Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Active Income
Diversified Income Trust (Class Y) (PDVYX)
Offering a diversified portfolio of income opportunities since 1988
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Highlights
Objective
The fund seeks as high a level of current income as Putnam management believes is consistent with preservation of capital.
Strategy and process
- Broad diversification: The fund seeks multiple sources of return outside the constraints of its benchmark, investing across traditional and alternative bond markets.
- Flexible risk allocations: The fund takes a unique approach to asset allocation, dynamically establishing diversified risk exposures rather than sector exposures.
- Active duration management: As the fund's duration is independent of any index, the fund employs strategies that seek to reduce interest-rate risk.
Fund price
| Net asset value (yesterday’s close) |
$6.39 -0.16% | $-0.01 |
| 52-week high | $7.06 (01/13/20) |
| 52-week low | $5.73 (03/23/20) |
Yield
| Distribution rate before sales charge as of 07/07/20 |
4.50% |
|---|---|
| Distribution rate after sales charge as of 07/07/20 |
4.50% |
| 30-day SEC yield as of 06/30/20 | 3.93% |
Consistency of positive performance over five years
Performance shown does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please click on the performance tab.
16.24%
Best 5-year annualized return
(for period ending 12/31/13)
-4.32%
Worst 5-year annualized return
(for period ending 12/31/08)
5.98%
Average 5-year annualized return
Fund facts as of 06/30/20
Total net assets
$3,314.53M
$3,314.53M
Turnover (fiscal year end)
701%
701%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1957
1957
Fiscal year-end
September
September
CUSIP / Fund code
746704501 / 1822
746704501 / 1822
Inception date
07/01/96
07/01/96
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PDVYX
PDVYX
Management team
Chief Investment Officer, Fixed Income
Portfolio Manager
Portfolio Manager
Portfolio Manager
Portfolio Manager
Co-Head of Fixed Income
Co-Head of Fixed Income
Literature
China's economy braces for fallout from coronavirus
There will be some temporary disruption to economic activity in China and elsewhere from the coronavirus outbreak.Performance
Total return (%) as of 06/30/20
Annual performance as of 06/30/20
Annualized Total return (%) as of 06/30/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -3.40% | 1.86% | 2.44% | 3.67% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 1.71% | 1.80% | 1.22% | 0.66% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 06/30/20 | 2.14% | - | |
| YTD as of 07/07/20 | -7.02% | - | |
Yield
| Distribution rate before sales charge as of 07/07/20 |
4.50% |
|---|---|
| Distribution rate after sales charge as of 07/07/20 |
4.50% |
| 30-day SEC yield as of 06/30/20 | 3.93% |
Volatility as of 05/31/20
| Standard deviation (3 yrs.) | 8.52% |
|---|
Lipper rankings as of 05/31/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 93/128 | 73% |
| 3 yrs. | 58/120 | 48% |
| 5 yrs. | 44/96 | 46% |
| 10 yrs. | 5/26 | 19% |
Morningstar Ratings™ as of 05/31/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 289 | |
| 3 yrs. | 289 | |
| 5 yrs. | 245 | |
| 10 yrs. | 79 |
Distributions
| Record/Ex dividend date | 06/18/20 |
|---|---|
| Payable date | 06/22/20 |
| Income | $0.024 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | 12.07% |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | 4.43% |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2050 | 2.48% |
| Gnma Gii30 Tba 04.0000 06/01/2050 | 2.07% |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | 1.86% |
| Fnma Fn30 Tba Umbs 02.0000 07/01/2050 | 0.94% |
| Republic Of Senegal Regs 06.7500 03/13/2048 | 0.87% |
| Gnma Gii30 Tba 04.5000 06/01/2050 | 0.83% |
| Fnma Fn30 Tba Umbs 05.5000 06/01/2050 | 0.78% |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | 0.75% |
| Top 10 holdings, percent of portfolio | 27.08% |
| Top 10 holdings as of 05/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2050 | |
| Gnma Gii30 Tba 04.0000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 02.0000 07/01/2050 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Gnma Gii30 Tba 04.5000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 05.5000 06/01/2050 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Holdings represent 27.08% of portfolio | |
| Top 10 holdings as of 04/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | |
| Gnma Gii30 Tba 04.0000 05/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2050 | |
| Gnma Gii30 Tba 04.5000 05/01/2050 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Fnma Fn30 Tba Umbs 05.5000 05/01/2050 | |
| Petrobras Global Finance Usd 06.1250 01/17/2022 | |
| Holdings represent 24.28% of portfolio | |
| Top 10 holdings as of 03/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 04/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 04/01/2050 | |
| Gnma Gii30 Tba 04.0000 04/01/2050 | |
| Gnma Gii30 Tba 04.5000 04/01/2050 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Fnma Fn30 Tba Umbs 05.5000 04/01/2050 | |
| Petrobras Global Finance Usd 06.1250 01/17/2022 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Cas 2015-C04 1m2 06.6466 04/25/2028 | |
| Holdings represent 25.00% of portfolio | |
| Top 10 holdings as of 02/29/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 04/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 03/01/2050 | |
| Gnma Gii30 Tba 04.0000 03/01/2050 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Gnma Gii30 Tba 04.5000 03/01/2050 | |
| Petrobras Global Finance Usd 06.1250 01/17/2022 | |
| Fnma Fn30 Tba Umbs 05.5000 03/01/2050 | |
| Holdings represent 44.56% of portfolio | |
| US 10YR NOTE (CBT)SEP20 TYU0 | 22.21% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 12.07% |
| US ULTRA BOND CBT SEP20 WNU0 | 5.65% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2050 | 4.43% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2050 | 2.48% |
| REPO TRIPA MORTG 0.07 06/01/2020 | 2.27% |
| GNMA GII30 TBA 04.0000 06/01/2050 | 2.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.78% |
| TREASURY BILL 00.0000 06/11/2020 | 1.45% |
| TREASURY BILL 00.0000 09/10/2020 | 1.39% |
| 3.096 R ISWP US0003M P 12/03/2029 | 1.13% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.97% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.86% |
| GNMA GII30 TBA 04.5000 06/01/2050 | 0.83% |
| TREASURY BILL 00.0000 08/20/2020 | 0.82% |
| TREASURY BILL 00.0000 07/23/2020 | 0.78% |
| FNMA FN30 TBA UMBS 05.5000 06/01/2050 | 0.78% |
| TREASURY BILL 00.0000 08/06/2020 | 0.76% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.73% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.68% |
| TREASURY BILL 00.0000 09/24/2020 | 0.68% |
| CASH MGMT BILL 00.0000 08/11/2020 | 0.65% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.64% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.64% |
| TREASURY BILL 00.0000 08/13/2020 | 0.63% |
| CAS 2015-C04 1M2 05.8683 04/25/2028 | 0.61% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.59% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.58% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.57% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.56% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.50% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.48% |
| CAS 2017-C02 2B1 05.6683 09/25/2029 | 0.47% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.46% |
| OMIR 2018-1A M2 03.0183 07/25/2028 | 0.46% |
| FIDELITY NATIONAL INFORMATION 31621YFC8 DCP 06/12/2020 | 0.46% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.45% |
| CWALT 2005-59 1A1 00.5008 11/20/2035 | 0.44% |
| WFRBS 2013-C15 D P/P 144A 04.4932 08/15/2046 | 0.44% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.44% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.44% |
| WFRBS 2012-C10 D P/P 144A 04.4288 12/15/2045 | 0.43% |
| FMC CORP 34410WF80 DCP 06/08/2020 | 0.43% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.43% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.42% |
| TREASURY BILL 00.0000 07/09/2020 | 0.42% |
| INTERPUBLIC GROUP OF COS INC/ 46070DFF1 DCP 06/15/2020 | 0.41% |
| CAS 2016-C02 1B 12.4183 09/25/2028 | 0.41% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.41% |
| CFCRE 2011-C2 E P/P 144A 05.7391 12/15/2047 | 0.38% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.38% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.37% |
| EVERSOURCE ENERGY 30040XFB7 DCP 06/11/2020 | 0.37% |
| MID-AMERICA APARTMENTS LP 59524NFA5 DCP 06/10/2020 | 0.37% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.36% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.36% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.36% |
| GNR 2018-H03 XI IO 02.3032 02/20/2068 | 0.36% |
| TREASURY BILL 00.0000 09/03/2020 | 0.35% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.35% |
| GNR 2016-H23 NI IO 02.8654 10/20/2066 | 0.35% |
| FNR 2016-96 ST IO 05.9318 12/25/2046 | 0.35% |
| GNR 2018-164 AS IO 05.9293 12/20/2048 | 0.35% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.35% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.34% |
| THUNDER BAY FUNDING LLC 88602TGM9 DCP 07/21/2020 | 0.34% |
| TREASURY BILL 00.0000 06/25/2020 | 0.33% |
| CWALT 2006-OA10 4A1 00.3583 08/25/2046 | 0.32% |
| HVMLT 2005-2 1A 00.6924 05/19/2035 | 0.32% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.32% |
| GNR 2020-7 SK IO 05.8793 01/20/2050 | 0.32% |
| WFCM 2013-LC12 D P/P 144A 04.2762 07/15/2046 | 0.31% |
| ALEXANDRIA REAL ESTATE EQUITI 01527LF34 DCP 06/03/2020 | 0.31% |
| AMERICAN HONDA FINANCE CORP 02665JF39 DCP 06/03/2020 | 0.31% |
| BARCLAYS BANK PLC CCP 06742VFD8 DCP 08/21/2020 | 0.31% |
| CHARIOT FUNDING LLC 15963TG94 DCP 07/09/2020 | 0.31% |
| CHARIOT FUNDING LLC 15963TGA1 DCP 07/10/2020 | 0.31% |
| CHARTA LLC 16115VKP3 DCP 10/23/2020 | 0.31% |
| ENGIE SA 29287AFQ8 DCP 06/24/2020 | 0.31% |
| ENGIE SA 29287AHB9 DCP 08/11/2020 | 0.31% |
| ETP LEGACY LP 29277EF17 DCP 06/01/2020 | 0.31% |
| FIDELITY NATIONAL INFORMATION 31621YFB0 DCP 06/11/2020 | 0.31% |
| NATIONAL GRID USA 6362P2F19 DCP 06/01/2020 | 0.31% |
| OLD LINE FUNDING LLC 01.1126 09/09/2020 | 0.31% |
| OLD LINE FUNDING LLC 67983TKG0 DCP 10/16/2020 | 0.31% |
| VICTORY RECEIVABLES CORP 92646KGH9 DCP 07/17/2020 | 0.31% |
| BASF SE 05526LHA8 DCP 08/10/2020 | 0.31% |
| SAMI 2006-AR7 A1A 00.3783 08/25/2036 | 0.30% |
| REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.30% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.30% |
| GNR 2018-H02 EI IO 02.3756 01/20/2068 | 0.29% |
| GSMS 2014-GC24 D P/P 144A 04.5316 09/10/2047 | 0.29% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.29% |
| STACR 2015-DNA2 B 07.7183 12/25/2027 | 0.29% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029 | 0.29% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.29% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.29% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.28% |
| JPMBB 2014-C18 D P/P 144A 04.8102 02/15/2047 | 0.28% |
| ENBRIDGE US INC 29251UFR4 DCP 06/25/2020 | 0.28% |
| GNR 2018-H05 BI IO 02.5635 02/20/2068 | 0.28% |
| STACR 2015-DNA3 B 09.5183 04/25/2028 | 0.28% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.27% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.27% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.26% |
| CMLTI 2007-AMC3 A2D 00.5183 03/25/2037 | 0.26% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.26% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.26% |
| GNR 2013-9 S IO 06.5793 01/20/2043 | 0.26% |
| GNR 2017-H10 MI IO 02.3212 04/20/2067 | 0.25% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.25% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.25% |
| GNR 2018-H02 HI IO 02.3468 01/20/2068 | 0.25% |
| FHR 4265 SD IO 05.9164 01/15/2035 | 0.24% |
| ARGENTINE REPUBLIC USD 07.5000 04/22/2026 | 0.24% |
| CARMX 2020-2 D 06.8700 05/17/2027 | 0.24% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.24% |
| CWALT 2006-OA7 1A2 02.6305 06/25/2046 | 0.24% |
| JPMBB 2014-C25 D P/P 144A 03.9456 11/15/2047 | 0.24% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.23% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.23% |
| GNR 2018-105 SG IO 06.0793 08/20/2048 | 0.23% |
| GNR 2018-104 SD IO 06.0293 08/20/2048 | 0.23% |
| FNR 2016-62 GS IO 05.9318 09/25/2046 | 0.22% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.22% |
| GNR 2017-160 S IO 06.0293 10/20/2043 | 0.22% |
| GNR 2018-H05 AI IO 02.5348 02/20/2068 | 0.22% |
| TREASURY BILL 00.0000 06/18/2020 | 0.22% |
| CAS 2016-C03 1B 11.9183 10/25/2028 | 0.22% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.22% |
| BCAP 2011-RR3 3A6 03.5726 11/27/2036 | 0.22% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.22% |
| GNR 2018-H15 EI IO 01.8501 08/20/2068 | 0.21% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.21% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.21% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.21% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.21% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.20% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.20% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.20% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.20% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.20% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.20% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2050 | 0.20% |
| GNR 2018-100 S IO 06.0293 07/20/2048 | 0.20% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.19% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.19% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.19% |
| GNR 2013-152 SJ IO 05.9793 05/20/2041 | 0.19% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.19% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.19% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.19% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.19% |
| GNR 2015-H15 BI IO 02.8253 06/20/2065 | 0.19% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.19% |
| BEMIS CO INC 08143TFB8 DCP 06/11/2020 | 0.18% |
| BEMIS CO INC 08143TFR3 DCP 06/25/2020 | 0.18% |
| FNR 2019-34 SL IO 05.8818 07/25/2049 | 0.18% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.18% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.18% |
| FNR 2019-47 SA IO 05.8818 08/25/2049 | 0.18% |
| GNR 2015-H12 AI IO 02.0160 05/20/2065 | 0.18% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.18% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.18% |
| GNR 2017-H18 FI IO 02.4070 09/20/2067 | 0.18% |
| GNR 2018-H04 IO IO 02.6646 02/20/2068 | 0.18% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.18% |
| CAS 2018 - C01 1B1 03.7183 07/25/2030 | 0.18% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.18% |
| GNR 2018-H01 XI IO 02.3363 01/20/2068 | 0.18% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.18% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.18% |
| DBALT 2006-AR4 A2 00.3583 12/25/2036 | 0.18% |
| FHR 4742 S IO 06.0164 12/15/2047 | 0.18% |
| GNR 2017-H06 BI IO 02.3704 02/20/2067 | 0.18% |
| GNR 2017-H08 NI IO 02.3950 03/20/2067 | 0.17% |
| AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.17% |
| CPTFEMU P 1.71 R 07/15/37 | 0.17% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.17% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.17% |
| FNMA FN30 TBA UMBS 05.0000 06/01/2050 | 0.17% |
| STACR 2015-HQA2 B 10.6683 05/25/2028 | 0.17% |
| GNR 2017-H16 JI IO 02.2729 08/20/2067 | 0.17% |
| GSR 2007-OA1 2A3A 00.4783 05/25/2037 | 0.17% |
| GNR 2017-H12 QI IO 01.5546 05/20/2067 | 0.17% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.17% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.16% |
| BSMF 2006-AR2 2A1 00.3983 09/25/2046 | 0.16% |
| GNR 2016-77 SC IO 05.9293 10/20/2045 | 0.16% |
| GNR 2015-H23 BI IO 01.9043 09/20/2065 | 0.16% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.16% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.16% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.16% |
| SPRINT CORP 07.8750 09/15/2023 | 0.16% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.16% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.16% |
| GNR 2018-91 SH IO 06.0793 07/20/2048 | 0.16% |
| STACR 2018-DNA2 B1 03.8683 12/25/2030 | 0.16% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.16% |
| 1.70 R ISWP FWD US0003M P 03/18/2027 | 0.16% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.16% |
| JPMBB 2014-C18 E P/P 144A 04.3102 02/15/2047 | 0.16% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.16% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.16% |
| CAS 2016-C01 1B 11.9183 08/25/2028 | 0.16% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.15% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.15% |
| GNR 2017-H20 HI IO 02.3042 10/20/2067 | 0.15% |
| GNR 2014-4 SG IO 05.9293 01/20/2044 | 0.15% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.15% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.15% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.15% |
| GNR 2016-H22 AI IO 02.8073 10/20/2066 | 0.15% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.15% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.15% |
| GNR 2017-H03 HI IO 01.5607 01/20/2067 | 0.14% |
| GNR 2017-H16 IO 02.1427 08/20/2067 | 0.14% |
| GNR 2018-67 SC IO 06.0293 05/20/2048 | 0.14% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.14% |
| AHM 2007-1 GA1C 00.3583 05/25/2047 | 0.14% |
| CWALT 2006-OA10 3A1 00.3583 08/25/2046 | 0.14% |
| GNR 2017-H06 MI IO 02.2431 02/20/2067 | 0.14% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.14% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.14% |
| FNR 2018-44 SA IO 06.0318 06/25/2048 | 0.14% |
| GNR 2015-H03 CI IO 01.8766 01/20/2065 | 0.14% |
| WFRBS 2012-C9 E P/P 144A 04.8107 11/15/2045 | 0.14% |
| CSAIL 2015-C1 D P/P 144A 03.7695 04/15/2050 | 0.14% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.14% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.14% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.14% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.14% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.14% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.14% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.14% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.14% |
| CAS 2019-HRP1 B1 09.4183 11/25/2039 | 0.14% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.14% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.14% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.14% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.14% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.14% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.14% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.14% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.13% |
| GNR 2015-H15 AI IO 01.9786 06/20/2065 | 0.13% |
| GNR 2015-H20 BI IO 02.5599 08/20/2065 | 0.13% |
| HCA INC. 05.3750 09/01/2026 | 0.13% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.13% |
| CAS 2017-C06 2M2 02.9683 02/25/2030 | 0.13% |
| GNR 2015-H08 CI IO 01.9539 03/20/2065 | 0.13% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.13% |
| DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 | 0.13% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.13% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.13% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.13% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.13% |
| UKRPI P 3.665 R 12/15/28 | 0.13% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.13% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.13% |
| CASH MGMT BILL 00.0000 08/25/2020 | 0.13% |
| CAS 2017-C03 1B1 05.0183 10/25/2029 | 0.13% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.13% |
| FHR 4731 QS IO 06.0164 11/15/2047 | 0.13% |
| GNR 2017-H05 CI IO 02.6433 02/20/2067 | 0.13% |
| GNR 2017-H09 IO IO 02.1811 04/20/2067 | 0.13% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.13% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.12% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.12% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.12% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.12% |
| GNR 2016-H04 HI IO 02.3806 07/20/2065 | 0.12% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.12% |
| GNR 2016-H16 EI IO 02.3880 06/20/2066 | 0.12% |
| GNR 2017-H03 EI IO 02.4772 01/20/2067 | 0.12% |
| NAVISTAR INTL TLB L+350 03.6800 11/06/2024 | 0.12% |
| STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.12% |
| GNR 2014-119 SA IO 05.4293 08/20/2044 | 0.12% |
| GNR 2019-125 SG IO 05.8793 10/20/2049 | 0.12% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.12% |
| SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.12% |
| GSAA 2006-8 2A2 00.3483 05/25/2036 | 0.12% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.12% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.12% |
| STATE OF QATAR P/P 144A 04.4000 04/16/2050 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| SEK/USD 06/17/2020 SSBT | 0.12% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.12% |
| TREASURY BILL 00.0000 07/16/2020 | 0.12% |
| BSCMS 2005-PWR7 D 05.2645 02/11/2041 | 0.12% |
| GNR 2015-H18 BI IO 02.9638 07/20/2065 | 0.12% |
| ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 0.12% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.12% |
| FNR 2011-101 SA IO 05.7318 10/25/2041 | 0.11% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.11% |
| GNR 2016-H27 EI IO 02.3624 12/20/2066 | 0.11% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.11% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.11% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.11% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.11% |
| COMM 2012-CR3 E P/P 144A 04.7511 10/15/2045 | 0.11% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.11% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.11% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.11% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.11% |
| VIRGIN MEDIA FIN PLC P/P 144A 04.5000 01/15/2025 | 0.11% |
| AES CORP/THE 05.5000 04/15/2025 | 0.11% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.11% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.11% |
| GNR 2016-H12 AI IO 01.8140 07/20/2065 | 0.11% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.11% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.11% |
| GNR 2014-H25 BI IO 01.8489 12/20/2064 | 0.11% |
| BACM 2005-1 C 05.4820 11/10/2042 | 0.11% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.11% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.11% |
| GNR 2016-H18 IO IO 01.8123 08/20/2066 | 0.11% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.11% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.11% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.10% |
| GNR 2017-H11 TI IO 01.0854 04/20/2067 | 0.10% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.10% |
| ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.10% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.10% |
| GNR 2016-H08 AI IO 01.9831 08/20/2065 | 0.10% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.10% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.10% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.10% |
| COMM 2013-CR9 D P/P 144A 04.2183 07/10/2045 | 0.10% |
| CWALT 2006-OA10 2A1 00.3583 08/25/2046 | 0.10% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.10% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.10% |
| CAS 2017-C01 1B1 05.9183 07/25/2029 | 0.10% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.10% |
| GNR 2016-H14 IO IO 01.8401 06/20/2066 | 0.10% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.10% |
| STATE OF QATAR P/P 144A 03.4000 04/16/2025 | 0.10% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.10% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.10% |
| CAS 2019-R04 2B1 05.4183 06/25/2039 | 0.10% |
| GNR 2017-H11 DI IO 01.5947 05/20/2067 | 0.10% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.10% |
| MRAFT 2020-2 A1 01.1700 05/30/2022 | 0.10% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.10% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.10% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.10% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.10% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.10% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.10% |
| CWALT 2006-OA10 1A1 02.6505 08/25/2046 | 0.10% |
| STACR 2016-HQA3 M3 04.0183 03/25/2029 | 0.10% |
| SWPTN 3MX5Y P 0.353 USD 08/13/2020 BC | 0.10% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.10% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.10% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.10% |
| GNR 2018-H01 IO IO 02.3747 12/20/2067 | 0.10% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.10% |
| BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.10% |
| GNR 2015-H10 BI IO 01.8273 04/20/2065 | 0.10% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.10% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.10% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.09% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.09% |
| STACR 2016-HQA2 M3 05.3183 11/25/2028 | 0.09% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.09% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.09% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.09% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.09% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.09% |
| ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.09% |
| GNR 2015-H24 AI IO 02.6902 09/20/2065 | 0.09% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.09% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.09% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.09% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.09% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.09% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.09% |
| CAS 2016-C03 1M2 05.4683 10/25/2028 | 0.09% |
| GNR 2015-H23 DI IO 02.0212 09/20/2065 | 0.09% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.09% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.09% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.09% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.09% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.09% |
| CAS 2016-C06 1B 09.4183 04/25/2029 | 0.09% |
| CCMFC 2006-4A A2 00.3483 11/25/2047 | 0.09% |
| GNR 2016-H06 CI IO 01.9198 02/20/2066 | 0.09% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.09% |
| TREASURY BILL 00.0000 06/04/2020 | 0.09% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.09% |
| CENTENE CORP 04.6250 12/15/2029 | 0.09% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.09% |
| GNR 2016-H17 KI IO 02.9272 07/20/2066 | 0.09% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.09% |
| AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.09% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.09% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.09% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.09% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.08% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.08% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.08% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.08% |
| WAYFAIR INC CV 01.1250 11/01/2024 | 0.08% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.08% |
| BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.08% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.08% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.08% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.08% |
| GNR 2016-H24 JI IO 02.6801 11/20/2066 | 0.08% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.08% |
| GNR 2014-46 SA IO 05.9293 03/20/2044 | 0.08% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.08% |
| MWST 2019-1 A 00.9683 06/25/2052 | 0.08% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.08% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.08% |
| GNR 2017-H06 DI IO 01.9342 02/20/2067 | 0.08% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.08% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.08% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.08% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.08% |
| ENVESTNET INC CV 01.7500 06/01/2023 | 0.08% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.08% |
| GNR 2017-H02 BI IO 02.4424 01/20/2067 | 0.08% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.08% |
| SPRINT CORP 07.6250 03/01/2026 | 0.08% |
| STACR 2017-DNA1 B1 05.1183 07/25/2029 | 0.08% |
| WIX LTD USD 00.0000 07/01/2023 | 0.08% |
| ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.08% |
| CHEGG INC CV 00.1250 03/15/2025 | 0.08% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.08% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.08% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.08% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.08% |
| BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 | 0.08% |
| DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 | 0.08% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.08% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.08% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.08% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.08% |
| CAS 2017-C06 2B1 04.6183 02/25/2030 | 0.08% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.08% |
| MSC 2012-C4 E P/P 144A 05.4190 03/15/2045 | 0.08% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.08% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.08% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.08% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.08% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.08% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.08% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.08% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.07% |
| CAS 2020-R01 1B1 03.4183 01/25/2040 | 0.07% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.07% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.07% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.07% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.07% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.07% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.07% |
| ZYNGA INC P/P 144A CV 00.2500 06/01/2024 | 0.07% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.07% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.07% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.07% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.07% |
| 0.70 R ISWP FWD US0003M P 06/17/2025 | 0.07% |
| GNR 2015-H01 BI IO 01.7187 01/20/2065 | 0.07% |
| ISTAR INC 04.7500 10/01/2024 | 0.07% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.07% |
| JPALT 2007-A2 12A1 00.3683 06/25/2037 | 0.07% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.07% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.07% |
| GNR 2014-60 SE IO 05.9293 04/20/2044 | 0.07% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.07% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.07% |
| SEK/USD 06/17/2020 GSFX | 0.07% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.07% |
| FHR 3919 SA IO 06.3164 09/15/2041 | 0.07% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.07% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.07% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.07% |
| CWALT 2006-OA7 1A1 01.3400 06/25/2046 | 0.07% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.07% |
| MWST 2018-W1 A 01.0183 11/25/2051 | 0.07% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.07% |
| BALTA 2005-7 21A1 04.1261 09/25/2035 | 0.07% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.07% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.07% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.07% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.07% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.07% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.07% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.07% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.07% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.06% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.06% |
| Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.06% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.06% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.06% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.06% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.06% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.06% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.06% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.06% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% |
| CAS 2019-R06 2B1 03.9183 09/25/2039 | 0.06% |
| GNR 2014-H06 BI IO 01.6245 02/20/2064 | 0.06% |
| II-VI INC CV 00.2500 09/01/2022 | 0.06% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.06% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.06% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.06% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.06% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.06% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.06% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.06% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.06% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.06% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.06% |
| UKRPI P 3.385 R 11/15/24 | 0.06% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.06% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.06% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.06% |
| FHS 326 S2 IO 05.7664 03/15/2044 | 0.06% |
| GNR 2013-182 SY IO 05.9293 12/20/2043 | 0.06% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.06% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.06% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.06% |
| CAS 2015-C01 2M2 04.7183 02/25/2025 | 0.06% |
| CAS 2018-C02 2M2 02.3683 08/25/2030 | 0.06% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.06% |
| FNR 2010-35 SG IO 06.2318 04/25/2040 | 0.06% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.06% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.06% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.06% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.06% |
| CAS 2018-C02 2B1 04.1683 08/25/2030 | 0.06% |
| FHS 311 S1 IO 05.7664 08/15/2043 | 0.06% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.06% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.06% |
| GNR 2020-15 CS IO 05.8793 12/02/2021 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.06% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.06% |
| SOLENIS 1STL L+400 04.3620 06/26/2025 | 0.06% |
| SPRINT CORP 07.2500 09/15/2021 | 0.06% |
| STACR 2016-DNA1 B 10.1683 07/25/2028 | 0.06% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.06% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.06% |
| GFL ENVIRONMENTAL TLB L+300 04.0000 05/31/2025 | 0.06% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.06% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.06% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.06% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.06% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% |
| STACR 2018-HQA1 M2 02.4683 09/25/2030 | 0.06% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.06% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.06% |
| BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.06% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.06% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.06% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.06% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.06% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.06% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.06% |
| CINEMARK USA INC 04.8750 06/01/2023 | 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% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.06% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.06% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.06% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.06% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% |
| UKRPI P 3.34 R 03/15/28 | 0.06% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.05% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.05% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.05% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.05% |
| REFINITIV TLB L+325 03.4236 10/01/2025 | 0.05% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.05% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.05% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.05% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.05% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.05% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.05% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.05% |
| ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 | 0.05% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.05% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.05% |
| NETFLIX INC 04.8750 04/15/2028 | 0.05% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.05% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.05% |
| NCL CORP LTD P/P 144A CV 06.0000 05/15/2024 | 0.05% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.05% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.05% |
| SWPTN 13WX5Y P 0.4525 USD 07/06/2020 BC | 0.05% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.05% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.05% |
| BMIR 2017-1 B1 P/P 144A 04.9183 10/25/2027 | 0.05% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% |
| CPURNSA R 0.77 P 03/11/25 | 0.05% |
| GNR 2014-58 SA IO 05.9293 04/20/2044 | 0.05% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.05% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.05% |
| UKRPI P 3.4025 R 03/15/28 | 0.05% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.05% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.05% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.05% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.05% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.05% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.05% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.05% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.05% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.05% |
| STACR 2017-DNA2 B1 05.3183 10/25/2029 | 0.05% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.05% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.05% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.05% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.05% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.05% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.05% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.05% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.05% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.05% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.05% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.05% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.05% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.05% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.05% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.05% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.05% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.05% |
