTFEMU P 1.71 R 07/15/37 | 0.20% | STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.20% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.19% | OPTN FN30 2.5 06/04/20 CALL 103.96875 JPMC | 0.19% | GNR 2016-H24 JI IO 02.3764 11/20/2066 | 0.19% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.19% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.19% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.19% | SPLUNK INC CV 01.1250 09/15/2025 | 0.19% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.19% | GNR 2016-H06 DI IO 02.3900 07/20/2065 | 0.19% | GNR 2016-H10 AI IO 01.7427 04/20/2066 | 0.19% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.19% | GNR 2016-H06 CI IO 01.7036 02/20/2066 | 0.18% | GNR 2018-H03 XI IO 02.3134 02/20/2068 | 0.18% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.18% | SAMI 2007-AR1 2A1 00.6673 01/25/2037 | 0.18% | SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.18% | RALI 2006-QO10 A1 00.6473 01/25/2037 | 0.18% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.18% | GNR 2016-H22 AI IO 02.5041 10/20/2066 | 0.18% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.18% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.18% | DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 | 0.18% | UKRPI P 3.665 R 12/15/28 | 0.18% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.18% | GNR 2017-H09 IO IO 01.5357 04/20/2067 | 0.17% | DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.17% | FNR 2018-86 DS IO 05.6128 12/25/2048 | 0.17% | JPMCC 2013-LC11 D 04.3064 04/15/2046 | 0.17% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.17% | GNR 2015-H25 AI IO 01.6082 09/20/2065 | 0.17% | GNR 2017-H12 QI IO 01.9090 05/20/2067 | 0.17% | CAS 2017-C02 2B1 05.9873 09/25/2029 | 0.17% | CAS 2017-C03 1B1 05.3373 10/25/2029 | 0.17% | GNR 2018-H05 AI IO 02.5344 02/20/2068 | 0.17% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.16% | FNR 2013-107 SB IO 05.4628 02/25/2043 | 0.16% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.16% | REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.16% | AES CORP/THE 05.5000 04/15/2025 | 0.16% | CFCRE 2011-C2 E P/P 144A 05.9304 12/15/2047 | 0.16% | COMM 2013-CR9 D P/P 144A 04.3862 07/10/2045 | 0.16% | GNR 2014-119 SA IO 04.8818 08/20/2044 | 0.16% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.16% | GNR 2017-H16 IG IO 02.0014 07/20/2067 | 0.16% | GNR 2016-H02 HI IO 01.6406 01/20/2066 | 0.16% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.16% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.16% | VERTIV TLB L+300 04.6550 03/02/2027 | 0.16% | PALO ALTO NET CV 00.7500 07/01/2023 | 0.15% | DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 | 0.15% | GNR 2017-H06 BI IO 02.3927 02/20/2067 | 0.15% | GNR 2017-H11 DI IO 01.8649 05/20/2067 | 0.15% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.15% | SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.15% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.15% | GNR 2017-H16 IB IO 01.9937 08/20/2067 | 0.15% | AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.15% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.15% | JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046 | 0.15% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.15% | FHR 4742 S IO 05.3860 12/15/2047 | 0.15% | GNR 2017-H02 BI IO 02.4550 01/20/2067 | 0.15% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.15% | BALTA 2005-8 21A1 03.7562 10/25/2035 | 0.15% | CWALT 2006-OA7 1A2 02.8105 06/25/2046 | 0.15% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.15% | REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.14% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.14% | REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.14% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.14% | SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.14% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.14% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.14% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.14% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.14% | IVORY COAST REGS 05.3750 07/23/2024 | 0.14% | UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.14% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.14% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.14% | 0.90 R ISWP FWD US0003M P 06/17/2050 | 0.14% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.14% | GNR 2016-H16 EI IO 02.4040 06/20/2066 | 0.13% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.13% | CSAIL 2015-C1 D P/P 144A 03.9121 04/15/2050 | 0.13% | GNR 2015-H24 AI IO 02.4023 09/20/2065 | 0.13% | JPMBB 2014-C18 E P/P 144A 04.4705 02/15/2047 | 0.13% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.13% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.13% | CWALT 2006-OA10 3A1 00.6773 08/25/2046 | 0.13% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.13% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.13% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.13% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.13% | MSRR 2010-R4 4B 02.7680 02/26/2037 | 0.13% | CAS 2016-C01 1B 12.2373 08/25/2028 | 0.13% | CWALT 2005-59 1A1 01.0028 11/20/2035 | 0.13% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.13% | GNR 2017-H11 TI IO 02.0796 04/20/2067 | 0.13% | PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.13% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.13% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.13% | CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.13% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.13% | GNR 2015-H25 EI IO 01.8573 10/20/2065 | 0.13% | GNR 2016-H14 AI IO 02.8596 06/20/2066 | 0.13% | IVORY COAST REGS 05.2500 03/22/2030 | 0.13% | OPTN FN30 2.5 06/04/20 CALL 104.1875 JPMC | 0.13% | UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.13% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.12% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.12% | IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.12% | NUANCE COMM CV 01.2500 04/01/2025 | 0.12% | STACR 2019-DNA1 M2 03.1373 01/25/2049 | 0.12% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.12% | GNR 2015-H23 BI IO 01.7445 09/20/2065 | 0.12% | GNR 2016-H03 AI IO 01.8489 01/20/2066 | 0.12% | MSBAM 2013-C10 D P/P 144A 04.2184 07/15/2046 | 0.12% | OMIR 2017-1A B1 P/P 144A 06.2373 04/25/2027 | 0.12% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.12% | 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.12% | BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.12% | CAS 2017-C04 2M2 03.3373 11/25/2029 | 0.12% | DBALT 2006-AR4 A2 00.6773 12/25/2036 | 0.12% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.12% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.12% | GSAA 2006-8 2A2 00.6673 05/25/2036 | 0.12% | STATE OF QATAR P/P 144A 03.4000 04/16/2025 | 0.12% | ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.12% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.12% | HCA INC. 05.3750 09/01/2026 | 0.12% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.12% | CWALT 2006-OA10 2A1 00.6773 08/25/2046 | 0.12% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.12% | ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 | 0.12% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.12% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.12% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.12% | GNR 2016-H03 DI IO 02.0199 12/20/2065 | 0.12% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.12% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.12% | 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.11% | CWALT 2005-38 A1 03.3705 09/25/2035 | 0.11% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.11% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.11% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.11% | SEK/USD 06/17/2020 SSBT | 0.11% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.11% | TREASURY BILL 00.0000 09/24/2020 | 0.11% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.11% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.11% | TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.11% | CAS 2019-R04 2B1 05.7373 06/25/2039 | 0.11% | FHR 3065 DC 17.4180 03/15/2035 | 0.11% | IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.11% | LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.11% | REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.11% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.11% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.11% | BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.11% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.11% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.11% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.11% | PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.11% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.11% | ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.11% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.11% | SPST 2019-WL1 A 01.1373 08/25/2052 | 0.11% | COMM 2012-CR3 E P/P 144A 04.9096 10/15/2045 | 0.11% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.10% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.10% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.10% | 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.10% | ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.10% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.10% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.10% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.10% | GNR 2015-H10 BI IO 02.4932 04/20/2065 | 0.10% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.10% | LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.10% | PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.10% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.10% | BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.10% | NAVISTAR INTL TLB L+350 04.2200 11/06/2024 | 0.10% | SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.10% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.10% | GNR 2013-H08 CI IO 01.6384 02/20/2063 | 0.10% | SWPTN 13WX5Y P 0.4525 USD 07/06/2020 BC | 0.10% | VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.10% | ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.10% | DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.10% | LIVE NATION CV 02.5000 03/15/2023 | 0.10% | CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.10% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.10% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.10% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.10% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.10% | UKRPI P 3.34 R 03/15/28 | 0.10% | NETFLIX INC. 05.8750 11/15/2028 | 0.10% | FORTIVE CORP CV 00.8750 02/15/2022 | 0.09% | GNR 2016-H17 KI IO 02.7788 07/20/2066 | 0.09% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.09% | GSR 2007-OA1 2A3A 00.7973 05/25/2037 | 0.09% | ITRON INC P/P 144A 05.0000 01/15/2026 | 0.09% | PULTEGROUP INC 05.5000 03/01/2026 | 0.09% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.09% | 1.61 R ISWP CDOR03 P 08/15/2021 | 0.09% | 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.09% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.09% | UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.09% | 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.09% | GNR 2014-H21 BI IO 01.5313 10/20/2064 | 0.09% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.09% | SPRINT CORP 07.2500 09/15/2021 | 0.09% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.09% | JPMCC 2007-CB20 E P/P 144A 06.3745 02/12/2051 | 0.09% | ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 0.09% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.09% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.09% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.09% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.09% | GNR 2016-H24 CI IO 01.6923 10/20/2066 | 0.09% | CCMFC 2006-4A A2 00.6673 11/25/2047 | 0.09% | FNR 2006-8 HP 22.7801 03/25/2036 | 0.09% | GMAC CAPITAL TRUST I PCT 07.4766 | 0.09% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.09% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.09% | STACR 2019-HQA1 M2 02.8373 02/25/2049 | 0.09% | TWITTER INC CV 01.0000 09/15/2021 | 0.09% | WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.09% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.09% | SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.09% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.09% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.09% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.08% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.08% | PRICELINE GRO CV 00.9000 09/15/2021 | 0.08% | ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.08% | BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.08% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.08% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.08% | TREASURY BILL 00.0000 06/04/2020 | 0.08% | BMIR 2017-1 B1 P/P 144A 05.2373 10/25/2027 | 0.08% | BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.08% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.08% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.08% | GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.08% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.08% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% | CIT GROUP INC 05.0000 08/01/2023 | 0.08% | DOCUSIGN INC CV 00.5000 09/15/2023 | 0.08% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.08% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.08% | UKRPI P 3.4025 R 03/15/28 | 0.08% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.08% | CAS 2018 - C01 1B1 04.0373 07/25/2030 | 0.08% | CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.08% | HCA INC 05.2500 06/15/2026 | 0.08% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.08% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.08% | GNR 2016-48 MI IO 03.5000 04/16/2046 | 0.08% | NRG P/P 144A 03.7500 06/15/2024 | 0.08% | AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.08% | BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.08% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.08% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.08% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% | STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.08% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% | SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.08% | STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.08% | CENTENE CORP 04.7500 05/15/2022 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.08% | 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.08% | BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.08% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% | MWST 2019-1 A 01.2873 06/25/2052 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | TREASURY BILL 00.0000 07/16/2020 | 0.08% | CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.08% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.08% | NRG ENERGY CV 