‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.
Putnam Allstate Advisor Plus
Putnam Diversified Income Subaccount
The subaccount seeks as high a level of current income as Putnam Management believes is consistent with preservation of capital.
Fund description
The subaccount seeks income from three sectors: U.S. corporate and government investment-grade bonds, foreign bonds, and higher-yielding, lower-rated corporate bonds. The benchmark allocation for each sector is typically one-third of total assets. The management team can adjust the weightings and may allocate from 15%-65% of assets to each sector. By diversifying its assets, the subaccount seeks to reduce the risk of overexposure to any one sector.
Sales story
Offering a diversified portfolio of income opportunities Diverse income opportunities: The fund provides exposure to bonds in all sectors of the expanding global fixed-income market and across the complete credit spectrum.Multiple strategies: Putnam's bond specialists employ 70-80 active investment strategies to pursue a diverse range of opportunities for performance.Active risk management: In today's complex bond market, the fund's experienced managers actively manage risk with the goal of superior risk-adjusted performance over time.
Management team
- D. William Kohli (Investing since 1988)
- Michael J. Atkin (Investing since 1988)
- Michael V. Salm (Investing since 1989)
- Paul D. Scanlon, CFA (Investing since 1986)
Daily pricing as of 10/27/20
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $18.904007 | $18.318707 |
| Unit Value Change | -0.000833 | -0.000882 |
Lipper ranking ‡ as of 09/30/20
Category: General Bond Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 74% | 11/14 |
| 1 yr. | 98% | 34/34 |
| 3 yrs. | 91% | 29/31 |
| 5 yrs. | 77% | 19/24 |
Quick facts as of 09/30/20
| Fiscal Year End | December |
| Asset Class | Putnam Allstate Advisor Plus |
| Subaccount Status | Open to new investors |
| Number of issues | 1629 |
| Turnover (fiscal year end) | 987% |
| Net Assets | $180M |
| Inception Date | 09/15/93 |
Performance
Performance as of 09/30/20
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 0.34% | -7.41% | -5.37% | -0.12% | 1.66% | 1.48% | 3.15% |
| Standardized | -7.66% | -14.82% | -12.94% | -2.86% | 0.51% | 1.48% | 3.15% |
| With optional enhanced death benefit | |||||||
| Unit Value | 0.30% | -7.51% | -5.51% | -0.27% | 1.51% | 1.33% | 2.99% |
| Standardized | -7.70% | -14.91% | -13.07% | -3.01% | 0.35% | 1.33% | 2.99% |
| Actual performance | |||||||
| Unit Value | 0.34% | -7.41% | -5.37% | -0.12% | 1.66% | 1.48% | 3.12% |
| Standardized | -7.66% | -14.82% | -12.94% | -2.86% | 0.51% | 1.48% | 3.12% |
| With optional enhanced death benefit | |||||||
| Unit Value | 0.30% | -7.51% | -5.51% | -0.27% | 1.51% | 1.33% | 2.96% |
| Standardized | -7.70% | -14.91% | -13.07% | -3.01% | 0.35% | 1.33% | 2.96% |
Annual Performance at NAV
| 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 |
|---|---|---|---|---|---|---|---|---|---|
| 10.87% | -4.71% | 9.74% | 6.09% | -1.26% | -3.90% | 3.74% | 5.41% | -2.57% | 9.45% |
| With optional enhanced death benefit | |||||||||
| 10.70% | -4.86% | 9.57% | 5.93% | -1.41% | -4.05% | 3.58% | 5.26% | -2.72% | 9.29% |
Restated performance
Monthly as of 09/30/20 |
|
|---|---|
| Unit Value | -0.32% |
| Standardized | -8.29% |
YTD as of 10/27/20 |
|
|---|---|
| Unit Value | -6.66% |
| Standardized | -14.13% |
With optional enhanced death benefit
Monthly as of 09/30/20 |
|
|---|---|
| Unit Value | -0.33% |
| Standardized | -8.30% |
YTD as of 10/27/20 |
|
|---|---|
| Unit Value | -6.78% |
| Standardized | -14.24% |
Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.
Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.
Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.
Variable annuities are long-term investments designed for retirement purposes. Putnam Capital Manager products are flexible-premium variable annuities held by Talcott Resolution Life, Inc., Simsbury, CT.
Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.
These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.
Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.
For the most recent month-end performance, please call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277.
Risk Characteristics as of 09/30/20
| Avg. Eff. Maturity | 3.67 |
| Avg. Eff. Duration | -0.16 |
| Avg. Coupon | 5.47 |
| Avg. Yield to Maturity | 8.34 |
| Alpha (%) | -- |
| Beta | -- |
| R Squared | -- |
| Standard Deviation (3 yrs.) | 8.02 |
Maturity Details
| 0 to 1 yr. | -9.34% |
| 1 to 5 yrs. | 78.62% |
| 5 to 10 yrs. | 22.98% |
| 10 to 15 yrs. | 4.25% |
| Over 15 yrs. | 3.49% |
Quality Ratings
| AAA | 60.82% |
| AA | 1.76% |
| A | 1.24% |
| BBB | 9.89% |
| BB | 19.66% |
| B | 11.09% |
| CCC and Below | 5.81% |
| Not Rated | -10.27% |
Holdings
| Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | 11.10% |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2050 | 8.27% |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | 6.43% |
| Fnma Fn30 Tba Umbs 04.0000 11/01/2050 | 2.37% |
| Fnma Fn30 Tba Umbs 02.0000 11/01/2050 | 2.29% |
| Fnma Fn30 Tba Umbs 05.5000 10/01/2050 | 1.85% |
| Gnma Gii30 Tba 04.0000 10/01/2050 | 1.77% |
| Fnma Fn30 Tba Umbs 04.5000 10/01/2050 | 1.20% |
| Fnma Fn30 Tba Umbs 01.5000 10/01/2050 | 1.12% |
| Republic Of Senegal Regs 06.7500 03/13/2048 | 0.78% |
| Top 10 holdings, total: | 37.18% |
| Top 10 holdings as of 09/30/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | 11.10% |
| 2: Fnma Fn30 Tba Umbs 04.0000 10/01/2050 | 8.27% |
| 3: Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | 6.43% |
| 4: Fnma Fn30 Tba Umbs 04.0000 11/01/2050 | 2.37% |
| 5: Fnma Fn30 Tba Umbs 02.0000 11/01/2050 | 2.29% |
| 6: Fnma Fn30 Tba Umbs 05.5000 10/01/2050 | 1.85% |
| 7: Gnma Gii30 Tba 04.0000 10/01/2050 | 1.77% |
| 8: Fnma Fn30 Tba Umbs 04.5000 10/01/2050 | 1.20% |
| 9: Fnma Fn30 Tba Umbs 01.5000 10/01/2050 | 1.12% |
| 10: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.78% |
| Holdings represent 37.18% of portfolio | |
| Top 10 holdings as of 08/31/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | 10.97% |
| 2: Fnma Fn30 Tba Umbs 03.5000 09/01/2050 | 6.35% |
| 3: Fnma Fn30 Tba Umbs 04.0000 10/01/2050 | 5.84% |
| 4: Fnma Fn30 Tba Umbs 04.0000 09/01/2050 | 4.67% |
| 5: Fnma Fn30 Tba Umbs 05.5000 09/01/2050 | 1.82% |
| 6: Gnma Gii30 Tba 04.0000 09/01/2050 | 1.75% |
| 7: Fnma Fn30 Tba Umbs 04.5000 09/01/2050 | 1.18% |
| 8: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.84% |
| 9: Ivory Coast Regs 06.1250 06/15/2033 | 0.77% |
| 10: Republic Of Senegal Regs 06.2500 05/23/2033 | 0.71% |
| Holdings represent 34.90% of portfolio | |
| Top 10 holdings as of 07/31/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 09/01/2050 | 10.89% |
| 2: Fnma Fn30 Tba Umbs 04.0000 09/01/2050 | 6.93% |
| 3: Fnma Fn30 Tba Umbs 03.5000 08/01/2050 | 6.31% |
| 4: Fnma Fn30 Tba Umbs 02.0000 09/01/2050 | 5.06% |
| 5: Fnma Fn30 Tba Umbs 04.0000 08/01/2050 | 3.47% |
| 6: Fnma Fn30 Tba Umbs 02.0000 08/01/2050 | 2.25% |
| 7: Fnma Fn30 Tba Umbs 05.5000 08/01/2050 | 1.80% |
| 8: Gnma Gii30 Tba 04.0000 08/01/2050 | 1.73% |
| 9: Fnma Fn30 Tba Umbs 04.5000 08/01/2050 | 1.17% |
| 10: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.79% |
| Holdings represent 40.40% of portfolio | |
| Top 10 holdings as of 06/30/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | 16.84% |
| 2: Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | 10.18% |
| 3: Fnma Fn30 Tba Umbs 05.5000 07/01/2050 | 1.76% |
| 4: Gnma Gii30 Tba 04.0000 07/01/2050 | 1.70% |
| 5: Fnma Fn30 Tba Umbs 04.5000 07/01/2050 | 1.15% |
| 6: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.79% |
| 7: Ivory Coast Regs 06.1250 06/15/2033 | 0.74% |
| 8: Fnr 2019-57 Ks Io 05.8655 10/25/2049 | 0.68% |
| 9: Republic Of Senegal Regs 06.2500 05/23/2033 | 0.68% |
| 10: Cwalt 2006-Oa10 4a1 00.3745 08/25/2046 | 0.68% |
| Holdings represent 35.20% of portfolio | |
| FNMA FN30 TBA UMBS 03.5000 10/01/2050 | 15.19% | FNMA FN30 TBA UMBS 04.0000 10/01/2050 | 8.28% | T 2.25 R 0.22 P 12/10/20 JP | 5.36% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.43% | FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 2.37% | FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 2.34% | FNMA FN30 TBA UMBS 02.0000 11/01/2050 | 2.29% | TREASURY BILL 00.0000 11/05/2020 | 2.22% | FNMA FN30 TBA UMBS 05.5000 10/01/2050 | 1.85% | GNMA GII30 TBA 04.0000 10/01/2050 | 1.77% | TREASURY BILL 00.0000 10/08/2020 | 1.56% | FNMA FN30 TBA UMBS 04.5000 10/01/2050 | 1.20% | FNMA FN30 TBA UMBS 01.5000 10/01/2050 | 1.12% | TREASURY BILL 00.0000 10/15/2020 | 0.94% | 3.096 R ISWP US0003M P 12/03/2029 | 0.92% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.78% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.75% | TREASURY BILL 00.0000 11/10/2020 | 0.72% | IVORY COAST REGS 06.1250 06/15/2033 | 0.72% | CWALT 2006-OA10 4A1 00.3381 08/25/2046 | 0.69% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.68% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.67% | CAS 2016-C02 1B 12.3981 09/25/2028 | 0.62% | FNR 2017-32 SA IO 06.0019 05/25/2047 | 0.61% | FNR 2019-57 KS IO 05.9019 10/25/2049 | 0.61% | STACR 2016-DNA1 B 10.1751 07/25/2028 | 0.59% | PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.58% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.57% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.56% | FHR 5004 SG IO 05.9476 08/25/2050 | 0.56% | TREASURY BILL 00.0000 12/03/2020 | 0.55% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.52% | STRU BMOC-8710 SA IO 05.9938 07/20/2050 | 0.50% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.50% | GNR 2016-H23 NI IO 03.3469 10/20/2066 | 0.50% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.49% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.49% | 3.312 R ISWP US0003M P 11/08/2048 | 0.49% | REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.46% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.45% | FHR 5011 SA IO 06.0976 09/25/2050 | 0.44% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.44% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.44% | GNR 2019-96 SY IO 05.9438 08/20/2049 | 0.43% | FHR 4945 SL IO 05.8976 01/25/2050 | 0.42% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.41% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.41% | GNR 2019-83 SY IO 05.9438 07/20/2049 | 0.41% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.41% | CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.40% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.40% | TREASURY BILL 00.0000 11/19/2020 | 0.39% | CAS 2017-C03 1M2 03.1481 10/25/2029 | 0.38% | FHR 4839 WS IO 05.9476 08/15/2056 | 0.38% | CAS 2015-C04 1M2 05.8481 04/25/2028 | 0.38% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.37% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.37% | CMLTI 2007-AMC3 A2D 00.4981 03/25/2037 | 0.36% | IVORY COAST REGS 05.7500 12/31/2032 | 0.35% | BSCMS 2007-T26 AJ 05.5414 01/12/2045 | 0.35% | WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046 | 0.34% | STACR 2015-DNA3 B 09.4981 04/25/2028 | 0.34% | CARMX 2020-2 D 06.8700 05/17/2027 | 0.34% | CWALT 2006-OA7 1A1 02.5475 06/25/2046 | 0.34% | TREASURY BILL 00.0000 11/12/2020 | 0.33% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.33% | GNR 2014-60 SD IO 06.0238 04/20/2044 | 0.33% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.32% | CAS 2018-C05 1B1 04.3981 01/25/2031 | 0.32% | CAS 2016-C03 1B 11.8981 10/25/2028 | 0.31% | CAS 2016-C03 2M2 06.0481 10/25/2028 | 0.31% | SPST 2019-11 A 00.9011 10/24/2020 | 0.31% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.30% | SPST 2020-2 A 00.9748 03/26/2021 | 0.30% | MCAS 2020-01 M10 P/P 144A 03.8981 03/25/2050 | 0.30% | STACR 2016-HQA2 M3 05.2981 11/25/2028 | 0.30% | FNR 2018-20 SB IO 06.1019 03/25/2048 | 0.28% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.28% | FNR 2015-42 LS IO 06.0519 06/25/2045 | 0.28% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.28% | TREASURY BILL 00.0000 10/27/2020 | 0.28% | TREASURY BILL 00.0000 12/10/2020 | 0.28% | JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047 | 0.28% | SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.28% | WAMU 2005-AR17 A1B3 00.4981 12/25/2045 | 0.27% | SWPTN 3MX10Y P 0.7075 USD 12/18/2020 JP | 0.27% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.27% | FNR 2019-43 JS IO 05.9019 08/25/2049 | 0.26% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.26% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.26% | SPST 2020-WL1 A 01.2981 06/25/2051 | 0.26% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.25% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.25% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.25% | STACR 2017-HQA1 M2 03.6981 08/25/2029 | 0.25% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.24% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.24% | STACR 2015-DNA2 B 07.6981 12/25/2027 | 0.24% | NHLT 2019-2A M4 05.6822 11/26/2029 | 0.24% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.23% | WFRBS 2012-C10 D P/P 144A 04.5755 12/15/2045 | 0.23% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.23% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.23% | GNR 2017-H16 JI IO 02.8661 08/20/2067 | 0.23% | WFRBS 2012-C7 E P/P 144A 04.9651 06/15/2045 | 0.23% | CAS 2017-C02 2B1 05.6481 09/25/2029 | 0.23% | GNR 2019-152 ES IO 05.8938 12/20/2049 | 0.23% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.23% | CAS 2017-C03 1B1 04.9981 10/25/2029 | 0.22% | CPURNSA R 0.77 P 03/11/25 | 0.22% | GNR 2020-7 SK IO 05.8938 01/20/2050 | 0.22% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.22% | TREASURY BILL 00.0000 11/17/2020 | 0.22% | FNR 2016-96 ST IO 05.9519 12/25/2046 | 0.22% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.22% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.21% | 0.78 R ISWP US0003M P 04/28/2050 | 0.21% | GNR 2016-H09 BI IO 02.9540 04/20/2066 | 0.21% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.21% | GNR 2018-H05 BI IO 02.5582 02/20/2068 | 0.21% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.21% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.21% | OPTN FN30 2.0 10/07/20 CALL 102.625 JPMC | 0.21% | GNR 2017-H10 MI IO 02.2244 04/20/2067 | 0.20% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.20% | SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.20% | STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.20% | PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.20% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.20% | COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.20% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.20% | DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.20% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.19% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.19% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.19% | SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.19% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.19% | RALI 2006-QO10 A1 00.3081 01/25/2037 | 0.19% | ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.19% | BCAP 2011-RR3 3A6 03.1794 11/27/2036 | 0.18% | 0.815 R ISWP US0003M P 07/30/2050 | 0.18% | GNR 2015-H25 AI IO 01.6269 09/20/2065 | 0.18% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.18% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.18% | FNR 2013-90 SD IO 06.4519 09/25/2043 | 0.18% | GNR 2016-H06 DI IO 02.3200 07/20/2065 | 0.18% | GNR 2017-H08 NI IO 02.3087 03/20/2067 | 0.18% | SPRINT CORP 07.8750 09/15/2023 | 0.18% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.18% | CAS 2016-C01 1B 11.8981 08/25/2028 | 0.18% | DOMINICAN REPUBLIC REGS 06.8500 01/27/2045 | 0.18% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.18% | GNR 2016-H10 AI IO 02.8813 04/20/2066 | 0.18% | MSBAM 2013-C11 D P/P 144A 04.4975 08/15/2046 | 0.18% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.17% | GNR 2018-H03 XI IO 02.2631 02/20/2068 | 0.17% | GNR 2018-H05 AI IO 02.5352 02/20/2068 | 0.17% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.17% | SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.17% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.17% | GNR 2016-H06 CI IO 02.7644 02/20/2066 | 0.17% | REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.17% | GNR 2016-H22 AI IO 03.8558 10/20/2066 | 0.17% | GNR 2016-H24 JI IO 03.3048 11/20/2066 | 0.17% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.17% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.17% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.17% | CFCRE 2011-C2 E P/P 144A 05.9306 12/15/2047 | 0.17% | CPTFEMU P 1.71 R 07/15/37 | 0.17% | JPMCC 2013-LC11 D 04.3061 04/15/2046 | 0.17% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.17% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.16% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.16% | ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.16% | VERTIV TLB L+300 04.6550 03/02/2027 | 0.16% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.16% | SAMI 2007-AR1 