| TALBOTS TLB L+700 08.4501 11/28/2022 | 0.05% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.05% |
| AES CORP/THE 06.0000 05/15/2026 | 0.05% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.05% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.05% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.05% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.05% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.05% |
| HMIR 2019-1 M2 P/P 144A 03.4183 05/25/2029 | 0.05% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.05% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.05% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.05% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.05% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.05% |
| GNR 2010-20 SC IO 05.9793 02/20/2040 | 0.05% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.05% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 | 0.05% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.05% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.05% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.04% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 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% |
| GNR 2019-78 SJ IO 05.8793 06/20/2049 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.04% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.04% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.04% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.04% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.04% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.04% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.04% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.04% |
| CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.04% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.04% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| GNR 2013-129 SN IO 05.9793 09/20/2043 | 0.04% |
| GNR 2013-99 VS IO 05.9179 07/16/2043 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.04% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.04% |
| STACR 2019-DNA2 B2 10.6683 03/25/2049 | 0.04% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.04% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.04% |
| CAS 2017-C07 2M2 02.6683 05/25/2030 | 0.04% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.04% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.04% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.04% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% |
| ISTAR INC 04.2500 08/01/2025 | 0.04% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.04% |
| SEK/USD 06/17/2020 BANKAM | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.04% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% |
| CAS 2018-C06 2B1 04.2683 03/25/2031 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% |
| CPURNSA R 0.41 P 03/18/25 | 0.04% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.04% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.04% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.04% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 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% |
| UBSBB 2012-C2 F P/P 144A 04.8892 05/10/2063 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.04% |
| GARDA WORLD TLB L+475 06.6903 10/30/2026 | 0.04% |
| GBP/USD 06/17/2020 SSBT | 0.04% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| MPH ACQUISITION HLDG P/P 144A 07.1250 06/01/2024 | 0.04% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.04% |
| SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.04% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.04% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.04% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.04% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.04% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.04% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.04% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.04% |
| MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.04% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.04% |
| PLURALSIGHT CV 00.3750 03/01/2024 | 0.04% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% |
| WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.04% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% |
| CAS 2017-C05 1B1 03.7683 01/25/2030 | 0.04% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.04% |
| GNR 2019-99 KS IO 05.8793 08/20/2049 | 0.04% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.04% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% |
| REALPAGE INC CV 01.5000 05/15/2025 | 0.04% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.04% |
| STACR 2017-DNA3 B1 04.6183 03/25/2030 | 0.04% |
| STACR 2018-HQA2 B1 04.4183 10/25/2048 | 0.04% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.04% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% |
| CAS 2015-C02 2M2 04.1683 05/25/2025 | 0.04% |
| CAS 2017-C07 1B1 04.1683 05/25/2030 | 0.04% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.04% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.04% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.04% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.04% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.04% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| DIVERSEY TL L+300 03.7586 09/06/2024 | 0.04% |
| GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.04% |
| GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.04% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.04% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.04% |
| STACR 2018-DNA1 B1 03.3183 07/25/2030 | 0.04% |
| STACR 2018-HQA2 B2 11.1683 10/25/2048 | 0.04% |
| 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.04% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.04% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.04% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.04% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| FNR 2012-36 SN IO 06.2818 04/25/2042 | 0.04% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.04% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.04% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.04% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.04% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.04% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.04% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.04% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% |
| CMLTI 2007-AMC3 A2B 00.3483 03/25/2037 | 0.04% |
| EUR/GBP CALL 0.90 20200803 UBS | 0.04% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.04% |
| IRONWOOD PHAR P/P 144A CV 01.5000 06/15/2026 | 0.04% |
| PROVINCIA DE BUENOS 29.9396 05/31/2022 | 0.04% |
| STACR 2019-DNA1 B2 10.9183 01/25/2049 | 0.04% |
| TENNANT CO 05.6250 05/01/2025 | 0.04% |
| TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.03% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.03% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.03% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.03% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.03% |
| LENNAR CORP 05.8750 11/15/2024 | 0.03% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.03% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% |
| OPTN FN30 2.5 06/04/20 CALL 103.96875 JPMC | 0.03% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.03% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 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 MS | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.03% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| L BRANDS INC 07.5000 06/15/2029 | 0.03% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.03% |
| UKRPI P 3.34 R 02/15/28 | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.03% |
| 0.7925 R ISWP US0003M P 04/28/2050 | 0.03% |
| CAS 2018-C06 1B1 03.9183 03/25/2031 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.03% |
| FNR 2019-57 KS IO 05.8818 10/25/2049 | 0.03% |
| OMIR 2017-1A M2 P/P 144A 04.1683 04/25/2027 | 0.03% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% |
| SEK/USD 06/17/2020 TDBK | 0.03% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.03% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.03% |
| ATOTECH TLB1 L+300 04.4501 01/31/2024 | 0.03% |
| AUD/USD 07/15/2020 HSBCB | 0.03% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.03% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.03% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| NZD/USD 07/15/2020 UBS | 0.03% |
| OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.03% |
| SWPTN 11MX10Y R 2.7725 USD 02/26/2021 MS | 0.03% |
| UKRPI P 3.381 R 11/15/24 | 0.03% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.03% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.03% |
| CAD/USD 07/15/2020 GSFX | 0.03% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.03% |
| CAS 2017-C07 2B1 04.6183 05/25/2030 | 0.03% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.03% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.03% |
| CAS 2018-C06 2M2 02.2683 03/25/2031 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 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% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.03% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.03% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.03% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.03% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.03% |
| SPST 2019-3 A 00.8683 06/24/2020 | 0.03% |
| SPST 2019-7 A 00.8683 09/24/2020 | 0.03% |
| SWPTN 3MX5Y R 0.439 USD 08/06/2020 CI | 0.03% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.03% |
| AUD/USD 07/15/2020 WPAC | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% |
| CAS 2016-C04 1B 10.4183 01/25/2029 | 0.03% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 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% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.03% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.03% |
| EUR/GBP CALL 0.91 20200818 BANKAM | 0.03% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.03% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.03% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.03% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.03% |
| SWPTN 3MX30Y R 0.794 USD 07/30/2020 JP | 0.03% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% |
| UKRPI P 3.42 R 12/15/24 | 0.03% |
| AES CORP/THE 05.1250 09/01/2027 | 0.03% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.03% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.03% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.03% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.03% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.03% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% |
| L BRANDS INC 06.7500 07/01/2036 | 0.03% |
| MATCH GROUP INC P/P 144A 04.6250 06/01/2028 | 0.03% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.03% |
| NZD/USD 07/15/2020 SSBT | 0.03% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.03% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.03% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.03% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| 0.30 R ISWP FWD SONIA P 06/17/2025 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% |
| GBP/USD 06/17/2020 JPMCB | 0.03% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 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% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.03% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.03% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.03% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.03% |
| SEK/USD 06/17/2020 CITI | 0.03% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.03% |
| STMICROELECTRONICS NV REGS 00.2500 07/03/2024 | 0.03% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.03% |
| TEVA PHARMA NE P/P 144A 07.1250 01/31/2025 | 0.03% |
| ASURION TLB7 L+300 03.1736 11/03/2024 | 0.02% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.02% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 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.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.02% |
| GNR 2019-83 SY IO 05.9293 07/20/2049 | 0.02% |
| IHEARTMEDIA TLB L+300 04.6595 04/29/2026 | 0.02% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.02% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.02% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.02% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.02% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.02% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.02% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% |
| CIT GROUP INC. 05.0000 08/15/2022 | 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.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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.02% |
| FHR 4839 WS IO 05.9164 08/15/2056 | 0.02% |
| FHR 4969 IO IO 03.0000 04/25/2050 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| GNR 2019-96 SY IO 05.9293 08/20/2049 | 0.02% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.02% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% |
| OKTA INC P/P 144A CV 00.1250 09/01/2025 | 0.02% |
| SEA LTD P/P 144A 01.0000 12/01/2024 | 0.02% |
| STACR 2019-DNA3 B2 08.3183 07/25/2049 | 0.02% |
| TOTAL SA REGS 00.5000 12/02/2022 | 0.02% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.02% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.02% |
| APACHE CORP 05.1000 09/01/2040 | 0.02% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.02% |
| CAS 2020-R02 2B1 04.6609 01/25/2040 | 0.02% |
| CAS 2020-SBT1 1B1 06.7500 02/25/2040 | 0.02% |
| CFMT 2019-HB1 M5 P/P 144A 06.0000 12/25/2029 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% |
| FNR 2006-8 HP 23.9498 03/25/2036 | 0.02% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.02% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.02% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.02% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.02% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 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% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.02% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| COUPA SOFTWAR P/P 144A CV 00.1250 06/15/2025 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 05.1000 12/31/2049 | 0.02% |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.02% |
| CWALT 2005-38 A3 00.5183 09/25/2035 | 0.02% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| ISTAR INC. 05.2500 09/15/2022 | 0.02% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.02% |
| SPRINGLEAF FINANCE CORP 08.8750 06/01/2025 | 0.02% |
| STACR 2019-DNA2 B1 04.5183 03/25/2049 | 0.02% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.02% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.02% |
| CAS 2016-C03 2M2 06.0683 10/25/2028 | 0.02% |
| CAS 2019-R01 2M2 02.6183 07/25/2031 | 0.02% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.02% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% |
| GNR 2012-H29 AI IO 01.5926 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.5926 10/20/2062 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.02% |
| QORVO INC 05.5000 07/15/2026 | 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% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 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.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 CG | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% |
| MBX.FN30.450.10 R USL1M P 01/12/41 BC | 0.02% |
| MONGODB INC P/P 144A CV 00.2500 01/15/2026 | 0.02% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.02% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 0.02% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 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.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-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% |
| FNR 2015-42 LS IO 06.0318 06/25/2045 | 0.02% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.02% |
| FNR 2019-5 SA IO 05.9318 03/25/2049 | 0.02% |
| GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.02% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.02% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% |
| PINDUODUO INC P/P 144A 00.0000 10/01/2024 | 0.02% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 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% |
| APERGY CORP 06.3750 05/01/2026 | 0.02% |
| BMIR 2018-2A B1 P/P 144A 02.8183 08/25/2028 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 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% |
| CPTFEMU R 0.655 P 05/15/30 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.02% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.02% |
| KRONOS TLB L+300 03.3296 11/01/2023 | 0.02% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.02% |
| STACR 2018-HQA2 M2 02.4683 10/25/2048 | 0.02% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.02% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.02% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% |
| 0.5884 R ISWP US0003M P 05/12/2030 | 0.02% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% |
| CAS 2015-C03 2M2 05.1683 07/25/2025 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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% |
| 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% |
| GBP/USD 06/17/2020 BCAP-FX | 0.02% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% |
| MESSER INDUST TLB L+250 03.9501 03/01/2026 | 0.02% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% |
| POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| SPST 2019-11 A 00.9183 10/24/2020 | 0.02% |
| STACR 2014-HQ3 M3 04.9183 10/25/2024 | 0.02% |
| STACR 2019-FTR3 B2 05.2873 09/25/2047 | 0.02% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| UKRPI P 3.3875 R 03/15/28 | 0.02% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% |
| CAS 2015-C02 1M2 04.1683 05/25/2025 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 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% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.02% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.02% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.02% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 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% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.02% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.02% |
| SPST 2020-2 A 00.9983 03/26/2021 | 0.02% |
| VALVOLINE INC P/P 144A 04.3750 08/15/2025 | 0.02% |
| APACHE CORP 04.3750 10/15/2028 | 0.02% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 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% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.02% |
| EUR/USD CALL 1.14 20201118 BANKAM | 0.02% |
| EUR/USD CALL 1.14 20201118 GSFX | 0.02% |
| FNR 2019-43 JS IO 05.8818 08/25/2049 | 0.02% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| NZD/USD 07/15/2020 BCAP-FX | 0.02% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.02% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| 0.5975 R ISWP US0003M P 05/12/2030 | 0.01% |
| 0.71729 R ISWP US0003M P 05/21/2030 | 0.01% |
| 0.7176 R ISWP US0003M P 05/21/2030 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.01% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| RAG-STIFTUNG REGS 00.0000 02/18/2021 | 0.01% |
| RUB/USD 09/16/2020 GSFX | 0.01% |
| STACR 2015-HQ1 M3 03.9683 03/25/2025 | 0.01% |
| STACR 2018-DNA2 M2 02.3183 12/25/2030 | 0.01% |
| STACR 2019-HQA2 B2 11.4183 04/25/2049 | 0.01% |
| STACR 2019-HQA3 B1 03.1683 09/25/2049 | 0.01% |
| TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 | 0.01% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.01% |
| CAS 2016-C05 2B 10.9183 01/25/2029 | 0.01% |
| CAS 2018-C03 1B1 03.9183 10/25/2030 | 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% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.01% |
| FNR 2019-73 SC IO 05.8818 12/25/2049 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.01% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.01% |
| IDR/USD 08/19/2020 BCAP-FX | 0.01% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.01% |
| MBX.FN30.550.08 R USL1M P 01/12/39 GS | 0.01% |
| MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| TESLA INC CV 02.0000 05/15/2024 | 0.01% |
| YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.835 R ISWP US0003M P 05/15/2050 | 0.01% |
| 0.90 R ISWP FWD CDOR03 P 06/17/2025 | 0.01% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.01% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| CPTFEMU R 0.961 P 05/15/40 | 0.01% |
| FNR 2013-18 SB IO 05.9818 10/25/2041 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| GNR 2010-68 SD IO 06.4093 06/20/2040 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| OPTN FN30 2.5 06/04/20 CALL 104.1875 JPMC | 0.01% |
| STACR 2017-HQA1 M2 03.7183 08/25/2029 | 0.01% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.01% |
| SWPTN 3MX5Y P 0.439 USD 08/06/2020 CI | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% |
| CAS 2017-C03 1M2 03.1683 10/25/2029 | 0.01% |
| CAS 2018-C05 1B1 04.4183 01/25/2031 | 0.01% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| EVERBRIDGE P/P 144A CV 00.1250 12/15/2024 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| GBP/USD 06/17/2020 CSI-FX | 0.01% |
| GBP/USD 06/17/2020 HSBCB | 0.01% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% |
| MSBAM 2013-C11 D P/P 144A 04.3529 08/15/2046 | 0.01% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.01% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| BSCMS 2007-T26 AJ 05.4325 01/12/2045 | 0.01% |
| CAS 2018-C04 2B1 04.6683 12/25/2030 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% |
| FHR 4937 MS IO 05.8664 12/25/2049 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| FNR 2019-38 SC IO 05.8818 07/25/2049 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| NZD/USD 07/15/2020 BANKAM | 0.01% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.01% |
| SERVICENOW IN CV 00.0000 06/01/2022 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| 1.20 R ISWP FWD AUDBB6M P 06/17/2030 | 0.01% |
| CAS 2017-C04 2M2 03.0183 11/25/2029 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| EMIR 2020-1 B1 04.9260 01/25/2030 | 0.01% |
| FHR 3408 EK 25.0542 04/15/2037 | 0.01% |
| GNR 2016-77 SL IO 05.9793 03/20/2043 | 0.01% |
| INTELSAT S.A. TLB3 L+275 06.0000 11/27/2023 | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| JPMCC 2013-LC11 D 04.1675 04/15/2046 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| AUD/USD 07/15/2020 BANKAM | 0.01% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 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% |
| CPURNSA R 0.835 P 04/30/25 | 0.01% |
| GBP/USD 06/17/2020 GSFX | 0.01% |
| GBP/USD 06/17/2020 TDBK | 0.01% |
| GNR 2019-89 JS IO 05.8793 04/20/2049 | 0.01% |
| HUBSPOT INC CV 00.2500 06/01/2022 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| LVMH MOET HENNESSY VUITT CV PFD | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| STMICROELECTRONICS N.V. REGS 00.0000 07/03/2022 | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.01% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% |
| VODAFONE GROUP PLC REGS 00.0000 11/26/2020 | 0.01% |
| XERO INVESTMENTS LTD REGS 02.3750 10/04/2023 | 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% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 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 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.01% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.01% |
| NZD/USD 07/15/2020 WPAC | 0.01% |
| OMIR 2019-1A B1B 04.5183 07/25/2029 | 0.01% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.01% |
| STACR 2019-HQA1 B2 12.4183 02/25/2049 | 0.01% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.01% |
| TPMT 2018-5 M1 P/P 144A 00.0000 07/25/2058 | 0.01% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | 0.01% |
| 0.286 R ISWP SES3M P 03/03/2030 | 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% |
| BSCMS 2006-PW11 C P/P 144A 05.7751 03/11/2039 | 0.01% |
| CAS 2020-SBT1 1M2 03.6500 02/25/2040 | 0.01% |
| CHENIERE ENERGY INC CV 04.2500 03/15/2045 | 0.01% |
| COMM 2014-CR16 C 04.9277 04/10/2047 | 0.01% |
| CPURNSA R 0.8525 P 05/01/25 | 0.01% |
| DBUBS 2011-LC2A D P/P 144A 05.5297 07/10/2044 | 0.01% |
| DP WORLD PLC REGS 01.7500 06/19/2024 | 0.01% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.01% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% |
| FNR 2018-86 DS IO 05.9318 12/25/2048 | 0.01% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.01% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.01% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.01% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IQIYI INC P/P USD 02.0000 04/01/2025 | 0.01% |
| JPMBB 2013-C12 C 04.0998 07/15/2045 | 0.01% |
| MSRR 2010-R4 4B 02.8658 02/26/2037 | 0.01% |
| OMIR 2019-1A B1A 03.6683 07/25/2029 | 0.01% |
| SPST 2019-WL1 A 00.8183 08/25/2052 | 0.01% |
| STACR 2019-DNA1 M2 02.8183 01/25/2049 | 0.01% |
| SWPTN 10YX10Y P 0.445 EUR 03/27/2030 GS | 0.01% |
| TALEND SA P/P 144A CV 01.7500 09/01/2024 | 0.01% |
| TWD/USD 08/19/2020 BANKAM | 0.01% |
| WAMU 2005-AR10 1A3 04.1333 09/25/2035 | 0.01% |
| WAMU 2005-AR13 A1C3 00.6583 10/25/2045 | 0.01% |
| 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% |
| 0.6915 R ISWP US0003M P 04/22/2030 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| AUD/USD PUT 0.62 20200715 GSFX | 0.00% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.00% |
| CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.00% |
| CAS 2015-C01 1M2 04.4683 02/25/2025 | 0.00% |
| COMM 2014-CR17 E P/P 144A 04.8474 05/10/2047 | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| NEXITY SA CV PFD | 0.00% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.00% |
| REYNOLDS GROUP TL L+300 04.4628 02/05/2023 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| 0.3125 R ISWP SES3M P 03/02/2030 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CPURNSA P 1.3475 R 05/01/30 | 0.00% |
| DELIVERY HERO AG REGS 00.2500 01/23/2024 | 0.00% |
| FNR 2005-83 QP 16.9566 11/25/2034 | 0.00% |
| GBP/USD 06/17/2020 RBSF | 0.00% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IOS.FN30.350.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.450.11 R USL1M P 01/12/42 CS | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MTU AERO ENGINES AG REGS 00.1250 05/17/2023 | 0.00% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.00% |
| NZD/USD 07/15/2020 TDBK | 0.00% |
| OWENS CORNING 04.2000 12/01/2024 | 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% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.00% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.00% |
| STACR 2019-DNA2 M2 02.6183 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 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% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.00% |
| USD/JPY PUT 106.00 20200701 BANKAM | 0.00% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.00% |
| 0.10 R ISWP FWD SES3M P 06/17/2025 | 0.00% |
| 0.9065 R ISWP US0003M P 05/14/2050 | 0.00% |
| BALTA 2005-8 21A1 03.7532 10/25/2035 | 0.00% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.00% |
| BERRY PLASTICS TLY L+200 03.8985 07/01/2026 | 0.00% |
| CAD/USD 07/15/2020 RBSF | 0.00% |
| CAS 2016-C05 2M2 04.6183 01/25/2029 | 0.00% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.00% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 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% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CPURNSA P 1.345 R 04/30/30 | 0.00% |
| EQUINIX INC 05.3750 05/15/2027 | 0.00% |
| FSPC T-57 1AX IO 00.3773 07/25/2043 | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| HCA INC 05.2500 06/15/2026 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPY/USD 08/19/2020 SSBT | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.0822 07/15/2046 | 0.00% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 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% |
| 0.664 R ISWP US0003M P 04/24/2030 | 0.00% |
| 0.66726 R ISWP US0003M P 04/24/2030 | 0.00% |
| 0.805 R ISWP US0003M P 05/04/2050 | 0.00% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| ARBY'S TLB L+275 04.4095 02/05/2025 | 0.00% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.00% |
| AUD/USD 07/15/2020 GSFX | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.00% |
| CAS 2018-C01 1M2 02.4183 07/25/2030 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CENTENE CORP 04.7500 05/15/2022 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| DIAMOND SPORTS TLB L+325 03.4200 08/24/2026 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EUR/USD 06/17/2020 BANKAM | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 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% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.00% |
| SCIENTIFIC GAMES TLB5 L+275 03.4765 08/14/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STEARNS HLDG LLC CLASS B WTS | 0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 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% |
| 8X8 INC CV 00.5000 02/01/2024 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSMC 2006-C5 AX IO 00.8836 12/15/2039 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3018 06/25/2042 | 0.00% |
| GBP/USD 06/17/2020 WPAC | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 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.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JPY/USD 08/19/2020 GSFX | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 0.00% |
| OPTN FN30 3.5 06/04/20 CALL 105.59375 JPMC | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 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 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% |
| SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WPX ENERGY INC 08.2500 08/01/2023 | 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% |
| 0.26407 R ISWP US0003M P 05/21/2022 | 0.00% |
| 0.649 R ISWP US0003M P 04/29/2030 | 0.00% |
| 0.701 R ISWP FWD GBL6M P 12/18/2021 | 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% |
| AUD/USD 07/15/2020 RBSF | 0.00% |
| CAD/USD 07/15/2020 BCAP-FX | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| EUR/CHF PUT 1.00 20200615 GSFX | 0.00% |
| EUR/CHF PUT 1.03 20200615 GSFX | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3314 PO PO 00.0000 11/15/2036 | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3841 10/25/2041 | 0.00% |
| FNS 366 22 IO 04.5000 10/25/2035 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| GBP/USD 06/17/2020 BANKAM | 0.00% |
| GBP/USD 06/17/2020 CITI | 0.00% |
| GBP/USD 06/17/2020 UBS | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 08/19/2020 BANKAM | 0.00% |
| HKD/USD 08/19/2020 UBS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.09 R USL1M P 01/12/40 CS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JC PENNEY CORP INC 07.4000 04/01/2037 | 0.00% |
| JO-ANN STORES TL L+500 06.0000 10/16/2023 | 0.00% |
| JPY/USD 08/19/2020 BANKAM | 0.00% |
| JPY/USD 08/19/2020 CITI | 0.00% |
| JPY/USD 08/19/2020 HSBCB | 0.00% |
| JPY/USD 08/19/2020 JPMCB | 0.00% |
| JPY/USD 08/19/2020 RBSF | 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% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NZD/USD 07/15/2020 JPMCB | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| OPTN FN30 3.0 06/04/20 CALL 105.40625 JPMC | 0.00% |
| STEARNS HLD/CO P/P 144A 05.0000 11/05/2024 | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 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% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.00% |
| 0.07 R ISWP SES3M P 03/02/2022 | -0.00% |
| 0.6814 R ISWP US0003M P 04/20/2030 | -0.00% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -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% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 06/17/2020 GSFX | -0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 1YX10Y 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% |
| USD/JPY PUT 102.00 20200701 BANKAM | -0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | -0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.00% |
| CAD/USD 07/15/2020 WPAC | -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 JP | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | -0.00% |
| -0.30 R ISWP FWD EUR006M P 06/17/2025 | -0.00% |
| 0.334 R ISWP US0003M P 05/15/2025 | -0.00% |
| 0.65 R ISWP US0003M P 05/26/2030 | -0.00% |
| 0.6732 R ISWP US0003M P 05/14/2030 | -0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.00% |
| CAD/USD 07/15/2020 UBS | -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 BCAP-FX | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CZK/USD 06/17/2020 BANKAM | -0.00% |
| JPY/USD 08/19/2020 UBS | -0.00% |
| NZD/USD 07/15/2020 RBSF | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 0.67619 R ISWP US0003M P 04/24/2030 | -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.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -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 11MX10Y P 2.7725 USD 02/26/2021 MS | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | -0.01% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -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.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| EUR/USD 06/17/2020 CITI | -0.01% |
| SWPTN 10YX10Y R 0.445 EUR 03/27/2030 GS | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| CAD/USD 07/15/2020 TDBK | -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% |
| OPTN FN30 3.5 06/04/20 PUT 105.59375 JPMC | -0.01% |
| SGD/USD 08/19/2020 JPMCB | -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% |
| 0.38588 R ISWP US0003M P 05/21/2025 | -0.01% |
| CAD/USD 07/15/2020 JPMCB | -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% |
| EUR/GBP CALL 0.94 20200803 UBS | -0.01% |
| EUR/GBP CALL 0.95 20200818 BANKAM | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% |
| 0.328 R ISWP US0003M P 05/01/2022 | -0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.01% |
| CAD/USD 07/15/2020 CITI | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -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% |
| 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 ML | -0.01% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -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% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -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 HSBCB | -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 ML | -0.01% |
| EUR/USD 06/17/2020 TDBK | -0.01% |
| 0.3175 R ISWP US0003M P 05/04/2022 | -0.01% |
| 0.40 R ISWP FWD SONIA 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 CSI-FX | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NZD/USD 07/15/2020 GSFX | -0.01% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 1.10 R ISWP FWD NFIX3MID P 06/17/2030 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| NZD/USD 07/15/2020 CITI | -0.01% |
| CHF/USD 06/17/2020 GSFX | -0.02% |
| CHF/USD 06/17/2020 JPMCB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.02% |
| NZD/USD 07/15/2020 HSBCB | -0.02% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.02% |
| AUD/USD 07/15/2020 SSBT | -0.02% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -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% |
| 0.353 R ISWP FWD US0003M P 08/17/2025 | -0.02% |
| CAD/USD 07/15/2020 BANKAM | -0.02% |
| EUR/USD 06/17/2020 BCAP-FX | -0.02% |
| 1.30 R ISWP FWD NOKOIB6M 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 MS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -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% |
| 0.7275 R ISWP US0003M P 04/22/2030 | -0.02% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| 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 CG | -0.02% |
| EUR/USD 06/17/2020 HSBCB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 MS | -0.02% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 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 MS | -0.02% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.02% |
| 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 CS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| MBX.FN30.450.09 P USL1M R 01/12/40 GS | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| EUR/USD 06/17/2020 UBS | -0.03% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% |
| 0.385 R ISWP US0003M P 05/21/2025 | -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 BA | -0.03% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.03% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.03% |
| 0.4135 R ISWP US0003M P 04/20/2022 | -0.03% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% |
| 0.90 R ISWP FWD NFIX3MID P 06/17/2025 | -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% |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2050 | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.03% |
| AUD/USD 07/15/2020 UBS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -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% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% |
| CPTFEMU P 0.935 R 05/15/40 | -0.04% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.04% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% |
| 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.04% |
| CAD/USD 07/15/2020 SSBT | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.04% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.05% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.05% |
| CPTFEMU P 0.93 R 05/15/40 | -0.05% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.05% |
| 1.60 R ISWP CDOR03 P 02/24/2030 | -0.05% |
| OPTN FN30 3.0 06/04/20 PUT 105.40625 JPMC | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| EUR/USD 06/17/2020 SSBT | -0.05% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.05% |
| EUR/USD 06/17/2020 JPMCB | -0.05% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.06% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.06% |
| 1.134 R ISWP CDOR03 P 03/11/2050 | -0.06% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.06% |
| CPURNSA R 1.703 P 11/29/24 | -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% |
| CPTFEMU R 1.4 P 07/15/27 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CPURNSA P 0.95 R 03/18/30 | -0.07% |
| CPURNSA R 1.7625 P 12/10/24 | -0.07% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.07% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.07% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.07% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.07% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.07% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.07% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.07% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.08% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.08% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.08% |