02.7500 06/01/2048 | 0.08% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.08% | VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.08% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.07% | CWALT 2006-24CB A13 00.8373 08/25/2036 | 0.07% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.07% | ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.07% | UKRPI P 3.385 R 11/15/24 | 0.07% | CAS 2019-R03 1B1 04.5873 09/25/2031 | 0.07% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.07% | RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.07% | 1.39 R ISWP NFIX3MID P 12/17/2024 | 0.07% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.07% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.07% | JPMCC 2011-C3 F P/P 144A 05.8529 02/15/2046 | 0.07% | AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.07% | ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.07% | FNR 2010-35 SG IO 05.9128 04/25/2040 | 0.07% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.07% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.07% | PQ CORP P/P 144A 05.7500 12/15/2025 | 0.07% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.07% | VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.07% | 1.36 R ISWP NFIX3MID P 12/18/2024 | 0.07% | 1.3625 R ISWP NFIX3MID P 12/13/2024 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | BIOMARIN PHARMA CV 00.5990 08/01/2024 | 0.07% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.07% | ENVESTNET INC CV 01.7500 06/01/2023 | 0.07% | GNR 2016-H14 IO IO 01.6800 06/20/2066 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.07% | NRG ENERGY INC 05.7500 01/15/2028 | 0.07% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.07% | TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.07% | 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.07% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.07% | GNR 2013-129 SN IO 05.4318 09/20/2043 | 0.07% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.07% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.07% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.07% | 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% | JPALT 2007-A2 12A1 00.6873 06/25/2037 | 0.07% | KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.07% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.07% | ON SEMICONDUC CV 01.6250 10/15/2023 | 0.07% | WMHE 2007-HE4 1A 00.6573 07/25/2047 | 0.07% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.07% | GNR 2015-H08 CI IO 01.7939 03/20/2065 | 0.07% | GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.07% | INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.07% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.07% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.07% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.07% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.07% | 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.06% | ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.06% | BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.06% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.06% | ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.06% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.06% | MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.06% | PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.06% | REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.06% | STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.06% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% | TREASURY BILL 00.0000 09/03/2020 | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.06% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.06% | ZYNGA INC P/P 144A CV 00.2500 06/01/2024 | 0.06% | 1.621 R ISWP CDOR03 P 02/24/2022 | 0.06% | DISH DBS CORP 05.8750 11/15/2024 | 0.06% | HVMLT 2005-2 1A 01.2383 05/19/2035 | 0.06% | MWST 2018-W1 A 01.3373 11/25/2051 | 0.06% | STACR 2019-DNA2 M2 02.9373 03/25/2049 | 0.06% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.06% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.06% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.06% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.06% | CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.06% | DEXCOM INC CV 00.7500 12/01/2023 | 0.06% | ISTAR INC 04.7500 10/01/2024 | 0.06% | US CONCRETE INC 06.3750 06/01/2024 | 0.06% | WAYFAIR INC CV 01.1250 11/01/2024 | 0.06% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.06% | BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.06% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.06% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.06% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.06% | OPTN FN30 3.0 06/04/20 CALL 105.40625 JPMC | 0.06% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.06% | 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.06% | BERRY GLOBAL INC 05.5000 05/15/2022 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.06% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.06% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.06% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.06% | PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.06% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.06% | FNR 2007-53 SP 22.4134 06/25/2037 | 0.06% | ISTAR INC 04.2500 08/01/2025 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | T-MOBILE USA INC 06.3750 03/01/2025 | 0.06% | CAS 2015-C03 2M2 05.4873 07/25/2025 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.06% | FHR 4530 TI IO 04.0000 11/15/2045 | 0.06% | GNR 2020-15 CS IO 05.3318 12/02/2021 | 0.06% | MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.06% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.06% | RH P/P 144A CV 00.0000 09/15/2024 | 0.06% | SOLENIS 1STL L+400 05.6133 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% | 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.06% | APERGY CORP 06.3750 05/01/2026 | 0.06% | BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.06% | CPG INTL TL L+375 05.9333 05/05/2024 | 0.06% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.06% | PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.06% | 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.06% | CAS 2015-C04 2M2 06.0373 04/25/2028 | 0.06% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.06% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | UKRPI P 3.34 R 02/15/28 | 0.06% | ATOTECH TLB1 L+300 04.4501 01/31/2024 | 0.05% | BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.05% | CWALT 2007-OH1 A1D 00.6973 04/25/2047 | 0.05% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.05% | MARRIOTT VAC CV 01.5000 09/15/2022 | 0.05% | MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.05% | NETFLIX INC 04.8750 04/15/2028 | 0.05% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.05% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.05% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.05% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.05% | INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.05% | STACR 2018-HQA2 M2 02.7873 10/25/2048 | 0.05% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.05% | ASURION TLB7 L+300 03.4036 11/03/2024 | 0.05% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.05% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% | MHL 2005-3 M2 01.2823 08/25/2035 | 0.05% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.05% | REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.05% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | HUSKY TLB L+300 04.4501 03/28/2025 | 0.05% | II-VI INC CV 00.2500 09/01/2022 | 0.05% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.05% | NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.05% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.05% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% | BERRY PLASTICS TLY L+200 03.8985 07/01/2026 | 0.05% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.05% | COLONY STARWO CV 03.5000 01/15/2022 | 0.05% | NOK/USD 06/17/2020 BCAP-FX | 0.05% | ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.05% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.05% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.05% | GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.05% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.05% | WORKDAY INC CV 00.2500 10/01/2022 | 0.05% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.05% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.05% | DISH NETWORK CV 03.3750 08/15/2026 | 0.05% | FNR 2005-122 SE 21.3946 11/25/2035 | 0.05% | FNR 2010-140 GS IO 05.5128 07/25/2039 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% | PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.05% | CHEGG INC CV 00.1250 03/15/2025 | 0.05% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.05% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.05% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.05% | KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 | 0.05% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.05% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% | SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.05% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.05% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.05% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.05% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.05% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.05% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% | MEREDITH CORP 06.8750 02/01/2026 | 0.05% | MICROCHIP TEC CV 01.6250 02/15/2027 | 0.05% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.05% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.05% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% | WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.05% | ANTERO RESOURCES 05.3750 11/01/2021 | 0.04% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.04% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.04% | L BRANDS INC 07.5000 06/15/2029 | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | TENNANT CO 05.6250 05/01/2025 | 0.04% | WPX ENERGY INC 05.7500 06/01/2026 | 0.04% | AES CORP/THE 06.0000 05/15/2026 | 0.04% | GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.04% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.04% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.04% | QORVO INC 05.5000 07/15/2026 | 0.04% | WIX LTD USD 00.0000 07/01/2023 | 0.04% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | CAS 2016-C05 2B 11.2373 01/25/2029 | 0.04% | CEC ENTERTAINMENT INC L+650 07.5720 08/30/2026 | 0.04% | FNR 2008-24 SP 21.4967 02/25/2038 | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.04% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.04% | PETSMART INC TLB L+400 05.0000 03/11/2022 | 0.04% | SEK/USD 06/17/2020 GSFX | 0.04% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | ZENDESK INC CV 00.2500 03/15/2023 | 0.04% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.04% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.04% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.04% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.04% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.04% | TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.04% | WERNER TLB L+400 04.4376 07/24/2024 | 0.04% | ARBY'S TLB L+275 04.4095 02/05/2025 | 0.04% | BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.04% | LENNAR CORP 05.8750 11/15/2024 | 0.04% | OPTN FN30 2.5 06/04/20 PUT 104.28125 JPMC | 0.04% | Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.04% | SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.04% | THE AES CORPORATION 04.8750 05/15/2023 | 0.04% | VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.04% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.04% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.04% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.04% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.04% | GNR 2015-H26 CI IO 00.4278 08/20/2065 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.04% | WPX ENERGY INC 05.2500 10/15/2027 | 0.04% | 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.04% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.04% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | EUROPCAR MOBILITY GROUP REGS 04.1250 11/15/2024 | 0.04% | FHR 3249 PS 19.5888 12/15/2036 | 0.04% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.04% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.04% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.04% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.04% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.04% | CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.04% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.04% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.04% | NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% | NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.04% | NUTANIX INC CV 00.0000 01/15/2023 | 0.04% | STACR 2018-DNA3 B2 08.2373 09/25/2048 | 0.04% | WEEKLEY HOMES LLC 06.0000 02/01/2023 | 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% | GARDA WORLD TLB L+475 06.6903 10/30/2026 | 0.04% | GNR 2013-99 VS IO 05.3059 07/16/2043 | 0.04% | MESSER INDUST TLB L+250 03.9501 03/01/2026 | 0.04% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.04% | TWILIO INC CV 00.2500 06/01/2023 | 0.04% | UKRPI P 3.381 R 11/15/24 | 0.04% | ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.04% | ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.04% | ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 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% | DIAMOND SPORTS TLB L+325 03.8200 08/24/2026 | 0.04% | GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.04% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.04% | PROVINCIA DE BUENOS 29.6535 05/31/2022 | 0.04% | SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.04% | TALBOTS TLB L+700 08.4501 11/28/2022 | 0.04% | 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.04% | CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.04% | ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | FNR 2005-83 QP 16.1272 11/25/2034 | 0.04% | IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.04% | IRONWOOD PHAR P/P 144A CV 01.5000 06/15/2026 | 0.04% | UKRPI P 3.42 R 12/15/24 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.04% | WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.04% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.03% | 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.03% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.03% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.03% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.03% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.03% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.03% | SEK/USD 06/17/2020 BANKAM | 0.03% | SILICON LABOR CV 01.3750 03/01/2022 | 0.03% | CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% | GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.03% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.03% | NETFLIX