2A1 00.3281 01/25/2037 | 0.16% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.16% | REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.16% | SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.16% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.16% | MSBAM 2013-C10 D P/P 144A 04.2180 07/15/2046 | 0.16% | GNR 2017-H09 IO IO 02.1846 04/20/2067 | 0.16% | REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.16% | OMIR 2017-1A B1 P/P 144A 05.8981 04/25/2027 | 0.16% | IVORY COAST REGS 05.3750 07/23/2024 | 0.15% | GNR 2017-H12 QI IO 02.6792 05/20/2067 | 0.15% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.15% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.15% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.15% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.15% | GNR 2017-H06 BI IO 02.2833 02/20/2067 | 0.15% | PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.15% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.15% | IVORY COAST REGS 05.2500 03/22/2030 | 0.15% | SPST 2020-6 A 01.9011 09/07/2021 | 0.15% | FNR 2013-107 SB IO 05.8019 02/25/2043 | 0.14% | CAS 2020-SBT1 1M2 03.7981 02/25/2040 | 0.14% | IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.14% | PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.14% | WFCM 2013-LC12 D P/P 144A 04.4105 07/15/2046 | 0.14% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.14% | GNR 2016-H02 HI IO 03.0501 01/20/2066 | 0.14% | GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.14% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.14% | JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.14% | CWALT 2006-OA7 1A2 01.9593 06/25/2046 | 0.14% | GNR 2017-H16 IB IO 02.2098 08/20/2067 | 0.14% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.14% | ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.14% | GNR 2017-H02 BI IO 02.3727 01/20/2067 | 0.14% | GNR 2017-H16 IG IO 02.1695 07/20/2067 | 0.14% | MRAFT 2020-2 A1 01.9055 05/29/2022 | 0.14% | GNR 2015-H23 BI IO 01.7609 09/20/2065 | 0.14% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% | GNR 2017-H11 DI IO 01.9513 05/20/2067 | 0.14% | BALTA 2005-8 21A1 02.9885 10/25/2035 | 0.14% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.14% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.14% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.14% | UKRPI P 3.665 R 12/15/28 | 0.14% | GNR 2014-119 SA IO 05.4438 08/20/2044 | 0.13% | WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.13% | SNAP INC CV 00.7500 08/01/2026 | 0.13% | STACR 2020-DNA3 B2 09.4981 06/25/2050 | 0.13% | BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.13% | 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.13% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.13% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.13% | ZILLOW GRP CV 01.3750 09/01/2026 | 0.13% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.13% | CWALT 2005-59 1A1 00.4858 11/20/2035 | 0.13% | GNR 2015-H24 AI IO 02.2532 09/20/2065 | 0.13% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.13% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.13% | IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.13% | NUANCE COMM CV 01.2500 04/01/2025 | 0.13% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.13% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.13% | MSRR 2010-R4 4B 03.5462 02/26/2037 | 0.13% | CWALT 2006-OA10 3A1 00.3381 08/25/2046 | 0.12% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.12% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.12% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.12% | COMM 2014-CR16 C 05.0916 04/10/2047 | 0.12% | CSAIL 2015-C1 D P/P 144A 03.9109 04/15/2050 | 0.12% | GNR 2016-H16 EI IO 02.4937 06/20/2066 | 0.12% | NATWEST GROUP PLC USD 08.0000 12/29/2049 | 0.12% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% | CENTENE CORP 04.6250 12/15/2029 | 0.12% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.12% | REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.12% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.12% | ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.12% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.12% | GNR 2017-H11 TI IO 02.6860 04/20/2067 | 0.12% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.12% | STACR 2019-DNA1 M2 02.7981 01/25/2049 | 0.12% | STATE OF QATAR P/P 144A 03.4000 04/16/2025 | 0.12% | AES CORP/THE 05.5000 04/15/2025 | 0.12% | GNR 2016-H14 AI IO 02.6694 06/20/2066 | 0.12% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.12% | FNR 2018-86 DS IO 05.9519 12/25/2048 | 0.12% | HCA INC. 05.3750 09/01/2026 | 0.12% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.12% | BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.12% | COMM 2013-CR9 D P/P 144A 04.3853 07/10/2045 | 0.12% | DBALT 2006-AR4 A2 00.3381 12/25/2036 | 0.12% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.12% | GSAA 2006-8 2A2 00.3281 05/25/2036 | 0.12% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.12% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.12% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.12% | GNR 2016-H03 DI IO 02.0248 12/20/2065 | 0.12% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.12% | CAS 2017-C04 2M2 02.9981 11/25/2029 | 0.11% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.11% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.11% | TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.11% | GNR 2016-H03 AI IO 03.3207 01/20/2066 | 0.11% | STACR 2020-HQA2 M2 03.2481 03/25/2050 | 0.11% | CASH MGMT BILL 00.0000 12/08/2020 | 0.11% | CWALT 2006-OA10 2A1 00.3381 08/25/2046 | 0.11% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.11% | FHR 4742 S IO 06.0476 12/15/2047 | 0.11% | GNR 2015-H25 EI IO 01.8619 10/20/2065 | 0.11% | PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.11% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.11% | ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.11% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.11% | NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | BMIR 2017-1 B1 P/P 144A 04.8981 10/25/2027 | 0.11% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.11% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.11% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.11% | CAS 2019-R03 1B1 04.2481 09/25/2031 | 0.11% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.11% | GLOBAL MEDICAL RESPONS L+475 05.5000 10/05/2025 | 0.11% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.10% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.10% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.10% | CWALT 2005-38 A1 02.5193 09/25/2035 | 0.10% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.10% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.10% | JPMCC 2011-C4 C P/P 144A 05.5254 07/15/2046 | 0.10% | LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.10% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.10% | GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.10% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.10% | CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.10% | GNR 2014-H21 BI IO 01.5457 10/20/2064 | 0.10% | FHR 3065 DC 19.4029 03/15/2035 | 0.10% | NETFLIX INC. 05.8750 11/15/2028 | 0.10% | BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.10% | GNR 2015-H10 BI IO 03.0112 04/20/2065 | 0.10% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.10% | PULTEGROUP INC 05.5000 03/01/2026 | 0.10% | CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.10% | GMAC CAPITAL TRUST I PCT 06.0651 | 0.10% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.10% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.10% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.10% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.10% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.10% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.10% | GSR 2007-OA1 2A3A 00.4581 05/25/2037 | 0.10% | ORTHO-CLINICAL TLB L+325 03.4056 06/30/2025 | 0.10% | PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.10% | BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.09% | LIVE NATION CV 02.5000 03/15/2023 | 0.09% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.09% | 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | DISH NETWORK CV 03.3750 08/15/2026 | 0.09% | 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.09% | 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.09% | CAS 2018 - C01 1B1 03.6981 07/25/2030 | 0.09% | ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.09% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.09% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.09% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.09% | TWITTER INC CV 01.0000 09/15/2021 | 0.09% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.09% | FORTIVE CORP CV 00.8750 02/15/2022 | 0.09% | NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.09% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.09% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.09% | GNR 2016-H17 KI IO 02.5104 07/20/2066 | 0.09% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.09% | WPX ENERGY INC 05.8750 06/15/2028 | 0.09% | CIT GROUP INC 05.0000 08/01/2023 | 0.09% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.09% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.09% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.09% | PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.09% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | GNR 2013-H08 CI IO 01.6509 02/20/2063 | 0.08% | AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.08% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.08% | GNR 2016-H24 CI IO 01.7104 10/20/2066 | 0.08% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.08% | STACR 2018-HQA2 B1 04.3981 10/25/2048 | 0.08% | BLACKLINE INC CV 00.1250 08/01/2024 | 0.08% | CPTFEMU R 0.961 P 05/15/40 | 0.08% | FNR 2006-8 HP 24.0235 03/25/2036 | 0.08% | GNR 2016-48 MI IO 03.5000 04/16/2046 | 0.08% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.08% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.08% | CCMFC 2006-4A A2 00.3281 11/25/2047 | 0.08% | CPURNSA R 0.41 P 03/18/25 | 0.08% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.08% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.08% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.08% | AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.08% | DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% | ETSY INC CV 00.1250 10/01/2026 | 0.08% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% | ON SEMICONDUC CV 01.6250 10/15/2023 | 0.08% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.08% | JPMCC 2007-CB20 E P/P 144A 06.3744 02/12/2051 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.08% | DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.08% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.08% | JPMBB 2014-C18 E P/P 144A 04.4705 02/15/2047 | 0.08% | PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.08% | RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.08% | STACR 2019-DNA2 B2 10.6481 03/25/2049 | 0.08% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.08% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.08% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.08% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.08% | DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.08% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.08% | OPTN FN30 2.5 11/05/20 CALL 104.703125 JPMC | 0.08% | PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.08% | STACR 2020-DNA4 B2 10.1580 08/25/2050 | 0.08% | VONAGE HLDGS CV 01.7500 06/01/2024 | 0.08% | COMM 2012-CR3 E P/P 144A 04.9090 10/15/2045 | 0.08% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.08% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.08% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.08% | VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.08% | ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.07% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.07% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.07% | MWST 2019-1 A 00.9481 06/25/2052 | 0.07% | PQ CORP P/P 144A 05.7500 12/15/2025 | 0.07% | STACR 2019-HQA1 M2 02.4981 02/25/2049 | 0.07% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.07% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.07% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.07% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.07% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.07% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.07% | ROYAL CARIBBE P/P 144A CV 04.2500 06/15/2023 | 0.07% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.07% | ZYNGA INC CV 00.2500 06/01/2024 | 0.07% | 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.07% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | GBP/USD 12/16/2020 SSBT | 0.07% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.07% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | JPALT 2007-A2 12A1 00.3481 06/25/2037 | 0.07% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.07% | MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.07% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.07% | REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.07% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.07% | NRG ENERGY INC 05.7500 01/15/2028 | 0.07% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.07% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% | CWALT 2006-24CB A13 00.4981 08/25/2036 | 0.07% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% | MRAFT 2020-4 A1 01.5055 04/23/2023 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | SWPTN 5WX10Y P 0.71827 USD 10/13/2020 JP | 0.07% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.07% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.07% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.07% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.07% | CAS 2020-R01 1B1 03.3981 01/25/2040 | 0.07% | INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.07% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.07% | TRANSDIGM INC 05.5000 11/15/2027 | 0.07% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.06% | GNR 2016-H14 IO IO 01.6951 06/20/2066 | 0.06% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.06% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.06% | BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.06% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.06% | CPURNSA R 0.835 P 04/30/25 | 0.06% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.06% | SOLENIS 1STL L+400 04.2559 06/26/2025 | 0.06% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.06% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% | WMHE 2007-HE4 1A 00.3181 07/25/2047 | 0.06% | 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.06% | CPTFEMU R 0.655 P 05/15/30 | 0.06% | CPURNSA R 0.8525 P 05/01/25 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | L BRANDS INC 07.5000 06/15/2029 | 0.06% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.06% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% | MWST 2018-W1 A 00.9981 11/25/2051 | 0.06% | PROOFPOINT IN CV 00.2500 08/15/2024 | 0.06% | STACR 2018-DNA3 B2 07.8981 09/25/2048 | 0.06% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.06% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.06% | FNR 2010-35 SG IO 06.2519 04/25/2040 | 0.06% | GNR 2015-H08 CI IO 01.8052 03/20/2065 | 0.06% | PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.06% | SPRINT CORP 07.2500 09/15/2021 | 0.06% | STACR 2018-HQA2 B2 11.1481 10/25/2048 | 0.06% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.06% | CPTFEMU R 0.6625 P 05/15/30 | 0.06% | HVMLT 2005-2 1A 00.6763 05/19/2035 | 0.06% | INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.06% | STACR 2018-HQA2 M2 02.4481 10/25/2048 | 0.06% | WORKDAY INC CV 00.2500 10/01/2022 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.06% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% | NRG ENERGY CV 02.7500 06/01/2048 | 0.06% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% | SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | APACHE CORPORATION 04.8750 11/15/2027 | 0.06% | BWAY CORP TLB L+325 03.5229 04/03/2024 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.06% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.06% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.06% | DOCUSIGN INC CV 00.5000 09/15/2023 | 0.06% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.06% | ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.06% | NETFLIX INC 04.8750 04/15/2028 | 0.06% | REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | WIX LTD P/P 144A 00.0000 08/15/2025 | 0.06% | COLONY STARWO CV 03.5000 01/15/2022 | 0.06% | GNR 2013-129 SN IO 05.9938 09/20/2043 | 0.06% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.06% | GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.06% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% | 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.05% | CAS 