| SWPTN 3MX5Y R 0.353 USD 08/13/2020 BC | -0.08% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.08% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.08% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.09% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.09% |
| SWPTN 3MX30Y P 0.794 USD 07/30/2020 JP | -0.09% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.09% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.09% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.09% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.09% |
| NOK/USD 06/17/2020 RBSF | -0.10% |
| GNMA GII30 TBA 03.5000 06/01/2050 | -0.10% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.10% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.10% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.11% |
| NOK/USD 06/17/2020 GSFX | -0.11% |
| OPTN FN30 2.5 06/04/20 PUT 103.96875 JPMC | -0.11% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.11% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.11% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.11% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.12% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.12% |
| CPURNSA P 1.165 R 03/11/30 | -0.12% |
| CPURNSA R 1.71 P 11/21/24 | -0.12% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.12% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.13% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.13% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.14% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.14% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.14% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.14% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.14% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.14% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.14% |
| OPTN FN30 2.5 06/04/20 PUT 104.1875 JPMC | -0.14% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.14% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.15% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.15% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.15% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.15% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.16% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.16% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.16% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.16% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.17% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.17% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.18% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.19% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.19% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.19% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.19% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.20% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.20% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.21% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.21% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.22% |
| UKRPI R 3.4425 P 07/15/49 | -0.22% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.22% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.23% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.23% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.23% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.26% |
| SWPTN 13WX5Y R 0.4525 USD 07/06/2020 BC | -0.28% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.30% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.33% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.34% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.34% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.36% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.36% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.36% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.39% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.43% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.53% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.62% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.63% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.67% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.99% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.92% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.99% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -2.01% |
| US 5YR NOTE (CBT) SEP20 FVU0 | -4.74% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2050 | -9.98% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -131.38% |
| US 10YR NOTE (CBT)JUN20 TYM0 | 22.11% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 8.31% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2050 | 3.79% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2050 | 3.60% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2050 | 2.22% |
| GNMA GII30 TBA 04.0000 05/01/2050 | 2.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.81% |
| TREASURY BILL 00.0000 06/11/2020 | 1.46% |
| TREASURY BILL 00.0000 09/10/2020 | 1.40% |
| 3.096 R ISWP US0003M P 12/03/2029 | 1.14% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2050 | 1.11% |
| TREASURY BILL 00.0000 05/05/2020 | 1.07% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 1.00% |
| US ULTRA BOND CBT JUN20 WNM0 | 0.97% |
| GNMA GII30 TBA 04.5000 05/01/2050 | 0.83% |
| TREASURY BILL 00.0000 08/20/2020 | 0.82% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.79% |
| TREASURY BILL 00.0000 07/23/2020 | 0.78% |
| FNMA FN30 TBA UMBS 05.5000 05/01/2050 | 0.78% |
| TREASURY BILL 00.0000 08/06/2020 | 0.76% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.76% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.73% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.71% |
| 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% |
| TREASURY BILL 00.0000 09/24/2020 | 0.68% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.63% |
| TREASURY BILL 00.0000 08/13/2020 | 0.63% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.61% |
| CAS 2015-C04 1M2 06.1873 04/25/2028 | 0.58% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.56% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.56% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.53% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.53% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.50% |
| TREASURY BILL 00.0000 05/21/2020 | 0.50% |
| WFRBS 2012-C10 D P/P 144A 04.5766 12/15/2045 | 0.50% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.48% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.48% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.47% |
| MATCHPOINT FINANCE PLC 57666AEF5 DCP 05/15/2020 | 0.46% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.46% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.46% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.46% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.45% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.44% |
| WFRBS 2013-C15 D P/P 144A 04.6430 08/15/2046 | 0.44% |
| OMIR 2018-1A M2 03.3373 07/25/2028 | 0.43% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.42% |
| TREASURY BILL 00.0000 07/09/2020 | 0.42% |
| CWALT 2005-59 1A1 01.0028 11/20/2035 | 0.42% |
| CAS 2017-C02 2B1 05.9873 09/25/2029 | 0.42% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.41% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.40% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.38% |
| CFCRE 2011-C2 E P/P 144A 05.9304 12/15/2047 | 0.38% |
| CAS 2016-C02 1B 12.7373 09/25/2028 | 0.37% |
| GNR 2018-164 AS IO 05.3818 12/20/2048 | 0.35% |
| TREASURY BILL 00.0000 09/03/2020 | 0.35% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.35% |
| GNR 2018-H03 XI IO 02.3134 02/20/2068 | 0.35% |
| FNR 2016-96 ST IO 05.6128 12/25/2046 | 0.35% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.35% |
| GNR 2016-H23 NI IO 02.5817 10/20/2066 | 0.34% |
| TREASURY BILL 00.0000 05/07/2020 | 0.34% |
| AMCOR FINANCE USA INC 0234D4EU2 DCP 05/28/2020 | 0.34% |
| THUNDER BAY FUNDING LLC 88602TGM9 DCP 07/21/2020 | 0.34% |
| GNR 2020-7 SK IO 05.3318 01/20/2050 | 0.34% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.33% |
| TREASURY BILL 00.0000 06/25/2020 | 0.33% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.33% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.32% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.32% |
| HVMLT 2005-2 1A 01.2383 05/19/2035 | 0.31% |
| CWALT 2006-OA10 4A1 00.6773 08/25/2046 | 0.31% |
| WFCM 2013-LC12 D P/P 144A 04.4120 07/15/2046 | 0.31% |
| AON CORP 03739NE49 DCP 05/04/2020 | 0.31% |
| BAKER HUGHES A GE CO LLC 05722EE19 DCP 05/01/2020 | 0.31% |
| BARCLAYS BANK PLC CCP 06742VFD8 DCP 08/21/2020 | 0.31% |
| CHARIOT FUNDING LLC 15963TG94 DCP 07/09/2020 | 0.31% |
| CHARIOT FUNDING LLC 15963TGA1 DCP 07/10/2020 | 0.31% |
| EI DU PONT DE NEMOURS & CO 2635J4EV0 DCP 05/29/2020 | 0.31% |
| ENBRIDGE US INC 29251UEF1 DCP 05/15/2020 | 0.31% |
| ENGIE SA 29287AFQ8 DCP 06/24/2020 | 0.31% |
| ENGIE SA 29287AHB9 DCP 08/11/2020 | 0.31% |
| ETP LEGACY LP 29277EE18 DCP 05/01/2020 | 0.31% |
| EVERSOURCE ENERGY 30040XE10 DCP 05/01/2020 | 0.31% |
| EXPORT DEVELOPMENT CANADA 30215GEL2 DCP 05/20/2020 | 0.31% |
| FIDELITY NATIONAL INFORMATION 31621YEF2 DCP 05/15/2020 | 0.31% |
| GENERAL MOTORS FINANCIAL CO I 37046TE18 DCP 05/01/2020 | 0.31% |
| MONDELEZ INTERNATIONAL INC 60920VEV0 DCP 05/29/2020 | 0.31% |
| NATIONAL GRID USA 6362P2F19 DCP 06/01/2020 | 0.31% |
| OLD LINE FUNDING LLC 01.1126 09/09/2020 | 0.31% |
| VICTORY RECEIVABLES CORP 92646KGH9 DCP 07/17/2020 | 0.31% |
| WRKCO INC 92940XEE3 DCP 05/14/2020 | 0.31% |
| CHARTA LLC 16115VKP3 DCP 10/23/2020 | 0.31% |
| OLD LINE FUNDING LLC 67983TKG0 DCP 10/16/2020 | 0.31% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.31% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.30% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.30% |
| SAMI 2006-AR7 A1A 00.6973 08/25/2036 | 0.30% |
| STACR 2015-DNA2 B 08.0373 12/25/2027 | 0.29% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.29% |
| GNR 2018-H02 EI IO 02.3755 01/20/2068 | 0.29% |
| GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047 | 0.29% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029 | 0.29% |
| REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.28% |
| JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047 | 0.28% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.28% |
| AMERICAN HONDA FINANCE CORP 02665JE55 DCP 05/05/2020 | 0.28% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.28% |
| STACR 2015-DNA3 B 09.8373 04/25/2028 | 0.28% |
| GNR 2018-H05 BI IO 02.5674 02/20/2068 | 0.27% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.27% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.27% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.26% |
| GNR 2013-9 S IO 06.0318 01/20/2043 | 0.26% |
| CMLTI 2007-AMC3 A2D 00.8373 03/25/2037 | 0.26% |
| GNR 2017-H10 MI IO 01.4095 04/20/2067 | 0.25% |
| GNR 2018-H02 HI IO 02.3462 01/20/2068 | 0.25% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.25% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.24% |
| FHR 4265 SD IO 05.2860 01/15/2035 | 0.24% |
| CARMX 2020-2 D 06.8700 05/17/2027 | 0.24% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.24% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.24% |
| JPMBB 2014-C25 D P/P 144A 04.0939 11/15/2047 | 0.23% |
| CWALT 2006-OA7 1A2 02.8105 06/25/2046 | 0.23% |
| GNR 2018-105 SG IO 05.5318 08/20/2048 | 0.23% |
| GNR 2018-104 SD IO 05.4818 08/20/2048 | 0.23% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.23% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2050 | 0.23% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.23% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.23% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.22% |
| FNR 2016-62 GS IO 05.6128 09/25/2046 | 0.22% |
| GNR 2017-160 S IO 05.4818 10/20/2043 | 0.22% |
| TREASURY BILL 00.0000 06/18/2020 | 0.22% |
| GNR 2018-H05 AI IO 02.5344 02/20/2068 | 0.22% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.22% |
| BCAP 2011-RR3 3A6 03.5680 11/27/2036 | 0.22% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.21% |
| OPTN FN30 2.5 06/04/20 CALL 103.96875 JPMC | 0.21% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.21% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.21% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.21% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.21% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.21% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.20% |
| GNR 2018-H15 EI IO 01.8581 08/20/2068 | 0.20% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.20% |
| CAS 2016-C03 1B 12.2373 10/25/2028 | 0.20% |
| GNR 2018-100 S IO 05.4818 07/20/2048 | 0.20% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.20% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.20% |
| GNR 2013-152 SJ IO 05.4318 05/20/2041 | 0.19% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.19% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.19% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.19% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.19% |
| LVMH MOET HENNESSY LOUIS VUIT 55078TES2 DCP 05/26/2020 | 0.19% |
| METLIFE SHORT TERM FUNDING LL 59157TE17 DCP 05/01/2020 | 0.19% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.19% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.19% |
| GNR 2015-H12 AI IO 01.8547 05/20/2065 | 0.18% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.18% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.18% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.18% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.18% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.18% |
| FNR 2019-47 SA IO 05.5628 08/25/2049 | 0.18% |
| GNR 2017-H18 FI IO 02.4050 09/20/2067 | 0.18% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.18% |
| GNR 2017-H08 NI IO 02.4135 03/20/2067 | 0.18% |
| GNR 2018-H04 IO IO 02.6657 02/20/2068 | 0.18% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.18% |
| COMM 2012-CR3 E P/P 144A 04.9096 10/15/2045 | 0.18% |
| GNR 2015-H15 BI IO 02.7497 06/20/2065 | 0.18% |
| GNR 2018-H01 XI IO 02.3369 01/20/2068 | 0.18% |
| CPTFEMU P 1.71 R 07/15/37 | 0.18% |
| FNR 2019-34 SL IO 05.5628 07/25/2049 | 0.18% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.18% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.17% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.17% |
| DBALT 2006-AR4 A2 00.6773 12/25/2036 | 0.17% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.17% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.17% |
| GNR 2017-H06 BI IO 02.3927 02/20/2067 | 0.17% |
| GNR 2017-H16 JI IO 02.4340 08/20/2067 | 0.17% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.17% |
| STACR 2015-HQA2 B 10.9873 05/25/2028 | 0.17% |
| ARGENTINE REPUBLIC USD 07.5000 04/22/2026 | 0.17% |
| FNMA FN30 TBA UMBS 05.0000 05/01/2050 | 0.17% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.17% |
| GNR 2016-77 SC IO 05.3818 10/20/2045 | 0.17% |
| GNR 2017-H12 QI IO 01.9090 05/20/2067 | 0.17% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.16% |
| FHR 4742 S IO 05.3860 12/15/2047 | 0.16% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.16% |
| AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.16% |
| BSMF 2006-AR2 2A1 00.7173 09/25/2046 | 0.16% |
| GSR 2007-OA1 2A3A 00.7973 05/25/2037 | 0.16% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.16% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.16% |
| GNR 2018-91 SH IO 05.5318 07/20/2048 | 0.16% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.16% |
| UKRPI P 3.665 R 12/15/28 | 0.16% |
| SPRINT CORP 07.8750 09/15/2023 | 0.16% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.16% |
| GNR 2017-H16 IO 02.3231 08/20/2067 | 0.16% |
| MSC 2012-C4 E P/P 144A 05.5997 03/15/2045 | 0.16% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.16% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.16% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.16% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.16% |
| CSAIL 2015-C1 D P/P 144A 03.9121 04/15/2050 | 0.16% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.16% |
| ENBRIDGE US INC 29251UE53 DCP 05/05/2020 | 0.16% |
| GNR 2014-4 SG IO 05.3818 01/20/2044 | 0.16% |
| GNR 2017-H20 HI IO 02.3001 10/20/2067 | 0.16% |
| 1.70 R ISWP FWD US0003M P 03/18/2027 | 0.15% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.15% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.15% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.15% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.15% |
| CAS 2018 - C01 1B1 04.0373 07/25/2030 | 0.15% |
| JPMBB 2014-C18 E P/P 144A 04.4705 02/15/2047 | 0.15% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.15% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.15% |
| AHM 2007-1 GA1C 00.6773 05/25/2047 | 0.15% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.15% |
| FNR 2018-44 SA IO 05.7128 06/25/2048 | 0.15% |
| GNR 2017-H03 HI IO 01.5611 01/20/2067 | 0.15% |
| GNR 2018-67 SC IO 05.4818 05/20/2048 | 0.15% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.15% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.15% |
| GNR 2015-H03 CI IO 01.7162 01/20/2065 | 0.15% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.14% |
| GNR 2016-H22 AI IO 02.5041 10/20/2066 | 0.14% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.14% |
| GNR 2017-H06 MI IO 02.2449 02/20/2067 | 0.14% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.14% |
| CWALT 2006-OA10 3A1 00.6773 08/25/2046 | 0.14% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.14% |
| CAS 2016-C01 1B 12.2373 08/25/2028 | 0.14% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.14% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.14% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.14% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.14% |
| OPTN FN30 2.5 06/04/20 CALL 104.1875 JPMC | 0.14% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.14% |
| GNR 2015-H23 BI IO 01.7445 09/20/2065 | 0.14% |
| WFRBS 2012-C9 E P/P 144A 04.9711 11/15/2045 | 0.14% |
| GNR 2015-H08 CI IO 01.7939 03/20/2065 | 0.14% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.14% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.14% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.14% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.14% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.13% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.13% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.13% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.13% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.13% |
| SWPTN 13WX5Y P 0.4525 USD 07/06/2020 BC | 0.13% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.13% |
| CAS 2017-C06 2M2 03.2873 02/25/2030 | 0.13% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.13% |
| HCA INC. 05.3750 09/01/2026 | 0.13% |
| STACR 2018-DNA2 B1 04.1873 12/25/2030 | 0.13% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.13% |
| GNR 2015-H20 BI IO 02.2651 08/20/2065 | 0.13% |
| GNR 2017-H09 IO IO 01.5357 04/20/2067 | 0.13% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.13% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.13% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.13% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.13% |
| DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 | 0.13% |
| FHR 4731 QS IO 05.3860 11/15/2047 | 0.13% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.13% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.12% |
| GNR 2016-H16 EI IO 02.4040 06/20/2066 | 0.12% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.12% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.12% |
| GNR 2017-H05 CI IO 02.3424 02/20/2067 | 0.12% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.12% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.12% |
| GNR 2015-H15 AI IO 01.8204 06/20/2065 | 0.12% |
| GNR 2017-H03 EI IO 02.4820 01/20/2067 | 0.12% |
| GNR 2019-125 SG IO 05.3318 10/20/2049 | 0.12% |
| GNR 2016-H04 HI IO 02.3811 07/20/2065 | 0.12% |
| GNR 2014-119 SA IO 04.8818 08/20/2044 | 0.12% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.12% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.12% |
| STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.12% |
| CAS 2019-HRP1 B1 09.7373 11/25/2039 | 0.12% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.12% |
| GSAA 2006-8 2A2 00.6673 05/25/2036 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.12% |
| TREASURY BILL 00.0000 07/16/2020 | 0.12% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.12% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% |
| SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.12% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | 0.12% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.12% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.12% |
| NAVISTAR INTL TLB L+350 04.2200 11/06/2024 | 0.12% |
| STATE OF QATAR P/P 144A 04.4000 04/16/2050 | 0.11% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.11% |
| CAS 2017-C03 1B1 05.3373 10/25/2029 | 0.11% |
| FNR 2011-101 SA IO 05.4128 10/25/2041 | 0.11% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.11% |
| GNR 2016-H12 AI IO 01.6528 07/20/2065 | 0.11% |
| GNR 2015-H18 BI IO 02.7156 07/20/2065 | 0.11% |
| GNR 2016-H27 EI IO 02.0847 12/20/2066 | 0.11% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.11% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.11% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.11% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.11% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.11% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.11% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.11% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.11% |
| AES CORP/THE 05.5000 04/15/2025 | 0.11% |
| GNR 2017-H11 TI IO 02.0796 04/20/2067 | 0.11% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.11% |
| ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 0.11% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.11% |
| VIRGIN MEDIA FIN PLC P/P 144A 04.5000 01/15/2025 | 0.11% |
| BACM 2005-1 C 05.6647 11/10/2042 | 0.11% |
| GNR 2016-H18 IO IO 01.6520 08/20/2066 | 0.11% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.11% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.10% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.10% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.10% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.10% |
| ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.10% |
| GNR 2014-H25 BI IO 01.6880 12/20/2064 | 0.10% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.10% |
| GNR 2016-H08 AI IO 01.9954 08/20/2065 | 0.10% |
| GNR 2017-H11 DI IO 01.8649 05/20/2067 | 0.10% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.10% |
| CWALT 2006-OA10 2A1 00.6773 08/25/2046 | 0.10% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.10% |
| SEK/USD 06/17/2020 SSBT | 0.10% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.10% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.10% |
| COMM 2013-CR9 D P/P 144A 04.3862 07/10/2045 | 0.10% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.10% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.10% |
| STATE OF QATAR P/P 144A 03.4000 04/16/2025 | 0.10% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.10% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.10% |
| PRICELINE GRO CV 00.9000 09/15/2021 | 0.10% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.10% |
| GNR 2016-H14 IO IO 01.6800 06/20/2066 | 0.10% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.10% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.10% |
| GNR 2018-H01 IO IO 02.3752 12/20/2067 | 0.10% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.10% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.10% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.10% |
| STACR 2016-HQA3 M3 04.3373 03/25/2029 | 0.10% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.10% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.10% |
| CWALT 2006-OA10 1A1 02.8305 08/25/2046 | 0.10% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.10% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.09% |
| CAS 2017-C01 1B1 06.2373 07/25/2029 | 0.09% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.09% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.09% |
| GNR 2015-H10 BI IO 02.4932 04/20/2065 | 0.09% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.09% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.09% |
| EVERSOURCE ENERGY 30040XEB8 DCP 05/11/2020 | 0.09% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.09% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.09% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.09% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.09% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.09% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.09% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.09% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.09% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.09% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.09% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.09% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.09% |
| GNR 2015-H23 DI IO 01.8649 09/20/2065 | 0.09% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.09% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.09% |
| STACR 2016-HQA2 M3 05.6373 11/25/2028 | 0.09% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.09% |
| CAS 2016-C03 1M2 05.7873 10/25/2028 | 0.09% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.09% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.09% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.09% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.09% |
| GNR 2015-H24 AI IO 02.4023 09/20/2065 | 0.09% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.09% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.09% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.09% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.09% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.09% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.09% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.09% |
| BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.09% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.09% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.09% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.09% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.09% |
| TREASURY BILL 00.0000 06/04/2020 | 0.09% |
| CCMFC 2006-4A A2 00.6673 11/25/2047 | 0.09% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.09% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.09% |
| GNR 2016-H17 KI IO 02.7788 07/20/2066 | 0.09% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.09% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.09% |
| UKRPI P 3.34 R 03/15/28 | 0.09% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.09% |
| UKRPI P 3.385 R 11/15/24 | 0.09% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.08% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.08% |
| GNR 2014-46 SA IO 05.3818 03/20/2044 | 0.08% |
| GNR 2016-H06 CI IO 01.7036 02/20/2066 | 0.08% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.08% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.08% |
| GNR 2016-H24 JI IO 02.3764 11/20/2066 | 0.08% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.08% |
| MWST 2019-1 A 01.2873 06/25/2052 | 0.08% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.08% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.08% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.08% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.08% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.08% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.08% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.08% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.08% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.08% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.08% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.08% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.08% |
| AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.08% |
| CAS 2016-C06 1B 09.7373 04/25/2029 | 0.08% |
| SPRINT CORP 07.6250 03/01/2026 | 0.08% |
| DEXCOM INC CV 00.7500 12/01/2023 | 0.08% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.08% |
| GNR 2017-H02 BI IO 02.4550 01/20/2067 | 0.08% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.08% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.08% |
| BIOMARIN PHARMA CV 00.5990 08/01/2024 | 0.08% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.08% |
| ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.08% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.08% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.08% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.08% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.08% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.08% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.08% |
| 1.39 R ISWP NFIX3MID P 12/17/2024 | 0.08% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.08% |
| BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.08% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.08% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.08% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.08% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.08% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.08% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.07% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.07% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.07% |
| STACR 2017-DNA1 B1 05.4373 07/25/2029 | 0.07% |
| UKRPI P 3.4025 R 03/15/28 | 0.07% |
| 1.36 R ISWP NFIX3MID P 12/18/2024 | 0.07% |
| 1.3625 R ISWP NFIX3MID P 12/13/2024 | 0.07% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.07% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.07% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.07% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.07% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.07% |
| ENVESTNET INC CV 01.7500 06/01/2023 | 0.07% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.07% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.07% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.07% |
| CAS 2017-C06 2B1 04.9373 02/25/2030 | 0.07% |
| DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 | 0.07% |
| GNR 2015-H01 BI IO 01.5591 01/20/2065 | 0.07% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.07% |
| CAS 2019-R04 2B1 05.7373 06/25/2039 | 0.07% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.07% |
| GNR 2014-60 SE IO 05.3818 04/20/2044 | 0.07% |
| OWENS CORNING 04.2000 12/01/2024 | 0.07% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.07% |
| JPALT 2007-A2 12A1 00.6873 06/25/2037 | 0.07% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.07% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.07% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.07% |
| GNR 2017-H06 DI IO 01.7721 02/20/2067 | 0.07% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.07% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.07% |
| MWST 2018-W1 A 01.3373 11/25/2051 | 0.07% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.07% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.07% |
| BALTA 2005-7 21A1 04.2486 09/25/2035 | 0.07% |
| CWALT 2006-OA7 1A1 02.7995 06/25/2046 | 0.07% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.07% |
| ISTAR INC 04.7500 10/01/2024 | 0.07% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.07% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.07% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.07% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.07% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.07% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.07% |
| WAYFAIR INC CV 01.1250 11/01/2024 | 0.07% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.07% |
| ZYNGA INC P/P 144A CV 00.2500 06/01/2024 | 0.07% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.06% |
| FHR 3919 SA IO 05.6860 09/15/2041 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| ISTAR INC 04.2500 08/01/2025 | 0.06% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.06% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.06% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.06% |
| CHEGG INC CV 00.1250 03/15/2025 | 0.06% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% |
| GNR 2020-15 CS IO 05.3318 12/02/2021 | 0.06% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.06% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 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% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.06% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% |
| FHS 326 S2 IO 05.1360 03/15/2044 | 0.06% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.06% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.06% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.06% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.06% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.06% |
| CAS 2015-C01 2M2 05.0373 02/25/2025 | 0.06% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.06% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.06% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.06% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.06% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.06% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.06% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.06% |
| OPTN FN30 3.0 06/04/20 CALL 105.40625 JPMC | 0.06% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.06% |
| GNR 2013-182 SY IO 05.3818 12/20/2043 | 0.06% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.06% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.06% |
| APERGY CORP 06.3750 05/01/2026 | 0.06% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.06% |
| GNR 2014-H06 BI IO 01.4640 02/20/2064 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| II-VI INC CV 00.2500 09/01/2022 | 0.06% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% |
| STACR 2018-HQA1 M2 02.7873 09/25/2030 | 0.06% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.06% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.06% |
| CAS 2019-R06 2B1 04.2373 09/25/2039 | 0.06% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.06% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.06% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.06% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.06% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.06% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.06% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.06% |
| SPRINT CORP 07.2500 09/15/2021 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 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% |
| FNR 2010-35 SG IO 05.9128 04/25/2040 | 0.06% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.06% |
| HCA INC 05.2500 06/15/2026 | 0.06% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.06% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.06% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.06% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.06% |
| WIX LTD USD 00.0000 07/01/2023 | 0.06% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.06% |
| CAS 2018-C02 2M2 02.6873 08/25/2030 | 0.06% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.06% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.06% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.06% |
| FHS 311 S1 IO 05.1360 08/15/2043 | 0.06% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.06% |
| GFL ENVIRONMENTAL TLB L+300 04.0000 05/31/2025 | 0.06% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.06% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.06% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.06% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.06% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.06% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.06% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.06% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.06% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.06% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.06% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% |
| STACR 2016-DNA1 B 10.4873 07/25/2028 | 0.06% |
| TENNANT CO 05.6250 05/01/2025 | 0.06% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.05% |
| CAS 2020-R01 1B1 03.7373 01/25/2040 | 0.05% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.05% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.05% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.05% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% |
| REFINITIV TLB L+325 03.6536 10/01/2025 | 0.05% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.05% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.05% |
| GNR 2014-58 SA IO 05.3818 04/20/2044 | 0.05% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.05% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.05% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.05% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.05% |
| BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.05% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.05% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.05% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.05% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.05% |
| NETFLIX INC 04.8750 04/15/2028 | 0.05% |
| SOLENIS 1STL L+400 05.6133 06/26/2025 | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.05% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.05% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.05% |
| ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 | 0.05% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.05% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.05% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.05% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.05% |
| BMIR 2017-1 B1 P/P 144A 05.2373 10/25/2027 | 0.05% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.05% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| GNR 2019-78 SJ IO 05.3318 06/20/2049 | 0.05% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.05% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.05% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.05% |
| UKRPI P 3.34 R 02/15/28 | 0.05% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.05% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.05% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.05% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.05% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.05% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.05% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.05% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.05% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.05% |
| REYNOLDS GROUP TL L+300 04.4628 02/05/2023 | 0.05% |
| SEK/USD 06/17/2020 GSFX | 0.05% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.05% |
| AES CORP/THE 06.0000 05/15/2026 | 0.05% |