INC. 06.3750 05/15/2029 | 0.03% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.03% | STACR 2018-HQA2 B2 11.4873 10/25/2048 | 0.03% | VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | AIR TRANSPORT CV 01.1250 10/15/2024 | 0.03% | ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.03% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.03% | CAS 2020-R01 1B1 03.7373 01/25/2040 | 0.03% | CINEMARK USA INC 04.8750 06/01/2023 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | CONMED CORP CV 02.6250 02/01/2024 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.03% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.03% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.03% | REDFIN CORP CV 01.7500 07/15/2023 | 0.03% | STACR 2019-DNA2 B2 10.9873 03/25/2049 | 0.03% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.03% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.03% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.03% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% | GBP/USD 06/17/2020 JPMCB | 0.03% | GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.03% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.03% | INTELSAT S.A. TLB3 L+275 06.0000 11/27/2023 | 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% | OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.03% | PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.03% | AES CORP/THE 05.1250 09/01/2027 | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | CPURNSA R 0.41 P 03/18/25 | 0.03% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.03% | FNR 2006-62 PS 36.9765 07/25/2036 | 0.03% | FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.03% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.03% | ICAHN ENTER 04.7500 09/15/2024 | 0.03% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.03% | MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% | 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.03% | FNS 378 19 IO 05.0000 06/25/2035 | 0.03% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.03% | LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.03% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.03% | SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.03% | SCIENTIFIC GAMES TLB5 L+275 03.5215 08/14/2024 | 0.03% | SEK/USD 06/17/2020 JPMCB | 0.03% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.03% | UKRPI P 3.3875 R 03/15/28 | 0.03% | 0.78 R ISWP US0003M P 04/28/2050 | 0.03% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.03% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% | PLURALSIGHT CV 00.3750 03/01/2024 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.03% | UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.03% | 8X8 INC CV 00.5000 02/01/2024 | 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% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% | CHEMOURS CO 07.0000 05/15/2025 | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.03% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.03% | GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.03% | INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.03% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% | JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.03% | MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.03% | NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.03% | NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.03% | SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.03% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | USD/JPY PUT 108.00 20200622 BANKAM | 0.03% | USD/JPY PUT 108.00 20200622 CITI | 0.03% | USD/JPY PUT 108.00 20200622 GSFX | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.02% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.02% | CAS 2015-C02 2M2 04.4873 05/25/2025 | 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% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.02% | SEK/USD 06/17/2020 TDBK | 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% | TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.02% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.02% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.02% | SEK/USD 06/17/2020 HSBCB | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.02% | TRANSDIGM INC 06.3750 06/15/2026 | 0.02% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% | APACHE CORPORATION 03.2500 04/15/2022 | 0.02% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% | CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 | 0.02% | CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.02% | DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.02% | FHR 3408 EK 22.5177 04/15/2037 | 0.02% | GNR 2019-78 SJ IO 05.3318 06/20/2049 | 0.02% | ISTAR INC. 05.2500 09/15/2022 | 0.02% | LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.02% | MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% | OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% | ORYX TLB L+400 06.0536 05/22/2026 | 0.02% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% | 1.195 R ISWP NOKOIB6M P 03/19/2030 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.02% | BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.02% | CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.02% | FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.02% | VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% | AUD/USD PUT 0.62 20200715 GSFX | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 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% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% | MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.02% | MOOG INC P/P 144A 04.2500 12/15/2027 | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.02% | SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.02% | TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.02% | APACHE CORP 05.1000 09/01/2040 | 0.02% | AUD/USD 07/15/2020 WPAC | 0.02% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.02% | IHEARTMEDIA TLB L+300 04.6595 04/29/2026 | 0.02% | L BRANDS INC 06.7500 07/01/2036 | 0.02% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% | SM ENERGY CO 06.6250 01/15/2027 | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 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.7 2047-01-17 500.0 01/17/2047 MS | 0.02% | HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% | ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.02% | KRONOS TLB L+300 03.3296 11/01/2023 | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | STACR 2018-HQA2 B1 04.7373 10/25/2048 | 0.02% | STACR 2019-DNA3 B2 08.6373 07/25/2049 | 0.02% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | 1.20 R ISWP FWD AUDBB6M P 06/17/2030 | 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% | BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 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% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 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% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 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% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% | GNR 2019-99 KS IO 05.3318 08/20/2049 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | NZD/USD 07/15/2020 UBS | 0.02% | POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.02% | SEK/USD 06/17/2020 RBSF | 0.02% | SM ENERGY CO 06.1250 11/15/2022 | 0.02% | STACR 2019-HQA3 B1 03.4873 09/25/2049 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | TRIBUNE CLASS 1C LITIGAT | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% | KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.02% | PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.02% | RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.02% | WPX ENERGY INC 04.5000 01/15/2030 | 0.02% | AUD/USD 07/15/2020 HSBCB | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CPURNSA R 0.77 P 03/11/25 | 0.02% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% | OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | USD/JPY PUT 106.00 20200701 BANKAM | 0.02% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.01% | AUD/USD 07/15/2020 TDBK | 0.01% | BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 0.01% | CHEMOURS CO 05.3750 05/15/2027 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% | GBP/USD 06/17/2020 BCAP-FX | 0.01% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% | MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | SEK/USD 06/17/2020 CITI | 0.01% | TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.01% | 0.2475 R ISWP FWD SES3M P 01/25/2022 | 0.01% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% | CAS 2017-C06 2B1 04.9373 02/25/2030 | 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% | DIVERSEY TL L+300 03.7592 09/06/2024 | 0.01% | GBP/USD 06/17/2020 GSFX | 0.01% | GBP/USD 06/17/2020 SSBT | 0.01% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% | JO-ANN STORES 2NDL L+925 10.2500 05/21/2024 | 0.01% | NZD/USD 07/15/2020 SSBT | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CAS 2015-C02 1M2 04.4873 05/25/2025 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | EUR/USD 06/17/2020 BCAP-FX | 0.01% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% | PQ CORP TLB L+225 03.6268 02/07/2027 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% | TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.01% | VAIL RESORTS INC P/P 144A 06.2500 05/15/2025 | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.01% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 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-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.01% | GBP/USD 06/17/2020 TDBK | 0.01% | INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.01% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.01% | ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% | 0.40 R ISWP FWD SONIA P 06/17/2030 | 0.01% | 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 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 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | GBP/USD 06/17/2020 HSBCB | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% | SEK/USD 06/17/2020 CSI-FX | 0.01% | SEK/USD 06/17/2020 UBS | 0.01% | -0.30 R ISWP FWD EUR006M P 06/17/2025 | 0.01% | 0.90 R ISWP FWD CDOR03 P 06/17/2025 | 0.01% | CAS 2017-C07 2B1 04.9373 05/25/2030 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | GBP/USD 06/17/2020 WPAC | 0.01% | JO-ANN STORES TL L+500 06.0000 10/16/2023 | 0.01% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.01% | GBP/USD 06/17/2020 CSI-FX | 0.01% | NZD/USD 07/15/2020 BCAP-FX | 0.01% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.01% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% | TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% 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09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CSMC 2006-C5 AX IO 01.0922 12/15/2039 | 0.00% | GBP/USD 06/17/2020 RBSF | 0.00% | JC PENNEY CORP INC 07.4000 04/01/2037 | 0.00% | NZD/USD 07/15/2020 RBSF | 0.00% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | 0.00% | USD/CHF PUT 0.94 20200605 GSFX | 0.00% | 0.3125 R ISWP SES3M P 03/02/2030 | 0.00% | 0.664 R ISWP US0003M P 04/24/2030 | 0.00% | 0.66726 R ISWP US0003M P 04/24/2030 | 0.00% | 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% | CHF/USD 06/17/2020 BCAP-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 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | EUR/USD 06/17/2020 BANKAM | 0.00% | FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% | MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% | NZD/USD 07/15/2020 TDBK | 0.00% | OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% | SEK/USD 06/17/2020 BCAP-FX | 0.00% | VALARIS PLC 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300.0 05/11/2063 CS | -0.02% | JPY/USD 05/20/2020 SSBT | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 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 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% | 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.02% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | 0.90 R ISWP FWD AUDBB6M P 06/17/2025 | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -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% | NOK/USD 06/17/2020 CITI | -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% | EUR/USD 06/17/2020 HSBCB | -0.02% | EUR/USD 06/17/2020 UBS | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | 2.032 R ISWP US0003M P 01/16/2055 | -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% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.02% | 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% | 0.80 R ISWP FWD US0003M P 06/17/2030 | -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% | OPTN FN30 2.5 06/04/20 PUT 103.625 JPMC | -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% | 0.7275 R ISWP US0003M P 04/22/2030 | -0.02% | AUD/USD 07/15/2020 UBS | -0.02% | 0.90 R ISWP FWD NFIX3MID P 06/17/2025 | -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% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.02% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -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% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -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 P 1.722 GBP 02/26/2029 GS | -0.03% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% | 0.895 R ISWP US0003M P 04/22/2030 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.03% | 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.03% | 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.03% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -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 CS | -0.03% | 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | 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% | 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.04% | SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.04% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% | 1.20 R ISWP FWD NOKOIB6M P 06/17/2025 | -0.04% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | NOK/USD 06/17/2020 HSBCB | -0.04% | 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.04% | 1.60 R ISWP CDOR03 P 02/24/2030 | -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% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% | SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.04% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.04% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.04% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.04% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.04% | SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.04% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.05% | OPTN FN30 3.0 06/04/20 PUT 105.40625 JPMC | -0.05% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.05% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | JPY/USD 05/20/2020 BCAP-FX | -0.05% | 1.134 R ISWP CDOR03 P 03/11/2050 | -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% | 