2016-C05 2B 10.8981 01/25/2029 | 0.05% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.05% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.05% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.05% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.05% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% | OPTN FN30 2.0 11/05/20 CALL 103.0625 JPMC | 0.05% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.05% | 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.05% | ASURION TLB7 L+300 03.1466 11/03/2024 | 0.05% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% | CWALT 2007-OH1 A1D 00.3581 04/25/2047 | 0.05% | FNR 2007-53 SP 23.6569 06/25/2037 | 0.05% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% | HUSKY TLB L+300 03.3614 03/28/2025 | 0.05% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.05% | ISTAR INC. 04.2500 08/01/2025 | 0.05% | MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.05% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% | REDFIN CORP CV 01.7500 07/15/2023 | 0.05% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.05% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.05% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% | 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% | JPMCC 2011-C3 F P/P 144A 05.8533 02/15/2046 | 0.05% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.05% | NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.05% | BERRY PLASTICS TLY L+200 03.8985 07/01/2026 | 0.05% | DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.05% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | TWILIO INC CV 00.2500 06/01/2023 | 0.05% | UKRPI P 3.34 R 03/15/28 | 0.05% | UKRPI P 3.385 R 11/15/24 | 0.05% | WPX ENERGY INC 05.7500 06/01/2026 | 0.05% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.05% | CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.05% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.05% | EUR/USD 12/16/2020 SSBT | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.05% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.05% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.05% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.05% | MHL 2005-3 M2 00.9431 08/25/2035 | 0.05% | MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.05% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.05% | UKRPI P 3.4025 R 03/15/28 | 0.05% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.05% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.05% | MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.05% | QVC INC 04.3750 09/01/2028 | 0.05% | STACR 2019-DNA2 M2 02.5981 03/25/2049 | 0.05% | STACR 2019-DNA3 B2 08.2981 07/25/2049 | 0.05% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.05% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.05% | ANTERO RESOURCES 05.3750 11/01/2021 | 0.05% | CONMED CORP CV 02.6250 02/01/2024 | 0.05% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.05% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.05% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.05% | FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.05% | L BRANDS INC. 06.8750 11/01/2035 | 0.05% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.05% | LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.05% | MPH ACQUISITION HLDG P/P 144A 07.1250 06/01/2024 | 0.05% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.05% | TENNANT CO 05.6250 05/01/2025 | 0.05% | WERNER TLB L+400 05.0000 07/24/2024 | 0.05% | WPX ENERGY INC 05.2500 10/15/2027 | 0.05% | 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.04% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.04% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.04% | CONTINENTAL RES 04.5000 04/15/2023 | 0.04% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | RH P/P 144A CV 00.0000 09/15/2024 | 0.04% | STACR 2018-DNA1 M2 01.9481 07/25/2030 | 0.04% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.04% | AES CORP/THE 06.0000 05/15/2026 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | ARBY'S TLB L+275 04.4095 02/05/2025 | 0.04% | CAS 2015-C04 2M2 05.6981 04/25/2028 | 0.04% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.04% | CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | DISH DBS CORP 05.8750 11/15/2024 | 0.04% | FHR 4530 TI IO 04.0000 11/15/2045 | 0.04% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.04% | GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.04% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | QORVO INC 05.5000 07/15/2026 | 0.04% | SOTERA HEALTH TL L+450 05.5000 12/13/2026 | 0.04% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.04% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.04% | MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.04% | NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.04% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% | PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.04% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.04% | PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.04% | TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.04% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.04% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.04% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.04% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | CPURNSA R 1.2125 P 06/15/25 | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% | FNR 2005-122 SE 22.5815 11/25/2035 | 0.04% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.04% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | NUTANIX INC CV 00.0000 01/15/2023 | 0.04% | PROVINCIA DE BUENOS 33.5560 05/31/2022 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.04% | 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.04% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.04% | BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | CAS 2015-C03 2M2 05.1481 07/25/2025 | 0.04% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.04% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% | GNR 2020-15 CS IO 05.8938 02/20/2050 | 0.04% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% | NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.04% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.04% | WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.04% | CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.04% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.04% | ISTAR INC 05.5000 02/15/2026 | 0.04% | RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% | REALPAGE INC CV 01.5000 05/15/2025 | 0.04% | SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.04% | CIT GROUP INC. 05.2500 03/07/2025 | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% | FNR 2008-24 SP 22.7402 02/25/2038 | 0.04% | GARDA WORLD TLB L+475 06.6903 10/30/2026 | 0.04% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.04% | THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% | USD/CNH PUT 6.75 20210301 GSFX | 0.04% | WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% | AIR TRANSPORT CV 01.1250 10/15/2024 | 0.04% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.04% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.04% | CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.04% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.04% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.04% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.04% | HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.04% | IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% | MESSER INDUST TLB L+250 02.7204 03/01/2026 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.04% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% | FHR 3249 PS 21.7721 12/15/2036 | 0.04% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.04% | GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.04% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% | MICROCHIP TEC CV 01.6250 02/15/2027 | 0.04% | PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.04% | RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.04% | SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% | SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.04% | SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.04% | SYNAPTICS INC CV 00.5000 06/15/2022 | 0.04% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.04% | CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.04% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.04% | CPG INTL TL L+375 04.7500 05/05/2024 | 0.04% | GNR 2015-H26 CI IO 00.5460 08/20/2065 | 0.04% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.04% | REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.04% | TALBOTS TLB L+700 07.2204 11/28/2022 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | DIAMOND SPORTS TLB L+325 03.4000 08/24/2026 | 0.03% | IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.03% | NETFLIX INC. 06.3750 05/15/2029 | 0.03% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.03% | EUR/USD CALL 1.20 20210323 HSBCB | 0.03% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.03% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.03% | Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% | TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.03% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.03% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.03% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.03% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.03% | LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.03% | OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.03% | OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.03% | SM ENERGY CO 06.1250 11/15/2022 | 0.03% | SM ENERGY CO 06.6250 01/15/2027 | 0.03% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% | BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.03% | CINEMARK USA INC 04.8750 06/01/2023 | 0.03% | COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.03% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.03% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.03% | ICAHN ENTER 04.7500 09/15/2024 | 0.03% | INTELSAT S.A. TLB3 L+475 08.0000 11/27/2023 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SCIENTIFIC GAMES TLB5 L+275 03.4712 08/14/2024 | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.03% | UKRPI P 3.34 R 02/15/28 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.03% | DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.03% | FNR 2005-83 QP 17.0089 11/25/2034 | 0.03% | GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% | MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | THE AES CORPORATION 05.1250 09/01/2027 | 0.03% | TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.03% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.03% | BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.03% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% | ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.03% | FNR 2010-140 GS IO 05.8519 07/25/2039 | 0.03% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.03% | GNR 2013-99 VS IO 05.9479 07/16/2043 | 0.03% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | NZD/USD CALL 0.685 20210323 HSBCB | 0.03% | PLURALSIGHT CV 00.3750 03/01/2024 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% | UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.03% | ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.03% | 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.03% | BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.03% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% | MEREDITH CORP 06.8750 02/01/2026 | 0.03% | NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.03% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% | GBP/USD 12/16/2020 CITI | 0.03% | L BRANDS INC 06.7500 07/01/2036 | 0.03% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.03% | 8X8 INC CV 00.5000 02/01/2024 | 0.03% | APACHE CORP 05.1000 09/01/2040 | 0.03% | BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% | BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.03% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.03% | CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.03% | CINEMARK USA INC 05.1250 12/15/2022 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | FNR 2006-62 PS 39.0112 07/25/2036 | 0.03% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% | FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.03% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.03% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.03% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.03% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.03% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.03% | SWPTN 3MX10Y P 0.923 USD 12/22/2020 CI | 0.03% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% | 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.02% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.02% | CENTENE CORP 03.0000 10/15/2030 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.02% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.02% | NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.02% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.02% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.02% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.02% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% | T-MOBILE USA INC TLB L+300 04/01/2027 | 0.02% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.02% | UKRPI P 3.381 R 11/15/24 | 0.02% | USD/JPY PUT 105.00 20201124 BANKAM | 0.02% | USD/JPY PUT 105.00 20201124 GSFX | 0.02% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.02% | AUD/USD 10/21/2020 HSBCB | 0.02% | AUD/USD CALL 0.76 20210311 HSBCB | 0.02% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.02% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.02% | EUR/USD CALL 1.23 20210215 BANKAM | 0.02% | EUR/USD CALL 1.23 20210215 UBS | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% | OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.02% | FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | SWPTN 2MX5Y P 0.359 USD 10/13/2020 BC | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | UKRPI P 3.42 R 12/15/24 | 0.02% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.02% | USD/MXN PUT 21.00 20201130 GSFX | 0.02% | -0.189 R ISWP FWD EUR006M P 08/15/2029 | 0.02% | 0.439 R ISWP US0003M P 08/10/2025 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% | OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.02% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.02% | THYELE TL B 1L USD L+425 04.4283 06/30/2027 | 0.02% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | FHR 3408 EK 25.1799 04/15/2037 | 0.02% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% | IHEARTMEDIA TLB L+300 04.6595 05/01/2026 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% | SWPTN 3MX10Y P 0.6225 USD 10/15/2020 JP | 0.02% | TRANSDIGM INC 06.3750 06/15/2026 | 0.02% | USD/KRW PUT 1130.00 20210322 HSBCB | 0.02% | 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.02% | AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% | EUR/USD 12/16/2020 BCAP-FX | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% | NOK/USD 12/16/2020 UBS | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.02% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% | WPX ENERGY INC 04.5000 01/15/2030 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% | AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% | EUR/USD CALL 1.23 20210301 MSCIL | 0.02% | GBP/USD PUT 1.23 20201218 BANKAM | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% | SEK/USD 12/16/2020 BCAP-FX | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | CAS 2015-C02 2M2 04.1481 05/25/2025 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% | EUR/USD CALL 1.22 20210127 BANKAM | 0.02% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.02% | JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.02% | USD/MXN PUT 20.75 20210322 MSCIL | 0.02% | VALVOLINE INC 04.3750 08/15/2025 | 0.02% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | CAS 2017-C06 2B1 04.5981 02/25/2030 | 0.02% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% | EUR/NOK PUT 10.45 20210323 CSI-FX | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.02% | LIBERTY BROAD P/P 144A CV 02.7500 09/30/2050 | 0.02% | OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.02% | RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.02% | UKRPI P 3.3875 R 03/15/28 | 0.02% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.02% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.02% | GNR 2019-78 SJ IO 05.8938 06/20/2049 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% | L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% | OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.02% | SM ENERGY CO 06.7500 09/15/2026 | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | AUD/USD 10/21/2020 WPAC | 0.01% | CAD/USD 10/21/2020 GSFX | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% | DIVERSEY TL L+300 03.2606 09/06/2024 | 0.01% | EUR/CHF CALL 1.10 20201209 CSI-FX | 0.01% | EUR/USD 12/16/2020 RBSF | 0.01% | GBP/USD 12/16/2020 UBS | 0.01% | GBP/USD 12/16/2020 WPAC | 0.01% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.01% | MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | 0.62 R ISWP US0003M P 05/19/2030 | 0.01% | 0.76125 R ISWP NFIX3MID P 06/05/2030 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% | GNR 2019-99 KS IO 05.8938 08/20/2049 | 0.01% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | NZD/USD 10/21/2020 SSBT | 0.01% | PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% | USD/SGD PUT 1.345 20210323 HSBCB | 0.01% | 0.429 R ISWP FWD US0003M P 08/10/2025 | 0.01% | 0.50 R ISWP FWD US0003M P 06/15/2025 | 0.01% | 0.65 R ISWP US0003M P 05/26/2030 | 0.01% | AUD/USD 10/21/2020 TDBK | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CAS 2017-C07 2B1 04.5981 05/25/2030 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | EUR/SEK PUT 10.25 20210323 CSI-FX | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% | NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.01% | NZD/USD 10/21/2020 UBS | 0.01% | PQ CORP TLB L+225 03.6268 02/07/2027 | 0.01% | SEK/USD 12/16/2020 CITI | 0.01% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.01% | TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.01% | YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% | 0.32 R ISWP GBL6M P 07/16/2030 | 0.01% | 0.321 R ISWP GBL6M P 07/16/2030 | 0.01% | 0.85 R ISWP FWD AUDBB6M P 12/16/2030 | 0.01% | APACHE CORP 04.6250 11/15/2025 | 0.01% | CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.01% | CAS 2015-C02 1M2 04.1481 05/25/2025 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | EUR/USD 12/16/2020 TDBK | 0.01% | JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.01% | NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% | ROBERTSHAW US HOLDING L+325 04.2478 02/28/2025 | 0.01% | SEK/USD 12/16/2020 SSBT | 0.01% | TERRIER MEDIA TLB L+425 04.4345 12/17/2026 | 0.01% | WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% | WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% | ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% | 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.01% | 0.405 R ISWP AUDBB6M P 07/08/2025 | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% | MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.01% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.01% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% | 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% | AUD/USD 10/21/2020 BANKAM | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% | TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% | 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | GBP/USD 12/16/2020 MSCIL | 0.01% | GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.01% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% | NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.01% | NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% | NOK/USD 12/16/2020 JPMCB | 0.01% | NZD/USD 10/21/2020 RBSF | 0.01% | OPTN FN30 3.0 11/05/20 CALL 104.703125 JPMC | 0.01% | SEK/USD 12/16/2020 RBSF | 0.01% | SWPTN 1MX10Y R 0.635 USD 10/28/2020 CI | 0.01% | 0.06 R ISWP SES3M P 03/03/2022 | 0.01% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% | AUD/USD 10/21/2020 SSBT | 0.01% | CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.01% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% | MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% | NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.01% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% | CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.01% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% | SM ENERGY CO 05.0000 01/15/2024 | 0.01% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.01% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% | TXU TCEH RIGHTS | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | 0.595 R ISWP NFIX3MID P 05/15/2030 | 0.00% | ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% | AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.00% | NOK/USD 12/16/2020 GSFX | 0.00% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.00% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.00% | 0.338 R ISWP US0003M P 07/01/2025 | 0.00% | AUD/USD 03/15/2021 UBS | 0.00% | AUD/USD 10/21/2020 RBSF | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CPURNSA R 1.922 P 09/24/40 | 0.00% | EUR/USD 12/16/2020 CSI-FX | 0.00% | EUR/USD 12/16/2020 GSFX | 0.00% | EUR/USD 12/16/2020 WPAC | 0.00% | FSPC T-57 1AX IO 00.3812 07/25/2043 | 0.00% | NZD/USD 10/21/2020 BCAP-FX | 0.00% | OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% | OPTN FN30 2.5 10/07/20 CALL 104.984375 JPMC | 0.00% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.00% | CAD/USD 10/21/2020 RBSF | 0.00% | CAD/USD 10/21/2020 UBS | 0.00% | CHC GRP LLC P/P CV 00.0000 10/01/2021 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | GBP/USD 12/16/2020 CSI-FX | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | NZD/USD 10/21/2020 BANKAM | 0.00% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.00% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% | TRIBUNE CLASS 1C LITIGAT | 0.00% | -0.30 R ISWP FWD CHL6M P 12/16/2030 | 0.00% | 0.60 R ISWP FWD NFIX3MID P 12/16/2030 | 0.00% | 0.95 R ISWP FWD NOKOIB6M P 12/16/2030 | 0.00% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% | EUR/USD 12/16/2020 UBS | 0.00% | EUR/USD CALL 1.21 20201028 BANKAM | 0.00% | FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% | GBP/USD 12/16/2020 TDBK | 0.00% | MXN/USD 10/21/2020 BANKAM | 0.00% | SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | CAD/USD 10/21/2020 MSCIL | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CSMC 2006-C5 AX IO 01.0922 12/15/2039 | 0.00% | GBP/USD 12/16/2020 HSBCB | 0.00% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% | JPY/USD 11/18/2020 HSBCB | 0.00% | JPY/USD 11/18/2020 MSCIL | 0.00% | JPY/USD 11/18/2020 RBSF | 0.00% | JPY/USD 11/18/2020 UBS | 0.00% | MXN/USD 10/21/2020 UBS | 0.00% | NOK/USD 12/16/2020 HSBCB | 0.00% | NZD/USD 10/21/2020 MSCIL | 0.00% | NZD/USD 10/21/2020 TDBK | 0.00% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% | SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | 0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% | 0.30 R ISWP FWD SES3M P 12/16/2030 | 0.00% | 0.70 R ISWP US0003M P 09/11/2030 | 0.00% | 1.188 R ISWP FWD US0003M P 09/02/2052 | 0.00% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | AUD/USD 10/21/2020 CSI-FX | 0.00% | CHC GROUP LLC P/P SEDOL BYXD3K4 | 0.00% | CHF/USD 12/16/2020 HSBCB | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% | CZK/USD 12/16/2020 GSFX | 0.00% | EUR/USD 12/16/2020 BANKAM | 0.00% | EUR/USD 12/16/2020 HSBCB | 0.00% | EUR/USD CALL 1.24 20201028 BANKAM | 0.00% | EUR/USD CALL 1.24 20201028 MSCIL | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | FNS 366 22 IO 04.5000 10/25/2035 | 0.00% | GBP/USD 12/16/2020 JPMCB | 0.00% | HKD/USD 11/18/2020 BANKAM | 0.00% | HKD/USD 11/18/2020 HSBCB | 0.00% | HKD/USD 11/18/2020 SSBT | 0.00% | HKD/USD 11/18/2020 TDBK | 0.00% | HKD/USD 11/18/2020 UBS | 0.00% | JPY/USD 11/18/2020 BANKAM | 0.00% | JPY/USD 11/18/2020 CITI | 0.00% | JPY/USD 11/18/2020 GSFX | 0.00% | JPY/USD 11/18/2020 SSBT | 0.00% | JPY/USD 11/18/2020 WPAC | 0.00% | MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | NZD/USD 10/21/2020 CSI-FX | 0.00% | NZD/USD 10/21/2020 JPMCB | 0.00% | OPTN FN30 3.0 10/07/20 CALL 105.5625 JPMC | 0.00% | SEK/USD 12/16/2020 HSBCB | 0.00% | SEK/USD 12/16/2020 JPMCB | 0.00% | SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% | SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% | TERVITA CORP SEDOL BD1DCC4 | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% | 0.286 R ISWP SES3M P 03/03/2030 | -0.00% | 0.6915 R ISWP US0003M P 09/30/2030 | -0.00% | 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% | 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.00% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | -0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | -0.00% | CHF/USD 12/16/2020 MSCIL | -0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | JPY/USD 11/18/2020 BCAP-FX | -0.00% | NZD/USD 10/21/2020 WPAC | -0.00% | SEK/USD 12/16/2020 TDBK | -0.00% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | -0.00% | SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | -0.00% | 0.20 R ISWP FWD SONIA P 12/16/2030 | -0.00% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | -0.00% | 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | -0.00% | 0.655 R ISWP NOKOIB6M P 07/10/2025 | -0.00% | 0.655 R ISWP NOKOIB6M P 07/13/2025 | -0.00% | 1.05 R ISWP FWD CDOR03 P 12/16/2030 | -0.00% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% | 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% | CAD/USD 10/21/2020 CITI | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% | EUR/USD 12/16/2020 CITI | -0.00% | EUR/USD CALL 1.21 20201028 MSCIL | -0.00% | GBP/USD 12/16/2020 BCAP-FX | -0.00% | SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% | SWPTN 3MX10Y P 0.8225 USD 10/15/2020 JP | -0.00% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% | 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% | 1.00 R ISWP FWD US0003M P 09/30/2040 | -0.00% | CAD/USD 10/21/2020 HSBCB | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | EUR/SEK PUT 9.90 20210323 CSI-FX | -0.00% | JPY/USD 11/18/2020 JPMCB | -0.00% | NZD/USD 10/21/2020 HSBCB | -0.00% | SEK/USD 12/16/2020 MSCIL | -0.00% | SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.00% | -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% | AUD/USD 10/21/2020 MSCIL | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% | NZD/USD 10/21/2020 CITI | -0.00% | NZD/USD 10/21/2020 GSFX | -0.00% | OPTN FN30 2.0 10/07/20 PUT 102.625 JPMC | -0.00% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% | SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | -0.00% | USD/JPY PUT 100.00 20201124 BANKAM | -0.00% | USD/JPY PUT 100.00 20201124 GSFX | -0.00% | USD/SGD PUT 1.31 20210323 HSBCB | -0.00% | -0.4047 R ISWP EUR006M P 10/11/2024 | -0.00% | 0.215 R ISWP NFIX3MID P 05/15/2025 | -0.00% | 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.00% | CHF/USD 12/16/2020 CITI | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | EUR/CHF CALL 1.12 20201209 CSI-FX | -0.00% | NOK/USD 12/16/2020 MSCIL | -0.00% | OPTN FN30 3.0 11/05/20 PUT 104.703125 JPMC | -0.00% | SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | -0.00% | USD/MXN PUT 20.00 20201130 GSFX | -0.00% | 1.20 R ISWP FWD US0003M P 06/15/2050 | -0.01% | AUD/USD CALL 0.80 20210311 HSBCB | -0.01% | CHF/USD 12/16/2020 GSFX | -0.01% | EUR/USD CALL 1.26 20210127 BANKAM | -0.01% | SEK/USD 12/16/2020 BANKAM | -0.01% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.01% | SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.01% | USD/KRW PUT 1085.00 20210322 HSBCB | -0.01% | 0.30 R ISWP US0003M P 07/14/2025 | -0.01% | 0.6925 R ISWP NOKOIB6M P 06/29/2025 | -0.01% | 0.739 R ISWP US0003M P 09/30/2030 | -0.01% | AUD/USD 10/21/2020 JPMCB | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD 12/16/2020 MSCIL | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.01% | SWPTN 1MX5Y P 0.344 USD 10/08/2020 GS | -0.01% | SWPTN 3MX10Y P 0.7225 USD 10/15/2020 JP | -0.01% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% | USD/MXN PUT 19.75 20210322 MSCIL | -0.01% | 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | CPURNSA R 1.703 P 11/29/24 | -0.01% | CZK/USD 12/16/2020 BANKAM | -0.01% | EUR/USD CALL 1.27 20210301 MSCIL | -0.01% | GBP/USD 12/16/2020 GSFX | -0.01% | NZD/USD CALL 0.725 20210323 HSBCB | -0.01% | OPTN FN30 2.5 10/07/20 PUT 104.984375 JPMC | -0.01% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | SWPTN 1MX5Y R 0.344 USD 10/08/2020 GS | -0.01% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.01% | 0.645 R ISWP US0003M P 07/15/2030 | -0.01% | CHF/USD 12/16/2020 TDBK | -0.01% | NOK/USD 12/16/2020 SSBT | -0.01% | SWPTN 1MX10Y R 0.705 USD 10/28/2020 CI | -0.01% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% | CAD/USD 10/21/2020 CSI-FX | -0.01% | CHF/USD 12/16/2020 SSBT | -0.01% | EUR/USD CALL 1.27 20210215 BANKAM | -0.01% | EUR/USD CALL 1.27 20210215 UBS | -0.01% | GBP/USD 12/16/2020 RBSF | -0.01% | GBP/USD PUT 1.20 20201218 BANKAM | -0.01% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.01% | SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% | -0.15 R ISWP FWD EUR006M P 12/16/2030 | -0.01% | 0.36 R ISWP NFIX3MID P 06/05/2025 | -0.01% | CHF/USD 12/16/2020 JPMCB | -0.01% | CLP/USD 10/21/2020 CITI | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% | -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% | AUD/USD 10/21/2020 GSFX | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | EUR/USD CALL 1.25 20210323 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300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% | CAD/USD 10/21/2020 JPMCB | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CPURNSA R 1.71 P 11/21/24 | -0.02% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.02% | CAD/USD 10/21/2020 TDBK | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | AUD/USD 10/21/2020 UBS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | SEK/USD 12/16/2020 GSFX | -0.02% | SWPTN 5YX2Y P 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05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CPURNSA P 1.6875 R 06/15/50 | -0.02% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.03% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.03% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | OPTN FN30 2.0 11/05/20 PUT 103.0625 JPMC | -0.03% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.04% | EUR/USD 12/16/2020 JPMCB | -0.04% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.04% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.04% | SWPTN 2MX5Y R 0.359 USD 10/13/2020 BC | -0.04% | 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.04% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% | 0.385 R ISWP US0003M P 05/21/2025 | -0.05% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.05% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.05% | 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.05% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.05% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.05% | 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.05% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% | CAD/USD 10/21/2020 SSBT | -0.05% | 1.08 R ISWP FWD US0003M P 12/16/2050 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% | SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.05% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.05% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.06% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.06% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.06% | OPTN FN30 2.5 11/05/20 PUT 104.703125 JPMC | -0.06% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.07% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.07% | CPTFEMU R 1.4 P 07/15/27 | -0.07% | SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.07% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.07% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.08% | 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.08% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% | SWPTN 5WX10Y R 0.71827 USD 10/13/2020 JP | -0.08% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.08% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.08% | 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.08% | CPURNSA P 1.345 R 04/30/30 | -0.09% | CPURNSA P 1.3475 R 05/01/30 | -0.09% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.10% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.10% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.10% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.10% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.11% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.11% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.11% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.11% | 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.11% | 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.11% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.11% | 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.11% | 0.794 R ISWP US0003M P 08/03/2050 | -0.12% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.12% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.12% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.12% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.12% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.12% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.12% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.13% | 2.6785 R ISWP US0003M P 02/13/2029 | -0.13% | CPURNSA P 0.95 R 03/18/30 | -0.13% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.13% | CPTFEMU P 1.13 R 05/15/50 | -0.13% | 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.13% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.13% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.14% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.14% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.14% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.15% | CPTFEMU R 1.4375 P 09/15/23 | -0.16% | CPTFEMU R 1.4413 P 09/15/23 | -0.16% | CPTFEMU R 1.4425 P 09/15/23 | -0.16% | CPTFEMU R 1.4438 P 09/15/23 | -0.16% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.16% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.16% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.16% | CPURNSA P 1.6625 R 07/10/30 | -0.16% | IOS.FN30.350.13 P US0001M R 01/12/44 JP | -0.18% | 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.18% | CPTFEMU P 0.935 R 05/15/40 | -0.19% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.19% | CPTFEMU P 0.93 R 05/15/40 | -0.19% | CPURNSA P 1.586 R 06/30/30 | -0.20% | SWPTN 3MX10Y R 0.7075 USD 12/18/2020 JP | -0.21% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.21% | UKRPI R 3.4425 P 07/15/49 | -0.21% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.22% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.22% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.22% | 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.23% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.24% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.25% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.26% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.29% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.31% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.32% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.34% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.36% | CPURNSA P 1.165 R 03/11/30 | -0.39% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.46% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.50% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.55% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.56% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.89% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.35% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.39% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.45% | US ULTRA BOND CBT DEC20 WNZ0 | -1.72% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.32% | FNMA FN30 TBA UMBS 02.5000 11/01/2050 | -2.32% | EURO-BUND FUTURE DEC20 RXZ0 | -2.95% | US 5YR NOTE (CBT) DEC20 FVZ0 | -4.26% | US 2YR NOTE (CBT) DEC20 TUZ0 | -60.50% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2050 | 12.70% | FNMA FN30 TBA UMBS 04.0000 09/01/2050 | 10.50% | T 2.25 R 0.225 P 09/10/20 JP | 5.28% | FNMA FN30 TBA UMBS 03.5000 10/01/2050 | 4.62% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.46% | TREASURY BILL 00.0000 11/05/2020 | 2.19% | FNMA FN30 TBA UMBS 05.5000 09/01/2050 | 1.82% | GNMA GII30 TBA 04.0000 09/01/2050 | 1.75% | TREASURY BILL 00.0000 10/08/2020 | 1.54% | FNMA FN30 TBA UMBS 04.5000 09/01/2050 | 1.18% | TREASURY BILL 00.0000 10/15/2020 | 0.93% | 3.096 R ISWP US0003M P 12/03/2029 | 0.91% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.81% | IVORY COAST REGS 06.1250 06/15/2033 | 0.76% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.72% | CASH MGMT BILL 00.0000 11/10/2020 | 0.71% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.70% | CWALT 2006-OA10 4A1 00.3651 08/25/2046 | 0.69% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.66% | FNR 2019-57 KS IO 05.8749 10/25/2049 | 0.63% | FNR 2017-32 SA IO 05.9749 05/25/2047 | 0.63% | CAS 2016-C02 1B 12.4251 09/25/2028 | 0.62% | STACR 2016-DNA1 B 10.1751 07/25/2028 | 0.59% | FHR 5004 SG IO 05.9381 08/25/2050 | 0.58% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.58% | PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.58% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.57% | GNR 2020-97 QS 05.9675 06/20/2050 | 0.56% | SPST 2019-7 A 00.8833 09/24/2020 | 0.55% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.50% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.49% | 3.312 R ISWP US0003M P 11/08/2048 | 0.49% | GNR 2016-H23 NI IO 03.5783 10/20/2066 | 0.49% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.49% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.49% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.48% | GNR 2019-96 SY IO 05.9420 08/20/2049 | 0.46% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.45% | GNR 2019-83 SY IO 05.9420 07/20/2049 | 0.44% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.43% | ARGENTINE REPUBLIC USD 07.5000 04/22/2026 | 0.42% | 1.688 R ISWP US0003M P 01/31/2030 | 0.42% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.42% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.41% | FHR 4839 WS IO 05.9381 08/15/2056 | 0.40% | CAS 2017-C03 1M2 03.1751 10/25/2029 | 0.40% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.40% | CAS 2015-C04 1M2 05.8751 04/25/2028 | 0.40% | TREASURY BILL 00.0000 09/10/2020 | 0.40% | CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.40% | TREASURY BILL 00.0000 11/19/2020 | 0.38% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.38% | IVORY COAST REGS 05.7500 12/31/2032 | 0.37% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.37% | CMLTI 2007-AMC3 A2D 00.5251 03/25/2037 | 0.35% | BSCMS 2007-T26 AJ 05.5415 01/12/2045 | 0.35% | CAS 2016-C03 2M2 06.0751 10/25/2028 | 0.34% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.34% | CWALT 2006-OA7 1A1 02.5901 06/25/2046 | 0.34% | CARMX 2020-2 D 06.8700 05/17/2027 | 0.34% | GNR 2014-60 SD IO 06.0220 04/20/2044 | 0.33% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.33% | WFRBS 2013-C15 D P/P 144A 04.6541 08/15/2046 | 0.33% | TREASURY BILL 00.0000 11/12/2020 | 0.33% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.32% | OPTN FN30 2.5 09/08/20 CALL 104.25 JPMC | 0.32% | REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.32% | 1.698 R ISWP US0003M P 01/28/2030 | 0.32% | STACR 2015-DNA3 B 09.5251 04/25/2028 | 0.32% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.31% | CAS 2018-C05 1B1 04.4251 01/25/2031 | 0.31% | CAS 2016-C03 1B 11.9251 10/25/2028 | 0.31% | SPST 2019-11 A 00.9333 10/24/2020 | 0.30% | SPST 2020-2 A 01.0043 03/26/2021 | 0.30% | STACR 2016-HQA2 M3 05.3251 11/25/2028 | 0.29% | MCAS 2020-01 M10 P/P 144A 03.9251 03/25/2050 | 0.29% | FNR 2018-20 SB IO 06.0749 03/25/2048 | 0.29% | FNR 2015-42 LS IO 06.0249 06/25/2045 | 0.28% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.28% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.28% | TREASURY BILL 00.0000 10/27/2020 | 0.27% | SHRP 2020-1 NOTE 03.1500 07/25/2024 | 0.27% | WAMU 2005-AR17 A1B3 00.5251 12/25/2045 | 0.27% | JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047 | 0.27% | FNR 2019-43 JS IO 05.8749 08/25/2049 | 0.26% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.26% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.26% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.26% | SPST 2020-WL1 A 01.3251 06/25/2051 | 0.26% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.25% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.25% | STACR 2017-HQA1 M2 03.7251 08/25/2029 | 0.24% | CPURNSA R 0.77 P 03/11/25 | 0.24% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.24% | GNR 2020-7 SK IO 05.8920 01/20/2050 | 0.24% | RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.24% | FNR 2016-96 ST IO 05.9249 12/25/2046 | 0.24% | STACR 2015-DNA2 B 07.7251 12/25/2027 | 0.23% | GNR 2017-H16 JI IO 01.7043 08/20/2067 | 0.23% | GNR 2019-152 ES IO 05.8920 12/20/2049 | 0.23% | NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029 | 0.23% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.23% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.23% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.23% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.22% | CAS 2017-C02 2B1 05.6751 09/25/2029 | 0.22% | CAS 2017-C03 1B1 05.0251 10/25/2029 | 0.22% | WFRBS 2012-C10 D P/P 144A 04.5757 12/15/2045 | 0.22% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.22% | SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.22% | CASH MGMT BILL 00.0000 11/17/2020 | 0.22% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.22% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.22% | WFRBS 2012-C7 E P/P 144A 04.9654 06/15/2045 | 0.22% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.21% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.21% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.21% | GNR 2016-H09 BI IO 02.9391 04/20/2066 | 0.21% | GNR 2018-H05 BI IO 02.5623 02/20/2068 | 0.21% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.21% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.21% | GNR 2017-H10 MI IO 02.2463 04/20/2067 | 0.21% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.21% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.21% | PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.20% | STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.20% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.20% | SPRINT CORP 07.8750 09/15/2023 | 0.20% | ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.19% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.19% | DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.19% | SWPTN 2MX10Y P 0.627 USD 09/10/2020 JP | 0.19% | COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.19% | EUR/USD 09/16/2020 JPMCB | 0.19% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.19% | 0.78 R ISWP US0003M P 04/28/2050 | 0.19% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.19% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.19% | BCAP 2011-RR3 3A6 03.5467 11/27/2036 | 0.19% | RALI 2006-QO10 A1 00.3351 01/25/2037 | 0.19% | SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.19% | CAS 2019-R04 2B1 05.4251 06/25/2039 | 0.18% | GNR 2015-H25 AI IO 01.6152 09/20/2065 | 0.18% | GNR 2017-H08 NI IO 02.3279 03/20/2067 | 0.18% | GNR 2016-H06 DI IO 02.3075 07/20/2065 | 0.18% | PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.18% | FNR 2013-90 SD IO 06.4249 09/25/2043 | 0.18% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.18% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.18% | DOMINICAN REPUBLIC REGS 06.8500 01/27/2045 | 0.18% | GNR 2016-H10 AI IO 02.8852 04/20/2066 | 0.18% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.18% | GNR 2016-H06 CI IO 02.8618 02/20/2066 | 0.18% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.18% | GNR 2018-H03 XI IO 02.2693 02/20/2068 | 0.18% | GNR 2018-H05 AI IO 02.5350 02/20/2068 | 0.17% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.17% | REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.17% | CAS 2016-C01 1B 11.9251 08/25/2028 | 0.17% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.17% | GNR 2016-H22 AI IO 03.9636 10/20/2066 | 0.17% | GNR 2016-H24 JI IO 03.6840 11/20/2066 | 0.17% | SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.17% | MSBAM 2013-C11 D P/P 144A 04.4977 08/15/2046 | 0.17% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.17% | CFCRE 2011-C2 E P/P 144A 05.9306 12/15/2047 | 0.16% | MSBAM 2013-C10 D P/P 144A 04.2182 07/15/2046 | 0.16% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.16% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.16% | 0.815 R ISWP US0003M P 07/30/2050 | 0.16% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.16% | JPMCC 2013-LC11 D 04.3062 04/15/2046 | 0.16% | ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.16% | REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.16% | SAMI 2007-AR1 2A1 00.3551 01/25/2037 | 0.16% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.16% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.16% | VERTIV TLB L+300 04.6550 03/02/2027 | 0.16% | AES CORP/THE 05.5000 04/15/2025 | 0.16% | GNR 2017-H09 IO IO 02.1830 04/20/2067 | 0.16% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.16% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.16% | REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.16% | IVORY COAST REGS 05.2500 03/22/2030 | 0.16% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.15% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.15% | SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.15% | GNR 2017-H12 QI IO 02.6977 05/20/2067 | 0.15% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.15% | OMIR 2017-1A B1 P/P 144A 05.9251 04/25/2027 | 0.15% | PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.15% | IVORY COAST REGS 05.3750 07/23/2024 | 0.15% | IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.15% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.15% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.15% | GNR 2017-H06 BI IO 02.2975 02/20/2067 | 0.15% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.15% | FNR 2013-107 SB IO 05.7749 02/25/2043 | 0.15% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.15% | SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.15% | SPST 2020-6 A 01.9333 09/07/2021 | 0.15% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.14% | CAS 2020-SBT1 1M2 03.8251 02/25/2040 | 0.14% | GNR 2016-H02 HI IO 03.0516 01/20/2066 | 0.14% | WFCM 2013-LC12 D P/P 144A 04.4107 07/15/2046 | 0.14% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.14% | GNR 2017-H16 IB IO 01.2225 08/20/2067 | 0.14% | GNR 2017-H16 IG IO 00.5375 07/20/2067 | 0.14% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.14% | CWALT 2006-OA7 1A2 02.1107 06/25/2046 | 0.14% | GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.14% | BALTA 2005-8 21A1 03.1466 10/25/2035 | 0.14% | CPTFEMU P 1.71 R 07/15/37 | 0.14% | GNR 2017-H02 BI IO 02.3852 01/20/2067 | 0.14% | GNR 2017-H11 DI IO 01.9562 05/20/2067 | 0.14% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.14% | JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.14% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.14% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.14% | CPTFEMU R 0.961 P 05/15/40 | 0.14% | GNR 2014-119 SA IO 05.4420 08/20/2044 | 0.14% | GNR 2015-H23 BI IO 01.7514 09/20/2065 | 0.14% | MRAFT 2020-2 A1 01.9054 05/29/2022 | 0.14% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.14% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.13% | WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.13% | ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.13% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.13% | BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.13% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.13% | REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.13% | STACR 2020-DNA3 B2 09.5251 06/25/2050 | 0.13% | CWALT 2005-59 1A1 00.4880 11/20/2035 | 0.13% | CWALT 2006-OA10 3A1 00.3651 08/25/2046 | 0.13% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.13% | IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.13% | MSRR 2010-R4 4B 02.9729 02/26/2037 | 0.13% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.13% | GNR 2015-H24 AI IO 02.6986 09/20/2065 | 0.13% | UKRPI P 3.665 R 12/15/28 | 0.13% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.12% | NATWEST GROUP PLC USD 08.0000 12/29/2049 | 0.12% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.12% | ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.12% | CENTENE CORP 04.6250 12/15/2029 | 0.12% | GNR 2016-H16 EI IO 02.4955 06/20/2066 | 0.12% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.12% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.12% | GNR 2017-H11 TI IO 02.6938 04/20/2067 | 0.12% | HCA INC. 05.3750 09/01/2026 | 0.12% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.12% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.12% | COMM 2014-CR16 C 05.0917 04/10/2047 | 0.12% | CPTFEMU R 0.655 P 05/15/30 | 0.12% | FNR 2018-86 DS IO 05.9249 12/25/2048 | 0.12% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.12% | SNAP INC CV 00.7500 08/01/2026 | 0.12% | STATE OF QATAR P/P 144A 03.4000 04/16/2025 | 0.12% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.12% | GNR 2016-H14 AI IO 02.6611 06/20/2066 | 0.12% | STACR 2019-DNA1 M2 02.8251 01/25/2049 | 0.12% | CSAIL 2015-C1 D P/P 144A 03.9111 04/15/2050 | 0.12% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.12% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.12% | CPTFEMU R 0.6625 P 05/15/30 | 0.12% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.12% | BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.12% | DBALT 2006-AR4 A2 00.3651 12/25/2036 | 0.12% | GSAA 2006-8 2A2 00.3551 05/25/2036 | 0.12% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.12% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.12% | NUANCE COMM CV 01.2500 04/01/2025 | 0.12% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.12% | TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.12% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.11% | COMM 2013-CR9 D P/P 144A 04.3855 07/10/2045 | 0.11% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.11% | FHR 4742 S IO 06.0381 