| CEC ENTERTAINMENT INC L+650 07.5720 08/30/2026 | 0.05% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.05% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.05% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.05% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.05% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.05% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.05% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.05% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.05% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.05% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.05% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.05% |
| GNR 2010-20 SC IO 05.4318 02/20/2040 | 0.05% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.05% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.05% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.05% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.05% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% |
| PETSMART INC TLB L+400 05.0000 03/11/2022 | 0.05% |
| Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.05% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.05% |
| STACR 2017-DNA2 B1 05.6373 10/25/2029 | 0.05% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.05% |
| WERNER TLB L+400 04.4376 07/24/2024 | 0.05% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.05% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.04% |
| CAS 2018-C02 2B1 04.4873 08/25/2030 | 0.04% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.04% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.04% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.04% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.04% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.04% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.04% |
| ARBY'S TLB L+275 04.4095 02/05/2025 | 0.04% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| GNR 2013-129 SN IO 05.4318 09/20/2043 | 0.04% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.04% |
| GNR 2013-99 VS IO 05.3059 07/16/2043 | 0.04% |
| HMIR 2019-1 M2 P/P 144A 03.7373 05/25/2029 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 | 0.04% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.04% |
| TALBOTS TLB L+700 08.4501 11/28/2022 | 0.04% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.04% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.04% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.04% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.04% |
| CAS 2017-C07 2M2 02.9873 05/25/2030 | 0.04% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.04% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.04% |
| OPTN FN30 2.5 06/04/20 PUT 104.28125 JPMC | 0.04% |
| STACR 2018-DNA3 B2 08.2373 09/25/2048 | 0.04% |
| UKRPI P 3.381 R 11/15/24 | 0.04% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.04% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% |
| KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 | 0.04% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.04% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.04% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.04% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.04% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.04% |
| GARDA WORLD TLB L+475 06.6903 10/30/2026 | 0.04% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.04% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% |
| UKRPI P 3.42 R 12/15/24 | 0.04% |
| 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.04% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.04% |
| CAS 2015-C02 2M2 04.4873 05/25/2025 | 0.04% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.04% |
| GNR 2019-99 KS IO 05.3318 08/20/2049 | 0.04% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.04% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.04% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.04% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.04% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.04% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.04% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% |
| OMIR 2017-1A M2 P/P 144A 04.4873 04/25/2027 | 0.04% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.04% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.04% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.04% |
| TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027 | 0.04% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.04% |
| CAS 2017-C07 1B1 04.4873 05/25/2030 | 0.04% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.04% |
| FNR 2012-36 SN IO 05.9628 04/25/2042 | 0.04% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.04% |
| METLIFE INC P/P 144A 09.2500 04/08/2038 | 0.04% |
| MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.04% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.04% |
| PLURALSIGHT CV 00.3750 03/01/2024 | 0.04% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.04% |
| SEK/USD 06/17/2020 BANKAM | 0.04% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.04% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.04% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% |
| GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.04% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.04% |
| SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.04% |
| SEK/USD 06/17/2020 JPMCB | 0.04% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.04% |
| STACR 2017-DNA3 B1 04.9373 03/25/2030 | 0.04% |
| STACR 2018-HQA2 B1 04.7373 10/25/2048 | 0.04% |
| STACR 2018-HQA2 B2 11.4873 10/25/2048 | 0.04% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.04% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.04% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.04% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.04% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 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% |
| WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.04% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.04% |
| CAS 2017-C05 1B1 04.0873 01/25/2030 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| CMLTI 2007-AMC3 A2B 00.6673 03/25/2037 | 0.04% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.04% |
| DIVERSEY TL L+300 03.7592 09/06/2024 | 0.04% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.04% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.04% |
| GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.04% |
| NOK/USD 06/17/2020 BCAP-FX | 0.04% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.04% |
| SILICON LABOR CV 01.3750 03/01/2022 | 0.04% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.04% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.04% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.04% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.04% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.03% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.03% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.03% |
| CPURNSA R 0.41 P 03/18/25 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| GBP/USD 06/17/2020 JPMCB | 0.03% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.03% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.03% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.03% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% |
| STACR 2019-DNA2 B2 10.9873 03/25/2049 | 0.03% |
| TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.03% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.03% |
| CAS 2018-C06 2B1 04.5873 03/25/2031 | 0.03% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.03% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.03% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.03% |
| ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.03% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.03% |
| LENNAR CORP 05.8750 11/15/2024 | 0.03% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.03% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.03% |
| PROVINCIA DE BUENOS 29.6535 05/31/2022 | 0.03% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.03% |
| SWPTN 11MX10Y R 2.7725 USD 02/26/2021 MS | 0.03% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 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% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.03% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 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% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| FNR 2019-57 KS IO 05.5628 10/25/2049 | 0.03% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| STACR 2018-DNA1 B1 03.6373 07/25/2030 | 0.03% |
| ATOTECH TLB1 L+300 04.4501 01/31/2024 | 0.03% |
| CARRIAGE SVCS INC P/P 144A 06.6250 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.7 2047-01-17 500.0 01/17/2047 MS | 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% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.03% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.03% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.03% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.03% |
| OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.03% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.03% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.03% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.03% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.03% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.03% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.03% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| SEK/USD 06/17/2020 RBSF | 0.03% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.03% |
| SPST 2019-7 A 01.6285 09/24/2020 | 0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.03% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 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% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.03% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.03% |
| CAS 2018-C06 2M2 02.5873 03/25/2031 | 0.03% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.03% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.03% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.03% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.03% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.03% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% |
| L BRANDS INC 07.5000 06/15/2029 | 0.03% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.03% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.03% |
| SEK/USD 06/17/2020 TDBK | 0.03% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.03% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.03% |
| 8X8 INC CV 00.5000 02/01/2024 | 0.03% |
| AMERICA MOVIL SAB DE CV REGS 00.0000 05/28/2020 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% |
| CAS 2018-C06 1B1 04.2373 03/25/2031 | 0.03% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.03% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.03% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.03% |
| SEK/USD 06/17/2020 HSBCB | 0.03% |
| STACR 2019-DNA1 B2 11.2373 01/25/2049 | 0.03% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.03% |
| AES CORP/THE 05.1250 09/01/2027 | 0.03% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.03% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.03% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% |
| CAS 2016-C04 1B 10.7373 01/25/2029 | 0.03% |
| CAS 2017-C07 2B1 04.9373 05/25/2030 | 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.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.03% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.03% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.03% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.03% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.03% |
| STMICROELECTRONICS NV REGS 00.2500 07/03/2024 | 0.03% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| 1.195 R ISWP NOKOIB6M P 03/19/2030 | 0.02% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.02% |
| CAS 2020-R02 2B1 04.6609 01/25/2040 | 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% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.02% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.02% |
| SEK/USD 06/17/2020 UBS | 0.02% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.02% |
| TEVA PHARMA NE P/P 144A 07.1250 01/31/2025 | 0.02% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.02% |
| UKRPI P 3.3875 R 03/15/28 | 0.02% |
| ASURION TLB7 L+300 03.4036 11/03/2024 | 0.02% |
| BERRY PLASTICS TLY L+200 03.8985 07/01/2026 | 0.02% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.02% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| GNR 2019-83 SY IO 05.3818 07/20/2049 | 0.02% |
| GNR 2019-96 SY IO 05.3818 08/20/2049 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.02% |
| IHEARTMEDIA TLB L+300 04.6595 04/29/2026 | 0.02% |
| NETFLIX INC 05.8750 02/15/2025 | 0.02% |
| TOTAL SA REGS 00.5000 12/02/2022 | 0.02% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.02% |
| CFMT 2019-HB1 M5 P/P 144A 06.0000 12/25/2029 | 0.02% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.02% |
| CWALT 2005-38 A3 00.8373 09/25/2035 | 0.02% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.02% |
| FHR 4839 WS IO 05.2860 08/15/2056 | 0.02% |
| FNR 2006-8 HP 22.7801 03/25/2036 | 0.02% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 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% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.02% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.02% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.02% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% |
| OCI NV P/P 144A 05.2500 11/01/2024 | 0.02% |
| ORYX TLB L+400 06.0536 05/22/2026 | 0.02% |
| SIKA AG REGS 00.1500 06/05/2025 | 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% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.02% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% |
| CAS 2016-C03 2M2 06.3873 10/25/2028 | 0.02% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 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.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| GBP/USD 06/17/2020 SSBT | 0.02% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.02% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.02% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.02% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.02% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% |
| AUD/USD PUT 0.62 20200715 GSFX | 0.02% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% |
| CAS 2019-R01 2M2 02.9373 07/25/2031 | 0.02% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 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 CG | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 05.1000 12/31/2049 | 0.02% |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.02% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.02% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% |
| GESTAMP FUND LUX SA REGS 03.5000 05/15/2023 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2012-H29 AI IO 01.4359 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.4359 10/20/2062 | 0.02% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| ISTAR INC. 05.2500 09/15/2022 | 0.02% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.02% |
| MBX.FN30.450.10 R USL1M P 01/12/41 BC | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.02% |
| QORVO INC 05.5000 07/15/2026 | 0.02% |
| 1.20 R ISWP FWD AUDBB6M P 06/17/2030 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.02% |
| AUD/USD 07/15/2020 WPAC | 0.02% |
| CAS 2020-SBT1 1B1 06.7500 02/25/2040 | 0.02% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.02% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.02% |
| OKTA INC P/P 144A CV 00.1250 09/01/2025 | 0.02% |
| STACR 2019-FTR3 B2 05.7466 09/25/2047 | 0.02% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| APACHE CORP 05.1000 09/01/2040 | 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 GS | 0.02% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.02% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.02% |
| FNR 2015-42 LS IO 05.7128 06/25/2045 | 0.02% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.02% |
| FNR 2019-5 SA IO 05.6128 03/25/2049 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.02% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.02% |
| NZD/USD 07/15/2020 UBS | 0.02% |
| SEA LTD P/P 144A 01.0000 12/01/2024 | 0.02% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 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 CG | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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 GS | 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% |
| COUPA SOFTWAR P/P 144A CV 00.1250 06/15/2025 | 0.02% |
| CPURNSA R 0.77 P 03/11/25 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| EUROPCAR MOBILITY GROUP REGS 04.1250 11/15/2024 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.02% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.02% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.02% |
| KRONOS TLB L+300 03.3296 11/01/2023 | 0.02% |
| STACR 2019-DNA3 B2 08.6373 07/25/2049 | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| BMIR 2018-2A B1 P/P 144A 03.1373 08/25/2028 | 0.02% |
| CAS 2015-C03 2M2 05.4873 07/25/2025 | 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 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% |
| MESSER INDUST TLB L+250 03.9501 03/01/2026 | 0.02% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| STACR 2014-HQ3 M3 05.2373 10/25/2024 | 0.02% |
| STACR 2018-HQA2 M2 02.7873 10/25/2048 | 0.02% |
| STACR 2019-DNA2 B1 04.8373 03/25/2049 | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% |
| CAS 2015-C02 1M2 04.4873 05/25/2025 | 0.02% |
| CHEMOURS CO 05.3750 05/15/2027 | 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% |
| CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 | 0.02% |
| GBP/USD 06/17/2020 BCAP-FX | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.02% |
| MONGODB INC P/P 144A CV 00.2500 01/15/2026 | 0.02% |
| POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.02% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% |
| USD/JPY PUT 106.00 20200701 BANKAM | 0.02% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% |
| 0.2475 R ISWP FWD SES3M P 01/25/2022 | 0.02% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.02% |
| AUD/USD 07/15/2020 HSBCB | 0.02% |
| BASF SE REGS 00.9250 03/09/2023 | 0.02% |
| BROOKFIELD RESID 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% |
| 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% |
| GBP/USD 06/17/2020 GSFX | 0.02% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.02% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% |
| NZD/USD 07/15/2020 SSBT | 0.02% |
| PINDUODUO INC P/P 144A 00.0000 10/01/2024 | 0.02% |
| SEK/USD 06/17/2020 CITI | 0.02% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.02% |
| STACR 2015-HQ1 M3 04.2873 03/25/2025 | 0.02% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.02% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| AUD/USD 07/15/2020 TDBK | 0.01% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FNR 2013-18 SB IO 05.6628 10/25/2041 | 0.01% |
| FNR 2019-43 JS IO 05.5628 08/25/2049 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.01% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| SPST 2019-11 A 01.3198 10/24/2020 | 0.01% |
| SPST 2020-2 A 01.3173 03/26/2021 | 0.01% |
| STACR 2019-HQA2 B2 11.7373 04/25/2049 | 0.01% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.01% |
| BAYER AG REGS 00.0500 06/15/2020 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.01% |
| EUR/USD 06/17/2020 GSFX | 0.01% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.01% |
| FNR 2019-73 SC IO 05.5628 12/25/2049 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| JO-ANN STORES 2NDL L+925 10.2500 05/21/2024 | 0.01% |
| MBX.FN30.550.08 R USL1M P 01/12/39 GS | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| RAG-STIFTUNG REGS 00.0000 02/18/2021 | 0.01% |
| STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 | 0.01% |
| TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 | 0.01% |
| YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.01% |
| CAS 2016-C05 2B 11.2373 01/25/2029 | 0.01% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| GBP/USD 06/17/2020 HSBCB | 0.01% |
| GBP/USD 06/17/2020 TDBK | 0.01% |
| GNR 2010-68 SD IO 05.8618 06/20/2040 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.01% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.01% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.01% |
| SERVICENOW IN CV 00.0000 06/01/2022 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| STACR 2018-DNA2 M2 02.6373 12/25/2030 | 0.01% |
| STACR 2019-HQA3 B1 03.4873 09/25/2049 | 0.01% |
| TESLA INC CV 02.0000 05/15/2024 | 0.01% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.01% |
| BSCMS 2007-T26 AJ 05.5420 01/12/2045 | 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.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.01% |
| MSBAM 2013-C11 D P/P 144A 04.4981 08/15/2046 | 0.01% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.01% |
| SEK/USD 06/17/2020 CSI-FX | 0.01% |
| STACR 2017-HQA1 M2 04.0373 08/25/2029 | 0.01% |
| VAIL RESORTS INC P/P 144A 06.2500 05/15/2025 | 0.01% |
| 0.40 R ISWP FWD SONIA P 06/17/2030 | 0.01% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% |
| 0.90 R ISWP FWD CDOR03 P 06/17/2025 | 0.01% |
| CAS 2017-C03 1M2 03.4873 10/25/2029 | 0.01% |
| CAS 2018-C03 1B1 04.2373 10/25/2030 | 0.01% |
| FHR 4937 MS IO 05.2360 12/25/2049 | 0.01% |
| FNR 2019-38 SC IO 05.5628 07/25/2049 | 0.01% |
| GNR 2016-77 SL IO 05.4318 03/20/2043 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| JO-ANN STORES TL L+500 06.0000 10/16/2023 | 0.01% |
| JPMCC 2013-LC11 D 04.3064 04/15/2046 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| NZD/USD 07/15/2020 BCAP-FX | 0.01% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| -0.30 R ISWP FWD EUR006M P 06/17/2025 | 0.01% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% |
| CAS 2018-C05 1B1 04.7373 01/25/2031 | 0.01% |
| EMIR 2020-1 B1 04.9260 01/25/2030 | 0.01% |
| EVERBRIDGE P/P 144A CV 00.1250 12/15/2024 | 0.01% |
| FHR 3408 EK 22.5177 04/15/2037 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| GBP/USD 06/17/2020 CSI-FX | 0.01% |
| GBP/USD 06/17/2020 RBSF | 0.01% |
| INTELSAT S.A. TLB3 L+275 06.0000 11/27/2023 | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.01% |
| 0.2275 R ISWP FWD SES3M P 01/28/2022 | 0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% |
| CAS 2017-C04 2M2 03.3373 11/25/2029 | 0.01% |
| CAS 2018-C04 2B1 04.9873 12/25/2030 | 0.01% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| CPURNSA P 1.3475 R 05/01/30 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| GNR 2019-89 JS IO 05.3318 04/20/2049 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| LVMH MOET HENNESSY VUITT CV PFD | 0.01% |
| STMICROELECTRONICS N.V. REGS 00.0000 07/03/2022 | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% |
| VODAFONE GROUP PLC REGS 00.0000 11/26/2020 | 0.01% |
| XERO INVESTMENTS LTD REGS 02.3750 10/04/2023 | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.24 R ISWP FWD SES3M P 01/21/2022 | 0.01% |
| 1.30 R ISWP FWD NOKOIB6M P 06/17/2030 | 0.01% |
| CPURNSA P 1.345 R 04/30/30 | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| EUR/CHF PUT 1.03 20200615 GSFX | 0.01% |
| EUR/USD 06/17/2020 BANKAM | 0.01% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.01% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.01% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% |
| HUBSPOT INC CV 00.2500 06/01/2022 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.01% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.01% |
| OMIR 2019-1A B1B 04.8373 07/25/2029 | 0.01% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| STACR 2019-HQA1 B2 12.7373 02/25/2049 | 0.01% |
| SWPTN 10YX10Y P 0.445 EUR 03/27/2030 GS | 0.01% |
| TELADOC INC CV 01.3750 05/15/2025 | 0.01% |
| 0.10 R ISWP FWD SES3M P 06/17/2025 | 0.01% |
| 0.7925 R ISWP US0003M P 04/28/2050 | 0.01% |
| BSCMS 2006-PW11 C P/P 144A 05.8015 03/11/2039 | 0.01% |
| COMM 2014-CR17 E P/P 144A 05.0091 05/10/2047 | 0.01% |
| DBUBS 2011-LC2A D P/P 144A 05.7140 07/10/2044 | 0.01% |
| DP WORLD PLC REGS 01.7500 06/19/2024 | 0.01% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.01% |
| FNR 2018-86 DS IO 05.6128 12/25/2048 | 0.01% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.01% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IQIYI INC P/P USD 02.0000 04/01/2025 | 0.01% |
| MSRR 2010-R4 4B 02.7680 02/26/2037 | 0.01% |
| NEXITY SA CV PFD | 0.01% |
| NZD/USD 07/15/2020 BANKAM | 0.01% |
| OMIR 2019-1A B1A 03.9873 07/25/2029 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SEK/USD 06/17/2020 BCAP-FX | 0.01% |
| SPST 2019-WL1 A 01.1373 08/25/2052 | 0.01% |
| STACR 2019-DNA1 M2 03.1373 01/25/2049 | 0.01% |
| TALEND SA P/P 144A CV 01.7500 09/01/2024 | 0.01% |
| WAMU 2005-AR10 1A3 04.1336 09/25/2035 | 0.01% |
| WAMU 2005-AR13 A1C3 00.9773 10/25/2045 | 0.01% |
| 0.286 R ISWP SES3M P 03/03/2030 | 0.00% |
| 0.6915 R ISWP US0003M P 04/22/2030 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 0.00% |
| CAS 2015-C01 1M2 04.7873 02/25/2025 | 0.00% |
| CHENIERE ENERGY INC CV 04.2500 03/15/2045 | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 05/20/2020 CITI | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 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 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| WESTERN DI CV 01.5000 02/01/2024 | 0.00% |
| -0.30 R ISWP FWD CHL6M P 06/17/2030 | 0.00% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.00% |
| AUD/USD 07/15/2020 BANKAM | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| FNR 2005-83 QP 16.1272 11/25/2034 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IOS.FN30.350.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.450.11 R USL1M P 01/12/42 CS | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MTU AERO ENGINES AG REGS 00.1250 05/17/2023 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.00% |
| STACR 2019-DNA2 M2 02.9373 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.00% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.00% |
| 0.66726 R ISWP US0003M P 04/24/2030 | 0.00% |
| 1.10 R ISWP FWD NFIX3MID P 06/17/2030 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| BALTA 2005-8 21A1 03.7562 10/25/2035 | 0.00% |
| CAS 2016-C05 2M2 04.9373 01/25/2029 | 0.00% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.00% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| EQUINIX INC 05.3750 05/15/2027 | 0.00% |
| FSPC T-57 1AX IO 00.3752 07/25/2043 | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.2184 07/15/2046 | 0.00% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | 0.00% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.00% |
| 0.3125 R ISWP SES3M P 03/02/2030 | 0.00% |
| 0.664 R ISWP US0003M P 04/24/2030 | 0.00% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| CAS 2018-C01 1M2 02.7373 07/25/2030 | 0.00% |
| CENTENE CORP 04.7500 05/15/2022 | 0.00% |
| CHF/USD 06/17/2020 BCAP-FX | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| DIAMOND SPORTS TLB L+325 03.8200 08/24/2026 | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JC PENNEY CORP INC 07.4000 04/01/2037 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.00% |
| NZD/USD 07/15/2020 TDBK | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.00% |
| SCIENTIFIC GAMES TLB5 L+275 03.5215 08/14/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STEARNS HLDG LLC CLASS B WTS | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.00% |
| -0.15 R ISWP FWD EUR006M P 06/17/2030 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% |
| AUD/USD 07/15/2020 GSFX | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| CAD/USD 07/15/2020 RBSF | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.00% |
| CSMC 2006-C5 AX IO 01.0922 12/15/2039 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3015 06/25/2042 | 0.00% |
| GBP/USD 06/17/2020 WPAC | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NOK/USD 06/17/2020 UBS | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2019-HQA1 M2 02.8373 02/25/2049 | 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% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| -0.351 R ISWP FWD EUR006M P 12/18/2024 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/18/2021 | 0.00% |
| -0.60 R ISWP FWD CHL6M P 06/17/2025 | 0.00% |
| 0.25 R ISWP FWD SES3M P 06/17/2030 | 0.00% |
| 0.649 R ISWP US0003M P 04/29/2030 | 0.00% |
| 0.70 R ISWP FWD US0003M P 06/17/2025 | 0.00% |
| 0.701 R ISWP FWD GBL6M P 12/18/2021 | 0.00% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | 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% |
| 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 07/15/2020 RBSF | 0.00% |
| CAD/USD 07/15/2020 BCAP-FX | 0.00% |
| CAD/USD 07/15/2020 UBS | 0.00% |
| CAD/USD 07/15/2020 WPAC | 0.00% |
| CHF/USD 06/17/2020 CITI | 0.00% |
| CHF/USD 06/17/2020 HSBCB | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3314 PO PO 00.0000 11/15/2036 | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3852 10/25/2041 | 0.00% |
| FNR 2013-107 SB IO 05.4628 02/25/2043 | 0.00% |
| FNS 366 22 IO 04.5000 10/25/2035 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| GBP/USD 06/17/2020 BANKAM | 0.00% |
| GBP/USD 06/17/2020 CITI | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 05/20/2020 BCAP-FX | 0.00% |
| HKD/USD 05/20/2020 GSFX | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.09 R USL1M P 01/12/40 CS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 05/20/2020 RBSF | 0.00% |
| JPY/USD 05/20/2020 UBS | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.2101 12/15/2049 | 0.00% |
| NZD/USD 07/15/2020 JPMCB | 0.00% |
| OPTN FN30 3.5 05/06/20 CALL 106.15625 JPMC | 0.00% |
| STEARNS HLD/CO P/P 144A 05.0000 11/05/2024 | 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 1YX10Y R 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 2YX5Y P 2.664 USD 05/24/2021 MS | 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% |
| 0.07 R ISWP SES3M P 03/02/2022 | -0.00% |
| 0.6814 R ISWP US0003M P 04/20/2030 | -0.00% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | -0.00% |
| 1.00 R ISWP FWD CDOR03 P 06/17/2030 | -0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | -0.00% |
| CHF/USD 06/17/2020 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| HKD/USD 05/20/2020 BANKAM | -0.00% |
| HKD/USD 05/20/2020 TDBK | -0.00% |
| HKD/USD 05/20/2020 UBS | -0.00% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | -0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | -0.00% |
| 0.328 R ISWP US0003M P 05/01/2022 | -0.00% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | -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 JP | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CPURNSA R 0.835 P 04/30/25 | -0.00% |
| EUR/CHF PUT 1.00 20200615 GSFX | -0.00% |
| EUR/USD 06/17/2020 BCAP-FX | -0.00% |
| HKD/USD 05/20/2020 HSBCB | -0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | -0.00% |
| 0.30 R ISWP FWD SONIA P 06/17/2025 | -0.00% |
| AUD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 CITI | -0.00% |
| CAD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 HSBCB | -0.00% |
| CAD/USD 07/15/2020 TDBK | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/17/2020 CITI | -0.00% |
| HKD/USD 05/20/2020 SSBT | -0.00% |
| JPY/USD 05/20/2020 BANKAM | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NZD/USD 07/15/2020 RBSF | -0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| AUD/USD PUT 0.59 20200715 GSFX | -0.00% |
| CAD/USD 07/15/2020 JPMCB | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CPURNSA R 0.8525 P 05/01/25 | -0.00% |
| EUR/USD 06/17/2020 WPAC | -0.00% |
| JPY/USD 05/20/2020 JPMCB | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| 0.67619 R ISWP US0003M P 04/24/2030 | -0.00% |
| AUD/USD 07/15/2020 CSI-FX | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/17/2020 RBSF | -0.00% |
| EUR/USD 06/17/2020 TDBK | -0.00% |
| JPY/USD 05/20/2020 WPAC | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 11MX10Y P 2.7725 USD 02/26/2021 MS | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| USD/JPY PUT 102.00 20200701 BANKAM | -0.00% |
| 0.678 R ISWP US0003M P 04/24/2030 | -0.01% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -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 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 ML | -0.01% |
| NZD/USD 07/15/2020 HSBCB | -0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.01% |
| CAD/USD 07/15/2020 BANKAM | -0.01% |
| CZK/USD 06/17/2020 BANKAM | -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% |
| 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-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| GBP/USD 06/17/2020 UBS | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/17/2020 CSI-FX | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NOK/USD 06/17/2020 TDBK | -0.01% |
| NZD/USD 07/15/2020 CITI | -0.01% |
| NZD/USD 07/15/2020 GSFX | -0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| JPY/USD 05/20/2020 GSFX | -0.01% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | -0.01% |
| SWPTN 10YX10Y R 0.445 EUR 03/27/2030 GS | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| USD/JPY PUT 105.00 20200622 BANKAM | -0.01% |
| USD/JPY PUT 105.00 20200622 CITI | -0.01% |
| USD/JPY PUT 105.00 20200622 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 ML | -0.01% |
| OPTN FN30 2.5 06/04/20 PUT 102.96875 JPMC | -0.01% |
| 0.4135 R ISWP US0003M P 04/20/2022 | -0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.01% |
| AUD/USD 07/15/2020 SSBT | -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% |
| JPY/USD 05/20/2020 HSBCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CHF/USD 06/17/2020 GSFX | -0.02% |
| CHF/USD 06/17/2020 JPMCB | -0.02% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.02% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.02% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -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 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| CAD/USD 07/15/2020 SSBT | -0.02% |
| JPY/USD 05/20/2020 SSBT | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| 0.90 R ISWP FWD AUDBB6M 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 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -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% |
| EUR/USD 06/17/2020 SSBT | -0.02% |
| NOK/USD 06/17/2020 CITI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| EUR/USD 06/17/2020 HSBCB | -0.02% |
| 0.7275 R ISWP US0003M P 04/22/2030 | -0.02% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD 06/17/2020 UBS | -0.02% |
| OPTN FN30 2.5 06/04/20 PUT 103.625 JPMC | -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% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| AUD/USD 07/15/2020 UBS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% |
| 0.90 R ISWP FWD NFIX3MID P 06/17/2025 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| MBX.FN30.450.09 P USL1M R 01/12/40 GS | -0.03% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.03% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -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 BA | -0.03% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.03% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | -0.03% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2050 | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.04% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -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 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.7 2047-01-17 300.0 01/17/2047 GS | -0.04% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.04% |
| 1.20 R ISWP FWD NOKOIB6M P 06/17/2025 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.04% |
| NOK/USD 06/17/2020 HSBCB | -0.04% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| OPTN FN30 3.0 06/04/20 PUT 105.40625 JPMC | -0.05% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.05% |
| 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.05% |
| 1.60 R ISWP CDOR03 P 02/24/2030 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| OPTN FN30 3.5 05/06/20 PUT 106.15625 JPMC | -0.05% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.05% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.05% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.05% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.05% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.06% |
| NOK/USD 06/17/2020 BANKAM | -0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.06% |
| NOK/USD 06/17/2020 CSI-FX | -0.06% |
| 1.134 R ISWP CDOR03 P 03/11/2050 | -0.06% |
| JPY/USD 05/20/2020 BCAP-FX | -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 10YX10Y P 1.865 USD 10/10/2029 CI | -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 GS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CPURNSA P 0.95 R 03/18/30 | -0.06% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.06% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.06% |
| CPTFEMU R 1.4 P 07/15/27 | -0.07% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.07% |
| CPURNSA R 1.703 P 11/29/24 | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.07% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.07% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.07% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| CPURNSA R 1.7625 P 12/10/24 | -0.08% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.08% |
| NOK/USD 06/17/2020 SSBT | -0.08% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.08% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.09% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.09% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.09% |
| EUR/USD 06/17/2020 JPMCB | -0.09% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.09% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.09% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.09% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.09% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.10% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.10% |
| GNMA GII30 TBA 03.5000 05/01/2050 | -0.10% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.10% |
| 1.8075 R ISWP FWD NOKOIB3M P 01/25/2022 | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.10% |
| CPURNSA P 1.165 R 03/11/30 | -0.10% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -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% |
| NOK/USD 06/17/2020 RBSF | -0.12% |
| NOK/USD 06/17/2020 GSFX | -0.12% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.12% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.13% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.13% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.13% |
| 1.632 R ISWP US0003M P 12/17/2024 | -0.13% |
| NOK/USD 06/17/2020 JPMCB | -0.13% |
| 1.6445 R ISWP US0003M P 12/13/2024 | -0.13% |
| 1.6815 R ISWP US0003M P 12/18/2024 | -0.13% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.13% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.13% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.13% |