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.05% | NOK/USD 06/17/2020 CSI-FX | -0.05% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% | CPURNSA P 0.95 R 03/18/30 | -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 10YX10Y P 1.865 USD 10/10/2029 CI | -0.05% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.05% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.06% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.06% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.06% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.06% | SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.06% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.06% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | CPURNSA R 1.703 P 11/29/24 | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% | SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.06% | 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.06% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | CPURNSA R 1.7625 P 12/10/24 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.07% | NOK/USD 06/17/2020 SSBT | -0.07% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.07% | CPTFEMU R 1.4 P 07/15/27 | -0.07% | OPTN FN30 3.5 05/06/20 PUT 106.15625 JPMC | -0.08% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.08% | SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -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% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.08% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.08% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.08% | EUR/USD 06/17/2020 JPMCB | -0.09% | CPURNSA P 1.165 R 03/11/30 | -0.09% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | 1.8075 R ISWP FWD NOKOIB3M P 01/25/2022 | -0.09% | NOK/USD 06/17/2020 RBSF | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.11% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.11% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.11% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.11% | 0.40 R ISWP FWD US0003M P 06/17/2022 | -0.11% | 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.12% | 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.12% | CPURNSA R 1.71 P 11/21/24 | -0.12% | NOK/USD 06/17/2020 JPMCB | -0.12% | 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.12% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% | 1.632 R ISWP US0003M P 12/17/2024 | -0.12% | 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.12% | SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.12% | 1.6445 R ISWP US0003M P 12/13/2024 | -0.12% | SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.12% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.12% | 1.6815 R ISWP US0003M P 12/18/2024 | -0.13% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.13% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.13% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.13% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.13% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.14% | 2.6785 R ISWP US0003M P 02/13/2029 | -0.14% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.14% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.14% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.14% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.15% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.15% | 1.771 R ISWP US0003M P 01/16/2030 | -0.15% | NOK/USD 06/17/2020 GSFX | -0.15% | CPTFEMU R 1.4375 P 09/15/23 | -0.16% | CPTFEMU R 1.4413 P 09/15/23 | -0.16% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.16% | CPTFEMU R 1.4425 P 09/15/23 | -0.16% | CPTFEMU R 1.4438 P 09/15/23 | -0.16% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.16% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.16% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.17% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.17% | 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.17% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.17% | OPTN FN30 2.5 06/04/20 PUT 104.1875 JPMC | -0.17% | OPTN FN30 2.5 06/04/20 PUT 103.96875 JPMC | -0.17% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.18% | SWPTN 13WX5Y R 0.4525 USD 07/06/2020 BC | -0.18% | CPTFEMU R 1.4275 P 08/15/27 | -0.19% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.19% | IOS.FN30.350.13 P US0001M R 01/12/44 JP | -0.20% | 1.4765 R ISWP US0003M P 02/18/2030 | -0.20% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.21% | 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.21% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.21% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.22% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.23% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.25% | 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.25% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.25% | 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.25% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.26% | 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.27% | 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.28% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.31% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.31% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.31% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.32% | UKRPI R 3.4425 P 07/15/49 | -0.32% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.32% | 2.715 R ISWP US0003M P 03/02/2030 | -0.33% | 2.7225 R ISWP US0003M P 02/20/2030 | -0.33% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.35% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.38% | 1.50 R ISWP US0003M P 09/30/2024 | -0.44% | 1.53 R ISWP US0003M P 10/01/2024 | -0.45% | 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.53% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.59% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.61% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.69% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.69% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.98% | 3.065 R ISWP FWD US0003M P 01/03/2029 | -1.11% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.33% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.38% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.43% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.50% | US 5YR NOTE (CBT) JUN20 FVM0 | -4.37% | FNMA FN30 TBA UMBS 03.0000 05/01/2050 | -13.04% | US 2YR NOTE (CBT) JUN20 TUM0 | -62.61% |
| FNMA FN30 TBA UMBS 04.0000 04/01/2050 | 10.88% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.93% | US 2YR NOTE (CBT) JUN20 TUM0 | 3.50% | FNMA FN30 TBA UMBS 05.5000 04/01/2050 | 1.86% | GNMA GII30 TBA 04.0000 04/01/2050 | 1.81% | GNMA GII30 TBA 04.5000 04/01/2050 | 1.80% | 1.75 R ISWP FWD US0003M P 03/18/2030 | 1.73% | TREASURY BILL 00.0000 04/02/2020 | 1.50% | 1.70 R ISWP FWD US0003M P 03/18/2027 | 1.37% | FNMA FN30 TBA UMBS 03.5000 04/01/2050 | 1.20% | 1.40 R ISWP FWD US0003M P 03/18/2022 | 1.19% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 1.14% | 3.096 R ISWP US0003M P 12/03/2029 | 0.96% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.96% | 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.92% | US ULTRA BOND CBT JUN20 WNM0 | 0.88% | TREASURY BILL 00.0000 05/05/2020 | 0.85% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.82% | TREASURY BILL 00.0000 05/07/2020 | 0.81% | FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.74% | TREASURY BILL 00.0000 08/20/2020 | 0.69% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.69% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.68% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.68% | FNR 2019-57 KS IO 05.1034 10/25/2049 | 0.67% | CWALT 2006-OA10 4A1 01.1366 08/25/2046 | 0.66% | FNR 2017-32 SA IO 05.2034 05/25/2047 | 0.65% | TREASURY BILL 00.0000 07/23/2020 | 0.65% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.65% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.62% | 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.62% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.60% | IVORY COAST REGS 06.1250 06/15/2033 | 0.59% | CAS 2015-C03 1M2 05.9466 07/25/2025 | 0.59% | TREASURY BILL 00.0000 08/06/2020 | 0.57% | SPST 2019-7 A 01.6285 09/24/2020 | 0.57% | 3.312 R ISWP US0003M P 11/08/2048 | 0.57% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.57% | SPST 2019-3 A 01.6285 06/24/2020 | 0.56% | PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.56% | WFRBS 2012-C10 D P/P 144A 04.4295 12/15/2045 | 0.52% | GNR 2019-96 SY IO 05.3271 08/20/2049 | 0.49% | CPTFEMU P 1.7138 R 08/15/37 | 0.48% | CAS 2015-C04 1M2 06.6466 04/25/2028 | 0.48% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.47% | TREASURY BILL 00.0000 06/18/2020 | 0.47% | GNR 2019-83 SY IO 05.3271 07/20/2049 | 0.46% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.46% | SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.46% | GNR 2016-H23 NI IO 02.5101 10/20/2066 | 0.46% | OPTN FN30 2.5 05/06/20 CALL 102.8125 JPMC | 0.46% | SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.45% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.45% | TREASURY BILL 00.0000 08/13/2020 | 0.45% | CAS 2016-C03 2M2 06.8466 10/25/2028 | 0.44% | WFRBS 2013-C15 D P/P 144A 04.4936 08/15/2046 | 0.44% | 1.688 R ISWP US0003M P 01/31/2030 | 0.43% | TREASURY BILL 00.0000 09/10/2020 | 0.41% | CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.39% | FHR 4839 WS IO 05.3954 08/15/2056 | 0.38% | JPMBB 2014-C18 D P/P 144A 04.8036 02/15/2047 | 0.38% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.38% | STACR 2016-DNA1 B 10.9466 07/25/2028 | 0.38% | OPTN FN30 3.5 04/08/20 CALL 103.125 JPMC | 0.37% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.37% | WFRBS 2012-C7 E P/P 144A 04.8128 06/15/2045 | 0.36% | CAS 2016-C02 1B 13.1966 09/25/2028 | 0.36% | CMLTI 2007-AMC3 A2D 01.2966 03/25/2037 | 0.36% | GNR 2014-60 SD IO 05.4071 04/20/2044 | 0.36% | BSCMS 2007-T26 AJ 05.4375 01/12/2045 | 0.35% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.34% | CWALT 2006-OA7 1A1 02.8523 06/25/2046 | 0.33% | 1.698 R ISWP US0003M P 01/28/2030 | 0.32% | OPTN FN30 3.0 04/08/20 CALL 102.9375 JPMC | 0.32% | STACR 2016-HQA2 M3 06.0966 11/25/2028 | 0.32% | FNR 2018-20 SB IO 05.3034 03/25/2048 | 0.32% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.32% | TREASURY BILL 00.0000 07/09/2020 | 0.31% | FNR 2015-42 LS IO 05.2534 06/25/2045 | 0.30% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.30% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.30% | TREASURY BILL 00.0000 04/09/2020 | 0.30% | TREASURY BILL 00.0000 06/11/2020 | 0.30% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.29% | FNR 2019-43 JS IO 05.1034 08/25/2049 | 0.29% | WAMU 2005-AR17 A1B3 01.2966 12/25/2045 | 0.28% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.28% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.28% | ARGENTINE REPUBLIC USD 07.5000 04/22/2026 | 0.27% | GNR 2019-152 ES IO 05.2771 12/20/2049 | 0.27% | TREASURY BILL 00.0000 06/25/2020 | 0.27% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.27% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.27% | GNR 2017-H16 JI IO 02.4692 08/20/2067 | 0.27% | GNR 2020-7 SK IO 05.2771 01/20/2050 | 0.27% | SPST 2020-2 A 01.7549 03/26/2021 | 0.27% | WFCM 2013-LC12 D P/P 144A 04.2825 07/15/2046 | 0.27% | GSMS 2014-GC24 D P/P 144A 04.5325 09/10/2047 | 0.26% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.26% | SPST 2019-11 A 01.6785 10/24/2020 | 0.26% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.26% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.26% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.26% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.25% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.25% | FNR 2016-96 ST IO 05.1534 12/25/2046 | 0.24% | RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.24% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.24% | FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.24% | NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029 | 0.24% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.24% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.24% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.24% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.24% | MSBAM 2013-C10 D P/P 144A 04.0827 07/15/2046 | 0.23% | IVORY COAST REGS 05.7500 12/31/2032 | 0.23% | MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.23% | COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.23% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.23% | GNR 2016-H09 BI IO 02.7748 04/20/2066 | 0.23% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.22% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.22% | GNR 2018-H05 BI IO 01.3637 02/20/2068 | 0.22% | MSBAM 2013-C11 D P/P 144A 04.3534 08/15/2046 | 0.22% | SERVICE CORP INTL 05.3750 05/15/2024 | 0.22% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.21% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.21% | BCAP 2011-RR3 3A6 03.7604 11/27/2036 | 0.21% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.21% | JPMCC 2011-C3 F P/P 144A 05.6644 02/15/2046 | 0.21% | FNR 2013-90 SD IO 05.6534 09/25/2043 | 0.20% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.20% | GNR 2017-H10 MI IO 01.7152 04/20/2067 | 0.20% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.20% | GNR 2016-H24 JI IO 02.3018 11/20/2066 | 0.20% | SPRINT CORP 07.8750 09/15/2023 | 0.20% | CPTFEMU P 1.71 R 07/15/37 | 0.19% | STACR 2015-DNA3 B 10.2966 04/25/2028 | 0.19% | GNR 2016-H10 AI IO 01.7409 04/20/2066 | 0.19% | JPMCC 2013-LC11 D 04.1678 04/15/2046 | 0.19% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.19% | GNR 2016-H06 CI IO 01.6560 02/20/2066 | 0.19% | GNR 2016-H06 DI IO 02.3295 07/20/2065 | 0.19% | TREASURY BILL 00.0000 04/07/2020 | 0.19% | CAS 2016-C03 1B 12.6966 10/25/2028 | 0.18% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.18% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.18% | FNR 2018-86 DS IO 05.1534 12/25/2048 | 0.18% | GNR 2016-H22 AI IO 02.4311 10/20/2066 | 0.18% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.18% | CAD/USD 04/15/2020 SSBT | 0.18% | RALI 2006-QO10 A1 01.1066 01/25/2037 | 0.18% | SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.18% | SPRINT CORP TLB L+300 04.0000 02/03/2024 | 0.18% | GNR 2018-H05 AI IO 01.3286 02/20/2068 | 0.18% | DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.18% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.18% | GNR 2017-H09 IO IO 01.8181 04/20/2067 | 0.18% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.18% | SAMI 2007-AR1 2A1 01.1266 01/25/2037 | 0.18% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.18% | CAS 2018-C05 1B1 05.1966 01/25/2031 | 0.18% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.17% | GNR 2017-H12 QI IO 02.1691 05/20/2067 | 0.17% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.17% | GNR 2017-H08 NI IO 01.7152 03/20/2067 | 0.17% | JPMBB 2013-C14 D P/P 144A 04.7021 08/15/2046 | 0.17% | GNR 2017-H06 BI IO 02.4094 02/20/2067 | 0.17% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.17% | CFCRE 