12/15/2047 | 0.11% | GNR 2016-H03 AI IO 03.3130 01/20/2066 | 0.11% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.11% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.11% | GNR 2016-H03 DI IO 02.0240 12/20/2065 | 0.11% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.11% | ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.11% | CAS 2017-C04 2M2 03.0251 11/25/2029 | 0.11% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.11% | GNR 2015-H25 EI IO 01.8512 10/20/2065 | 0.11% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.11% | STACR 2020-HQA2 M2 03.2751 03/25/2050 | 0.11% | 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.11% | CWALT 2006-OA10 2A1 00.3651 08/25/2046 | 0.11% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.11% | PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.11% | TREASURY BILL 00.0000 09/24/2020 | 0.11% | ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.11% | BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.11% | LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.11% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.11% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | BMIR 2017-1 B1 P/P 144A 04.9251 10/25/2027 | 0.11% | NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.11% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.11% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.10% | PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.10% | CAS 2019-R03 1B1 04.2751 09/25/2031 | 0.10% | CWALT 2005-38 A1 02.6707 09/25/2035 | 0.10% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.10% | PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.10% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.10% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.10% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.10% | FHR 3065 DC 19.3744 03/15/2035 | 0.10% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.10% | JPMCC 2011-C4 C P/P 144A 05.5255 07/15/2046 | 0.10% | NETFLIX INC. 05.8750 11/15/2028 | 0.10% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.10% | GNR 2014-H21 BI IO 01.5349 10/20/2064 | 0.10% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.10% | CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.10% | GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.10% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.10% | GNR 2015-H10 BI IO 02.9936 04/20/2065 | 0.10% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.10% | PULTEGROUP INC 05.5000 03/01/2026 | 0.10% | CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.10% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.10% | ORTHO-CLINICAL TLB L+325 03.4056 06/30/2025 | 0.10% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.10% | 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.09% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.09% | GMAC CAPITAL TRUST I PCT 06.0651 | 0.09% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.09% | LIVE NATION CV 02.5000 03/15/2023 | 0.09% | 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.09% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.09% | GSR 2007-OA1 2A3A 00.4851 05/25/2037 | 0.09% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.09% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.09% | OPTN FN30 2.0 10/07/20 CALL 102.625 JPMC | 0.09% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.09% | CAS 2018 - C01 1B1 03.7251 07/25/2030 | 0.09% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.09% | 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.09% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.09% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.09% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.09% | NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.09% | TWITTER INC CV 01.0000 09/15/2021 | 0.09% | CIT GROUP INC 05.0000 08/01/2023 | 0.09% | FORTIVE CORP CV 00.8750 02/15/2022 | 0.09% | GNR 2016-48 MI IO 03.5000 04/16/2046 | 0.09% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.09% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.09% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.08% | CPURNSA R 0.41 P 03/18/25 | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.08% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% | FNR 2006-8 HP 23.9245 03/25/2036 | 0.08% | GNR 2013-H08 CI IO 01.6382 02/20/2063 | 0.08% | GNR 2016-H17 KI IO 02.4945 07/20/2066 | 0.08% | GNR 2016-H24 CI IO 01.7017 10/20/2066 | 0.08% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.08% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.08% | AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.08% | BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.08% | CCMFC 2006-4A A2 00.3551 11/25/2047 | 0.08% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | WPX ENERGY INC 05.8750 06/15/2028 | 0.08% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.08% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.08% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.08% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% | NRG P/P 144A 03.7500 06/15/2024 | 0.08% | STACR 2018-HQA2 B1 04.4251 10/25/2048 | 0.08% | AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.08% | BLACKLINE INC CV 00.1250 08/01/2024 | 0.08% | BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.08% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.08% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.08% | RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.08% | STACR 2019-DNA2 B2 10.6751 03/25/2049 | 0.08% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.08% | CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.08% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.08% | DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.08% | JPMCC 2007-CB20 E P/P 144A 06.3744 02/12/2051 | 0.08% | PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.08% | VONAGE HLDGS CV 01.7500 06/01/2024 | 0.08% | ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.08% | ON SEMICONDUC CV 01.6250 10/15/2023 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.08% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.08% | OPTN FN30 2.5 10/07/20 CALL 104.984375 JPMC | 0.08% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.08% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.08% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.08% | JPMBB 2014-C18 E P/P 144A 04.4705 02/15/2047 | 0.08% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.08% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.08% | REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.08% | STACR 2020-DNA4 B2 10.1580 08/25/2050 | 0.08% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.08% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.07% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.07% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.07% | MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.07% | MWST 2019-1 A 00.9751 06/25/2052 | 0.07% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.07% | VISTRA CORP P/P 144A 05.5000 09/01/2026 | 0.07% | ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.07% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | PQ CORP P/P 144A 05.7500 12/15/2025 | 0.07% | STACR 2019-HQA1 M2 02.5251 02/25/2049 | 0.07% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.07% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.07% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.07% | DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.07% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.07% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.07% | ZYNGA INC CV 00.2500 06/01/2024 | 0.07% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.07% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | CPURNSA R 0.835 P 04/30/25 | 0.07% | CWALT 2006-24CB A13 00.5251 08/25/2036 | 0.07% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.07% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.07% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.07% | JPALT 2007-A2 12A1 00.3751 06/25/2037 | 0.07% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.07% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.07% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.07% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.07% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.07% | NRG ENERGY INC 05.7500 01/15/2028 | 0.07% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.07% | CPURNSA R 0.8525 P 05/01/25 | 0.07% | MRAFT 2020-4 A1 01.5054 04/23/2023 | 0.07% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.07% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.07% | TRANSDIGM INC 05.5000 11/15/2027 | 0.07% | BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.06% | FNR 2010-35 SG IO 06.2249 04/25/2040 | 0.06% | GNR 2016-H14 IO IO 01.6855 06/20/2066 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.06% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.06% | WORKDAY INC CV 00.2500 10/01/2022 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | COMM 2012-CR3 E P/P 144A 04.9091 10/15/2045 | 0.06% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.06% | L BRANDS INC 07.5000 06/15/2029 | 0.06% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% | SOLENIS 1STL L+400 04.2556 06/26/2025 | 0.06% | WMHE 2007-HE4 1A 00.3451 07/25/2047 | 0.06% | 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.06% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.06% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.06% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.06% | TREASURY BILL 00.0000 09/03/2020 | 0.06% | APACHE CORP 04.8750 11/15/2027 | 0.06% | INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.06% | PROOFPOINT IN CV 00.2500 08/15/2024 | 0.06% | STACR 2018-DNA3 B2 07.9251 09/25/2048 | 0.06% | SWPTN 2MX5Y P 0.359 USD 10/13/2020 BC | 0.06% | GNR 2015-H08 CI IO 01.7961 03/20/2065 | 0.06% | HCA INC 05.2500 06/15/2026 | 0.06% | MWST 2018-W1 A 01.0251 11/25/2051 | 0.06% | PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.06% | SPRINT CORP 07.2500 09/15/2021 | 0.06% | STACR 2018-HQA2 B2 11.1751 10/25/2048 | 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% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.06% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.06% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.06% | INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.06% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.06% | NRG ENERGY CV 02.7500 06/01/2048 | 0.06% | REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | CAS 2020-R01 1B1 03.4251 01/25/2040 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | HVMLT 2005-2 1A 00.6814 05/19/2035 | 0.06% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | SWPTN 1MX30Y P 0.847 USD 09/10/2020 BA | 0.06% | WIX LTD P/P 144A 00.0000 08/15/2025 | 0.06% | BWAY CORP TLB L+325 03.5229 04/03/2024 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | DOCUSIGN INC CV 00.5000 09/15/2023 | 0.06% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | STACR 2018-HQA2 M2 02.4751 10/25/2048 | 0.06% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.06% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.06% | DISH NETWORK CV 03.3750 08/15/2026 | 0.06% | EUR/USD CALL 1.23 20210215 BANKAM | 0.06% | EUR/USD CALL 1.23 20210215 UBS | 0.06% | GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.06% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.06% | NETFLIX INC 04.8750 04/15/2028 | 0.06% | SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.06% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% | ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.06% | COLONY STARWO CV 03.5000 01/15/2022 | 0.06% | GNR 2013-129 SN IO 05.9920 09/20/2043 | 0.06% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 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% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.06% | T-MOBILE USA INC 06.3750 03/01/2025 | 0.06% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.06% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% | PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.06% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% | 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.05% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.05% | CWALT 2007-OH1 A1D 00.3851 04/25/2047 | 0.05% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.05% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.05% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% | ISTAR INC. 04.2500 08/01/2025 | 0.05% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.05% | NATWEST GROUP PLC USD 07.6480 09/30/2031 | 0.05% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.05% | TWILIO INC CV 00.2500 06/01/2023 | 0.05% | CAS 2016-C05 2B 10.9251 01/25/2029 | 0.05% | FNR 2007-53 SP 23.5579 06/25/2037 | 0.05% | HUSKY TLB L+300 03.3614 03/28/2025 | 0.05% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.05% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% | MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.05% | RH P/P 144A CV 00.0000 09/15/2024 | 0.05% | SEK/USD 09/16/2020 GSFX | 0.05% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.05% | 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.05% | 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.05% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.05% | ASURION TLB7 L+300 03.1564 11/03/2024 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.05% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.05% | PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.05% | WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.05% | BERRY PLASTICS TLY L+200 03.8985 07/01/2026 | 0.05% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.05% | CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.05% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.05% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.05% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.05% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.05% | LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.05% | MHL 2005-3 M2 00.9701 08/25/2035 | 0.05% | MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.05% | NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | REDFIN CORP CV 01.7500 07/15/2023 | 0.05% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.05% | DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% | FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.05% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% | UKRPI P 3.385 R 11/15/24 | 0.05% | WPX ENERGY INC 05.7500 06/01/2026 | 0.05% | ANTERO RESOURCES 05.3750 11/01/2021 | 0.05% | CONMED CORP CV 02.6250 02/01/2024 | 0.05% | CONTINENTAL RES 04.5000 04/15/2023 | 0.05% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.05% | JPMCC 2011-C3 F P/P 144A 05.8353 02/15/2046 | 0.05% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.05% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% | STACR 2019-DNA2 M2 02.6251 03/25/2049 | 0.05% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.05% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.05% | STACR 2019-DNA3 B2 08.3251 07/25/2049 | 0.05% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.05% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.05% | CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.05% | FHR 4530 TI IO 04.0000 11/15/2045 | 0.05% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% | WERNER TLB L+400 05.0000 07/24/2024 | 0.05% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% | CPURNSA R 1.2125 P 06/15/25 | 0.04% | DISH DBS CORP 05.8750 11/15/2024 | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.04% | FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | TENNANT CO 05.6250 05/01/2025 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | ARBY'S TLB L+275 04.4095 02/05/2025 | 0.04% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.04% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.04% | CAS 2015-C03 2M2 05.1751 07/25/2025 | 0.04% | CAS 2015-C04 2M2 05.7251 04/25/2028 | 0.04% | CHF/USD 09/16/2020 JPMCB | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.04% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.04% | MPH ACQUISITION HLDG P/P 144A 07.1250 06/01/2024 | 0.04% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% | PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.04% | QORVO INC 05.5000 07/15/2026 | 0.04% | SOTERA HEALTH TL L+450 05.5000 12/13/2026 | 0.04% | STACR 2018-DNA1 M2 01.9751 07/25/2030 | 0.04% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.04% | WPX ENERGY INC 05.2500 10/15/2027 | 0.04% | AES CORP/THE 06.0000 05/15/2026 | 0.04% | EUR/USD CALL 1.22 20210127 BANKAM | 0.04% | GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.04% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.04% | PROVINCIA DE BUENOS 33.4738 05/31/2022 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.04% | UKRPI P 3.4025 R 03/15/28 | 0.04% | AUD/USD 10/21/2020 HSBCB | 