| CPURNSA R 1.71 P 11/21/24 | -0.14% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.14% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.14% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.14% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.14% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.14% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.15% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.15% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.15% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.15% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.15% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.16% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.16% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.16% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.16% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.17% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.17% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.17% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.18% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.18% |
| OPTN FN30 2.5 06/04/20 PUT 104.1875 JPMC | -0.19% |
| OPTN FN30 2.5 06/04/20 PUT 103.96875 JPMC | -0.19% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.19% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.20% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.20% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.20% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.20% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.20% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.21% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.21% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.22% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.22% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.23% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.23% |
| SWPTN 13WX5Y R 0.4525 USD 07/06/2020 BC | -0.24% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.24% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.25% |
| UKRPI R 3.4425 P 07/15/49 | -0.29% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.30% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.34% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.34% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.36% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.36% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.36% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.36% |
| 2.715 R ISWP US0003M P 03/02/2030 | -0.38% |
| 2.7225 R ISWP US0003M P 02/20/2030 | -0.38% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.42% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.44% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.50% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.52% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.57% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.67% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.68% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.71% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.16% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -1.29% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.87% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.94% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.95% |
| US 5YR NOTE (CBT) JUN20 FVM0 | -4.75% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2050 | -10.06% |
| US 2YR NOTE (CBT) JUN20 TUM0 | -61.11% |
| US 10YR NOTE (CBT)JUN20 TYM0 | 21.06% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 04/01/2050 | 11.57% |
| FNMA FN30 TBA UMBS 03.5000 04/01/2050 | 6.62% |
| REPO TRIPA MORTG 0.02 04/01/2020 | 2.88% |
| GNMA GII30 TBA 04.0000 04/01/2050 | 1.98% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.73% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 1.45% |
| TREASURY BILL 00.0000 04/02/2020 | 1.43% |
| TREASURY BILL 00.0000 06/11/2020 | 1.39% |
| TREASURY BILL 00.0000 09/10/2020 | 1.33% |
| 3.096 R ISWP US0003M P 12/03/2029 | 1.06% |
| TREASURY BILL 00.0000 05/05/2020 | 1.02% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.91% |
| US ULTRA BOND CBT JUN20 WNM0 | 0.87% |
| GNMA GII30 TBA 04.5000 04/01/2050 | 0.78% |
| TREASURY BILL 00.0000 08/20/2020 | 0.78% |
| TREASURY BILL 00.0000 07/23/2020 | 0.75% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.75% |
| FNMA FN30 TBA UMBS 05.5000 04/01/2050 | 0.74% |
| TREASURY BILL 00.0000 08/06/2020 | 0.72% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.70% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.68% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.65% |
| TREASURY BILL 00.0000 09/24/2020 | 0.65% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.63% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.63% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.60% |
| TREASURY BILL 00.0000 08/13/2020 | 0.60% |
| CAS 2015-C04 1M2 06.6466 04/25/2028 | 0.58% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.56% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.52% |
| WFRBS 2012-C10 D P/P 144A 04.4295 12/15/2045 | 0.50% |
| AMERICAN EXPRESS CREDIT CORP 02581RD34 DCP 04/03/2020 | 0.50% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.50% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.49% |
| TREASURY BILL 00.0000 05/21/2020 | 0.48% |
| OPTN FN30 2.5 05/06/20 CALL 102.8125 JPMC | 0.48% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.48% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.46% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.44% |
| ENGIE SA 29287ADF4 DCP 04/15/2020 | 0.44% |
| MATCHPOINT FINANCE PLC 57666AEF5 DCP 05/15/2020 | 0.44% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.44% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.44% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.44% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.43% |
| WFRBS 2013-C15 D P/P 144A 04.4936 08/15/2046 | 0.42% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.42% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.41% |
| TREASURY BILL 00.0000 07/09/2020 | 0.40% |
| CWALT 2005-59 1A1 01.1029 11/20/2035 | 0.40% |
| OMIR 2018-1A M2 03.7966 07/25/2028 | 0.38% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.38% |
| CFCRE 2011-C2 E P/P 144A 05.7436 12/15/2047 | 0.38% |
| MARRIOTT INTERNATIONAL INC/MD 57163TDU0 DCP 04/28/2020 | 0.37% |
| GSMS 2014-GC24 D P/P 144A 04.5325 09/10/2047 | 0.35% |
| AMERICAN ELECTRIC POWER CO IN 0255E2D98 DCP 04/09/2020 | 0.34% |
| TREASURY BILL 00.0000 09/03/2020 | 0.34% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.34% |
| TREASURY BILL 00.0000 05/07/2020 | 0.33% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.33% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.33% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.33% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.32% |
| OPTN FN30 3.0 04/08/20 CALL 102.9375 JPMC | 0.32% |
| TREASURY BILL 00.0000 06/25/2020 | 0.32% |
| FNR 2016-96 ST IO 05.1534 12/25/2046 | 0.32% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.32% |
| GNR 2018-164 AS IO 05.3271 12/20/2048 | 0.31% |
| TREASURY BILL 00.0000 04/09/2020 | 0.31% |
| CAS 2017-C02 2B1 06.4466 09/25/2029 | 0.30% |
| GNR 2020-7 SK IO 05.2771 01/20/2050 | 0.30% |
| KEURIG DR PEPPER INC 49271JDD6 DCP 04/13/2020 | 0.30% |
| WFCM 2013-LC12 D P/P 144A 04.2825 07/15/2046 | 0.30% |
| HVMLT 2005-2 1A 01.2700 05/19/2035 | 0.30% |
| GNR 2018-H02 EI IO 02.3753 01/20/2068 | 0.30% |
| 1.7945 R ISWP US0003M P 12/18/2029 | 0.30% |
| ALPINE SECURITIZATION LLC 02088WD80 DCP 04/08/2020 | 0.30% |
| AON CORP 03739NE49 DCP 05/04/2020 | 0.30% |
| BELL CANADA INC 07787PD21 DCP 04/02/2020 | 0.30% |
| COLLATERALIZED COMMERCIAL PAP 19424HDT4 DCP 04/27/2020 | 0.30% |
| EXPORT DEVELOPMENT CANADA 30215GEL2 DCP 05/20/2020 | 0.30% |
| NUTRIEN LTD 67077UD72 DCP 04/07/2020 | 0.30% |
| OLD LINE FUNDING LLC 01.1126 09/09/2020 | 0.30% |
| ROGERS COMMUNICATIONS INC 77511LDD2 DCP 04/13/2020 | 0.30% |
| SHEFFIELD RECEIVABLES CO LLC 82124LDG4 DCP 04/16/2020 | 0.30% |
| UDR INC 90352PD30 DCP 04/03/2020 | 0.30% |
| BARCLAYS BANK PLC CCP 06742VFD8 DCP 08/21/2020 | 0.29% |
| ENGIE SA 29287AFQ8 DCP 06/24/2020 | 0.29% |
| ENGIE SA 29287AHB9 DCP 08/11/2020 | 0.29% |
| CAS 2015-C03 1M2 05.9466 07/25/2025 | 0.29% |
| NATIONAL GRID USA 6362P2F19 DCP 06/01/2020 | 0.29% |
| CWALT 2006-OA10 4A1 01.1366 08/25/2046 | 0.29% |
| GNR 2018-H03 XI IO 02.3194 02/20/2068 | 0.29% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.29% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.28% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.28% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.28% |
| SAMI 2006-AR7 A1A 01.1566 08/25/2036 | 0.28% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.28% |
| GNR 2018-H05 BI IO 01.3637 02/20/2068 | 0.28% |
| GNR 2016-H23 NI IO 02.5101 10/20/2066 | 0.28% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029 | 0.28% |
| CAS 2016-C02 1B 13.1966 09/25/2028 | 0.28% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.28% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.27% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.26% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.26% |
| GNR 2018-H02 HI IO 02.3471 01/20/2068 | 0.26% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.25% |
| MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.25% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.24% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.24% |
| CMLTI 2007-AMC3 A2D 01.2966 03/25/2037 | 0.24% |
| JPMBB 2014-C18 D P/P 144A 04.8036 02/15/2047 | 0.24% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.24% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.24% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.23% |
| FHR 4265 SD IO 05.3954 01/15/2035 | 0.23% |
| TREASURY BILL 00.0000 04/07/2020 | 0.23% |
| TREASURY BILL 00.0000 04/28/2020 | 0.23% |
| GNR 2013-9 S IO 05.9771 01/20/2043 | 0.22% |
| GNR 2018-H05 AI IO 01.3286 02/20/2068 | 0.22% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.22% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.22% |
| CAD/USD 04/15/2020 SSBT | 0.22% |
| GNR 2018-104 SD IO 05.4271 08/20/2048 | 0.22% |
| CWALT 2006-OA7 1A2 02.9059 06/25/2046 | 0.22% |
| BCAP 2011-RR3 3A6 03.7604 11/27/2036 | 0.22% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.22% |
| STACR 2015-DNA2 B 08.4966 12/25/2027 | 0.22% |
| GNR 2017-160 S IO 05.4271 10/20/2043 | 0.21% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.21% |
| TREASURY BILL 00.0000 06/18/2020 | 0.21% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.21% |
| ENBRIDGE US INC 29251UDF2 DCP 04/15/2020 | 0.21% |
| GNR 2018-105 SG IO 05.4771 08/20/2048 | 0.21% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.20% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.20% |
| STACR 2015-DNA3 B 10.2966 04/25/2028 | 0.20% |
| FNR 2016-62 GS IO 05.1534 09/25/2046 | 0.20% |
| GNR 2017-H10 MI IO 01.7152 04/20/2067 | 0.20% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.20% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.20% |
| JPMBB 2014-C25 D P/P 144A 03.9460 11/15/2047 | 0.20% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.20% |
| 1.516 R ISWP US0003M P 02/12/2030 | 0.19% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.19% |
| OPTN FN30 3.5 04/08/20 CALL 103.125 JPMC | 0.19% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.19% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.19% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.19% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.19% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.19% |
| GNR 2018-100 S IO 05.4271 07/20/2048 | 0.19% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.18% |
| GNR 2017-H06 BI IO 02.4094 02/20/2067 | 0.18% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.18% |
| GNR 2015-H12 AI IO 01.9225 05/20/2065 | 0.18% |
| METLIFE SHORT TERM FUNDING LL 59157TE17 DCP 05/01/2020 | 0.18% |
| GNR 2018-H04 IO IO 01.4626 02/20/2068 | 0.18% |
| GNR 2017-H18 FI IO 02.4071 09/20/2067 | 0.17% |
| GNR 2018-H01 XI IO 02.3364 01/20/2068 | 0.17% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.17% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.17% |
| COMM 2012-CR3 E P/P 144A 04.7515 10/15/2045 | 0.17% |
| GNR 2015-H15 BI IO 02.7206 06/20/2065 | 0.17% |
| GNR 2013-152 SJ IO 05.3771 05/20/2041 | 0.17% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.17% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.17% |
| ARGENTINE REPUBLIC USD 07.5000 04/22/2026 | 0.17% |
| BELL CANADA INC 07787PDE5 DCP 04/14/2020 | 0.17% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.17% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.17% |
| FNR 2019-47 SA IO 05.1034 08/25/2049 | 0.17% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.17% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.17% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.17% |
| CPTFEMU P 1.71 R 07/15/37 | 0.17% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.17% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.16% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.16% |
| CSAIL 2015-C1 D P/P 144A 03.7705 04/15/2050 | 0.16% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.16% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.16% |
| FHR 4742 S IO 05.4954 12/15/2047 | 0.16% |
| GNR 2017-H16 JI IO 02.4692 08/20/2067 | 0.16% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.16% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.16% |
| GNR 2017-H12 QI IO 02.1691 05/20/2067 | 0.16% |
| FNMA FN30 TBA UMBS 05.0000 04/01/2050 | 0.16% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.16% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.16% |
| DBALT 2006-AR4 A2 01.1366 12/25/2036 | 0.16% |
| FNR 2019-34 SL IO 05.1034 07/25/2049 | 0.16% |
| BSCMS 2005-PWR7 C 05.1166 02/11/2041 | 0.16% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.16% |
| GNR 2018-H15 EI IO 01.8567 08/20/2068 | 0.16% |
| BSMF 2006-AR2 2A1 01.1766 09/25/2046 | 0.15% |
| GNR 2016-77 SC IO 05.3271 10/20/2045 | 0.15% |
| GSR 2007-OA1 2A3A 01.2566 05/25/2037 | 0.15% |
| MSC 2012-C4 E P/P 144A 05.4195 03/15/2045 | 0.15% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.15% |
| GNR 2017-H16 IO 02.4209 08/20/2067 | 0.15% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.15% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.15% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.15% |
| SPRINT CORP 07.8750 09/15/2023 | 0.15% |
| CAS 2016-C03 1B 12.6966 10/25/2028 | 0.15% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.15% |
| BROADCOM INC 11135MD29 DCP 04/02/2020 | 0.15% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.15% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.15% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.15% |
| CSMC 2008-C1 AJ P/P 144A 05.6098 02/15/2041 | 0.15% |
| ENBRIDGE US INC 29251UE53 DCP 05/05/2020 | 0.15% |
| GNR 2017-H20 HI IO 02.3034 10/20/2067 | 0.15% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.15% |
| GNR 2017-H08 NI IO 01.7152 03/20/2067 | 0.14% |
| GNR 2018-91 SH IO 05.4771 07/20/2048 | 0.14% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.14% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.14% |
| OPTN FN30 3.0 04/08/20 CALL 103.0 JPMC | 0.14% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.14% |
| GNR 2017-H03 HI IO 01.5616 01/20/2067 | 0.14% |
| JPMBB 2014-C18 E P/P 144A 04.3036 02/15/2047 | 0.14% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.14% |
| GNR 2015-H03 CI IO 01.7824 01/20/2065 | 0.14% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.14% |
| GNR 2016-H22 AI IO 02.4311 10/20/2066 | 0.14% |
| 1.70 R ISWP FWD US0003M P 03/18/2027 | 0.14% |
| AHM 2007-1 GA1C 01.8168 05/25/2047 | 0.14% |
| GNR 2017-H06 MI IO 02.2456 02/20/2067 | 0.14% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.14% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.14% |
| CWALT 2006-OA10 3A1 01.1366 08/25/2046 | 0.13% |
| GNR 2014-4 SG IO 05.3271 01/20/2044 | 0.13% |
| GNR 2018-67 SC IO 05.4271 05/20/2048 | 0.13% |
| NAVISTAR INTL TLB L+350 04.2800 11/06/2024 | 0.13% |
| GNR 2015-H08 CI IO 01.8617 03/20/2065 | 0.13% |
| GNR 2015-H23 BI IO 01.8104 09/20/2065 | 0.13% |
| WFRBS 2012-C9 E P/P 144A 04.8111 11/15/2045 | 0.13% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.13% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.13% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.13% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.13% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.13% |
| CAS 2019-HRP1 B1 10.1966 11/25/2039 | 0.13% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.13% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.13% |
| FNR 2018-44 SA IO 05.2534 06/25/2048 | 0.13% |
| GNR 2017-H09 IO IO 01.8181 04/20/2067 | 0.13% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.13% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.12% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.12% |
| UKRPI P 3.665 R 12/15/28 | 0.12% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.12% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.12% |
| STACR 2015-HQA2 B 11.4466 05/25/2028 | 0.12% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.12% |
| GNR 2017-H03 EI IO 02.4827 01/20/2067 | 0.12% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.12% |
| HCA INC 05.3750 09/01/2026 | 0.12% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.12% |
| GNR 2017-H05 CI IO 02.2700 02/20/2067 | 0.12% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.12% |
| SPRINT CORP TLB L+300 04.0000 02/03/2024 | 0.12% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.12% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.12% |
| GNR 2016-H04 HI IO 02.3817 07/20/2065 | 0.12% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.12% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.12% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.12% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.12% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.12% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.11% |
| CAS 2017-C06 2M2 03.7466 02/25/2030 | 0.11% |
| FHR 4731 QS IO 05.4954 11/15/2047 | 0.11% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.11% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.11% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.11% |
| DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 | 0.11% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.11% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.11% |
| BSCMS 2005-PWR7 D 05.1166 02/11/2041 | 0.11% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.11% |
| GSAA 2006-8 2A2 01.1266 05/25/2036 | 0.11% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.11% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.11% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.11% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.11% |
| GNR 2015-H20 BI IO 02.2154 08/20/2065 | 0.11% |
| GNR 2019-125 SG IO 05.2771 10/20/2049 | 0.11% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.11% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.11% |
| GNR 2014-119 SA IO 04.8271 08/20/2044 | 0.11% |
| GNR 2016-H12 AI IO 01.7186 07/20/2065 | 0.11% |
| GNR 2016-H27 EI IO 02.0285 12/20/2066 | 0.11% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.11% |
| CAS 2016-C01 1B 12.6966 08/25/2028 | 0.10% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.10% |
| CAS 2018 - C01 1B1 04.4966 07/25/2030 | 0.10% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.10% |
| GNR 2017-H11 TI IO 02.3185 04/20/2067 | 0.10% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.10% |
| BACM 2005-1 C 05.4820 11/10/2042 | 0.10% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.10% |
| GNR 2016-H18 IO IO 01.7189 08/20/2066 | 0.10% |
| FNR 2011-101 SA IO 04.9534 10/25/2041 | 0.10% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.10% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.10% |
| GNR 2015-H15 AI IO 01.8877 06/20/2065 | 0.10% |
| GNR 2016-H16 EI IO 02.4028 06/20/2066 | 0.10% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.10% |
| GNR 2014-H25 BI IO 01.7549 12/20/2064 | 0.10% |
| GNR 2016-H08 AI IO 02.1999 08/20/2065 | 0.10% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.10% |
| GNR 2017-H11 DI IO 01.8835 05/20/2067 | 0.10% |
| AES CORP/THE 05.5000 04/15/2025 | 0.10% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.10% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.10% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.10% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.10% |
| VIRGIN MEDIA FIN PLC P/P 144A 04.5000 01/15/2025 | 0.10% |
| CWALT 2006-OA10 2A1 01.1366 08/25/2046 | 0.10% |
| GNR 2015-H18 BI IO 02.6435 07/20/2065 | 0.10% |
| GNR 2016-H14 IO IO 01.7451 06/20/2066 | 0.10% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.10% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.10% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.10% |
| CWALT 2006-OA10 1A1 02.9259 08/25/2046 | 0.09% |
| GNR 2018-H01 IO IO 02.3751 12/20/2067 | 0.09% |
| STACR 2018-DNA2 B1 04.6466 12/25/2030 | 0.09% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.09% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.09% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.09% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.09% |
| ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.09% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.09% |
| 1.668 R ISWP US0003M P 01/27/2030 | 0.09% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.09% |
| GNR 2015-H10 BI IO 02.8074 04/20/2065 | 0.09% |
| REPUBLIC OF ECUADOR P/P 144A 09.5000 03/27/2030 | 0.09% |
| SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.09% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.09% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.09% |
| AUD/USD 04/15/2020 SSBT | 0.09% |
| AUD/USD 04/15/2020 UBS | 0.09% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.09% |
| STACR 2016-HQA3 M3 04.7966 03/25/2029 | 0.09% |
| COMM 2013-CR9 D P/P 144A 04.2452 07/10/2045 | 0.09% |
| GNR 2015-H23 DI IO 01.9291 09/20/2065 | 0.09% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.09% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.09% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.09% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.09% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.09% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.09% |
| GNR 2015-H24 AI IO 02.3468 09/20/2065 | 0.09% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.09% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.08% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.08% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.08% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.08% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.08% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.08% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.08% |
| STACR 2016-HQA2 M3 06.0966 11/25/2028 | 0.08% |
| TREASURY BILL 00.0000 06/04/2020 | 0.08% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.08% |
| CCMFC 2006-4A A2 01.1266 11/25/2047 | 0.08% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.08% |
| GNR 2014-46 SA IO 05.3271 03/20/2044 | 0.08% |
| GNR 2016-H17 KI IO 02.7179 07/20/2066 | 0.08% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.08% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| GNR 2016-H06 CI IO 01.6560 02/20/2066 | 0.08% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.08% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.08% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.08% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.08% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.08% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.08% |
| BRAND ENERGY TL L+425 06.0847 06/21/2024 | 0.08% |
| CAS 2017-C03 1B1 05.7966 10/25/2029 | 0.08% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.08% |
| GNR 2016-H24 JI IO 02.3018 11/20/2066 | 0.08% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.08% |
| PRICELINE GRO CV 00.9000 09/15/2021 | 0.08% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.08% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.08% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.08% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.08% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.08% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.08% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.08% |
| MWST 2019-1 A 01.7466 06/25/2052 | 0.08% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.08% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.08% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.08% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.08% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.08% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.08% |
| CAS 2020-R01 1B1 04.1966 01/25/2040 | 0.08% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.08% |
| GNR 2017-H02 BI IO 02.4659 01/20/2067 | 0.08% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.08% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.08% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.08% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.08% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.07% |
| BSCMS 2007-T28 D P/P 144A 05.3491 09/11/2042 | 0.07% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.07% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.07% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.07% |
| AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.07% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.07% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.07% |
| SEK/USD 06/17/2020 SSBT | 0.07% |
| SPRINT CORP 07.6250 03/01/2026 | 0.07% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.07% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.07% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.07% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.07% |
| CEC ENTERTAINMENT INC L+650 07.5720 08/30/2026 | 0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.07% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.07% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.07% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.07% |
| ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.07% |
| CAS 2016-C03 1M2 06.2466 10/25/2028 | 0.07% |
| DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 | 0.07% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.07% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.07% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.07% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.07% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.07% |
| CAS 2017-C01 1B1 06.6966 07/25/2029 | 0.07% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.07% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.07% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.07% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.07% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.07% |
| GNR 2015-H01 BI IO 01.6258 01/20/2065 | 0.07% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.07% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.07% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.07% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.07% |
| AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.07% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.07% |
| GNR 2014-60 SE IO 05.3271 04/20/2044 | 0.07% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.07% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.07% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.07% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.07% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.07% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.07% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.07% |
| OWENS CORNING 04.2000 12/01/2024 | 0.07% |
| ISTAR INC 04.2500 08/01/2025 | 0.06% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.06% |
| MWST 2018-W1 A 01.7966 11/25/2051 | 0.06% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.06% |
| ISTAR INC 04.7500 10/01/2024 | 0.06% |
| JPALT 2007-A2 12A1 01.1466 06/25/2037 | 0.06% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.06% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.06% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.06% |
| BALTA 2005-7 21A1 04.2526 09/25/2035 | 0.06% |
| GNR 2017-H06 DI IO 01.8380 02/20/2067 | 0.06% |
| CAS 2015-C01 2M2 05.4966 02/25/2025 | 0.06% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.06% |
| CWALT 2006-OA7 1A1 02.8523 06/25/2046 | 0.06% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.06% |
| BMIR 2019-4A B1 P/P 144A 04.7966 10/25/2029 | 0.06% |
| FHR 3919 SA IO 05.7954 09/15/2041 | 0.06% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.06% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.06% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% |
| 1.1175 R ISWP FWD US0003M P 03/27/2030 | 0.06% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.06% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.06% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 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% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.06% |
| CAS 2019-R04 2B1 06.1966 06/25/2039 | 0.06% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.06% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.06% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.06% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.06% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.06% |
| FHS 311 S1 IO 05.2454 08/15/2043 | 0.06% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% |
| GNR 2013-182 SY IO 05.3271 12/20/2043 | 0.06% |
| GNR 2014-H06 BI IO 01.5354 02/20/2064 | 0.06% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.06% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.06% |
| STACR 2018-HQA1 M2 03.2466 09/25/2030 | 0.06% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.06% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.06% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.06% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.06% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.06% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.06% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.06% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.06% |
| BIOMARIN PHARMA CV 00.5990 08/01/2024 | 0.06% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.06% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.06% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.06% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.06% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.06% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.06% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.06% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.06% |
| UKRPI P 3.385 R 11/15/24 | 0.06% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.06% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.06% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.06% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.06% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% |
| SPRINT CORP 07.2500 09/15/2021 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.06% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.06% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.06% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.06% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.05% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.05% |
| 1.39 R ISWP NFIX3MID P 12/17/2024 | 0.05% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% |
| GFL ENVIRONMENTAL TLB L+300 03.9910 05/31/2025 | 0.05% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.05% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.05% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.05% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.05% |
| CAS 2018-C02 2M2 03.1466 08/25/2030 | 0.05% |
| CAS 2019-R06 2B1 04.6966 09/25/2039 | 0.05% |
| CREE INC CV 00.8750 09/01/2023 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.05% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.05% |
| UKRPI P 3.34 R 03/15/28 | 0.05% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.05% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.05% |
| ENVESTNET INC CV 01.7500 06/01/2023 | 0.05% |
| FNR 2010-35 SG IO 05.4534 04/25/2040 | 0.05% |
| GNR 2014-58 SA IO 05.3271 04/20/2044 | 0.05% |
| HCA INC 05.2500 06/15/2026 | 0.05% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.05% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.05% |
| TENNANT CO 05.6250 05/01/2025 | 0.05% |
| 1.36 R ISWP NFIX3MID P 12/18/2024 | 0.05% |
| 1.3625 R ISWP NFIX3MID P 12/13/2024 | 0.05% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.05% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.05% |
| II-VI INC CV 00.2500 09/01/2022 | 0.05% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.05% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.05% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.05% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% |
| REFINITIV TLB L+325 04.2394 10/01/2025 | 0.05% |
| STACR 2019-DNA2 B2 11.4466 03/25/2049 | 0.05% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 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 | 0.05% |
| BMIR 2017-1 B1 P/P 144A 05.6966 10/25/2027 | 0.05% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.05% |
| FHS 326 S2 IO 05.2454 03/15/2044 | 0.05% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.05% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.05% |
| NETFLIX INC 04.8750 04/15/2028 | 0.05% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.05% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.05% |
| STACR 2017-DNA1 B1 05.8966 07/25/2029 | 0.05% |
| CAD/USD 04/15/2020 HSBCB | 0.05% |
| CAS 2016-C06 1B 10.1966 04/25/2029 | 0.05% |
| CAS 2017-C06 2B1 05.3966 02/25/2030 | 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% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.05% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.05% |
| UKRPI P 3.4025 R 03/15/28 | 0.05% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.05% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.05% |
| APERGY CORP 06.3750 05/01/2026 | 0.05% |
| BWAY CORP TLB L+325 05.0840 04/03/2024 | 0.05% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.05% |
| DEXCOM INC CV 00.7500 12/01/2023 | 0.05% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.05% |
| GNR 2019-78 SJ IO 05.2771 06/20/2049 | 0.05% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.05% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.05% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.05% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.05% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.05% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.05% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.05% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.05% |
| BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.05% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.05% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.05% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.05% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.05% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.05% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.05% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.05% |
| SOLENIS 1STL L+400 05.6133 06/26/2025 | 0.05% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.05% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.04% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.04% |
| CPURNSA P 1.165 R 03/11/30 | 0.04% |
| ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.04% |
| NZD/USD 04/15/2020 GSFX | 0.04% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.04% |
| REYNOLDS GROUP TL L+300 04.4628 02/05/2023 | 0.04% |
| TALBOTS TLB L+700 08.4501 11/28/2022 | 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% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.04% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.04% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.04% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.04% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.04% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.04% |
| OMIR 2017-1A M2 P/P 144A 04.9466 04/25/2027 | 0.04% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.04% |
| PETSMART INC TLB L+400 05.0000 03/11/2022 | 0.04% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.04% |
| CHEGG INC P/P 144A CV 00.1250 03/15/2025 | 0.04% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| HMIR 2019-1 M2 P/P 144A 04.1966 05/25/2029 | 0.04% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.04% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.04% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.04% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.04% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.04% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% |
| FRONT RANGE BIDC P/P 144A 06.1250 03/01/2028 | 0.04% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% |
| STACR 2018-HQA2 B2 11.9466 10/25/2048 | 0.04% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% |
| 0.6725 R ISWP US0003M P 03/16/2050 | 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% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% |
| GNR 2010-20 SC IO 05.3771 02/20/2040 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.04% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.04% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% |
| WIX LTD USD 00.0000 07/01/2023 | 0.04% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.04% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.04% |
| GNR 2013-99 VS IO 05.3954 07/16/2043 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% |
| KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 | 0.04% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.04% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.04% |
| STACR 2016-DNA1 B 10.9466 07/25/2028 | 0.04% |
| STACR 2019-DNA1 B2 11.6966 01/25/2049 | 0.04% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.04% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.04% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.04% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.04% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.04% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.04% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.04% |
| SEK/USD 06/17/2020 GSFX | 0.04% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.04% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.04% |
| CAS 2015-C02 2M2 04.9466 05/25/2025 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.04% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.04% |
| GARDA WORLD TLB L+475 06.6903 10/23/2026 | 0.04% |
| GNR 2013-129 SN IO 05.3771 09/20/2043 | 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% |
| ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 | 0.04% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% |
| ARBY'S TLB L+275 04.4095 02/05/2025 | 0.04% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.04% |