2011-C2 E P/P 144A 05.7436 12/15/2047 | 0.17% | OPTN FN30 3.0 04/08/20 CALL 103.0 JPMC | 0.17% | DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 | 0.16% | GNR 2015-H25 AI IO 01.6747 09/20/2065 | 0.16% | OMIR 2017-1A B1 P/P 144A 06.6966 04/25/2027 | 0.16% | GNR 2018-H03 XI IO 02.3194 02/20/2068 | 0.16% | DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 | 0.16% | GNR 2017-H16 IG IO 02.0407 07/20/2067 | 0.16% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.16% | REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.16% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.16% | SPLUNK INC CV 01.1250 09/15/2025 | 0.16% | AES CORP/THE 05.5000 04/15/2025 | 0.16% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.16% | GNR 2017-H11 DI IO 01.8835 05/20/2067 | 0.16% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.15% | STACR 2015-DNA2 B 08.4966 12/25/2027 | 0.15% | FHR 4742 S IO 05.4954 12/15/2047 | 0.15% | BSCMS 2005-PWR7 B 05.1166 02/11/2041 | 0.15% | FNR 2013-107 SB IO 05.0034 02/25/2043 | 0.15% | GNR 2014-119 SA IO 04.8271 08/20/2044 | 0.15% | GNR 2017-H16 IB IO 02.0298 08/20/2067 | 0.15% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.15% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.15% | GNR 2017-H02 BI IO 02.4659 01/20/2067 | 0.15% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.15% | VERTIV TLB L+300 04.6550 03/02/2027 | 0.15% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.15% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.15% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.15% | BALTA 2005-8 21A1 03.7623 10/25/2035 | 0.15% | COMM 2013-CR9 D P/P 144A 04.2452 07/10/2045 | 0.15% | SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.15% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.15% | CSAIL 2015-C1 D P/P 144A 03.7705 04/15/2050 | 0.14% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.14% | UKRPI P 3.665 R 12/15/28 | 0.14% | UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.14% | CWALT 2006-OA7 1A2 02.9059 06/25/2046 | 0.14% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.14% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.14% | IVORY COAST REGS 05.3750 07/23/2024 | 0.14% | REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.14% | SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.14% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.14% | GNR 2016-H02 HI IO 01.5731 01/20/2066 | 0.14% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.14% | GNR 2015-H24 AI IO 02.3468 09/20/2065 | 0.14% | SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.14% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.14% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.13% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.13% | IVORY COAST REGS 05.2500 03/22/2030 | 0.13% | JPMBB 2014-C18 E P/P 144A 04.3036 02/15/2047 | 0.13% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.13% | GNR 2017-H11 TI IO 02.3185 04/20/2067 | 0.13% | IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.13% | CWALT 2006-OA10 3A1 01.1366 08/25/2046 | 0.13% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.13% | CAS 2017-C02 2B1 06.4466 09/25/2029 | 0.13% | CWALT 2005-59 1A1 01.1029 11/20/2035 | 0.13% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.13% | MSRR 2010-R4 4B 03.0653 02/26/2037 | 0.13% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.13% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.13% | CAS 2017-C03 1B1 05.7966 10/25/2029 | 0.13% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.13% | GNR 2016-H14 AI IO 02.7939 06/20/2066 | 0.13% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.12% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.12% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.12% | REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.12% | STACR 2019-DNA1 M2 03.5966 01/25/2049 | 0.12% | UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.12% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.12% | GNR 2015-H23 BI IO 01.8104 09/20/2065 | 0.12% | GNR 2016-H03 AI IO 01.7785 01/20/2066 | 0.12% | NAVISTAR INTL TLB L+350 04.2800 11/06/2024 | 0.12% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.12% | PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.12% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.12% | ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.12% | GNR 2016-H03 DI IO 02.0186 12/20/2065 | 0.12% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.12% | BRAND ENERGY TL L+425 06.0847 06/21/2024 | 0.12% | CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.12% | CWALT 2005-38 A1 03.4659 09/25/2035 | 0.12% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.12% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.12% | GSAA 2006-8 2A2 01.1266 05/25/2036 | 0.12% | MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.12% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.12% | PALO ALTO NET CV 00.7500 07/01/2023 | 0.12% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.12% | DBALT 2006-AR4 A2 01.1366 12/25/2036 | 0.12% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.12% | GNR 2016-H16 EI IO 02.4028 06/20/2066 | 0.12% | CWALT 2006-OA10 2A1 01.1366 08/25/2046 | 0.11% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.11% | HCA INC 05.3750 09/01/2026 | 0.11% | JPMCC 2007-CB20 E P/P 144A 06.0592 02/12/2051 | 0.11% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.11% | TREASURY BILL 00.0000 09/24/2020 | 0.11% | FHR 3065 DC 17.7461 03/15/2035 | 0.11% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.11% | DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.11% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.11% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.11% | TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.11% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.11% | LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.11% | SPST 2019-WL1 A 01.5966 08/25/2052 | 0.11% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.11% | COMM 2012-CR3 E P/P 144A 04.7515 10/15/2045 | 0.11% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.11% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.11% | PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.11% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.11% | ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 | 0.11% | PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.10% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.10% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.10% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.10% | BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.10% | GNR 2015-H10 BI IO 02.8074 04/20/2065 | 0.10% | GNR 2015-H25 EI IO 01.9238 10/20/2065 | 0.10% | REPUBLIC OF ECUADOR P/P 144A 09.5000 03/27/2030 | 0.10% | ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.10% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.10% | BSCMS 2006-PW11 B P/P 144A 05.7487 03/11/2039 | 0.10% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.10% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.10% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.10% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.10% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.10% | 1.5615 R ISWP US0003M P 02/18/2030 | 0.10% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.10% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.10% | CAS 2016-C01 1B 12.6966 08/25/2028 | 0.10% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.10% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.10% | LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.10% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.10% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.10% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.10% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.10% | 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.10% | CAS 2019-R04 2B1 06.1966 06/25/2039 | 0.10% | DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.10% | ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.10% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.10% | VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.10% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.10% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.10% | NUANCE COMM CV 01.2500 04/01/2025 | 0.10% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.10% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.10% | GNR 2016-H17 KI IO 02.7179 07/20/2066 | 0.10% | CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.09% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.09% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.09% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.09% | GNR 2014-H21 BI IO 01.5982 10/20/2064 | 0.09% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.09% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.09% | GSR 2007-OA1 2A3A 01.2566 05/25/2037 | 0.09% | IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.09% | GNR 2013-H08 CI IO 01.7062 02/20/2063 | 0.09% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.09% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.09% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.09% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.09% | NETFLIX INC. 05.8750 11/15/2028 | 0.09% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.09% | SPRINT CORP 07.2500 09/15/2021 | 0.09% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.09% | FNR 2006-8 HP 21.0957 03/25/2036 | 0.09% | GNR 2016-H24 CI IO 01.7582 10/20/2066 | 0.09% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.09% | TREASURY BILL 00.0000 04/28/2020 | 0.09% | WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.09% | CCMFC 2006-4A A2 01.1266 11/25/2047 | 0.09% | ITRON INC P/P 144A 05.0000 01/15/2026 | 0.09% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.09% | LIVE NATION CV 02.5000 03/15/2023 | 0.09% | SEK/USD 06/17/2020 SSBT | 0.09% | STACR 2019-HQA1 M2 03.2966 02/25/2049 | 0.09% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.09% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.09% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.09% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.09% | BMIR 2017-1 B1 P/P 144A 05.6966 10/25/2027 | 0.09% | PULTEGROUP INC 05.5000 03/01/2026 | 0.09% | CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.08% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.08% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.08% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.08% | SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.08% | UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | BSCMS 2007-T28 D P/P 144A 05.3491 09/11/2042 | 0.08% | TREASURY BILL 00.0000 06/04/2020 | 0.08% | 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.08% | 1.61 R ISWP CDOR03 P 08/15/2021 | 0.08% | BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.08% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.08% | STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.08% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.08% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.08% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.08% | CIT GROUP INC 05.0000 08/01/2023 | 0.08% | GMAC CAPITAL TRUST I PCT 07.4766 | 0.08% | GNR 2016-48 MI IO 03.5000 04/16/2046 | 0.08% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.08% | CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.08% | CWALT 2006-24CB A13 01.2966 08/25/2036 | 0.08% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.08% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.08% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.08% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.08% | NRG P/P 144A 03.7500 06/15/2024 | 0.08% | AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.08% | CENTENE CORP 04.7500 05/15/2022 | 0.08% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.08% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% | HCA INC 05.2500 06/15/2026 | 0.08% | MWST 2019-1 A 01.7466 06/25/2052 | 0.08% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.08% | GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.08% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.08% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.08% | STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.08% | VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.08% | ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.08% | 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.07% | 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.07% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.07% | SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.07% | TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.07% | 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.07% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.07% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.07% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.07% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.07% | GNR 2016-H14 IO IO 01.7451 06/20/2066 | 0.07% | PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.07% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.07% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.07% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.07% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.07% | INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.07% | REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.07% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.07% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.07% | ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.07% | ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.07% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% | CEC ENTERTAINMENT INC L+650 07.5720 08/30/2026 | 0.07% | FNR 2010-35 SG IO 05.4534 04/25/2040 | 0.07% | FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.07% | GNR 2015-H08 CI IO 01.8617 03/20/2065 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | TWITTER INC CV 01.0000 09/15/2021 | 0.07% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.07% | 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.07% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.07% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.07% | JPALT 2007-A2 12A1 01.1466 06/25/2037 | 0.07% | NRG ENERGY INC 05.7500 01/15/2028 | 0.07% | PQ CORP P/P 144A 05.7500 12/15/2025 | 0.07% | TREASURY BILL 00.0000 09/03/2020 | 0.07% | WMHE 2007-HE4 1A 01.1166 07/25/2047 | 0.07% | ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.06% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.06% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.06% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.06% | SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.06% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.06% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.06% | AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.06% | AUD/USD 04/15/2020 SSBT | 0.06% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.06% | DISH