0.04% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.04% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.04% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% | GNR 2020-15 CS IO 05.8920 02/20/2050 | 0.04% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.04% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.04% | NUTANIX INC CV 00.0000 01/15/2023 | 0.04% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.04% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.04% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 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% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% | FNR 2005-122 SE 22.4870 11/25/2035 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% | ISTAR INC 05.5000 02/15/2026 | 0.04% | LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.04% | RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% | UKRPI P 3.34 R 03/15/28 | 0.04% | BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.04% | CHF/USD 09/16/2020 SSBT | 0.04% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.04% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.04% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% | NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.04% | REALPAGE INC CV 01.5000 05/15/2025 | 0.04% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.04% | WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.04% | 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.04% | CHF/USD 09/16/2020 TDBK | 0.04% | CIT GROUP INC. 05.2500 03/07/2025 | 0.04% | CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.04% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.04% | ITRON INC P/P 144A 05.0000 01/15/2026 | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.04% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.04% | FNR 2008-24 SP 22.6412 02/25/2038 | 0.04% | GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.04% | AIR TRANSPORT CV 01.1250 10/15/2024 | 0.04% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.04% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.04% | CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.04% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% | DIAMOND SPORTS TLB L+325 03.4100 08/24/2026 | 0.04% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% | GARDA WORLD TLB L+475 06.6903 10/30/2026 | 0.04% | HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.04% | IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% | MESSER INDUST TLB L+250 02.8079 03/01/2026 | 0.04% | MICROCHIP TEC CV 01.6250 02/15/2027 | 0.04% | ON SEMICONDUCTOR P/P 144A 03.8750 09/01/2028 | 0.04% | PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.04% | RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.04% | REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.04% | SYNAPTICS INC CV 00.5000 06/15/2022 | 0.04% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% | 0.359 R ISWP FWD US0003M P 10/15/2025 | 0.04% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.04% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% | FHR 3249 PS 21.7408 12/15/2036 | 0.04% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.04% | GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.04% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.04% | SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.04% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.04% | CPG INTL TL L+375 04.7500 05/05/2024 | 0.04% | CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.04% | GNR 2015-H26 CI IO 00.5316 08/20/2065 | 0.04% | IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% | NETFLIX INC. 06.3750 05/15/2029 | 0.04% | ROYAL CARIBBE P/P 144A CV 04.2500 06/15/2023 | 0.04% | SEK/USD 09/16/2020 UBS | 0.04% | SM ENERGY CO 06.6250 01/15/2027 | 0.04% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% | CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.03% | CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.03% | CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.03% | COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.03% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.03% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% | SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.03% | SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.03% | TALBOTS TLB L+700 08.0000 11/28/2022 | 0.03% | 0.57 R ISWP US0003M P 08/12/2030 | 0.03% | 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | CENTENE CORP 04.7500 05/15/2022 | 0.03% | CINEMARK USA INC 04.8750 06/01/2023 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.03% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.03% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.03% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.03% | TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.03% | USD/JPY PUT 105.00 20201124 BANKAM | 0.03% | USD/JPY PUT 105.00 20201124 GSFX | 0.03% | 0.5935 R ISWP US0003M P 07/16/2030 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.03% | ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.03% | ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.03% | FNR 2010-140 GS IO 05.8249 07/25/2039 | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.03% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.03% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.03% | BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.03% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.03% | ICAHN ENTER 04.7500 09/15/2024 | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | NZD/USD 10/21/2020 UBS | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | SM ENERGY CO 06.1250 11/15/2022 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.03% | FNR 2005-83 QP 16.9387 11/25/2034 | 0.03% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.03% | GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.03% | GNR 2013-99 VS IO 05.9381 07/16/2043 | 0.03% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.03% | INTELSAT S.A. TLB3 L+475 08.0000 11/27/2023 | 0.03% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SCIENTIFIC GAMES TLB5 L+275 03.4722 08/14/2024 | 0.03% | THE AES CORPORATION 05.1250 09/01/2027 | 0.03% | TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.03% | UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.03% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.03% | CAD/USD 10/21/2020 GSFX | 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% | ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.03% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.03% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% | MEREDITH CORP 06.8750 02/01/2026 | 0.03% | MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.03% | PLURALSIGHT CV 00.3750 03/01/2024 | 0.03% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% | SWPTN 3MX10Y P 0.6225 USD 10/15/2020 JP | 0.03% | ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.03% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.03% | APACHE CORP 05.1000 09/01/2040 | 0.03% | BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.03% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% | NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.03% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% | CINEMARK USA INC 05.1250 12/15/2022 | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.03% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% | L BRANDS INC 06.7500 07/01/2036 | 0.03% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.03% | OPTN FN30 2.0 10/07/20 PUT 103.23828125 JPMC | 0.03% | OPTN FN30 3.0 09/08/20 CALL 105.078125 JPMC | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | 8X8 INC CV 00.5000 02/01/2024 | 0.03% | BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% | BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.03% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | FNR 2006-62 PS 38.8492 07/25/2036 | 0.03% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% | FNS 378 19 IO 05.0000 06/25/2035 | 0.03% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.03% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.03% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.03% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.03% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.03% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | UKRPI P 3.34 R 02/15/28 | 0.03% | 0.439 R ISWP US0003M P 08/10/2025 | 0.02% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.02% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | EUR/USD CALL 1.21 20201028 BANKAM | 0.02% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.02% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.02% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.02% | STACR 2019-HQA3 B1 03.1751 09/25/2049 | 0.02% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% | T-MOBILE USA INC TLB L+300 04/01/2027 | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.02% | WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.02% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.02% | OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% | OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% | UKRPI P 3.381 R 11/15/24 | 0.02% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | 0.525 R ISWP AUDBB6M P 06/05/2025 | 0.02% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.02% | EUR/CHF CALL 1.10 20201209 CSI-FX | 0.02% | FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.02% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.02% | THYELE TL B 1L USD L+425 04.4283 06/30/2027 | 0.02% | UKRPI P 3.42 R 12/15/24 | 0.02% | 0.32 R ISWP GBL6M P 07/16/2030 | 0.02% | 0.321 R ISWP GBL6M P 07/16/2030 | 0.02% | AUD/USD 10/21/2020 TDBK | 0.02% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | FHR 3408 EK 25.1417 04/15/2037 | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | IHEARTMEDIA TLB L+300 04.6595 05/01/2026 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | OPTN FN30 2.0 10/07/20 PUT 102.98828125 JPMC | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% | SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.02% | TRANSDIGM INC 06.3750 06/15/2026 | 0.02% | 0.627 R ISWP US0003M P 07/10/2030 | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | CHF/USD 09/16/2020 CITI | 0.02% | CHF/USD 09/16/2020 GSFX | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.02% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% | CAS 2015-C02 2M2 04.1751 05/25/2025 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.02% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.02% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.02% | 0.852 R ISWP FWD US0003M P 08/19/2050 | 0.02% | AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.02% | SEK/USD 09/16/2020 BANKAM | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | WPX ENERGY INC 04.5000 01/15/2030 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | AUD/USD 10/21/2020 WPAC | 0.02% | AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.02% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | GBP/USD 09/16/2020 GSFX | 0.02% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.02% | JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.02% | TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | VALVOLINE INC 04.3750 08/15/2025 | 0.02% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.02% | 1.00 R ISWP FWD AUDBB6M P 09/16/2030 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.02% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% | GNR 2019-78 SJ IO 05.8920 06/20/2049 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | LIBERTY BROAD P/P 144A CV 02.7500 09/30/2050 | 0.02% | RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.02% | SM ENERGY CO 06.7500 09/15/2026 | 0.02% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.02% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% | CAS 2017-C06 2B1 04.6251 02/25/2030 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.02% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% | L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.02% | OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.02% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | 0.429 R ISWP FWD US0003M P 08/10/2025 | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | DIVERSEY TL L+300 03.2604 09/06/2024 | 0.01% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.01% | GNR 2019-99 KS IO 05.8920 08/20/2049 | 0.01% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% | MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.01% | UKRPI P 3.3875 R 03/15/28 | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | 0.35 R ISWP FWD US0003M P 09/16/2025 | 0.01% | 0.50 R ISWP FWD US0003M P 06/15/2025 | 0.01% | 0.62 R ISWP US0003M P 05/19/2030 | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | 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-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | 0.65 R ISWP US0003M P 05/26/2030 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% | NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | PQ CORP TLB L+225 03.6268 02/07/2027 | 0.01% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.01% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.01% | TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.01% | YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% | -0.04236 R ISWP FWD EUR006M P 08/15/2029 | 0.01% | 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.01% | APACHE CORP 04.6250 11/15/2025 | 0.01% | AUD/USD 10/21/2020 BANKAM | 0.01% | CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.01% | CAS 2015-C02 1M2 04.1751 05/25/2025 | 0.01% | CAS 2017-C07 2B1 04.6251 05/25/2030 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CZK/USD 09/16/2020 BANKAM | 0.01% | EUR/USD 09/16/2020 MSCIL | 0.01% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% | GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% | JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% | NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.01% | NZD/USD 10/21/2020 BCAP-FX | 0.01% | PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.0000 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0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.01% | NZD/USD 10/21/2020 RBSF | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% | -0.09037 R ISWP FWD EUR006M P 08/15/2029 | 0.01% | 0.6655 R ISWP US0003M P 08/17/2030 | 0.01% | 0.76125 R ISWP NFIX3MID P 06/05/2030 | 0.01% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | EUR/USD CALL 1.24 20201028 MSCIL | 0.01% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% | NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.01% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.01% | 0.286 R ISWP SES3M P 03/03/2030 | 0.01% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% | CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.01% | MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% | NZD/USD 10/21/2020 BANKAM | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% | SEK/USD 09/16/2020 TDBK | 0.01% | 0.06 R ISWP SES3M P 03/03/2022 | 0.01% | 0.10 R ISWP FWD EUR006M P 06/03/2052 | 0.01% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.01% | 0.2501 R ISWP US0003M P 08/10/2025 | 0.01% | 0.2506 R ISWP US0003M P 08/10/2025 | 0.01% | 0.25214 R ISWP US0003M P 08/10/2025 | 0.01% | 0.2537 R ISWP US0003M P 08/10/2025 | 0.01% | 0.2545 R ISWP US0003M P 08/10/2025 | 0.01% | 0.2565 R ISWP US0003M P 08/10/2025 | 0.01% | 0.6085 R ISWP US0003M P 07/17/2030 | 0.01% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.01% | 1.188 R ISWP FWD US0003M P 09/02/2052 | 0.01% | CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.01% | EUR/USD 09/16/2020 BANKAM | 0.01% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% | HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% | IOS.FN30.600.08 R USL1M P 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HSBCB | 0.00% | GBP/USD 09/16/2020 JPMCB | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.00% | NZD/USD 10/21/2020 MSCIL | 0.00% | NZD/USD 10/21/2020 SSBT | 0.00% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% | REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% | -0.13523 R ISWP FWD EUR006M P 08/15/2029 | 0.00% | 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.00% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% | 0.655 R ISWP NOKOIB6M P 07/10/2025 | 0.00% | 0.655 R ISWP NOKOIB6M P 07/13/2025 | 0.00% | CAD/USD 10/21/2020 RBSF | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | FSPC T-57 1AX IO 00.3806 07/25/2043 | 0.00% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% | SWPTN 1MX10Y R 0.654 USD 09/28/2020 CI | 0.00% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% | SWPTN 5WX5Y P 0.2815 USD 09/08/2020 GS | 0.00% | 0.70 R ISWP FWD US0003M P 09/16/2030 | 0.00% | CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | NZD/USD 10/21/2020 TDBK | 0.00% | NZD/USD 10/21/2020 WPAC | 0.00% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.00% | TRIBUNE CLASS 1C LITIGAT | 