| CAS 2017-C07 2M2 03.4466 05/25/2030 | 0.04% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.04% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.04% |
| NZD/USD 04/15/2020 CITI | 0.04% |
| 1.07 R ISWP FWD US0003M P 04/02/2030 | 0.04% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% |
| FNR 2012-36 SN IO 05.5034 04/25/2042 | 0.04% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.04% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.04% |
| Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.04% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.04% |
| SEK/USD 06/17/2020 HSBCB | 0.04% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.04% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.04% |
| UBSBB 2012-C2 F P/P 144A 04.8885 05/10/2063 | 0.04% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.04% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.04% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.04% |
| GNR 2019-99 KS IO 05.2771 08/20/2049 | 0.04% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.04% |
| MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.04% |
| OPTN FN30 3.5 04/08/20 CALL 104.03125 JPMC | 0.04% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.04% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.04% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.04% |
| SQUARE INC CV 00.5000 05/15/2023 | 0.04% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.04% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% |
| TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027 | 0.04% |
| WAYFAIR INC CV 01.1250 11/01/2024 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.03% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.03% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.03% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.03% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.03% |
| METLIFE INC P/P 144A 09.2500 04/08/2038 | 0.03% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.03% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.03% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.03% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% |
| CAD/USD 04/15/2020 TDBK | 0.03% |
| CAS 2018-C02 2B1 04.9466 08/25/2030 | 0.03% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.03% |
| CMLTI 2007-AMC3 A2B 01.1266 03/25/2037 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| GBP/USD 06/17/2020 SSBT | 0.03% |
| INPHI CORP CV 00.7500 09/01/2021 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.03% |
| PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 | 0.03% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.03% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.03% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.03% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.03% |
| GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.03% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.03% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.03% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.03% |
| TABULA RASA H P/P 144A CV 01.7500 02/15/2026 | 0.03% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.03% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.03% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 0.03% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.03% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.03% |
| ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.03% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.03% |
| LENNAR CORP 05.8750 11/15/2024 | 0.03% |
| SEK/USD 06/17/2020 BANKAM | 0.03% |
| SEK/USD 06/17/2020 JPMCB | 0.03% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.03% |
| STACR 2017-DNA2 B1 06.0966 10/25/2029 | 0.03% |
| STACR 2018-DNA3 B2 08.6966 09/25/2048 | 0.03% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.03% |
| UKRPI P 3.34 R 02/15/28 | 0.03% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.03% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.03% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.03% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.03% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 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% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.03% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.03% |
| DIVERSEY TL L+300 04.7771 09/06/2024 | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.03% |
| IRONWOOD PHAR P/P 144A CV 01.5000 06/15/2026 | 0.03% |
| L BRANDS INC 07.5000 06/15/2029 | 0.03% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.03% |
| NOK/USD 06/17/2020 BCAP-FX | 0.03% |
| SEK/USD 06/17/2020 RBSF | 0.03% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.03% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.03% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.03% |
| ATOTECH TLB1 L+300 04.4501 01/31/2024 | 0.03% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.03% |
| CAS 2020-SBT1 1B1 06.7500 02/25/2040 | 0.03% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 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% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.03% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.03% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.03% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.03% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.03% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.03% |
| SPST 2019-7 A 01.6285 09/24/2020 | 0.03% |
| STACR 2019-DNA3 B2 09.0966 07/25/2049 | 0.03% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.03% |
| UKRPI P 3.381 R 11/15/24 | 0.03% |
| CAS 2018-C06 2M2 03.0466 03/25/2031 | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.03% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.03% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.03% |
| FNR 2019-57 KS IO 05.1034 10/25/2049 | 0.03% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.03% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.03% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.03% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.03% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.03% |
| AMERICA MOVIL SAB DE CV REGS 00.0000 05/28/2020 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 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 GS | 0.03% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.03% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.03% |
| GBP/USD 06/17/2020 JPMCB | 0.03% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.03% |
| SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.03% |
| STACR 2018-HQA2 B1 05.1966 10/25/2048 | 0.03% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.03% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.02% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.02% |
| CAD/USD 04/15/2020 BANKAM | 0.02% |
| CAS 2017-C07 1B1 04.9466 05/25/2030 | 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 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.02% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.02% |
| PROVINCIA DE BUENOS 33.3673 05/31/2022 | 0.02% |
| SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.02% |
| SILICON LABOR CV 01.3750 03/01/2022 | 0.02% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.02% |
| UKRPI P 3.42 R 12/15/24 | 0.02% |
| 0.7025 R ISWP FWD US0003M P 04/16/2050 | 0.02% |
| 8X8 INC CV 00.5000 02/01/2024 | 0.02% |
| AES CORP/THE 05.1250 09/01/2027 | 0.02% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.02% |
| CAS 2018-C06 2B1 05.0466 03/25/2031 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.02% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.02% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.02% |
| SEK/USD 06/17/2020 TDBK | 0.02% |
| STACR 2017-DNA3 B1 05.3966 03/25/2030 | 0.02% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.02% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.02% |
| BERRY PLASTICS TLY L+200 03.8985 07/01/2026 | 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% |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.02% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.02% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.02% |
| TEVA PHARMA NE P/P 144A 07.1250 01/31/2025 | 0.02% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.02% |
| ASURION TLB7 L+300 03.9894 11/03/2024 | 0.02% |
| AUD/USD 04/15/2020 HSBCB | 0.02% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.02% |
| CFMT 2019-HB1 M5 P/P 144A 06.0000 12/25/2029 | 0.02% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.02% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 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.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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CWALT 2005-38 A3 01.2966 09/25/2035 | 0.02% |
| FNR 2006-8 HP 21.0957 03/25/2036 | 0.02% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.02% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.02% |
| IHEARTMEDIA TLB L+300 04.6595 04/29/2026 | 0.02% |
| L BRANDS INC 06.7500 07/01/2036 | 0.02% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.02% |
| NETFLIX INC 05.8750 02/15/2025 | 0.02% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% |
| ORYX TLB L+400 06.0536 05/22/2026 | 0.02% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.02% |
| STACR 2018-DNA1 B1 04.0966 07/25/2030 | 0.02% |
| STMICROELECTRONICS NV REGS 00.2500 07/03/2024 | 0.02% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% |
| TOTAL SA REGS 00.5000 12/02/2022 | 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% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% |
| CAS 2016-C03 2M2 06.8466 10/25/2028 | 0.02% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 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% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2019-83 SY IO 05.3271 07/20/2049 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.02% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.02% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.02% |
| OCI NV P/P 144A 05.2500 11/01/2024 | 0.02% |
| SEK/USD 06/17/2020 UBS | 0.02% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.02% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| FHR 4839 WS IO 05.3954 08/15/2056 | 0.02% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.02% |
| GNR 2012-H29 AI IO 01.5063 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.5063 10/20/2062 | 0.02% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.02% |
| GNR 2019-96 SY IO 05.3271 08/20/2049 | 0.02% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| ISTAR INC. 05.2500 09/15/2022 | 0.02% |
| MBX.FN30.450.10 R USL1M P 01/12/41 BC | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.02% |
| QORVO INC 05.5000 07/15/2026 | 0.02% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.02% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.02% |
| AUD/USD 04/15/2020 CITI | 0.02% |
| AUD/USD 04/15/2020 GSFX | 0.02% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% |
| CAD/USD 04/15/2020 JPMCB | 0.02% |
| CAS 2017-C07 2B1 05.3966 05/25/2030 | 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.9 2058-09-17 500.0 09/17/2058 JP | 0.02% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.02% |
| FNR 2015-42 LS IO 05.2534 06/25/2045 | 0.02% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.02% |
| SGD/USD 05/20/2020 JPMCB | 0.02% |
| STACR 2014-HQ3 M3 05.6966 10/25/2024 | 0.02% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% |
| CAS 2017-C05 1B1 04.5466 01/25/2030 | 0.02% |
| CAS 2018-C06 1B1 04.6966 03/25/2031 | 0.02% |
| CAS 2019-R01 2M2 03.3966 07/25/2031 | 0.02% |
| CAS 2020-R02 2B1 04.6609 01/25/2040 | 0.02% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 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% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| GBP/USD 06/17/2020 BCAP-FX | 0.02% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| OKTA INC P/P 144A CV 00.1250 09/01/2025 | 0.02% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.02% |
| REVLON CONS TLB L+350 05.1128 09/07/2023 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 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% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 0.02% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% |
| BMIR 2018-2A B1 P/P 144A 03.5966 08/25/2028 | 0.02% |
| CAD/USD 04/15/2020 UBS | 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 JP | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 05.1000 12/31/2049 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.02% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.02% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.02% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.02% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.02% |
| CAD/USD 04/15/2020 RBSF | 0.02% |
| CAS 2015-C02 1M2 04.9466 05/25/2025 | 0.02% |
| CAS 2015-C03 2M2 05.9466 07/25/2025 | 0.02% |
| CAS 2016-C04 1B 11.1966 01/25/2029 | 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-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.02% |
| FNR 2019-5 SA IO 05.1534 03/25/2049 | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.02% |
| KRONOS TLB L+300 04.7633 11/01/2023 | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| STACR 2018-HQA2 M2 03.2466 10/25/2048 | 0.02% |
| SWPTN 11MX10Y R 2.7725 USD 02/26/2021 MS | 0.02% |
| UKRPI P 3.3875 R 03/15/28 | 0.02% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.02% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 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% |
| COUPA SOFTWAR P/P 144A CV 00.1250 06/15/2025 | 0.02% |
| FNR 2013-18 SB IO 05.2034 10/25/2041 | 0.02% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.02% |
| MESSER INDUST TLB L+250 03.9501 03/01/2026 | 0.02% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% |
| SEA LTD P/P 144A 01.0000 12/01/2024 | 0.02% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.02% |
| STACR 2015-HQ1 M3 04.7466 03/25/2025 | 0.02% |
| STACR 2019-HQA3 B1 03.9466 09/25/2049 | 0.02% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.01% |
| AUD/USD 04/15/2020 BCAP-FX | 0.01% |
| BASF SE REGS 00.9250 03/09/2023 | 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% |
| CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.01% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| MONGODB INC P/P 144A CV 00.2500 01/15/2026 | 0.01% |
| NZD/USD 04/15/2020 JPMCB | 0.01% |
| SPST 2019-11 A 01.6785 10/24/2020 | 0.01% |
| SPST 2020-2 A 01.7549 03/26/2021 | 0.01% |
| STACR 2019-FTR3 B2 06.4268 09/25/2047 | 0.01% |
| USD/JPY PUT 106.00 20200416 BANKAM | 0.01% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.01% |
| BAYER AG REGS 00.0500 06/15/2020 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| EMIR 2020-1 B1 04.9260 01/25/2030 | 0.01% |
| FNR 2019-43 JS IO 05.1034 08/25/2049 | 0.01% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| JO-ANN STORES TL L+500 06.0000 10/16/2023 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| PINDUODUO INC P/P 144A 00.0000 10/01/2024 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| STACR 2019-HQA2 B2 12.1966 04/25/2049 | 0.01% |
| SWPTN 3MX10Y P 0.01 EUR 04/30/2020 MS | 0.01% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.01% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.01% |
| TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 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 MS | 0.01% |
| CPURNSA R 0.41 P 03/18/25 | 0.01% |
| EUROPCAR MOBILITY GROUP REGS 04.1250 11/15/2024 | 0.01% |
| GBP/USD 06/17/2020 HSBCB | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.01% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MBX.FN30.550.08 R USL1M P 01/12/39 GS | 0.01% |
| RAG-STIFTUNG REGS 00.0000 02/18/2021 | 0.01% |
| STACR 2019-DNA2 B1 05.2966 03/25/2049 | 0.01% |
| 1.195 R ISWP NOKOIB6M P 03/19/2030 | 0.01% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.01% |
| CAD/USD 04/15/2020 CITI | 0.01% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| FRONT RANGE BIDC P/P 144A 04.0000 03/01/2027 | 0.01% |
| GNR 2010-68 SD IO 05.8071 06/20/2040 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.01% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.01% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.01% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.01% |
| SEK/USD 06/17/2020 CITI | 0.01% |
| STACR 2018-DNA2 M2 03.0966 12/25/2030 | 0.01% |
| TELADOC INC CV 01.3750 05/15/2025 | 0.01% |
| YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 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% |
| BSCMS 2007-T26 AJ 05.4375 01/12/2045 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FHR 4937 MS IO 05.3454 12/25/2049 | 0.01% |
| FNR 2019-73 SC IO 05.1034 12/25/2049 | 0.01% |
| GBP/USD 06/17/2020 GSFX | 0.01% |
| GRUPO-ANTOLIN IRAUSA SA REGS 03.2500 04/30/2024 | 0.01% |
| JO-ANN STORES 2NDL L+925 10.2500 05/21/2024 | 0.01% |
| JPMCC 2013-LC11 D 04.1678 04/15/2046 | 0.01% |
| MSBAM 2013-C11 D P/P 144A 04.3534 08/15/2046 | 0.01% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.01% |
| STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 | 0.01% |
| WAMU 2005-AR10 1A3 04.1209 09/25/2035 | 0.01% |
| 0.40 R ISWP FWD SONIA P 06/17/2030 | 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 JP | 0.01% |
| EVERBRIDGE P/P 144A CV 00.1250 12/15/2024 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| FNR 2019-38 SC IO 05.1034 07/25/2049 | 0.01% |
| GBP/USD 06/17/2020 TDBK | 0.01% |
| GNR 2016-77 SL IO 05.3771 03/20/2043 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.01% |
| SERVICENOW IN CV 00.0000 06/01/2022 | 0.01% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.01% |
| 1.10 R ISWP FWD NFIX3MID P 06/17/2030 | 0.01% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% |
| CAS 2016-C05 2B 11.6966 01/25/2029 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| FHR 3408 EK 22.9578 04/15/2037 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| GBP/USD 06/17/2020 CSI-FX | 0.01% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.01% |
| GNR 2019-89 JS IO 05.2771 04/20/2049 | 0.01% |
| INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.01% |
| OMIR 2019-1A B1B 05.2966 07/25/2029 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| SEK/USD 06/17/2020 CSI-FX | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% |
| 0.286 R ISWP SES3M P 03/03/2030 | 0.01% |
| 0.73705 R ISWP US0003M P 03/27/2030 | 0.01% |
| AUD/USD 04/15/2020 WPAC | 0.01% |
| CAS 2018-C03 1B1 04.6966 10/25/2030 | 0.01% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.01% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.01% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| LVMH MOET HENNESSY VUITT CV PFD | 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% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.01% |
| STACR 2019-HQA1 B2 13.1966 02/25/2049 | 0.01% |
| STMICROELECTRONICS N.V. REGS 00.0000 07/03/2022 | 0.01% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.01% |
| TESLA INC CV 02.0000 05/15/2024 | 0.01% |
| USD/CHF PUT 0.91 20200605 CITI | 0.01% |
| VODAFONE GROUP PLC REGS 00.0000 11/26/2020 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| XERO INVESTMENTS LTD REGS 02.3750 10/04/2023 | 0.01% |
| 0.6725 R ISWP US0003M P 03/25/2030 | 0.01% |
| 0.8625 R ISWP US0003M P 03/16/2050 | 0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% |
| AUD/USD 04/15/2020 TDBK | 0.01% |
| BSCMS 2006-PW11 C P/P 144A 05.7487 03/11/2039 | 0.01% |
| CAS 2018-C04 2B1 05.4466 12/25/2030 | 0.01% |
| CAS 2018-C05 1B1 05.1966 01/25/2031 | 0.01% |
| CHENIERE ENERGY INC CV 04.2500 03/15/2045 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| DP WORLD PLC REGS 01.7500 06/19/2024 | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| FNR 2018-86 DS IO 05.1534 12/25/2048 | 0.01% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IQIYI INC P/P USD 02.0000 04/01/2025 | 0.01% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.01% |
| LUCKIN COFFEE INC P/P 144A 00.7500 01/15/2025 | 0.01% |
| MSRR 2010-R4 4B 03.0653 02/26/2037 | 0.01% |
| NEXITY SA CV PFD | 0.01% |
| NZD/USD 04/15/2020 CSI-FX | 0.01% |
| OMIR 2019-1A B1A 04.4466 07/25/2029 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 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% |
| WAMU 2005-AR13 A1C3 01.4366 10/25/2045 | 0.01% |
| 0.2275 R ISWP FWD SES3M P 01/28/2022 | 0.00% |
| 0.24 R ISWP FWD SES3M P 01/21/2022 | 0.00% |
| 0.3125 R ISWP SES3M P 03/02/2030 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 0.00% |
| CAS 2015-C01 1M2 05.2466 02/25/2025 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| COMM 2014-CR17 E P/P 144A 04.8478 05/10/2047 | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.00% |
| HUBSPOT INC CV 00.2500 06/01/2022 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 05/20/2020 CITI | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.0827 07/15/2046 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| SPST 2019-WL1 A 01.5966 08/25/2052 | 0.00% |
| STACR 2019-DNA1 M2 03.5966 01/25/2049 | 0.00% |
| TALEND SA P/P 144A CV 01.7500 09/01/2024 | 0.00% |
| WESTERN DI CV 01.5000 02/01/2024 | 0.00% |
| WFMBS 2006-AR5 1A1 04.2084 04/25/2036 | 0.00% |
| 0.30 R ISWP FWD SONIA P 06/17/2025 | 0.00% |
| 0.73081 R ISWP US0003M P 03/12/2050 | 0.00% |
| 1.30 R ISWP FWD NOKOIB6M P 06/17/2030 | 0.00% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| FNR 2005-83 QP 14.9328 11/25/2034 | 0.00% |
| GBP/USD 06/17/2020 RBSF | 0.00% |
| IOS.FN30.350.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.450.11 R USL1M P 01/12/42 CS | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| JC PENNEY CORP INC 07.4000 04/01/2037 | 0.00% |
| MTU AERO ENGINES AG REGS 00.1250 05/17/2023 | 0.00% |
| SEK/USD 06/17/2020 BCAP-FX | 0.00% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| 0.495 R ISWP US0003M P 04/01/2022 | 0.00% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.00% |
| BSCMS 2005-PWR7 B 05.1166 02/11/2041 | 0.00% |
| CAS 2016-C05 2M2 05.3966 01/25/2029 | 0.00% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.00% |
| EUR/USD 06/17/2020 BANKAM | 0.00% |
| EUR/USD 06/17/2020 GSFX | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.00% |
| NZD/USD 04/15/2020 HSBCB | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| ORTHO-CLINICAL TLB L+325 04.7653 06/01/2025 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.00% |
| STACR 2019-DNA2 M2 03.3966 03/25/2049 | 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% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.00% |
| 0.4921 R ISWP US0003M P 04/01/2022 | 0.00% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BALTA 2005-8 21A1 03.7623 10/25/2035 | 0.00% |
| CAS 2018-C01 1M2 03.1966 07/25/2030 | 0.00% |
| CENTENE CORP 04.7500 05/15/2022 | 0.00% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.00% |
| CHF/USD 06/17/2020 BCAP-FX | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| DENBURY RESOURCES P/P 144A 09.2500 03/31/2022 | 0.00% |
| DIAMOND SPORTS TLB L+325 04.1800 08/24/2026 | 0.00% |
| EQUINIX INC 05.3750 05/15/2027 | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FSPC T-57 1AX IO 00.3754 07/25/2043 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| INR/USD 05/20/2020 GSFX | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.00% |
| NZD/USD 07/15/2020 HSBCB | 0.00% |
| SCIENTIFIC GAMES TLB5 L+275 04.2459 08/14/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STEARNS HLDG LLC CLASS B WTS | 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% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.00% |
| WAMU 2005-AR14 1A2 03.8348 12/25/2035 | 0.00% |
| 0.90 R ISWP FWD CDOR03 P 06/17/2025 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.00% |
| AUD/USD 07/15/2020 CSI-FX | 0.00% |
| AUD/USD 07/15/2020 HSBCB | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| CAD/USD 04/15/2020 BCAP-FX | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.00% |
| CSMC 2006-C5 AX IO 00.6750 12/15/2039 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| EUR/USD 06/17/2020 WPAC | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% |
| FNR 2017-32 SA IO 05.2034 05/25/2047 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3018 06/25/2042 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
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| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.7633 11/03/2023 | 0.00% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2019-HQA1 M2 03.2966 02/25/2049 | 0.00% |
| STEARNS HLD/CO P/P 144A 05.0000 11/05/2024 | 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% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| -0.351 R ISWP FWD EUR006M P 12/18/2024 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/18/2021 | 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% |
| 0.701 R ISWP FWD GBL6M P 12/18/2021 | 0.00% |
| 0.70792 R ISWP US0003M P 03/11/2030 | 0.00% |
| 0.7178 R ISWP US0003M P 03/27/2030 | 0.00% |
| 0.7375 R ISWP US0003M P 03/30/2030 | 0.00% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | 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% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| CAD/USD 04/15/2020 WPAC | 0.00% |
| CHF/USD 06/17/2020 HSBCB | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3314 PO PO 00.0000 11/15/2036 | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3770 10/25/2041 | 0.00% |
| FNR 2013-107 SB IO 05.0034 02/25/2043 | 0.00% |
| FNR 2016-82 SG IO 05.1534 11/25/2046 | 0.00% |
| FNS 366 22 IO 04.5000 10/25/2035 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| GBP/USD 06/17/2020 BANKAM | 0.00% |
| GBP/USD 06/17/2020 CITI | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 05/20/2020 BCAP-FX | 0.00% |
| HKD/USD 05/20/2020 GSFX | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.09 R USL1M P 01/12/40 CS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 05/20/2020 RBSF | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 05.3947 12/15/2049 | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| NOK/USD 06/17/2020 UBS | 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% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | -0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.00% |
| 0.62658 R ISWP US0003M P 04/01/2030 | -0.00% |
| 0.71439 R ISWP US0003M P 03/27/2030 | -0.00% |
| 0.7165 R ISWP US0003M P 03/11/2030 | -0.00% |
| 0.742 R ISWP US0003M P 03/23/2025 | -0.00% |
| 0.7525 R ISWP US0003M P 03/23/2025 | -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.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| HKD/USD 05/20/2020 BANKAM | -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% |
| CAD/USD 04/15/2020 GSFX | -0.00% |
| CHF/USD 06/17/2020 CITI | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| HKD/USD 05/20/2020 HSBCB | -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 DE | -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% |
| HKD/USD 05/20/2020 SSBT | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| 0.07 R ISWP SES3M P 03/02/2022 | -0.00% |
| 0.675 R ISWP US0003M P 03/16/2025 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/USD 06/17/2020 CSI-FX | -0.00% |
| JPY/USD 05/20/2020 JPMCB | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 11MX10Y P 2.7725 USD 02/26/2021 MS | -0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | -0.00% |
| 0.638 R ISWP US0003M P 03/16/2025 | -0.00% |
| 1.00 R ISWP FWD CDOR03 P 06/17/2030 | -0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.00% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| JPY/USD 05/20/2020 BANKAM | -0.00% |
| JPY/USD 05/20/2020 WPAC | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| USD/JPY PUT 103.00 20200416 BANKAM | -0.00% |
| 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 ML | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | -0.01% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.01% |
| SWPTN 3MX30Y P 0.4285 EUR 04/30/2020 MS | -0.01% |
| 0.4825 R ISWP US0003M P 04/01/2025 | -0.01% |
| AUD/USD 04/15/2020 CSI-FX | -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 RBSF | -0.01% |
| EUR/USD 06/17/2020 TDBK | -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 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -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% |
| -0.60 R ISWP FWD CHL6M P 06/17/2025 | -0.01% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -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 ML | -0.01% |
| EUR/USD 06/17/2020 CITI | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.01% |
| TWD/USD 05/20/2020 BANKAM | -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 BA | -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% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | -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% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.01% |
| AUD/USD 04/15/2020 RBSF | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/17/2020 SSBT | -0.01% |
| JPY/USD 05/20/2020 GSFX | -0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -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% |
| 0.6045 R ISWP US0003M P 03/18/2025 | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 05/20/2020 HSBCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| 0.655 R ISWP US0003M P 03/31/2030 | -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% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| USD/CHF PUT 0.91 20200605 GSFX | -0.01% |
| 0.745 R ISWP US0003M P 03/17/2025 | -0.01% |
| CHF/USD 06/17/2020 JPMCB | -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 ML | -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 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| EUR/USD 06/17/2020 HSBCB | -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% |
| 0.8385 R ISWP US0003M P 03/30/2050 | -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 ML | -0.02% |
| NOK/USD 06/17/2020 CITI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -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 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| JPY/USD 05/20/2020 SSBT | -0.02% |
| NZD/USD 04/15/2020 BCAP-FX | -0.02% |
| NZD/USD 04/15/2020 RBSF | -0.02% |
| 0.80 R ISWP FWD US0003M P 06/17/2030 | -0.02% |
| 0.98 R ISWP US0003M P 03/23/2030 | -0.02% |
| 1.6875 R ISWP CDOR03 P 10/09/2029 | -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% |
| NZD/USD 04/15/2020 BANKAM | -0.02% |
| NZD/USD 04/15/2020 WPAC | -0.02% |
| 0.8225 R ISWP US0003M P 03/19/2050 | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| -0.15 R ISWP FWD EUR006M P 06/17/2030 | -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% |
| 1.00 R ISWP US0003M P 03/23/2030 | -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% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -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% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% |
| 1.02 R ISWP US0003M P 03/23/2030 | -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 1.053 EUR 06/04/2024 BA | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -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 JP | -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% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| MBX.FN30.450.09 P USL1M R 01/12/40 GS | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% |
| -0.30 R ISWP FWD EUR006M P 06/17/2025 | -0.03% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | -0.03% |
| AUD/USD 04/15/2020 BANKAM | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 1MX10Y R 0.7275 USD 04/20/2020 UB | -0.03% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.03% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -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% |
| 0.744 R ISWP US0003M P 03/17/2025 | -0.03% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.03% |
| AUD/USD 04/15/2020 JPMCB | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.03% |
| 0.717 R ISWP US0003M P 03/20/2025 | -0.03% |
| 0.7495 R ISWP US0003M P 03/17/2025 | -0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.03% |
| 0.727 R ISWP US0003M P 03/20/2025 | -0.03% |
| 0.761 R ISWP US0003M P 03/17/2025 | -0.03% |
| 0.7615 R ISWP US0003M P 03/17/2025 | -0.03% |
| 1.20 R ISWP FWD NOKOIB6M P 06/17/2025 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% |
| 0.774 R ISWP US0003M P 03/17/2025 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.03% |
| FNMA FN30 TBA UMBS 04.5000 04/01/2050 | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| 0.775 R ISWP US0003M P 03/19/2050 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% |
| 1.60 R ISWP CDOR03 P 02/24/2030 | -0.04% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| 0.7575 R ISWP US0003M P 03/19/2050 | -0.04% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -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% |
| NOK/USD 06/17/2020 HSBCB | -0.04% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -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% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.04% |
| 0.7475 R ISWP FWD US0003M P 05/01/2050 | -0.04% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.05% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.05% |
| NZD/USD 04/15/2020 UBS | -0.05% |
| 0.86 R ISWP US0003M P 03/16/2030 | -0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% |
| NOK/USD 06/17/2020 CSI-FX | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.05% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.05% |
| EUR/USD 06/17/2020 JPMCB | -0.05% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.05% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.05% |
| 1.09 R ISWP FWD US0003M P 03/27/2030 | -0.06% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.06% |
| JPY/USD 05/20/2020 BCAP-FX | -0.06% |
| 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.06% |
| NOK/USD 06/17/2020 BANKAM | -0.06% |
| NZD/USD 04/15/2020 SSBT | -0.06% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.06% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -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% |
| 0.747 R ISWP US0003M P 03/19/2025 | -0.06% |
| CPURNSA R 0.77 P 03/11/25 | -0.06% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.06% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.06% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.07% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| 1.134 R ISWP CDOR03 P 03/11/2050 | -0.07% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.07% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.07% |
| CPTFEMU R 1.4 P 07/15/27 | -0.07% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.07% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.07% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.08% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.08% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.08% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.08% |
| CPURNSA R 1.703 P 11/29/24 | -0.08% |
| OPTN FN30 2.5 05/06/20 PUT 102.8125 JPMC | -0.08% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.08% |
| 1.8075 R ISWP FWD NOKOIB3M P 01/25/2022 | -0.09% |
| NOK/USD 06/17/2020 SSBT | -0.09% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.09% |
| CPURNSA R 1.7625 P 12/10/24 | -0.09% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.09% |
| GNMA GII30 TBA 03.5000 04/01/2050 | -0.09% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.09% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.10% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.10% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.11% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.11% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.11% |
| 1.744 R ISWP US0003M P 01/08/2030 | -0.11% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.11% |
| NOK/USD 06/17/2020 JPMCB | -0.11% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.11% |
| 1.632 R ISWP US0003M P 12/17/2024 | -0.11% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.11% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.12% |
| 1.6445 R ISWP US0003M P 12/13/2024 | -0.12% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.12% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.12% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.12% |
| 1.6815 R ISWP US0003M P 12/18/2024 | -0.12% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.12% |
| NOK/USD 06/17/2020 GSFX | -0.12% |
| NOK/USD 06/17/2020 RBSF | -0.12% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.12% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.13% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.13% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.13% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.13% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.13% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.14% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.14% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.14% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.14% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.15% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.15% |
| GNMA GII30 TBA 05.0000 04/01/2050 | -0.16% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.16% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.16% |
| CPURNSA R 1.71 P 11/21/24 | -0.17% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.18% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.18% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.19% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.19% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.20% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.21% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.21% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.21% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.21% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.22% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.22% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.22% |
| 1.8252 R ISWP US0003M P 12/17/2029 | -0.22% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.22% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.23% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.24% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.25% |
| UKRPI R 3.4425 P 07/15/49 | -0.25% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.27% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.31% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.32% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.33% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.34% |
| 2.715 R ISWP US0003M P 03/02/2030 | -0.35% |
| 2.7225 R ISWP US0003M P 02/20/2030 | -0.35% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.39% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.44% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.46% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.53% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.62% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.62% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.62% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.65% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.92% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.12% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -1.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.22% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.36% |