DBS CORP 05.8750 11/15/2024 | 0.06% | GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.06% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.06% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.06% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.06% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.06% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.06% | ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.06% | FORTIVE CORP CV 00.8750 02/15/2022 | 0.06% | GNR 2013-129 SN IO 05.3771 09/20/2043 | 0.06% | HVMLT 2005-2 1A 01.2700 05/19/2035 | 0.06% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.06% | MWST 2018-W1 A 01.7966 11/25/2051 | 0.06% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.06% | ISTAR INC 04.7500 10/01/2024 | 0.06% | MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.06% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.06% | 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.06% | FHR 4530 TI IO 04.0000 11/15/2045 | 0.06% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | ISTAR INC 04.2500 08/01/2025 | 0.06% | BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.06% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.06% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.06% | ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.06% | PRICELINE GRO CV 00.9000 09/15/2021 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.06% | UKRPI P 3.34 R 03/15/28 | 0.06% | BERRY GLOBAL INC 05.5000 05/15/2022 | 0.06% | FNR 2007-53 SP 20.7290 06/25/2037 | 0.06% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.06% | REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.06% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% | US CONCRETE INC 06.3750 06/01/2024 | 0.06% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.06% | 1.1175 R ISWP FWD US0003M P 03/27/2030 | 0.06% | AUD/USD 04/15/2020 UBS | 0.06% | CAS 2018 - C01 1B1 04.4966 07/25/2030 | 0.06% | MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.06% | MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.06% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.06% | T-MOBILE USA INC 06.3750 03/01/2025 | 0.06% | BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% | CAS 2015-C03 2M2 05.9466 07/25/2025 | 0.06% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.06% | STACR 2019-DNA2 M2 03.3966 03/25/2049 | 0.06% | 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.06% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.06% | GNR 2020-15 CS IO 05.2771 12/02/2021 | 0.06% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 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% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.06% | UKRPI P 3.4025 R 03/15/28 | 0.06% | CAS 2019-R03 1B1 05.0466 09/25/2031 | 0.06% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.06% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.06% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.06% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.06% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.06% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.06% | RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.06% | 1.621 R ISWP CDOR03 P 02/24/2022 | 0.05% | ATOTECH TLB1 L+300 04.4501 01/31/2024 | 0.05% | CAS 2015-C04 2M2 06.4966 04/25/2028 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | CWALT 2007-OH1 A1D 01.1566 04/25/2047 | 0.05% | DOCUSIGN INC CV 00.5000 09/15/2023 | 0.05% | PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.05% | 1.39 R ISWP NFIX3MID P 12/17/2024 | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% | NETFLIX INC 04.8750 04/15/2028 | 0.05% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.05% | SOLENIS 1STL L+400 05.6133 06/26/2025 | 0.05% | AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.05% | BWAY CORP TLB L+325 05.0840 04/03/2024 | 0.05% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.05% | CPG INTL TL L+375 05.9333 05/05/2024 | 0.05% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.05% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.05% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.05% | SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.05% | STACR 2018-HQA2 M2 03.2466 10/25/2048 | 0.05% | 1.36 R ISWP NFIX3MID P 12/18/2024 | 0.05% | ASURION TLB7 L+300 03.9894 11/03/2024 | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.05% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.05% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.05% | MHL 2005-3 M2 01.7416 08/25/2035 | 0.05% | PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.05% | UKRPI P 3.385 R 11/15/24 | 0.05% | 1.3625 R ISWP NFIX3MID P 12/13/2024 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | BERRY PLASTICS TLY L+200 03.8985 07/01/2026 | 0.05% | CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.05% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.05% | FNR 2010-140 GS IO 05.0534 07/25/2039 | 0.05% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.05% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.05% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.05% | UBSBB 2012-C2 F P/P 144A 04.8885 05/10/2063 | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% | ENVESTNET INC CV 01.7500 06/01/2023 | 0.05% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.05% | FNR 2005-122 SE 19.7868 11/25/2035 | 0.05% | HUSKY TLB L+300 04.4501 03/28/2025 | 0.05% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.05% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% | L BRANDS INC 07.5000 06/15/2029 | 0.05% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.05% | NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.05% | STACR 2019-DNA2 B2 11.4466 03/25/2049 | 0.05% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.05% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.05% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.05% | BIOMARIN PHARMA CV 00.5990 08/01/2024 | 0.05% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.05% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.05% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.05% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.05% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.05% | ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.05% | CAS 2020-R01 1B1 04.1966 01/25/2040 | 0.05% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.05% | GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 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% | KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 | 0.05% | MEREDITH CORP 06.8750 02/01/2026 | 0.05% | NEWELL BRANDS INC 04.4500 04/01/2026 | 0.05% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.05% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.05% | AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.05% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.05% | CIT GROUP INC. 05.0000 08/15/2022 | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% | CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.05% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.05% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.05% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% | NOK/USD 06/17/2020 BCAP-FX | 0.05% | ON SEMICONDUC CV 01.6250 10/15/2023 | 0.05% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% | ZYNGA INC P/P 144A CV 00.2500 06/01/2024 | 0.05% | 1.20 R ISWP FWD AUDBB6M P 06/17/2030 | 0.04% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.04% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.04% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.04% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.04% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.04% | QORVO INC 05.5000 07/15/2026 | 0.04% | SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.04% | TENNANT CO 05.6250 05/01/2025 | 0.04% | WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.04% | PETSMART INC TLB L+400 05.0000 03/11/2022 | 0.04% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.04% | USD/JPY PUT 108.00 20200622 BANKAM | 0.04% | USD/JPY PUT 108.00 20200622 CITI | 0.04% | USD/JPY PUT 108.00 20200622 GSFX | 0.04% | WERNER TLB L+400 05.0000 07/24/2024 | 0.04% | 0.6725 R ISWP US0003M P 03/16/2050 | 0.04% | AUD/USD 04/15/2020 CITI | 0.04% | CREE INC CV 00.8750 09/01/2023 | 0.04% | FNR 2008-24 SP 19.8124 02/25/2038 | 0.04% | MARRIOTT VAC CV 01.5000 09/15/2022 | 0.04% | RH P/P 144A CV 00.0000 09/15/2024 | 0.04% | 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | CPURNSA P 1.165 R 03/11/30 | 0.04% | DISH NETWORK CV 03.3750 08/15/2026 | 0.04% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.04% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% | NZD/USD 04/15/2020 GSFX | 0.04% | VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.04% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.04% | BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.04% | II-VI INC CV 00.2500 09/01/2022 | 0.04% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.04% | LENNAR CORP 05.8750 11/15/2024 | 0.04% | THE AES CORPORATION 04.8750 05/15/2023 | 0.04% | WORKDAY INC CV 00.2500 10/01/2022 | 0.04% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.04% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.04% | FHR 3249 PS 19.9497 12/15/2036 | 0.04% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.04% | GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.04% | STACR 2018-HQA2 B2 11.9466 10/25/2048 | 0.04% | TALBOTS TLB L+700 08.4501 11/28/2022 | 0.04% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.04% | TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.04% | APERGY CORP 06.3750 05/01/2026 | 0.04% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.04% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.04% | FRONT RANGE BIDC P/P 144A 06.1250 03/01/2028 | 0.04% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.04% | ANTERO RESOURCES 05.3750 11/01/2021 | 0.04% | ARBY'S TLB L+275 04.4095 02/05/2025 | 0.04% | COLONY STARWO CV 03.5000 01/15/2022 | 0.04% | DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.04% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% | GARDA WORLD TLB L+475 06.6903 10/23/2026 | 0.04% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.04% | NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.04% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.04% | CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.04% | CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 0.04% | CIT GROUP INC. 05.2500 03/07/2025 | 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 JP | 0.04% | FNR 2005-83 QP 14.9328 11/25/2034 | 0.04% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.04% | GNR 2013-99 VS IO 05.3954 07/16/2043 | 0.04% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.04% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.04% | SEK/USD 06/17/2020 GSFX | 0.04% | UKRPI P 3.34 R 02/15/28 | 0.04% | ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.04% | 1.07 R ISWP FWD US0003M P 04/02/2030 | 0.04% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 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% | DIAMOND SPORTS TLB L+325 04.1800 08/24/2026 | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | GNR 2015-H26 CI IO 00.3353 08/20/2065 | 0.04% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.04% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.04% | MESSER INDUST TLB L+250 03.9501 03/01/2026 | 0.04% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.04% | VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.04% | CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.03% | DEXCOM INC CV 00.7500 12/01/2023 | 0.03% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.03% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% | WAYFAIR INC CV 01.1250 11/01/2024 | 0.03% | ZENDESK INC CV 00.2500 03/15/2023 | 0.03% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.03% | ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.03% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.03% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.03% | NZD/USD 04/15/2020 CITI | 0.03% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.03% | SEK/USD 06/17/2020 HSBCB | 0.03% | TABULA RASA H P/P 144A CV 01.7500 02/15/2026 | 0.03% | VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.03% | VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.03% | 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.03% | CAS 2016-C05 2B 11.6966 01/25/2029 | 0.03% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.03% | GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.03% | INPHI CORP CV 00.7500 09/01/2021 | 0.03% | PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.03% | RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.03% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.03% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.03% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.03% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.03% | NETFLIX INC. 06.3750 05/15/2029 | 0.03% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.03% | STACR 2019-DNA3 B2 09.0966 07/25/2049 | 0.03% | AIR TRANSPORT CV 01.1250 10/15/2024 | 0.03% | CAD/USD 04/15/2020 HSBCB | 0.03% | CAD/USD 04/15/2020 TDBK | 0.03% | CHEGG INC P/P 144A CV 00.1250 03/15/2025 | 0.03% | ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.03% | FNR 2006-62 PS 34.2202 07/25/2036 | 0.03% | GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.03% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.03% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.03% | CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.03% | FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.03% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.03% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.03% | ICAHN ENTER 04.7500 09/15/2024 | 0.03% | ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.03% | MICROCHIP TEC CV 01.6250 02/15/2027 | 0.03% | MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% | OPTN FN30 3.5 04/08/20 CALL 104.03125 JPMC | 0.03% | PROVINCIA DE BUENOS 33.3673 05/31/2022 | 0.03% | PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.03% | STACR 2018-DNA3 B2 08.6966 09/25/2048 | 0.03% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.03% | WIX LTD USD 00.0000 07/01/2023 | 0.03% | 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.03% | AES CORP/THE 05.1250 09/01/2027 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | CINEMARK USA INC 04.8750 06/01/2023 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | EUROPCAR MOBILITY GROUP REGS 04.1250 11/15/2024 | 0.03% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.03% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.03% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.03% | INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023 | 0.03% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.03% | SEK/USD 06/17/2020 BANKAM | 0.03% | SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.03% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.03% | WPX