| EURO-SCHATZ FUT JUN20 DUM0 | -2.37% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -2.47% |
| US 5YR NOTE (CBT) JUN20 FVM0 | -4.53% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2050 | -9.32% |
| US 2YR NOTE (CBT) JUN20 TUM0 | -36.56% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2050 | 11.77% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 03/01/2050 | 10.83% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2050 | 8.73% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2050 | 7.25% |
| US 2YR NOTE (CBT) JUN20 TUM0 | 2.76% |
| FNMA FN30 TBA UMBS 02.5000 03/01/2050 | 2.26% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.35% |
| GNMA GII30 TBA 04.0000 03/01/2050 | 1.27% |
| TREASURY BILL 00.0000 04/02/2020 | 1.09% |
| TREASURY BILL 00.0000 03/12/2020 | 0.81% |
| TREASURY BILL 00.0000 06/11/2020 | 0.81% |
| 1.70 R ISWP FWD US0003M P 03/18/2027 | 0.75% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.70% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.69% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.67% |
| US ULTRA BOND CBT JUN20 WNM0 | 0.62% |
| GNMA GII30 TBA 04.5000 03/01/2050 | 0.59% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.58% |
| FNMA FN30 TBA UMBS 05.5000 03/01/2050 | 0.57% |
| AUTONATION INC 05330LC27 DCP 03/02/2020 | 0.56% |
| ETP LEGACY LP 29277EC28 DCP 03/02/2020 | 0.56% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.54% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.54% |
| REPUBLIC OF ANGOLA P/P 144A 08.0000 11/26/2029 | 0.52% |
| CAS 2015-C04 1M2 07.3268 04/25/2028 | 0.51% |
| CAS 2017-C02 2B1 07.1268 09/25/2029 | 0.49% |
| CAS 2016-C02 1B 13.8768 09/25/2028 | 0.46% |
| SPST 2019-3 A 02.3289 06/24/2020 | 0.46% |
| SPST 2019-7 A 02.3289 09/24/2020 | 0.46% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.45% |
| THUNDER BAY FUNDING LLC 88602TCJ0 DCP 03/18/2020 | 0.45% |
| 1.40 R ISWP FWD US0003M P 03/18/2022 | 0.45% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.45% |
| WFRBS 2012-C10 D P/P 144A 04.4294 12/15/2045 | 0.43% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.43% |
| MRAIT 2020-2 A 01.1500 10/22/2020 | 0.42% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.41% |
| WFRBS 2013-C15 D P/P 144A 04.4935 08/15/2046 | 0.41% |
| OMIR 2018-1A M2 04.4768 07/25/2028 | 0.39% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.39% |
| AMERICAN EXPRESS CREDIT CORP 02581RD34 DCP 04/03/2020 | 0.38% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.38% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.38% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.37% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.37% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.37% |
| TREASURY BILL 00.0000 05/21/2020 | 0.37% |
| CWALT 2005-59 1A1 01.9770 11/20/2035 | 0.36% |
| FHR 4839 WS IO 04.4415 08/15/2056 | 0.35% |
| GNR 2019-96 SY IO 04.4530 08/20/2049 | 0.35% |
| FNR 2017-32 SA IO 04.5233 05/25/2047 | 0.35% |
| BROADCOM INC 11135MCJ3 DCP 03/18/2020 | 0.34% |
| ENGIE SA 29287ADF4 DCP 04/15/2020 | 0.34% |
| GOTHAM FUNDING CORP 38346LCA2 DCP 03/10/2020 | 0.34% |
| GOTHAM FUNDING CORP 38346LCB0 DCP 03/11/2020 | 0.34% |
| GSMS 2014-GC24 D P/P 144A 04.5323 09/10/2047 | 0.34% |
| MATCHPOINT FINANCE PLC 57666AEF5 DCP 05/15/2020 | 0.34% |
| SCHLUMBERGER INVESTMENT SA 80686BCC0 DCP 03/12/2020 | 0.34% |
| VIACOMCBS INC 92557KCX5 DCP 03/31/2020 | 0.34% |
| VICTORY RECEIVABLES CORP 92646KCA8 DCP 03/10/2020 | 0.34% |
| CFCRE 2011-C2 E P/P 144A 05.7414 12/15/2047 | 0.32% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.32% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.32% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.32% |
| ERP OPERATING LP 26885TC41 DCP 03/04/2020 | 0.32% |
| PLAINS ALL AMERICAN PIPELINE 72650WC25 DCP 03/02/2020 | 0.32% |
| BEMIS CO INC 08143TCB1 DCP 03/11/2020 | 0.31% |
| FIDELITY NATIONAL INFORMATION 31621YC49 DCP 03/04/2020 | 0.31% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.31% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.31% |
| STACR 2015-DNA3 B 10.9768 04/25/2028 | 0.31% |
| FNR 2016-82 SG IO 04.4733 11/25/2046 | 0.30% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.30% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.30% |
| STACR 2015-DNA2 B 09.1768 12/25/2027 | 0.30% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.30% |
| GNR 2018-H03 XI IO 01.5007 02/20/2068 | 0.30% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.29% |
| WFCM 2013-LC12 D P/P 144A 04.2853 07/15/2046 | 0.29% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.29% |
| MARRIOTT INTERNATIONAL INC/MD 57163TDU0 DCP 04/28/2020 | 0.28% |
| HVMLT 2005-2 1A 02.1668 05/19/2035 | 0.28% |
| COMPASS GROUP PLC 20453PCH5 DCP 03/17/2020 | 0.27% |
| GENERAL MOTORS FINANCIAL CO I 37046TCD4 DCP 03/13/2020 | 0.27% |
| GNR 2016-H23 NI IO 02.5513 10/20/2066 | 0.27% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.27% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.27% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.26% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.26% |
| GNR 2018-164 AS IO 04.4530 12/20/2048 | 0.26% |
| CAS 2015-C03 1M2 06.6268 07/25/2025 | 0.26% |
| GNR 2020-7 SK IO 04.4030 01/20/2050 | 0.26% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.26% |
| AMERICAN ELECTRIC POWER CO IN 0255E2C57 DCP 03/05/2020 | 0.25% |
| TREASURY BILL 00.0000 05/07/2020 | 0.25% |
| 2.00 R ISWP FWD CDOR03 P 03/18/2025 | 0.25% |
| FNR 2019-73 SC IO 04.4233 12/25/2049 | 0.25% |
| ALEXANDRIA REAL ESTATE EQUITI 01527LCS2 DCP 03/26/2020 | 0.25% |
| CAFCO LLC 1247P2CG7 DCP 03/16/2020 | 0.25% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.25% |
| CAS 2016-C03 1B 13.3768 10/25/2028 | 0.25% |
| CWALT 2006-OA10 4A1 01.8168 08/25/2046 | 0.25% |
| JPMBB 2014-C18 D P/P 144A 04.8169 02/15/2047 | 0.25% |
| METLIFE SHORT TERM FUNDING LL 59157TC43 DCP 03/04/2020 | 0.25% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.25% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.24% |
| GNR 2018-H02 EI IO 01.3752 01/20/2068 | 0.24% |
| FNR 2016-96 ST IO 04.4733 12/25/2046 | 0.24% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.24% |
| TREASURY BILL 00.0000 04/09/2020 | 0.24% |
| SAMI 2006-AR7 A1A 01.8368 08/25/2036 | 0.24% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.24% |
| KEURIG DR PEPPER INC 49271JDD6 DCP 04/13/2020 | 0.23% |
| GNR 2018-H05 BI IO 01.6373 02/20/2068 | 0.23% |
| ATLANTIC ASSET SECURITIZATION 04821TCB9 DCP 03/11/2020 | 0.23% |
| BERKSHIRE HATHAWAY ENERGY CO 08465RCA7 DCP 03/10/2020 | 0.23% |
| BOSTON SCIENTIFIC CORP 10114AC64 DCP 03/06/2020 | 0.23% |
| CHARIOT FUNDING LLC 15963TC23 DCP 03/02/2020 | 0.23% |
| CHARIOT FUNDING LLC 15963TCA5 DCP 03/10/2020 | 0.23% |
| EXPORT DEVELOPMENT CANADA 30215GCA8 DCP 03/10/2020 | 0.23% |
| FORTIVE CORP 34961DC96 DCP 03/09/2020 | 0.23% |
| GLAXOSMITHKLINE FINANCE PLC 3773E2C98 DCP 03/09/2020 | 0.23% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.23% |
| LMA-AMERICAS LLC 53944QCQ1 DCP 03/24/2020 | 0.23% |
| MARRIOTT INTERNATIONAL INC/MD 57163TC49 DCP 03/04/2020 | 0.23% |
| MARSH & MCLENNAN COS INC 57174VCB5 DCP 03/11/2020 | 0.23% |
| ROGERS COMMUNICATIONS INC 77511LCQ4 DCP 03/24/2020 | 0.23% |
| SUNCOR ENERGY INC 86723ACB6 DCP 03/11/2020 | 0.23% |
| TELUS CORP 87974PCC5 DCP 03/12/2020 | 0.23% |
| ALPINE SECURITIZATION LLC 02088WD80 DCP 04/08/2020 | 0.22% |
| BELL CANADA INC 07787PD21 DCP 04/02/2020 | 0.22% |
| COLLATERALIZED COMMERCIAL PAP 19424HDT4 DCP 04/27/2020 | 0.22% |
| DOW CHEMICAL CO/THE 26055ACX2 DCP 03/31/2020 | 0.22% |
| EXPORT DEVELOPMENT CANADA 30215GEL2 DCP 05/20/2020 | 0.22% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.22% |
| FNR 2019-5 SA IO 04.4733 03/25/2049 | 0.22% |
| NATIONAL GRID USA 6362P2F19 DCP 06/01/2020 | 0.22% |
| SHEFFIELD RECEIVABLES CO LLC 82124LDG4 DCP 04/16/2020 | 0.22% |
| BARCLAYS BANK PLC CCP 06742VFD8 DCP 08/21/2020 | 0.22% |
| ENGIE SA 29287AHB9 DCP 08/11/2020 | 0.22% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.22% |
| SPST 2020-2 A 00.0000 03/26/2021 | 0.22% |
| CAS 2019-HRP1 B1 10.9109 11/25/2039 | 0.22% |
| JPMBB 2014-C25 D P/P 144A 03.9459 11/15/2047 | 0.22% |
| ENTERGY CORP 29366ECA2 DCP 03/10/2020 | 0.22% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.21% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.21% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.21% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029 | 0.21% |
| SPST 2019-11 A 02.3789 10/24/2020 | 0.21% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.21% |
| GNR 2018-H02 HI IO 01.3537 01/20/2068 | 0.21% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.21% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.21% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.20% |
| CWALT 2005-38 A3 01.9768 09/25/2035 | 0.20% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.20% |
| WELLTOWER INC 95040WCK5 DCP 03/19/2020 | 0.20% |
| CMLTI 2007-AMC3 A2D 01.9768 03/25/2037 | 0.20% |
| ARGENTINE REPUBLIC USD 07.5000 04/22/2026 | 0.20% |
| GNR 2017-H10 MI IO 01.7602 04/20/2067 | 0.20% |
| SPRINT CORP 07.8750 09/15/2023 | 0.19% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.19% |
| BSCMS 2007-T26 AJ 05.4496 01/12/2045 | 0.19% |
| CWALT 2006-OA7 1A2 02.9931 06/25/2046 | 0.19% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.19% |
| STACR 2015-HQA2 B 12.1268 05/25/2028 | 0.19% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.19% |
| FHR 4937 MS IO 04.3915 12/25/2049 | 0.18% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.18% |
| FNR 2013-107 SB IO 04.3233 02/25/2043 | 0.18% |
| GNR 2013-9 S IO 05.1030 01/20/2043 | 0.18% |
| GNR 2018-H05 AI IO 01.3706 02/20/2068 | 0.18% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.18% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.18% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.18% |
| CAS 2018 - C01 1B1 05.1768 07/25/2030 | 0.18% |
| CAS 2016-C01 1B 13.3768 08/25/2028 | 0.17% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.17% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.17% |
| FHR 4265 SD IO 04.4415 01/15/2035 | 0.17% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.17% |
| GNR 2017-160 S IO 04.5530 10/20/2043 | 0.17% |
| REPUBLIC OF ECUADOR P/P 144A 09.5000 03/27/2030 | 0.17% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.17% |
| GNR 2018-104 SD IO 04.5530 08/20/2048 | 0.17% |
| FNR 2019-38 SC IO 04.4233 07/25/2049 | 0.17% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.17% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.17% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.17% |
| BCAP 2011-RR3 3A6 03.8634 11/27/2036 | 0.16% |
| 1.40 R ISWP FWD AUDBB6M P 03/18/2030 | 0.16% |
| GNR 2018-105 SG IO 04.6030 08/20/2048 | 0.16% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.16% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.16% |
| STACR 2018-DNA2 B1 05.3268 12/25/2030 | 0.16% |
| ENBRIDGE US INC 29251UDF2 DCP 04/15/2020 | 0.16% |
| FNR 2016-62 GS IO 04.4733 09/25/2046 | 0.16% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.16% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.16% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.16% |
| JPMBB 2014-C18 E P/P 144A 04.3169 02/15/2047 | 0.16% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.16% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.15% |
| GNR 2018-H04 IO IO 01.4630 02/20/2068 | 0.15% |
| GNR 2017-H08 NI IO 02.0575 03/20/2067 | 0.15% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.15% |
| GNR 2018-H15 EI IO 01.8618 08/20/2068 | 0.15% |
| CSAIL 2015-C1 D P/P 144A 03.7716 04/15/2050 | 0.15% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.15% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.15% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.15% |
| GNR 2018-H01 XI IO 02.3356 01/20/2068 | 0.15% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.15% |
| GNR 2017-H18 FI IO 02.4260 09/20/2067 | 0.14% |
| GNR 2018-100 S IO 04.5530 07/20/2048 | 0.14% |
| 1.7945 R ISWP US0003M P 12/18/2029 | 0.14% |
| CAS 2017-C01 1B1 07.3768 07/25/2029 | 0.14% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.14% |
| GNR 2017-H06 BI IO 02.0080 02/20/2067 | 0.14% |
| CAS 2017-C03 1B1 06.4768 10/25/2029 | 0.14% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.14% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.14% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.14% |
| GNR 2015-H12 AI IO 01.8608 05/20/2065 | 0.14% |
| GNR 2015-H15 BI IO 02.7590 06/20/2065 | 0.14% |
| WAMU 2005-AR14 1A2 03.8382 12/25/2035 | 0.14% |
| FNR 2019-47 SA IO 04.4233 08/25/2049 | 0.14% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.14% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.14% |
| TREASURY BILL 00.0000 06/18/2020 | 0.14% |
| OMAN GOV INTERNTL BOND REGS 06.7500 01/17/2048 | 0.14% |
| DBALT 2006-AR4 A2 01.8168 12/25/2036 | 0.14% |
| FHR 4742 S IO 04.5415 12/15/2047 | 0.14% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.14% |
| STACR 2017-DNA2 B1 06.7768 10/25/2029 | 0.14% |
| ARAB REP OF EGYPT P/P 144A 04.5500 11/20/2023 | 0.14% |
| CAFCO LLC 1247P2C93 DCP 03/09/2020 | 0.14% |
| FNR 2019-34 SL IO 04.4233 07/25/2049 | 0.14% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.14% |
| METLIFE SHORT TERM FUNDING LL 59157TE17 DCP 05/01/2020 | 0.14% |
| GNR 2017-H12 QI IO 02.2843 05/20/2067 | 0.13% |
| MSC 2012-C4 E P/P 144A 05.4192 03/15/2045 | 0.13% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.13% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.13% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.13% |
| COMM 2012-CR3 E P/P 144A 04.7514 10/15/2045 | 0.13% |
| GNR 2013-152 SJ IO 04.5030 05/20/2041 | 0.13% |
| GNR 2017-H16 JI IO 02.5057 08/20/2067 | 0.13% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.13% |
| BELL CANADA INC 07787PDE5 DCP 04/14/2020 | 0.13% |
| AHM 2007-1 GA1C 01.8168 05/25/2047 | 0.13% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.13% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.13% |
| BSMF 2006-AR2 2A1 01.8568 09/25/2046 | 0.13% |
| WFRBS 2012-C9 E P/P 144A 04.8108 11/15/2045 | 0.13% |
| GNR 2015-H23 BI IO 01.7483 09/20/2065 | 0.12% |
| CWALT 2006-OA10 3A1 01.8168 08/25/2046 | 0.12% |
| GNR 2017-H03 HI IO 01.5608 01/20/2067 | 0.12% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.12% |
| GNR 2017-H20 HI IO 02.3046 10/20/2067 | 0.12% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.12% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.12% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.12% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.12% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.12% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.12% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.12% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.12% |
| GNR 2016-77 SC IO 04.4530 10/20/2045 | 0.12% |
| GNR 2017-H06 MI IO 01.6776 02/20/2067 | 0.12% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.12% |
| CAS 2016-C03 2M2 07.5268 10/25/2028 | 0.12% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.12% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.12% |
| NAVISTAR INTL TLB L+350 05.1600 11/06/2024 | 0.12% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.12% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.12% |
| CAS 2017-C06 2M2 04.4268 02/25/2030 | 0.11% |
| FNR 2018-44 SA IO 04.5733 06/25/2048 | 0.11% |
| GNR 2016-H22 AI IO 02.4740 10/20/2066 | 0.11% |
| GNR 2017-H16 IO 02.4712 08/20/2067 | 0.11% |
| GNR 2018-91 SH IO 04.6030 07/20/2048 | 0.11% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.11% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.11% |
| CAFCO LLC 1247P2C28 DCP 03/02/2020 | 0.11% |
| ENBRIDGE US INC 29251UE53 DCP 05/05/2020 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.11% |
| GNR 2015-H03 CI IO 01.7203 01/20/2065 | 0.11% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.11% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.11% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.11% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.11% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.11% |
| CAS 2020-R01 1B1 04.8768 01/25/2040 | 0.11% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.11% |
| CAS 2019-R04 2B1 06.8768 06/25/2039 | 0.11% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.11% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.11% |
| GNR 2014-4 SG IO 04.4530 01/20/2044 | 0.11% |
| GSR 2007-OA1 2A3A 01.9368 05/25/2037 | 0.11% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.11% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.11% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.10% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.10% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.10% |
| GNR 2015-H08 CI IO 01.7989 03/20/2065 | 0.10% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.10% |
| ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 | 0.10% |
| GNR 2018-67 SC IO 04.5530 05/20/2048 | 0.10% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.10% |
| ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 | 0.10% |
| BRAND ENERGY TL L+425 06.0880 06/21/2024 | 0.10% |
| AES CORP/THE 05.5000 04/15/2025 | 0.10% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.10% |
| DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 | 0.10% |
| GNR 2017-H03 EI IO 02.4793 01/20/2067 | 0.10% |
| WAMU 2005-AR10 1A3 04.1293 09/25/2035 | 0.10% |
| GNR 2016-H04 HI IO 02.3793 07/20/2065 | 0.10% |
| GNR 2017-H09 IO IO 01.8580 04/20/2067 | 0.10% |
| GSAA 2006-8 2A2 01.8068 05/25/2036 | 0.10% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.10% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.10% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.10% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.10% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.10% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.10% |
| HCA INC 05.3750 09/01/2026 | 0.10% |
| CAS 2019-R06 2B1 05.3768 09/25/2039 | 0.10% |
| CEC ENTERTAINMENT INC L+650 08.1034 08/30/2026 | 0.10% |
| GNR 2015-H20 BI IO 02.2589 08/20/2065 | 0.10% |
| GNR 2016-H16 EI IO 02.3983 06/20/2066 | 0.10% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.10% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.10% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.10% |
| FHR 4731 QS IO 04.5415 11/15/2047 | 0.10% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.10% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.10% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.10% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.10% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.10% |
| 1.70 R ISWP FWD US0003M P 03/18/2025 | 0.10% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.10% |
| GNR 2017-H05 CI IO 02.5571 02/20/2067 | 0.10% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.10% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.10% |
| CPTFEMU P 1.71 R 07/15/37 | 0.09% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.09% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.09% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.09% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.09% |
| CAS 2016-C06 1B 10.8768 04/25/2029 | 0.09% |
| GNR 2015-H15 AI IO 01.8258 06/20/2065 | 0.09% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.09% |
| UKRPI P 3.665 R 12/15/28 | 0.09% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.09% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.09% |
| SPRINT CORP TLB L+300 04.6250 02/03/2024 | 0.09% |
| STACR 2019-DNA2 B2 12.1268 03/25/2049 | 0.09% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.09% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.09% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.09% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.09% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.09% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.09% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.09% |
| CAS 2017-C05 1B1 05.2268 01/25/2030 | 0.09% |
| COMM 2013-CR9 D P/P 144A 04.2452 07/10/2045 | 0.09% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.09% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.09% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.09% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.08% |
| GNR 2019-125 SG IO 04.4030 10/20/2049 | 0.08% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.08% |
| SPST 2019-WL1 A 02.2768 08/25/2052 | 0.08% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.08% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.08% |
| GNR 2014-119 SA IO 03.9530 08/20/2044 | 0.08% |
| GNR 2016-H12 AI IO 01.6572 07/20/2065 | 0.08% |
| GNR 2016-H18 IO IO 01.6584 08/20/2066 | 0.08% |
| GNR 2016-H27 EI IO 02.0801 12/20/2066 | 0.08% |
| GNR 2017-H11 TI IO 02.3537 04/20/2067 | 0.08% |
| GNR 2018-H01 IO IO 02.3766 12/20/2067 | 0.08% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.08% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.08% |
| DEXCOM INC CV 00.7500 12/01/2023 | 0.08% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.08% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.08% |
| 0.90 R ISWP FWD GBL6M P 03/18/2025 | 0.08% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.08% |
| CWALT 2006-OA10 1A1 03.0131 08/25/2046 | 0.08% |
| GNR 2015-H18 BI IO 02.6938 07/20/2065 | 0.08% |
| GNR 2017-H11 DI IO 01.8895 05/20/2067 | 0.08% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.08% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.08% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.08% |
| ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.08% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.08% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.08% |
| FNR 2011-101 SA IO 04.2733 10/25/2041 | 0.08% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.08% |
| SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.08% |
| STACR 2017-DNA1 B1 06.5768 07/25/2029 | 0.08% |
| VIRGIN MEDIA FIN PLC P/P 144A 04.5000 01/15/2025 | 0.08% |
| 2.10 R ISWP FWD CDOR03 P 03/18/2030 | 0.08% |
| GNR 2014-H25 BI IO 01.6941 12/20/2064 | 0.08% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.08% |
| SPRINT CORP 07.2500 09/15/2021 | 0.08% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.08% |
| 1.516 R ISWP US0003M P 02/12/2030 | 0.08% |
| BACM 2005-1 C 05.4820 11/10/2042 | 0.08% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.08% |
| GNR 2016-H14 IO IO 01.6862 06/20/2066 | 0.08% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028 | 0.08% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.08% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.08% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.08% |
| GNR 2016-H08 AI IO 02.4058 08/20/2065 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.08% |
| STACR 2018-DNA3 B2 09.3768 09/25/2048 | 0.08% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.08% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.08% |
| STACR 2018-HQA2 B2 12.6268 10/25/2048 | 0.08% |
| CAS 2017-C06 2B1 06.0768 02/25/2030 | 0.08% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.08% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.08% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| STACR 2016-HQA3 M3 05.4768 03/25/2029 | 0.08% |
| CCMFC 2006-4A A2 01.8068 11/25/2047 | 0.07% |
| CWALT 2006-OA10 2A1 01.8168 08/25/2046 | 0.07% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.07% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.07% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.07% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.07% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.07% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.07% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.07% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.07% |
| REFINITIV TLB L+325 04.8534 10/01/2025 | 0.07% |
| STACR 2016-HQA2 M3 06.7768 11/25/2028 | 0.07% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.07% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.07% |
| CAS 2016-C07 2M2 05.9768 05/25/2029 | 0.07% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.07% |
| FNMA FN30 BN4205 UMBS 05.0000 12/01/2048 | 0.07% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.07% |
| STACR 2019-DNA1 B2 12.3768 01/25/2049 | 0.07% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.07% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.07% |
| GNR 2015-H24 AI IO 02.3959 09/20/2065 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.07% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.07% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.07% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.07% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.07% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% |
| BMIR 2019-4A B1 P/P 144A 05.4768 10/25/2029 | 0.07% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.07% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.07% |
| GNR 2015-H10 BI IO 02.8653 04/20/2065 | 0.07% |
| GNR 2015-H23 DI IO 01.8680 09/20/2065 | 0.07% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.07% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.07% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.07% |
| DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 | 0.07% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.07% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.07% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| GNR 2017-H02 BI IO 02.4731 01/20/2067 | 0.07% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.07% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.07% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.07% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.07% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.07% |
| GNR 2016-H17 KI IO 02.7575 07/20/2066 | 0.07% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.07% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.07% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.07% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.07% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.07% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.06% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.06% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.06% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.06% |
| JPALT 2007-A2 12A1 01.8268 06/25/2037 | 0.06% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.06% |
| PRICELINE GRO CV 00.9000 09/15/2021 | 0.06% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.06% |
| AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.06% |
| GNR 2014-46 SA IO 04.4530 03/20/2044 | 0.06% |
| HUSKY TLB L+300 04.6034 03/28/2025 | 0.06% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.06% |
| TREASURY BILL 00.0000 06/04/2020 | 0.06% |
| WFMBS 2006-AR5 1A1 04.9256 04/25/2036 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.06% |
| GNR 2016-H24 JI IO 02.3409 11/20/2066 | 0.06% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.06% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.06% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.06% |
| STACR 2016-DNA1 B 11.6268 07/25/2028 | 0.06% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.06% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.06% |
| GNR 2016-H06 CI IO 01.7256 02/20/2066 | 0.06% |
| GOVERNMENT OF JAMAICA USD 07.8750 07/28/2045 | 0.06% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.06% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.06% |
| OPTN FN30 3.0 03/05/20 CALL 101.96875 JPMC | 0.06% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.06% |
| SQUARE INC CV 00.5000 05/15/2023 | 0.06% |
| STACR 2018-HQA1 M2 03.9268 09/25/2030 | 0.06% |
| STACR 2019-DNA1 M2 04.2768 01/25/2049 | 0.06% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.06% |
| WAMU 2005-AR13 A1C3 02.1168 10/25/2045 | 0.06% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.06% |
| CAS 2016-C03 1M2 06.9268 10/25/2028 | 0.06% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.06% |
| GNR 2017-H06 DI IO 01.7822 02/20/2067 | 0.06% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.06% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.06% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.06% |
| ASCEND LEARNING TLB L+300 04.6033 07/12/2024 | 0.06% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.06% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.06% |
| ISTAR INC 04.2500 08/01/2025 | 0.06% |
| MWST 2019-1 A 02.4268 06/25/2052 | 0.06% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.06% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.06% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.06% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.06% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.06% |
| ISTAR INC 04.7500 10/01/2024 | 0.06% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.06% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.06% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.06% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.06% |
| SPRINT CORP 07.6250 03/01/2026 | 0.06% |
| -0.10 R ISWP FWD CHL6M P 03/18/2030 | 0.06% |
| GNR 2014-60 SE IO 04.4530 04/20/2044 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.06% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.06% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.06% |
| BMIR 2017-1 B1 P/P 144A 06.3768 10/25/2027 | 0.06% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.06% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.06% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.06% |
| CAS 2015-C01 2M2 06.1768 02/25/2025 | 0.06% |
| CAS 2018-C02 2B1 05.6268 08/25/2030 | 0.06% |
| CWALT 2006-OA7 1A1 02.9126 06/25/2046 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.06% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| OWENS CORNING 04.2000 12/01/2024 | 0.06% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.06% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.06% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.06% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.06% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.06% |
| BALTA 2005-7 21A1 04.2559 09/25/2035 | 0.05% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.05% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.05% |
| GNR 2020-15 CS IO 04.3920 12/02/2021 | 0.05% |
| SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.05% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.05% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.05% |
| 1.00 R ISWP FWD AUDBB6M P 03/18/2025 | 0.05% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.05% |
| FNMA FN30 BN6771 UMBS 05.0000 01/01/2049 | 0.05% |
| GNR 2015-H01 BI IO 01.5676 01/20/2065 | 0.05% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.05% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.05% |
| GFL ENVIRONMENTAL TLB L+268 05.2983 05/31/2025 | 0.05% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.05% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.05% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.05% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.05% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.05% |
| AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.05% |
| CAS 2018-C04 2M2 04.1768 12/25/2030 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| COLLATERALIZED COMMERCIAL PAP 19423JC62 DCP 03/06/2020 | 0.05% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.05% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.05% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.05% |
| CAS 2018-C02 2M2 03.8268 08/25/2030 | 0.05% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% |
| FHR 3919 SA IO 04.8415 09/15/2041 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.05% |
| MWST 2018-W1 A 02.4768 11/25/2051 | 0.05% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.05% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.05% |
| APERGY CORP 06.3750 05/01/2026 | 0.05% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.05% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.05% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.05% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.05% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.05% |
| WAMU 2005-AR19 A1C4 02.0268 12/25/2045 | 0.05% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.05% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.05% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.05% |
| ENVESTNET INC CV 01.7500 06/01/2023 | 0.05% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.05% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.05% |
| STACR 2019-DNA3 B2 09.7768 07/25/2049 | 0.05% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.05% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.05% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.05% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.05% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.05% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.05% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.05% |
| CREE INC CV 00.8750 09/01/2023 | 0.05% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.05% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.05% |
| FHS 326 S2 IO 04.2915 03/15/2044 | 0.05% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.05% |
| HMIR 2019-1 M2 P/P 144A 04.8768 05/25/2029 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.05% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.05% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.05% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.05% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.04% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.04% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.04% |
| GENERAL MOTORS FINANCIAL CO I 37046TC69 DCP 03/06/2020 | 0.04% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| GNR 2014-H06 BI IO 01.4756 02/20/2064 | 0.04% |
| GNR 2019-78 SJ IO 04.4030 06/20/2049 | 0.04% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.04% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.04% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.04% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.04% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.04% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% |
| TALBOTS TLB L+700 08.6034 11/28/2022 | 0.04% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.04% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.04% |
| ATOTECH TLB1 L+300 04.9446 01/31/2024 | 0.04% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.04% |
| BIOMARIN PHARMA CV 00.5990 08/01/2024 | 0.04% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.04% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.04% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.04% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.04% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.04% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.04% |
| STACR 2018-HQA2 B1 05.8768 10/25/2048 | 0.04% |
| USD/JPY PUT 107.00 20200417 JPMCB | 0.04% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.04% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.04% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.04% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.04% |
| BWAY CORP TLB L+325 05.0840 04/03/2024 | 0.04% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.04% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.04% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 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% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.04% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.04% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.04% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.04% |
| 1.668 R ISWP US0003M P 01/27/2030 | 0.04% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.04% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.04% |
| FHS 311 S1 IO 04.2915 08/15/2043 | 0.04% |
| GNR 2013-182 SY IO 04.4530 12/20/2043 | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| II-VI INC CV 00.2500 09/01/2022 | 0.04% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.04% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.04% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.04% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.04% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.04% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% |
| TENNANT CO 05.6250 05/01/2025 | 0.04% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.04% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.04% |
| ASURION TLB7 L+300 04.6034 11/03/2024 | 0.04% |
| CAS 2018-C06 2B1 05.7268 03/25/2031 | 0.04% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.04% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.04% |
| OMIR 2017-1A M2 P/P 144A 05.6268 04/25/2027 | 0.04% |
| PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 | 0.04% |
| USD/JPY PUT 107.00 20200413 UBS | 0.04% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.04% |
| BERRY PLASTICS TLY L+200 03.8985 07/01/2026 | 0.04% |
| CAS 2017-C07 1B1 05.6268 05/25/2030 | 0.04% |
| ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 | 0.04% |
| FNR 2010-35 SG IO 04.7733 04/25/2040 | 0.04% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.04% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.04% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.04% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.04% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.04% |
| ROBERTSHAW US HOLDING L+325 04.8750 02/28/2025 | 0.04% |
| STACR 2017-DNA3 B1 06.0768 03/25/2030 | 0.04% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.04% |
| UBSBB 2012-C2 F P/P 144A 04.8911 05/10/2063 | 0.04% |
| ZYNGA INC P/P 144A CV 00.2500 06/01/2024 | 0.04% |
| 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.04% |
| AUD/USD 04/15/2020 SSBT | 0.04% |
| BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.04% |
| GNR 2014-58 SA IO 04.4530 04/20/2044 | 0.04% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.04% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.04% |
| STACR 2019-DNA2 M2 04.0768 03/25/2049 | 0.04% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.04% |
| WERNER TLB L+400 05.6034 07/24/2024 | 0.04% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.04% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.04% |
| AUD/USD 04/15/2020 UBS | 0.04% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.04% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.04% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.04% |
| GNMA GII30 BL7520 05.5000 04/20/2049 | 0.04% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.04% |
| NETFLIX INC 04.8750 04/15/2028 | 0.04% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.04% |
| TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.04% |
| WIX LTD USD 00.0000 07/01/2023 | 0.04% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% |
| CAS 2017-C07 2M2 04.1268 05/25/2030 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.04% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.04% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.04% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.04% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.04% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.04% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.04% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.04% |
| ARBY'S TLB L+275 04.4095 02/02/2025 | 0.04% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.04% |
| CAD/USD 04/15/2020 SSBT | 0.04% |
| CHEGG INC P/P 144A CV 00.1250 03/15/2025 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.04% |
| INPHI CORP CV 00.7500 09/01/2021 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.04% |
| QORVO INC 05.5000 07/15/2026 | 0.04% |
| REYNOLDS GROUP TL L+300 04.4628 02/05/2023 | 0.04% |
| STACR 2018-DNA1 B1 04.7768 07/25/2030 | 0.04% |
| STACR 2019-HQA2 B2 12.8768 04/25/2049 | 0.04% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| LUMENTUM HOLD CV 00.2500 03/15/2024 | 0.04% |
| Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.04% |
| ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 | 0.04% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.04% |
| UKRPI P 3.34 R 03/15/28 | 0.04% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.03% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.03% |
| CAS 2015-C02 2M2 05.6268 05/25/2025 | 0.03% |
| CENTENE CORP 04.7500 05/15/2022 | 0.03% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.03% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.03% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.03% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.03% |
| PETSMART INC TLB L+400 05.6600 03/11/2022 | 0.03% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.03% |
| UKRPI P 3.4025 R 03/15/28 | 0.03% |
| WAYFAIR INC CV 01.1250 11/01/2024 | 0.03% |
| 1.10 R ISWP FWD GBL6M P 03/18/2030 | 0.03% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.03% |
| CAS 2020-R02 2B1 04.6609 01/25/2040 | 0.03% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.03% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.03% |
| FRONT RANGE BIDC P/P 144A 06.1250 03/01/2028 | 0.03% |
| GNR 2010-20 SC IO 04.5030 02/20/2040 | 0.03% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.03% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.03% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.03% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.03% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.03% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.03% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.03% |
| CAS 2018-C05 1M2 03.9768 01/25/2031 | 0.03% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.03% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.03% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.03% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.03% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.03% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.03% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.03% |
| METLIFE INC P/P 144A 09.2500 04/08/2038 | 0.03% |
| MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.03% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.03% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.03% |
| TELADOC INC CV 01.3750 05/15/2025 | 0.03% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.03% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.03% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.03% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.03% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.03% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.03% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.03% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.03% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| GARDA WORLD TLB L+475 06.6903 10/23/2026 | 0.03% |
| GNR 2013-129 SN IO 04.5030 09/20/2043 | 0.03% |
| GNR 2013-99 VS IO 04.4415 07/16/2043 | 0.03% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.03% |
| GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.03% |
| KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 | 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% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.03% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.03% |
| STACR 2019-FTR3 B2 06.4609 09/25/2047 | 0.03% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.03% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.03% |
| UKRPI P 3.385 R 11/15/24 | 0.03% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.03% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.03% |
| CAS 2016-C04 1B 11.8768 01/25/2029 | 0.03% |
| CAS 2017-C07 2B1 06.0768 05/25/2030 | 0.03% |
| CAS 2018-C06 1B1 05.3768 03/25/2031 | 0.03% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.03% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.03% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.03% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.03% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.03% |
| INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023 | 0.03% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.03% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.03% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.03% |
| CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 0.03% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.03% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.03% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.03% |
| SOLENIS ADD-ON TL 1STL L+400 05.6550 06/26/2025 | 0.03% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.03% |
| TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027 | 0.03% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.03% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.03% |
| DIVERSEY TL L+300 04.7767 09/06/2024 | 0.03% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% |
| MESSER INDUST TLB L+250 04.4446 03/01/2026 | 0.03% |
| ORYX TLB L+400 06.0536 05/22/2026 | 0.03% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.03% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.03% |
| STACR 2019-HQA1 M2 03.9768 02/25/2049 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.03% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.03% |
| 1.39 R ISWP NFIX3MID P 12/17/2024 | 0.03% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.03% |
| CMLTI 2007-AMC3 A2B 01.8068 03/25/2037 | 0.03% |
| CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 | 0.03% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.03% |
| FNR 2012-36 SN IO 04.8233 04/25/2042 | 0.03% |
| GNR 2019-99 KS IO 04.4030 08/20/2049 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.03% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.03% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| TABULA RASA H P/P 144A CV 01.7500 02/15/2026 | 0.03% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.03% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.03% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.03% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.03% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.03% |
| STACR 2019-HQA3 B1 04.6268 09/25/2049 | 0.03% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.03% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.03% |
| 1.36 R ISWP NFIX3MID P 12/18/2024 | 0.02% |
| 1.3625 R ISWP NFIX3MID P 12/13/2024 | 0.02% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.02% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.02% |
| CAS 2018-C06 2M2 03.7268 03/25/2031 | 0.02% |
| ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.02% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.02% |
| GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.02% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IRONWOOD PHAR P/P 144A CV 01.5000 06/15/2026 | 0.02% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.02% |
| LENNAR CORP 05.8750 11/15/2024 | 0.02% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% |
| REVLON CONS TLB L+350 05.1132 09/07/2023 | 0.02% |
| SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.02% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.02% |
| SOLENIS 1STL L+400 05.6132 06/26/2025 | 0.02% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| FRONT RANGE BIDCO INC L+300 04.6678 02/21/2027 | 0.02% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.02% |
| JO-ANN STORES 2NDL L+925 10.8789 05/21/2024 | 0.02% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.02% |
| L BRANDS INC 06.7500 07/01/2036 | 0.02% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.02% |
| ROBERTSHAW TL 2L L+800 09.6250 02/28/2026 | 0.02% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.02% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 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% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.02% |
| CFMT 2019-HB1 M5 P/P 144A 06.0000 12/25/2029 | 0.02% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| FNR 2019-57 KS IO 04.4233 10/25/2049 | 0.02% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.02% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% |
| WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.02% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.02% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.02% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.02% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.02% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.02% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.02% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.02% |
| HCA INC 03.5000 09/01/2030 | 0.02% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.02% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.02% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.02% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.02% |
| PROVINCIA DE BUENOS 35.6835 05/31/2022 | 0.02% |
| REALPAGE INC CV 01.5000 11/15/2022 | 0.02% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.02% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.02% |
| STACR 2019-DNA2 B1 05.9768 03/25/2049 | 0.02% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.02% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.02% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.02% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.02% |
| 8X8 INC CV 00.5000 02/01/2024 | 0.02% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.02% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.02% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.02% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.02% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.02% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| VERTIV TLB L+300 07.7500 11/15/2023 | 0.02% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.02% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| AMERICA MOVIL SAB DE CV REGS 00.0000 05/28/2020 | 0.02% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.02% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.02% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.02% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.02% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.02% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.02% |
| RINGCENTRAL CV 00.0000 03/15/2023 | 0.02% |
| SILICON LABOR CV 01.3750 03/01/2022 | 0.02% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.02% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.02% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.02% |
| AES CORP/THE 04.5000 03/15/2023 | 0.02% |
| AES CORP/THE 05.1250 09/01/2027 | 0.02% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% |
| FHLMC FR30 ZN5648 UMBS 04.5000 01/01/2049 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.02% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.02% |
| IHEARTMEDIA TLB L+300 04.6595 04/29/2026 | 0.02% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| STMICROELECTRONICS NV REGS 00.2500 07/03/2024 | 0.02% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.02% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% |
| TEVA PHARMA NE P/P 144A 07.1250 01/31/2025 | 0.02% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.02% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.02% |
| BUILDERS FIRSTSO P/P 144A 05.0000 03/01/2030 | 0.02% |
| CAS 2019-R01 2M2 04.0768 07/25/2031 | 0.02% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.02% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.02% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.02% |
| EUROPCAR MOBILITY GROUP REGS 04.1250 11/15/2024 | 0.02% |
| FNR 2006-8 HP 18.6019 03/25/2036 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GNR 2019-83 SY IO 04.4530 07/20/2049 | 0.02% |
| HCA INC. 07.5000 02/15/2022 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| JO-ANN STORES TL L+500 06.6289 10/16/2023 | 0.02% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.02% |
| NETFLIX INC 05.8750 02/15/2025 | 0.02% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.02% |
| NZD/USD 04/15/2020 JPMCB | 0.02% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.02% |
| SEK/USD 03/18/2020 SSBT | 0.02% |
| STACR 2019-HQA1 B2 13.8768 02/25/2049 | 0.02% |
| TOTAL SA REGS 00.5000 12/02/2022 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.02% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% |
| BMIR 2018-2A B1 P/P 144A 04.2768 08/25/2028 | 0.02% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 05.1000 12/31/2049 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.02% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| ISTAR INC. 05.2500 09/15/2022 | 0.02% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% |
| OCI NV P/P 144A 05.2500 11/01/2024 | 0.02% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.02% |
| RACKSPACE HOSTING INC L+300 04.7632 11/03/2023 | 0.02% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.02% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.02% |
| STACR 2014-HQ3 M3 06.3768 10/25/2024 | 0.02% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.02% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.02% |
| FNR 2015-42 LS IO 04.5733 06/25/2045 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.02% |
| MBX.FN30.450.10 R USL1M P 01/12/41 BC | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.02% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 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 2MX10Y P 1.315 USD 04/27/2020 TD | 0.02% |
| SWPTN 6WX30Y P 1.465 USD 04/08/2020 BA | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.02% |
| CAS 2015-C03 2M2 06.6268 07/25/2025 | 0.02% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.02% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.02% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.02% |
| EMIR 2020-1 B1 04.9260 01/25/2030 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% |
| GNR 2012-H29 AI IO 01.4461 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.4461 10/20/2062 | 0.02% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.02% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.02% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.02% |
| SGD/USD 05/20/2020 JPMCB | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| STACR 2018-HQA2 M2 03.9268 10/25/2048 | 0.02% |
| TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.02% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 0.02% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.01% |
| CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 0.01% |
| CAS 2015-C02 1M2 05.6268 05/25/2025 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.01% |
| GBP/USD 03/18/2020 SSBT | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| KRONOS TLB L+300 04.7633 11/01/2023 | 0.01% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.01% |
| NZD/USD 04/15/2020 CITI | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SWPTN 5WX10Y P 1.265 USD 03/31/2020 GS | 0.01% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| 0.2475 R ISWP FWD SES3M P 01/25/2022 | 0.01% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.01% |
| BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 0.01% |
| CAS 2016-C05 2B 12.3768 01/25/2029 | 0.01% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.01% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.01% |
| OKTA INC P/P 144A CV 00.1250 09/01/2025 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.01% |
| STACR 2015-HQ1 M3 05.4268 03/25/2025 | 0.01% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.01% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.01% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.01% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.01% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.01% |
| CAS 2018-C03 1B1 05.3768 10/25/2030 | 0.01% |
| COUPA SOFTWAR P/P 144A CV 00.1250 06/15/2025 | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.01% |
| MONGODB INC P/P 144A CV 00.2500 01/15/2026 | 0.01% |
| NZD/USD 04/15/2020 GSFX | 0.01% |
| SEA LTD P/P 144A 01.0000 12/01/2024 | 0.01% |
| SWPTN 4WX5Y R 1.505 CAD 03/25/2020 TD | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.01% |
| AUD/USD 04/15/2020 BCAP-FX | 0.01% |
| BASF SE REGS 00.9250 03/09/2023 | 0.01% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% |
| BUCKEYE PARTNERS LP P/P 144A 04.1250 03/01/2025 | 0.01% |
| CAS 2018-C05 1B1 05.8768 01/25/2031 | 0.01% |
| FNR 2019-43 JS IO 04.4233 08/25/2049 | 0.01% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.01% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% |
| OPTN FN30 3.5 03/05/20 CALL 103.140625 JPMC | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| STACR 2018-DNA2 M2 03.7768 12/25/2030 | 0.01% |
| SWPTN 4WX10Y P 1.275 USD 03/25/2020 BC | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| BAYER AG REGS 00.0500 06/15/2020 | 0.01% |
| CAS 2018-C04 2B1 06.1268 12/25/2030 | 0.01% |
| FHLMC FR30 ZN5649 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JC PENNEY CORP INC 07.4000 04/01/2037 | 0.01% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.01% |
| MBX.FN30.550.08 R USL1M P 01/12/39 GS | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| ORTHO-CLINICAL TLB L+325 04.7653 06/01/2025 | 0.01% |
| PINDUODUO INC P/P 144A 00.0000 10/01/2024 | 0.01% |
| RAG-STIFTUNG REGS 00.0000 02/18/2021 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 | 0.01% |
| TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 | 0.01% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.01% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| FRONT RANGE BIDC P/P 144A 04.0000 03/01/2027 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 04.6250 02/15/2027 | 0.01% |
| GNR 2010-68 SD IO 04.9330 06/20/2040 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.01% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.01% |
| JPMCC 2013-LC11 D 04.1676 04/15/2046 | 0.01% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.01% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.01% |
| OMIR 2019-1A B1B 05.9768 07/25/2029 | 0.01% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| EUR/USD 03/18/2020 UBS | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.01% |
| FNR 2013-18 SB IO 04.5233 10/25/2041 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MSBAM 2013-C11 D P/P 144A 04.3533 08/15/2046 | 0.01% |
| SERVICENOW IN CV 00.0000 06/01/2022 | 0.01% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| TESLA INC CV 02.0000 05/15/2024 | 0.01% |
| USD/JPY PUT 101.00 20200417 JPMCB | 0.01% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| 0.2275 R ISWP FWD SES3M P 01/28/2022 | 0.01% |
| 1.04 R ISWP FWD NFIX3MID P 02/04/2022 | 0.01% |
| 1.0475 R ISWP FWD NFIX3MID P 02/04/2022 | 0.01% |
| CAD/USD 04/15/2020 TDBK | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| EVERBRIDGE P/P 144A CV 00.1250 12/15/2024 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.01% |
| GNR 2016-77 SL IO 04.5030 03/20/2043 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.01% |
| OMIR 2019-1A B1A 05.1268 07/25/2029 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.01% |
| USD/JPY PUT 101.00 20200413 UBS | 0.01% |
| 0.24 R ISWP FWD SES3M P 01/21/2022 | 0.01% |
| CAD/USD 04/15/2020 BANKAM | 0.01% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| EUR/USD 03/18/2020 CITI | 0.01% |
| FHR 3408 EK 19.1195 04/15/2037 | 0.01% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% |
| FNR 2018-86 DS IO 04.4733 12/25/2048 | 0.01% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| GNR 2019-89 JS IO 04.4030 04/20/2049 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| LUCKIN COFFEE INC P/P 144A 00.7500 01/15/2025 | 0.01% |
| LVMH MOET HENNESSY VUITT CV PFD | 0.01% |
| STMICROELECTRONICS N.V. REGS 00.0000 07/03/2022 | 0.01% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| VODAFONE GROUP PLC REGS 00.0000 11/26/2020 | 0.01% |
| XERO INVESTMENTS LTD REGS 02.3750 10/04/2023 | 0.01% |
| AUD/USD 04/15/2020 HSBCB | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8015 03/11/2039 | 0.00% |
| CHENIERE ENERGY INC CV 04.2500 03/15/2045 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| COMM 2014-CR17 E P/P 144A 04.8476 05/10/2047 | 0.00% |
| DENBURY RESOURCES P/P 144A 09.2500 03/31/2022 | 0.00% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.00% |
| EUR/USD 03/18/2020 BCAP-FX | 0.00% |
| EUR/USD 03/18/2020 GSFX | 0.00% |
| EUR/USD 03/18/2020 HSBCB | 0.00% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.00% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.00% |
| HUBSPOT INC CV 00.2500 06/01/2022 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IQIYI INC P/P 144A 02.0000 04/01/2025 | 0.00% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.0827 07/15/2046 | 0.00% |
| MSRR 2010-R4 4B 03.0468 02/26/2037 | 0.00% |
| NEXITY SA CV PFD | 0.00% |
| NICE SYS INC CV 01.2500 01/15/2024 | 0.00% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.00% |
| SEK/USD 03/18/2020 RBSF | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| TALEND SA P/P 144A CV 01.7500 09/01/2024 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| CAD/USD 04/15/2020 HSBCB | 0.00% |
| CAS 2015-C01 1M2 05.9268 02/25/2025 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| DP WORLD PLC REGS 01.7500 06/19/2024 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD PUT 1.086 20200331 HSBCB | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.00% |
| IOS.FN30.350.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.450.11 R USL1M P 01/12/42 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| MTU AERO ENGINES AG REGS 00.1250 05/17/2023 | 0.00% |
| SEK/USD 03/18/2020 BANKAM | 0.00% |
| SEK/USD 03/18/2020 GSFX | 0.00% |
| SWPTN 3MX30Y P 1.719 USD 04/30/2020 MS | 0.00% |
| WESTERN DI CV 01.5000 02/01/2024 | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.00% |
| CAD/USD 04/15/2020 RBSF | 0.00% |
| CAS 2019-R02 1M2 03.9268 08/25/2031 | 0.00% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FNR 2005-83 QP 13.1645 11/25/2034 | 0.00% |
| GBP/USD 03/18/2020 BANKAM | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.00% |
| SEK/USD 03/18/2020 UBS | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 3MX10Y P 0.01 EUR 04/30/2020 MS | 0.00% |
| SWPTN 4WX5Y P 1.505 CAD 03/25/2020 TD | 0.00% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% |
| BALTA 2005-8 21A1 03.8289 10/25/2035 | 0.00% |
| CAD/USD 04/15/2020 JPMCB | 0.00% |
| CAS 2016-C05 2M2 06.0768 01/25/2029 | 0.00% |
| CAS 2018-C01 1M2 03.8768 07/25/2030 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
| DIAMOND SPORTS TLB L+325 04.8800 08/24/2026 | 0.00% |
| EQUINIX INC 05.3750 05/15/2027 | 0.00% |
| EUR/USD 03/18/2020 BANKAM | 0.00% |
| EUR/USD 03/18/2020 WPAC | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FRAC TECH INTL TLB L+475 06.3534 04/16/2021 | 0.00% |
| FSPC T-57 1AX IO 00.3746 07/25/2043 | 0.00% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.00% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.00% |
| HKD/USD 05/20/2020 HSBCB | 0.00% |
| HKD/USD 05/20/2020 SSBT | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| SCIENTIFIC GAMES TLB5 L+275 04.3659 08/14/2024 | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 TDBK | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STEARNS HLDG LLC CLASS B WTS | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 0.07 R ISWP SES3M P 03/02/2022 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSMC 2006-C5 AX IO 01.0922 12/15/2039 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| EUR/USD 03/18/2020 CSI-FX | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3003 06/25/2042 | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GBP/USD CALL 1.335 20200407 CITI | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| HKD/USD 05/20/2020 BANKAM | 0.00% |
| HKD/USD 05/20/2020 UBS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 0.00% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| -0.351 R ISWP FWD EUR006M P 12/18/2024 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/18/2021 | 0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | 0.00% |
| 0.701 R ISWP FWD GBL6M P 12/18/2021 | 0.00% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 6.66 R ISWP IN00O/N P 12/20/2022 | 0.00% |
| CAD/USD 04/15/2020 BCAP-FX | 0.00% |
| CAD/USD 04/15/2020 WPAC | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 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.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3314 PO PO 00.0000 11/15/2036 | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3782 10/25/2041 | 0.00% |
| FNS 366 22 IO 04.5000 10/25/2035 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| INR/USD 05/20/2020 GSFX | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.09 R USL1M P 01/12/40 CS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 05/20/2020 BCAP-FX | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049 | 0.00% |
| NZD/USD 04/15/2020 BCAP-FX | 0.00% |
| OPTN FN30 3.0 03/05/20 PUT 101.96875 JPMC | 0.00% |
| OPTN FN30 3.5 03/05/20 PUT 103.140625 JPMC | 0.00% |
| STEARNS HLD/CO P/P 144A 05.0000 11/05/2024 | 0.00% |
| STRIP 2003-1A N P/P 144A 05.0000 03/24/2020 | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 3MX5Y P 1.999 USD 03/17/2020 CI | 0.00% |
| SWPTN 3MX5Y P 2.18775 USD 03/17/2020 CI | 0.00% |
| TWD/USD 05/20/2020 BANKAM | 0.00% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | -0.00% |
| CHF/USD 03/18/2020 JPMCB | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CZK/USD 03/18/2020 BANKAM | -0.00% |
| GBP/USD 03/18/2020 GSFX | -0.00% |
| JPY/USD 05/20/2020 GSFX | -0.00% |
| JPY/USD 05/20/2020 JPMCB | -0.00% |
| JPY/USD 05/20/2020 UBS | -0.00% |
| SEK/USD 03/18/2020 JPMCB | -0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.00% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/USD 03/18/2020 RBSF | -0.00% |
| JPY/USD 05/20/2020 HSBCB | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MXN/USD 04/15/2020 CITI | -0.00% |
| 0.3125 R ISWP SES3M P 03/02/2030 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| JPY/USD 05/20/2020 BANKAM | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MXN/USD 04/15/2020 UBS | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 3MX30Y P 0.4285 EUR 04/30/2020 MS | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| MXN/USD 04/15/2020 BANKAM | -0.00% |
| NOK/USD 03/18/2020 SSBT | -0.00% |
| SWPTN 3MX10Y P 1.529 USD 04/30/2020 MS | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| AUD/USD 04/15/2020 GSFX | -0.00% |
| AUD/USD 04/15/2020 RBSF | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| 0.585 R ISWP FWD AUDBB3M P 02/03/2022 | -0.01% |
| 0.5875 R ISWP FWD AUDBB3M P 02/03/2022 | -0.01% |
| 1.60 R ISWP CDOR03 P 02/24/2030 | -0.01% |
| 1.6875 R ISWP CDOR03 P 10/09/2029 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NZD/USD 04/15/2020 BANKAM | -0.01% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.01% |
| SWPTN 4WX2Y P 1.195 USD 03/25/2020 BC | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| JPY/USD 05/20/2020 SSBT | -0.01% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NZD/USD 04/15/2020 RBSF | -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% |
| SWPTN 5WX2Y P 1.178 USD 03/31/2020 GS | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -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 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NZD/USD 04/15/2020 WPAC | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| AUD/USD 04/15/2020 BANKAM | -0.01% |
| AUD/USD 04/15/2020 JPMCB | -0.01% |
| EUR/USD CALL 1.1122 20200331 HSBCB | -0.01% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 2MX2Y P 1.19 USD 04/27/2020 TD | -0.01% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -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 R 1.703 P 11/29/24 | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.01% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| 1.73 R ISWP FWD NIBOR3M P 01/28/2022 | -0.01% |
| 1.805 R ISWP FWD NOKOIB3M P 01/21/2022 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 6WX5Y P 1.17 USD 04/08/2020 BA | -0.01% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | -0.02% |
| 1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021 | -0.02% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| NOK/USD 03/18/2020 BANKAM | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% |
| CPURNSA R 1.7625 P 12/10/24 | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% |
| NOK/USD 03/18/2020 RBSF | -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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| MBX.FN30.450.09 P USL1M R 01/12/40 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| NOK/USD 03/18/2020 GSFX | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| -0.40 R ISWP FWD CHL6M P 03/18/2025 | -0.02% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% |
| 1.75 R ISWP FWD NFIX3MID P 03/18/2030 | -0.02% |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | -0.02% |
| NZD/USD 04/15/2020 UBS | -0.02% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.02% |
| CPURNSA R 1.71 P 11/21/24 | -0.02% |
| EUR/USD 03/18/2020 JPMCB | -0.02% |
| NZD/USD 04/15/2020 SSBT | -0.02% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.03% |
| 1.8075 R ISWP FWD NOKOIB3M P 01/25/2022 | -0.03% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.03% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.03% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.03% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.03% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| CPTFEMU R 1.4 P 07/15/27 | -0.03% |
| USD/JPY PUT 104.00 20200413 UBS | -0.03% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.03% |
| EUR/USD 03/18/2020 SSBT | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.04% |
| USD/JPY PUT 104.00 20200417 JPMCB | -0.04% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.04% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.04% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.04% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.04% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.04% |
| 0.65 R ISWP FWD SES3M P 03/18/2030 | -0.05% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.05% |
| 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.05% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.05% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.05% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.05% |
| 1.744 R ISWP US0003M P 01/08/2030 | -0.05% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.05% |
| 1.632 R ISWP US0003M P 12/17/2024 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| 1.6445 R ISWP US0003M P 12/13/2024 | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| 1.6815 R ISWP US0003M P 12/18/2024 | -0.06% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.06% |
| 1.95 R ISWP FWD NOKOIB6M P 03/18/2025 | -0.07% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.07% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.07% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.07% |
| 2.00 R ISWP FWD NOKOIB6M P 03/18/2030 | -0.07% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.07% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.07% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.07% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.07% |
| FNMA FN30 TBA UMBS 04.5000 03/01/2050 | -0.07% |
| FNMA FN30 TBA UMBS 05.0000 03/01/2050 | -0.07% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.07% |
| -0.10 R ISWP FWD EUR006M P 03/18/2025 | -0.07% |
| 0.35 R ISWP FWD SES3M P 03/18/2025 | -0.07% |
| 1.8315 R ISWP FWD US0003M P 01/27/2030 | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.08% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.08% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.08% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.08% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.08% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.08% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.09% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.09% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.09% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.09% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.09% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.09% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.09% |
| GNMA GII30 TBA 03.5000 03/01/2050 | -0.09% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.10% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.10% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.10% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.10% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.10% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.10% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.10% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.10% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.10% |
| 1.40 R ISWP FWD NFIX3MID P 03/18/2025 | -0.10% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.10% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.11% |
| 1.8252 R ISWP US0003M P 12/17/2029 | -0.11% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.11% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.11% |
| UKRPI R 3.4425 P 07/15/49 | -0.12% |
| GNMA GII30 TBA 05.0000 03/01/2050 | -0.12% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.12% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.12% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.12% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.13% |
| 0.20 R ISWP FWD EUR006M P 03/18/2030 | -0.15% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.17% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.17% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.18% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.19% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.20% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.20% |
| 2.715 R ISWP US0003M P 03/02/2030 | -0.21% |
| 2.7225 R ISWP US0003M P 02/20/2030 | -0.22% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.25% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.27% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.28% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.30% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.32% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.35% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.36% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.36% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.36% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.37% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.39% |
| 1.80 R ISWP FWD US0003M P 03/18/2030 | -0.71% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.76% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.86% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -1.06% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -1.13% |
| EURO-SCHATZ FUT MAR20 DUH0 | -1.87% |
| US 5YR NOTE (CBT) JUN20 FVM0 | -3.39% |
Fixed income statistics as of 05/31/20
| Average effective maturity | 5.14 yrs. |
|---|---|
| Average effective duration | 2.50 yrs. |
| Average yield to maturity | 8.56% |
| Average coupon | 4.59% |
Sector weightings as of 05/31/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency CMO | 20.71% | 0.67 | 0.34% | 0.01 | 21.05% | 0.68 |
| Commercial MBS | 5.66% | 0.15 | 14.85% | 0.15 | 20.51% | 0.30 |
| High-yield corporate bonds | 14.36% | 0.55 | 0.00% | 0.00 | 14.36% | 0.55 |
| Agency pass-through | 0.01% | 0.00 | 13.98% | 0.34 | 13.99% | 0.34 |
| Emerging-market bonds | 13.71% | 0.78 | 0.00% | 0.00 | 13.71% | 0.78 |
| Residential MBS (non-agency) | 9.99% | 0.45 | 0.00% | 0.00 | 9.99% | 0.45 |
| Convertible securities | 6.84% | 0.10 | 0.00% | 0.00 | 6.84% | 0.10 |
| Investment-grade corporate bonds | 3.28% | 0.16 | 0.00% | 0.00 | 3.28% | 0.16 |
| Bank loans | 1.58% | 0.07 | 0.00% | 0.00 | 1.58% | 0.07 |
| Asset-backed securities (ABS) | 1.20% | 0.02 | 0.00% | 0.00 | 1.20% | 0.02 |
| International Treasury/agency | 0.12% | 0.01 | 0.00% | 0.00 | 0.12% | 0.01 |
| Equity investments | 0.00% | 0.00 | 0.00% | 0.00 | 0.00% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -2.07 | 0.00% | -2.07 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -0.01 | 0.00% | -0.01 |
| Net cash | 22.53% | 0.00 | 0.00% | 0.00 | 22.53% | 0.00 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Maturity detail as of 05/31/20
| 0 - 1 yr. | 14.90% |
|---|---|
| 1 - 5 yrs. | 48.15% |
| 5 - 10 yrs. | 30.64% |
| 10 - 15 yrs. | 3.70% |
| Over 15 yrs. | 2.61% |
Quality rating as of 05/31/20
| AAA | 44.11% |
|---|---|
| AA | 1.67% |
| A | 7.67% |
| BBB | 9.84% |
| BB | 19.07% |
| B | 9.26% |
| CCC and Below | 6.10% |
| Not Rated | 2.28% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
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.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country allocation as of 05/31/20
| United States | 84.30% |
|---|---|
| Indonesia | 1.64% |
| Ivory Coast | 1.63% |
| Dominican Republic | 1.47% |
| Senegal | 1.44% |
| Argentina | 1.39% |
| Mexico | 1.15% |
| Egypt | 1.06% |
| Brazil | 1.05% |
| Other | 4.87% |
1
Expenses
Expense ratio |
Class A | Class B | Class C | Class M | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 0.98% | 1.73% | 1.73% | 1.23% | 1.23% | 0.64% | 0.73% |
| What you pay | 0.98% | 1.73% | 1.73% | 1.23% | 1.23% | 0.64% | 0.73% |
Sales charge
| Breakpoint | Class A | Class B | Class C | Class M | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| $0-$49,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | 3.25% / 3.00% | -- | -- | -- |
| $50,000-$99,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | 2.25% / 2.00% | -- | -- | -- |
| $100,000-$249,999 | 3.25% / 2.75% | -- | 0.00% / 1.00% | 1.25% / 1.00% | -- | -- | -- |
| $250,000-$499,999 | 2.50% / 2.00% | -- | 0.00% / 1.00% | 1.00% / 1.00% | -- | -- | -- |
| $500,000-$999,999 | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class B | Class C | Class M | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class M | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.40% | 0.50% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $500,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
The ICE BofA U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. You cannot invest directly in an index.
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.
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.