ENERGY INC 05.7500 06/01/2026 | 0.03% | 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.03% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | CONMED CORP CV 02.6250 02/01/2024 | 0.03% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.03% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.03% | NEW RELIC INC CV 00.5000 05/01/2023 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SCIENTIFIC GAMES TLB5 L+275 04.2459 08/14/2024 | 0.03% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.03% | TRANSDIGM INC 06.3750 06/15/2026 | 0.03% | UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.03% | 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.03% | ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.03% | BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% | BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.03% | BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.03% | FNS 378 19 IO 05.0000 06/25/2035 | 0.03% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.03% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.03% | IRONWOOD PHAR P/P 144A CV 01.5000 06/15/2026 | 0.03% | JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.03% | NUTANIX INC CV 00.0000 01/15/2023 | 0.03% | PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.03% | ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.03% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | 0.7025 R ISWP FWD US0003M P 04/16/2050 | 0.02% | 8X8 INC CV 00.5000 02/01/2024 | 0.02% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.02% | CAS 2015-C02 2M2 04.9466 05/25/2025 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.02% | PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.02% | PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 | 0.02% | SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% | SEK/USD 06/17/2020 JPMCB | 0.02% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% | TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.02% | UKRPI P 3.381 R 11/15/24 | 0.02% | WPX ENERGY INC 05.2500 10/15/2027 | 0.02% | 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.02% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% | CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | GBP/USD 06/17/2020 JPMCB | 0.02% | GBP/USD 06/17/2020 SSBT | 0.02% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% | ISTAR INC. 05.2500 09/15/2022 | 0.02% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.02% | NEUROCRINE CV 02.2500 05/15/2024 | 0.02% | ORYX TLB L+400 06.0536 05/22/2026 | 0.02% | SILICON LABOR CV 01.3750 03/01/2022 | 0.02% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.02% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.02% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.02% | CHEMOURS CO 07.0000 05/15/2025 | 0.02% | CINEMARK USA INC 05.1250 12/15/2022 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.02% | FHR 3408 EK 22.9578 04/15/2037 | 0.02% | GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.02% | SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.02% | SQUARE INC CV 00.5000 05/15/2023 | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | UKRPI P 3.42 R 12/15/24 | 0.02% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.02% | CAD/USD 04/15/2020 BANKAM | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | GNR 2019-78 SJ IO 05.2771 06/20/2049 | 0.02% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | REDFIN CORP CV 01.7500 07/15/2023 | 0.02% | SEK/USD 06/17/2020 TDBK | 0.02% | STACR 2019-HQA3 B1 03.9466 09/25/2049 | 0.02% | TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.02% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% | BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 | 0.02% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.02% | INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.02% | LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.02% | NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SM ENERGY CO 06.6250 01/15/2027 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | TWILIO INC CV 00.2500 06/01/2023 | 0.02% | AUD/USD 04/15/2020 GSFX | 0.02% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.02% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.02% | L BRANDS INC 06.7500 07/01/2036 | 0.02% | MOOG INC P/P 144A 04.2500 12/15/2027 | 0.02% | PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.02% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% | VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% | WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.02% | AUD/USD 04/15/2020 HSBCB | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.02% | IHEARTMEDIA TLB L+300 04.6595 04/29/2026 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.02% | MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.02% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | UKRPI P 3.3875 R 03/15/28 | 0.02% | -0.4047 R ISWP EUR006M P 10/11/2024 | 0.02% | BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.02% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 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.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.02% | HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% | ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | KRONOS TLB L+300 04.7633 11/01/2023 | 0.02% | SM ENERGY CO 06.1250 11/15/2022 | 0.02% | SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.02% | TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.02% | AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | CAD/USD 04/15/2020 JPMCB | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% | GBP/USD 06/17/2020 BCAP-FX | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | SGD/USD 05/20/2020 JPMCB | 0.02% | TRIBUNE CLASS 1C LITIGAT | 0.02% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 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% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 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 MS | 0.02% | GNR 2019-99 KS IO 05.2771 08/20/2049 | 0.02% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | NZD/USD 04/15/2020 HSBCB | 0.02% | REVLON CONS TLB L+350 05.1128 09/07/2023 | 0.02% | SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.02% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.02% | CAD/USD 04/15/2020 RBSF | 0.02% | CAD/USD 04/15/2020 UBS | 0.02% | CAD/USD 04/15/2020 WPAC | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.02% | KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.02% | OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% | RACKSPACE HOSTING INC L+300 04.7633 11/03/2023 | 0.02% | 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 MS | 0.01% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.01% | MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% | SEK/USD 06/17/2020 RBSF | 0.01% | STACR 2018-HQA2 B1 05.1966 10/25/2048 | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.01% | USD/CHF PUT 0.94 20200605 GSFX | 0.01% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.01% | AUD/USD 04/15/2020 BCAP-FX | 0.01% | BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 0.01% | CAS 2015-C02 1M2 04.9466 05/25/2025 | 0.01% | CHEMOURS CO 05.3750 05/15/2027 | 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 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.01% | TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.01% | USD/JPY PUT 106.00 20200416 BANKAM | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% | GBP/USD 06/17/2020 WPAC | 0.01% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% | JO-ANN STORES TL L+500 06.0000 10/16/2023 | 0.01% | NZD/USD 04/15/2020 JPMCB | 0.01% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% | SWPTN 3MX10Y P 0.01 EUR 04/30/2020 MS | 0.01% | YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.01% | 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% | 1.195 R ISWP NOKOIB6M P 03/19/2030 | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CPURNSA R 0.41 P 03/18/25 | 0.01% | DIVERSEY TL L+300 04.7771 09/06/2024 | 0.01% | FRONT RANGE BIDC P/P 144A 04.0000 03/01/2027 | 0.01% | INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.01% | JO-ANN STORES 2NDL L+925 10.2500 05/21/2024 | 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% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.01% | SEK/USD 06/17/2020 CITI | 0.01% | WPX ENERGY INC 04.5000 01/15/2030 | 0.01% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% | ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.01% | REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | 0.10 R ISWP FWD SES3M P 06/17/2025 | 0.01% | 0.2475 R ISWP FWD SES3M P 01/25/2022 | 0.01% | 0.40 R ISWP FWD SONIA P 06/17/2030 | 0.01% | CAS 2017-C06 2B1 05.3966 02/25/2030 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | GBP/USD 06/17/2020 GSFX | 0.01% | GBP/USD 06/17/2020 TDBK | 0.01% | NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.01% | SEK/USD 06/17/2020 UBS | 0.01% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.01% | GBP/USD 06/17/2020 CSI-FX | 0.01% | GBP/USD 06/17/2020 HSBCB | 0.01% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% | SEK/USD 06/17/2020 CSI-FX | 0.01% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.01% | 0.286 R ISWP SES3M P 03/03/2030 | 0.01% | 1.10 R ISWP FWD NFIX3MID P 06/17/2030 | 0.01% | AUD/USD 04/15/2020 WPAC | 0.01% | CAS 2017-C07 2B1 05.3966 05/25/2030 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 JP | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% | MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.01% | OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.01% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% | MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% | NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.01% | NZD/USD 04/15/2020 CSI-FX | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | 0.01% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.01% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% | TXU TCEH RIGHTS | 0.01% | USD/CHF PUT 0.91 20200605 CITI | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | WAMU 2005-AR10 1A3 04.1209 09/25/2035 | 0.01% | WFMBS 2006-AR5 1A1 04.2084 04/25/2036 | 0.01% | 0.2275 R ISWP FWD SES3M P 01/28/2022 | 0.00% | 0.3125 R ISWP SES3M P 03/02/2030 | 0.00% | 0.6725 R ISWP US0003M P 03/25/2030 | 0.00% | 0.73705 R ISWP US0003M P 03/27/2030 | 0.00% | 0.8625 R ISWP US0003M P 03/16/2050 | 0.00% | ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% | AUD/USD 04/15/2020 TDBK | 0.00% | CAD/USD 04/15/2020 GSFX | 0.00% | CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% | FSPC T-57 1AX IO 00.3754 07/25/2043 | 0.00% | JC PENNEY CORP INC 07.4000 04/01/2037 | 0.00% | JPY/USD 05/20/2020 CITI | 0.00% | OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% | 0.24 R ISWP FWD SES3M P 01/21/2022 | 0.00% | 0.30 R ISWP FWD SONIA P 06/17/2025 | 0.00% | 1.30 R ISWP FWD NOKOIB6M P 06/17/2030 | 0.00% | CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.00% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 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% | INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | SM ENERGY CO 05.0000 01/15/2024 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CSMC 2006-C5 AX IO 00.6750 12/15/2039 | 0.00% | SWPTN 1MX10Y P 0.895 USD 04/20/2020 UB | 0.00% | SWPTN 8WX10Y P 1.12625 USD 04/27/2020 TD | 0.00% | 0.4921 R ISWP US0003M P 04/01/2022 | 0.00% | 0.495 R ISWP US0003M P 04/01/2022 | 0.00% | CAD/USD 04/15/2020 CITI | 0.00% | CHF/USD 06/17/2020 BCAP-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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CNH/USD 05/20/2020 BANKAM | 0.00% | CNH/USD 05/20/2020 GSFX | 0.00% | DENBURY RESOURCES P/P 144A 09.2500 03/31/2022 | 0.00% | FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% | FNR 2011-98 AI IO 03.5000 11/25/2037 | 0.00% | NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% | NZD/USD 07/15/2020 HSBCB | 0.00% | OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | VALARIS PLC USD 07.7500 02/01/2026 | 0.00% | 0.90 R ISWP FWD CDOR03 P 06/17/2025 | 0.00% | 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | AUD/USD 07/15/2020 CSI-FX | 0.00% | AUD/USD 07/15/2020 HSBCB | 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% | EUR/USD 06/17/2020 SSBT | 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% | MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% | SEK/USD 06/17/2020 BCAP-FX | 0.00% | SWPTN 10YX10Y R 0.445 EUR 03/27/2030 GS | 0.00% | SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% | SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | 0.25 R ISWP FWD SES3M P 06/17/2030 | 0.00% | 0.70 R ISWP FWD US0003M P 06/17/2025 | 0.00% | 0.70792 R ISWP US0003M P 03/11/2030 | 0.00% | 0.7178 R ISWP US0003M P 03/27/2030 | 0.00% | 0.90 R ISWP FWD AUDBB6M P 06/17/2025 | 0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% | CHC GROUP LLC P/P SEDOL BYXD3K4 | 0.00% | CHF/USD 06/17/2020 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 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% | EUR/NOK PUT 9.60 20200406 GSFX | 0.00% | EUR/USD 06/17/2020 WPAC | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | FNS 366 22 IO 04.5000 10/25/2035 | 0.00% | GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% | GBP/USD CALL 1.335 20200407 UBS | 0.00% | HKD/USD 05/20/2020 BCAP-FX | 0.00% | MEZZ 2007-C5 X IO P/P 144A 05.3947 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | NINE POINT ENERGY CNV PRF | 0.00% | NINE POINT ENERGY COM | 0.00% | OPTN FN30 3.0 04/08/20 PUT 102.9375 JPMC | 0.00% | OPTN FN30 3.0 04/08/20 PUT 103.0 JPMC | 0.00% | OPTN FN30 3.5 04/08/20 PUT 103.125 JPMC | 0.00% | OPTN FN30 3.5 04/08/20 PUT 104.03125 JPMC | 0.00% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% | SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% | SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | 0.00% | SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% | SWPTN 3MX10Y P 1.529 USD 04/30/2020 MS | 0.00% | SWPTN 3MX30Y P 1.719 USD 04/30/2020 MS | 0.00% | SWPTN 5WX10Y P 1.123 USD 03/31/2020 GS | 0.00% | SWPTN 5WX2Y P 0.956 USD 03/31/2020 GS | 0.00% | SWPTN 6WX30Y P 1.465 USD 04/08/2020 BA | 0.00% | SWPTN 6WX5Y P 1.17 USD 04/08/2020 BA | 0.00% | SWPTN 8WX2Y P 0.92 USD 04/27/2020 TD | 0.00% | TERVITA CORP SEDOL BD1DCC4 | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | -0.00% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.00% | 0.71439 R ISWP US0003M P 03/27/2030 | -0.00% | 0.7165 R ISWP US0003M P 03/11/2030 | -0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | -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% | CAD/USD 07/15/2020 CSI-FX | -0.00% | CAD/USD 07/15/2020 HSBCB | -0.00% | CHF/USD 06/17/2020 SSBT | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% | EUR/USD 06/17/2020 BCAP-FX | -0.00% | HKD/USD 05/20/2020 BANKAM | -0.00% | HKD/USD 05/20/2020 HSBCB | -0.00% | HKD/USD 05/20/2020 TDBK | -0.00% | HKD/USD 05/20/2020 UBS | -0.00% | JPY/USD 05/20/2020 UBS | -0.00% | NZD/USD 04/15/2020 TDBK | -0.00% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.00% | CHF/USD 06/17/2020 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% | SWPTN 10YX10Y P 0.445 EUR 03/27/2030 GS | -0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 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 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% | EUR/USD 06/17/2020 CSI-FX | -0.00% | HKD/USD 05/20/2020 SSBT | -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% | 0.06 R ISWP SES3M P 03/03/2022 | -0.00% | 0.07 R ISWP SES3M P 03/02/2022 | -0.00% | 1.00 R ISWP FWD CDOR03 P 06/17/2030 | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | JPY/USD 05/20/2020 JPMCB | -0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% | 0.4825 R ISWP US0003M P 04/01/2025 | -0.00% | EUR/USD 06/17/2020 GSFX | -0.00% | JPY/USD 05/20/2020 BANKAM | -0.00% | JPY/USD 05/20/2020 WPAC | -0.00% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% | USD/JPY PUT 103.00 20200416 BANKAM | -0.00% | 0.7525 R ISWP US0003M P 03/23/2025 | -0.01% | AUD/USD 04/15/2020 CSI-FX | -0.01% | EUR/USD 06/17/2020 RBSF | -0.01% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | -0.01% | SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% | SWPTN 3MX30Y P 0.4285 EUR 04/30/2020 MS | -0.01% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% | -0.60 R ISWP FWD CHL6M P 06/17/2025 | -0.01% | 1.275 R ISWP FWD US0003M P 03/07/2050 | -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% | CZK/USD 06/17/2020 BANKAM | -0.01% | EUR/USD 06/17/2020 TDBK | -0.01% | JPY/USD 05/20/2020 HSBCB | -0.01% | NOK/USD 06/17/2020 TDBK | -0.01% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.01% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.01% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.01% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% | TWD/USD 05/20/2020 BANKAM | -0.01% | -0.765 R ISWP CHL6M P 09/13/2024 | -0.01% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | -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% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.01% | TWD/USD 05/20/2020 GSFX | -0.01% | 0.655 R ISWP US0003M P 03/31/2030 | -0.01% | AUD/USD 04/15/2020 RBSF | -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% | 0.745 R ISWP US0003M P 03/17/2025 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD 06/17/2020 CITI | -0.01% | NOK/USD 06/17/2020 BANKAM | -0.01% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.01% | 0.6045 R ISWP US0003M P 03/18/2025 | -0.01% | CHF/USD 06/17/2020 GSFX | -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% | -0.30 R ISWP FWD CHL6M P 06/17/2030 | -0.01% | 0.90 R ISWP FWD NFIX3MID P 06/17/2025 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | JPY/USD 05/20/2020 GSFX | -0.01% | USD/CHF PUT 0.91 20200605 GSFX | -0.01% | 0.8385 R ISWP US0003M P 03/30/2050 | -0.01% | CHF/USD 06/17/2020 JPMCB | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% | EUR/USD 06/17/2020 HSBCB | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | 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% | EUR/USD 06/17/2020 UBS | -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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | NOK/USD 06/17/2020 CITI | -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% | NZD/USD 04/15/2020 BCAP-FX | -0.02% | 0.8225 R ISWP US0003M P 03/19/2050 | -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% | JPY/USD 05/20/2020 SSBT | -0.02% | NZD/USD 04/15/2020 BANKAM | -0.02% | NZD/USD 04/15/2020 RBSF | -0.02% | 0.80 R ISWP FWD US0003M P 06/17/2030 | -0.02% | 2.032 R ISWP US0003M P 01/16/2055 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | NZD/USD 04/15/2020 WPAC | -0.02% | 0.98 R ISWP US0003M P 03/23/2030 | -0.02% | 1.6875 R ISWP CDOR03 P 10/09/2029 | -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 10YX20Y P 1.275 USD 03/05/2030 BA | -0.02% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -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% | -0.8475 R ISWP CHL6M P 08/09/2024 | -0.02% | 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.02% | 1.00 R ISWP US0003M P 03/23/2030 | -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 CS | -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 0.95 R 03/18/30 | -0.02% | -0.15 R ISWP FWD EUR006M P 06/17/2030 | -0.02% | 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% | 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.02% | 1.02 R ISWP US0003M P 03/23/2030 | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.02% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% | AUD/USD 04/15/2020 BANKAM | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 1MX10Y R 0.895 USD 04/20/2020 UB | -0.02% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% | 0.717 R ISWP US0003M P 03/20/2025 | -0.02% | 0.744 R ISWP US0003M P 03/17/2025 | -0.02% | 1.4925 R ISWP CDOR03 P 08/15/2029 | -0.02% | AUD/USD 04/15/2020 JPMCB | -0.02% | -0.30 R ISWP FWD EUR006M P 06/17/2025 | -0.03% | 0.727 R ISWP US0003M P 03/20/2025 | -0.03% | 0.7495 R ISWP US0003M P 03/17/2025 | -0.03% | 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.03% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% | USD/JPY PUT 105.00 20200622 BANKAM | -0.03% | USD/JPY PUT 105.00 20200622 CITI | -0.03% | USD/JPY PUT 105.00 20200622 GSFX | -0.03% | 0.761 R ISWP US0003M P 03/17/2025 | -0.03% | 0.7615 R ISWP US0003M P 03/17/2025 | -0.03% | 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.03% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.03% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% | 0.774 R ISWP US0003M P 03/17/2025 | -0.03% | 1.20 R ISWP FWD NOKOIB6M P 06/17/2025 | -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 ML | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 1MX10Y R 0.7275 USD 04/20/2020 UB | -0.03% | 0.775 R ISWP US0003M P 03/19/2050 | -0.03% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.03% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.03% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% | 1.60 R ISWP CDOR03 P 02/24/2030 | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.03% | 0.7575 R ISWP US0003M P 03/19/2050 | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% | 0.7475 R ISWP FWD US0003M P 05/01/2050 | -0.04% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -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% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% | NOK/USD 06/17/2020 HSBCB | -0.04% | SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.04% | SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.04% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% | 0.86 R ISWP US0003M P 03/16/2030 | -0.04% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.04% | 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.04% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% | NZD/USD 04/15/2020 UBS | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.05% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% | NOK/USD 06/17/2020 CSI-FX | -0.05% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.05% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.05% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.05% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.05% | 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.05% | JPY/USD 05/20/2020 BCAP-FX | -0.05% | NZD/USD 04/15/2020 SSBT | -0.05% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.05% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.05% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.05% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% | EUR/USD 06/17/2020 JPMCB | -0.05% | 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.05% | 1.09 R ISWP FWD US0003M P 03/27/2030 | -0.05% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.05% | 1.4735 R ISWP US0003M P 02/18/2022 | -0.06% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.06% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.06% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.06% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.06% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.06% | CPURNSA R 0.77 P 03/11/25 | -0.06% | SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.06% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.06% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.06% | SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.06% | 1.134 R ISWP CDOR03 P 03/11/2050 | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% | SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.07% | SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.07% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.07% | 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.08% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.08% | CPURNSA R 1.703 P 11/29/24 | -0.08% | 0.747 R ISWP US0003M P 03/19/2025 | -0.08% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.08% | NOK/USD 06/17/2020 SSBT | -0.08% | OPTN FN30 2.5 05/06/20 PUT 102.8125 JPMC | -0.08% | 1.8075 R ISWP FWD NOKOIB3M P 01/25/2022 | -0.08% | CPURNSA R 1.7625 P 12/10/24 | -0.08% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.08% | CPTFEMU R 1.4 P 07/15/27 | -0.08% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | 1.744 R ISWP US0003M P 01/08/2030 | -0.10% | NOK/USD 06/17/2020 RBSF | -0.10% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.10% | 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.10% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.11% | 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.11% | 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.11% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.11% | NOK/USD 06/17/2020 JPMCB | -0.11% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.11% | 1.632 R ISWP US0003M P 12/17/2024 | -0.12% | 1.6445 R ISWP US0003M P 12/13/2024 | -0.12% | 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.12% | 1.6815 R ISWP US0003M P 12/18/2024 | -0.12% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% | SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.12% | SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.12% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.12% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.12% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.13% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.13% | 2.6785 R ISWP US0003M P 02/13/2029 | -0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.14% | 1.771 R ISWP US0003M P 01/16/2030 | -0.14% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.14% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.14% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.15% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.15% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.15% | CPURNSA R 1.71 P 11/21/24 | -0.15% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.15% | NOK/USD 06/17/2020 GSFX | -0.16% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.17% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.17% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.17% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.17% | 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.18% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.18% | CPTFEMU R 1.4375 P 09/15/23 | -0.18% | 1.4765 R ISWP US0003M P 02/18/2030 | -0.18% | CPTFEMU R 1.4413 P 09/15/23 | -0.18% | CPTFEMU R 1.4425 P 09/15/23 | -0.18% | CPTFEMU R 1.4438 P 09/15/23 | -0.18% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.18% | 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.20% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.20% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.20% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.21% | IOS.FN30.350.13 P US0001M R 01/12/44 JP | -0.21% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.21% | CPTFEMU R 1.4275 P 08/15/27 | -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 | -0.23% | 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.24% | 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.24% | 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.25% | 1.755 R ISWP US0003M P 01/23/2030 | -0.26% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.28% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.29% | UKRPI R 3.4425 P 07/15/49 | -0.29% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.30% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.30% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.31% | 2.715 R ISWP US0003M P 03/02/2030 | -0.32% | 2.7225 R ISWP US0003M P 02/20/2030 | -0.32% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.38% | 1.50 R ISWP US0003M P 09/30/2024 | -0.41% | 1.53 R ISWP US0003M P 10/01/2024 | -0.42% | 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.49% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.57% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.59% | 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.62% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.67% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.67% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.67% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.91% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.98% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.98% | 3.065 R ISWP FWD US0003M P 01/03/2029 | -1.09% | 1.625 R ISWP FWD US0003M P 03/18/2025 | -2.40% | 1.60 R ISWP FWD US0003M P 03/18/2022 | -2.45% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.56% | EURO-SCHATZ FUT JUN20 DUM0 | -2.60% | US 5YR NOTE (CBT) JUN20 FVM0 | -4.40% | FNMA FN30 TBA UMBS 03.0000 04/01/2050 | -13.07% |
Sector Weightings as of 06/30/20
| Cash Investment | Non-Cash Investment | Total Portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
| Agency pass-through | 0.40% | 0.02 | 33.95% | 0.96 | 34.35% | 0.98 |
| Net cash | 22.24% | 0.00 | 0.00% | 0.00 | 22.24% | 0.00 |
| Agency CMO | 18.32% | 0.58 | 0.42% | 0.02 | 18.74% | 0.60 |
| Commercial MBS | 6.80% | 0.16 | 11.68% | 0.08 | 18.48% | 0.24 |
| High-yield corporate bonds | 14.99% | 0.60 | 0.00% | 0.00 | 14.99% | 0.60 |
| Emerging-market bonds | 12.34% | 0.79 | 0.00% | 0.00 | 12.34% | 0.79 |
| Residential MBS (non-agency) | 10.90% | 0.53 | 0.00% | 0.00 | 10.90% | 0.53 |
| Convertible securities | 5.64% | 0.08 | 0.00% | 0.00 | 5.64% | 0.08 |
| Investment-grade corporate bonds | 3.92% | 0.19 | 0.00% | 0.00 | 3.92% | 0.19 |
| Asset-backed securities (ABS) | 2.65% | 0.10 | 0.00% | 0.00 | 2.65% | 0.10 |
| Bank loans | 1.66% | 0.07 | 0.00% | 0.00 | 1.66% | 0.07 |
| Equity investments | 0.14% | 0.00 | 0.00% | 0.00 | 0.14% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -0.82 | 0.00% | -0.82 |
| International Treasury/agency | 0.00% | 0.00 | 0.00% | -0.26 | 0.00% | -0.26 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -1.52 | 0.00% | -1.52 |
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 06/30/20
| United States | 85.89% |
|---|---|
| Indonesia | 1.67% |
| Ivory Coast | 1.53% |
| Senegal | 1.46% |
| Dominican Republic | 1.33% |
| Brazil | 1.14% |
| Canada | 1.02% |
| Egypt | 1.01% |
| Argentina | 0.89% |
| Other | 4.06% |
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% |