0.00% | -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.00% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.00% | 0.405 R ISWP AUDBB6M P 07/08/2025 | 0.00% | 0.68488 R ISWP US0003M P 08/18/2030 | 0.00% | 0.6882 R ISWP US0003M P 08/18/2030 | 0.00% | 1.15 R ISWP FWD CDOR03 P 09/16/2030 | 0.00% | AUD/USD 10/21/2020 MSCIL | 0.00% | CHF/USD 09/16/2020 HSBCB | 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% | CSMC 2006-C5 AX IO 01.0922 12/15/2039 | 0.00% | EUR/USD 09/16/2020 CITI | 0.00% | FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% | JPY/USD 11/18/2020 SSBT | 0.00% | NOK/USD 09/16/2020 MSCIL | 0.00% | NZD/USD 10/21/2020 CSI-FX | 0.00% | OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% | SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% | -0.20 R ISWP FWD CHL6M P 09/16/2030 | 0.00% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 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% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | CAD/USD 10/21/2020 HSBCB | 0.00% | CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 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% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | HKD/USD 11/18/2020 SSBT | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% | JPY/USD 11/18/2020 BANKAM | 0.00% | JPY/USD 11/18/2020 WPAC | 0.00% | SEK/USD 09/16/2020 JPMCB | 0.00% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.00% | SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% | SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 5WX10Y P 0.815 USD 09/28/2020 BA | 0.00% | SWPTN 5WX10Y P 0.88 USD 09/28/2020 BA | 0.00% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% | 0.2235 R ISWP US0003M P 07/15/2022 | 0.00% | 0.226 R ISWP US0003M P 07/17/2022 | 0.00% | 0.595 R ISWP NFIX3MID P 05/15/2030 | 0.00% | 1.177 R ISWP FWD US0003M P 07/03/2040 | 0.00% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% | AUD/USD 10/21/2020 CSI-FX | 0.00% | CHC GROUP LLC P/P SEDOL BYXD3K4 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | FNS 366 22 IO 04.5000 10/25/2035 | 0.00% | HKD/USD 11/18/2020 BANKAM | 0.00% | HKD/USD 11/18/2020 HSBCB | 0.00% | HKD/USD 11/18/2020 TDBK | 0.00% | HKD/USD 11/18/2020 UBS | 0.00% | JPY/USD 11/18/2020 GSFX | 0.00% | JPY/USD 11/18/2020 MSCIL | 0.00% | MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | NZD/USD 10/21/2020 JPMCB | 0.00% | OPTN FN30 2.5 09/08/20 PUT 104.25 JPMC | 0.00% | OPTN FN30 3.0 09/08/20 PUT 105.078125 JPMC | 0.00% | SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% | SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% | SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | 0.00% | TERVITA CORP SEDOL BD1DCC4 | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% | 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% | 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.00% | CHF/USD 09/16/2020 MSCIL | -0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 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CI | -0.00% | SWPTN 5WX10Y P 0.75 USD 09/28/2020 BA | -0.00% | SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | -0.00% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.00% | 0.30 R ISWP US0003M P 07/14/2025 | -0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% | AUD/USD 10/21/2020 RBSF | -0.00% | GBP/USD 09/16/2020 TDBK | -0.00% | JPY/USD 11/18/2020 BCAP-FX | -0.00% | JPY/USD 11/18/2020 HSBCB | -0.00% | JPY/USD 11/18/2020 UBS | -0.00% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% | SWPTN 1MX10Y R 0.739 USD 09/28/2020 CI | -0.00% | SWPTN 1MX5Y P 0.34 USD 09/18/2020 BA | -0.00% | SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% | SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | -0.00% | 0.50 R ISWP FWD SES3M P 09/16/2030 | -0.00% | 1.00 R ISWP FWD NOKOIB6M P 09/16/2030 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% | CPURNSA R 1.703 P 11/29/24 | -0.00% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% | 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.00% | 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.00% | AUD/USD 10/21/2020 GSFX | -0.00% | CAD/USD 10/21/2020 CITI | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | SEK/USD 09/16/2020 SSBT | -0.00% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% | 0.733 R ISWP US0003M P 09/02/2030 | -0.01% | 0.90 R ISWP FWD NFIX3MID P 09/16/2030 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | GBP/USD 09/16/2020 CSI-FX | -0.01% | OPTN FN30 2.0 10/07/20 PUT 101.66796875 JPMC | -0.01% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% | SWPTN 1MX30Y P 1.093 USD 09/18/2020 BA | -0.01% | SWPTN 5WX5Y R 0.2815 USD 09/08/2020 GS | -0.01% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% | -0.765 R ISWP CHL6M P 09/13/2024 | -0.01% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.01% | 0.7375 R ISWP US0003M P 09/02/2030 | -0.01% | CLP/USD 10/21/2020 CITI | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | OPTN FN30 2.0 10/07/20 PUT 101.91796875 JPMC | -0.01% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% | 0.36 R ISWP NFIX3MID P 06/05/2025 | -0.01% | 0.656 R ISWP US0003M P 07/08/2030 | -0.01% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.01% | EUR/USD CALL 1.24 20201028 BANKAM | -0.01% | NZD/USD 10/21/2020 HSBCB | -0.01% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.01% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% | USD/JPY PUT 100.00 20201124 BANKAM | -0.01% | USD/JPY PUT 100.00 20201124 GSFX | -0.01% | 1.20 R ISWP FWD US0003M P 06/15/2050 | -0.01% | CPURNSA R 1.71 P 11/21/24 | -0.01% | CPURNSA R 1.7625 P 12/10/24 | -0.01% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.01% | SWPTN 3MX10Y P 0.8225 USD 10/15/2020 JP | -0.01% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% | 0.645 R ISWP US0003M P 07/15/2030 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/CHF CALL 1.12 20201209 CSI-FX | -0.01% | OPTN FN30 2.0 10/07/20 PUT 102.328125 JPMC | -0.01% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.01% | 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | NZD/USD 10/21/2020 CITI | -0.01% | NZD/USD 10/21/2020 GSFX | -0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% | 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | AUD/USD 10/21/2020 SSBT | -0.01% | OPTN FN30 2.0 10/07/20 PUT 102.578125 JPMC | -0.01% | 2.032 R ISWP US0003M P 01/16/2055 | -0.01% | AUD/USD 10/21/2020 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 CS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD 09/16/2020 UBS | -0.01% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.01% | SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% | 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% | 0.8415 R ISWP FWD US0003M P 08/19/2050 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.02% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 3MX10Y P 0.7225 USD 10/15/2020 JP | -0.02% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% | -0.8475 R ISWP CHL6M P 08/09/2024 | -0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.02% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.02% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | EUR/USD 09/16/2020 CSI-FX | -0.02% | EUR/USD CALL 1.26 20210127 BANKAM | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | 0.90 R ISWP FWD US0003M P 09/16/2030 | -0.02% | CAD/USD 10/21/2020 WPAC | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | GBP/USD 09/16/2020 UBS | -0.02% | CAD/USD 10/21/2020 CSI-FX | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | EUR/USD 09/16/2020 GSFX | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.02% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | EUR/USD 09/16/2020 WPAC | -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% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | EUR/USD CALL 1.21 20201028 MSCIL | -0.02% | GBP/USD 09/16/2020 WPAC | -0.02% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% | CPURNSA P 1.6875 R 06/15/50 | -0.03% | NOK/USD 09/16/2020 SSBT | -0.03% | SWPTN 1MX30Y P 1.007 USD 09/10/2020 BA | -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% | EUR/USD CALL 1.27 20210215 BANKAM | -0.03% | EUR/USD CALL 1.27 20210215 UBS | -0.03% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.6412 R ISWP US0003M P 07/15/2030 | -0.03% | CAD/USD 10/21/2020 JPMCB | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% | CAD/USD 10/21/2020 BANKAM | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.03% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | SEK/USD 09/16/2020 CITI | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.03% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% | 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.03% | 0.436 R ISWP GBL6M P 07/16/2050 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | CAD/USD 10/21/2020 TDBK | -0.04% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.04% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% | 0.423 R ISWP GBL6M P 07/16/2050 | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | -0.05 R ISWP FWD EUR006M P 09/16/2030 | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% | SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.04% | AUD/USD 10/21/2020 UBS | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 2MX10Y R 0.627 USD 09/10/2020 JP | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.04% | SWPTN 1MX30Y P 0.927 USD 09/10/2020 BA | -0.04% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% | SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.04% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% | 0.353 R ISWP FWD US0003M P 08/17/2025 | -0.04% | 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% | OPTN FN30 2.0 10/07/20 PUT 102.625 JPMC | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.05% | NOK/USD 09/16/2020 UBS | -0.05% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% | 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% | SEK/USD 09/16/2020 BCAP-FX | -0.05% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.05% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.05% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.05% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | CPTFEMU R 1.4 P 07/15/27 | -0.06% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.06% | 0.385 R ISWP US0003M P 05/21/2025 | -0.06% | GBP/USD 09/16/2020 CITI | -0.06% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.06% | EUR/USD 09/16/2020 TDBK | -0.06% | OPTN FN30 2.5 10/07/20 PUT 104.984375 JPMC | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | EUR/USD 09/16/2020 RBSF | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.07% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.07% | SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.07% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.07% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.07% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.07% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.07% | 0.8385 R ISWP US0003M P 08/11/2050 | -0.07% | CAD/USD 10/21/2020 SSBT | -0.07% | 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.08% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.08% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% | 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.08% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.09% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% | SWPTN 2MX5Y R 0.359 USD 10/13/2020 BC | -0.09% | 0.7725 R ISWP US0003M P 08/04/2050 | -0.10% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.10% | CPURNSA P 1.345 R 04/30/30 | -0.10% | CPURNSA P 1.3475 R 05/01/30 | -0.10% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.10% | 0.794 R ISWP US0003M P 08/03/2050 | -0.10% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.10% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.10% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.11% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.11% | 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.11% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.11% | EUR/USD 09/16/2020 BCAP-FX | -0.11% | 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.11% | 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.11% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.12% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.12% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.12% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.12% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.12% | GBP/USD 09/16/2020 SSBT | -0.12% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.12% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.12% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.12% | 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.13% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.13% | 2.6785 R ISWP US0003M P 02/13/2029 | -0.13% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.13% | CPTFEMU R 1.4375 P 09/15/23 | -0.13% | 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.13% | CPTFEMU R 1.4413 P 09/15/23 | -0.13% | CPTFEMU R 1.4425 P 09/15/23 | -0.13% | CPTFEMU R 1.4438 P 09/15/23 | -0.13% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.13% | 0.90 R ISWP FWD US0003M P 09/16/2050 | -0.14% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.14% | CPURNSA P 0.95 R 03/18/30 | -0.14% | 1.771 R ISWP US0003M P 01/16/2030 | -0.14% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.15% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.15% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.16% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.16% | 0.627 R ISWP FWD US0003M P 09/14/2030 | -0.17% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.17% | IOS.FN30.350.13 P US0001M R 01/12/44 JP | -0.18% | 1.4765 R ISWP US0003M P 02/18/2030 | -0.18% | 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.20% | CPURNSA P 1.6625 R 07/10/30 | -0.20% | UKRPI R 3.4425 P 07/15/49 | -0.20% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.21% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.21% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.22% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.22% | CPTFEMU P 1.13 R 05/15/50 | -0.22% | CPURNSA P 1.586 R 06/30/30 | -0.23% | 0.4525 R ISWP FWD US0003M P 07/08/2025 | -0.23% | 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.23% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.24% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.24% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.25% | 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.25% | EUR/USD 09/16/2020 SSBT | -0.27% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.28% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.28% | CPTFEMU P 0.935 R 05/15/40 | -0.30% | CPTFEMU P 0.93 R 05/15/40 | -0.30% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.31% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.31% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.35% | CPURNSA P 1.165 R 03/11/30 | -0.42% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.46% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.49% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.55% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.56% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.84% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.26% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.31% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.36% | US ULTRA BOND CBT DEC20 WNZ0 | -1.69% | FNMA FN30 TBA UMBS 02.5000 09/01/2050 | -1.73% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.32% | EURO-BUND FUTURE SEP20 RXU0 | -3.10% | US 5YR NOTE (CBT) DEC20 FVZ0 | -4.21% | US 2YR NOTE (CBT) DEC20 TUZ0 | -59.75% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2050 | 10.89% | FNMA FN30 TBA UMBS 04.0000 09/01/2050 | 6.93% | FNMA FN30 TBA UMBS 03.5000 08/01/2050 | 6.31% | T 2.25 R 0.25 P 08/10/20 JP | 5.56% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.52% | FNMA FN30 TBA UMBS 04.0000 08/01/2050 | 3.46% | FNMA FN30 TBA UMBS 02.0000 08/01/2050 | 2.25% | FNMA FN30 TBA UMBS 02.0000 09/01/2050 | 2.25% | FNMA FN30 TBA UMBS 05.5000 08/01/2050 | 1.80% | GNMA GII30 TBA 04.0000 08/01/2050 | 1.73% | TREASURY BILL 00.0000 08/11/2020 | 1.61% | TREASURY BILL 00.0000 10/08/2020 | 1.52% | FNMA FN30 TBA UMBS 04.5000 08/01/2050 | 1.17% | 3.096 R ISWP US0003M P 12/03/2029 | 0.98% | TREASURY BILL 00.0000 10/15/2020 | 0.92% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.91% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.77% | IVORY COAST REGS 06.1250 06/15/2033 | 0.74% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.70% | CWALT 2006-OA10 4A1 00.3616 08/25/2046 | 0.69% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.69% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.69% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.67% | TREASURY BILL 00.0000 08/20/2020 | 0.66% | FNR 2017-32 SA IO 05.9784 05/25/2047 | 0.66% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.66% | CAS 2016-C02 1B 12.4216 09/25/2028 | 0.63% | FNR 2019-57 KS IO 05.8784 10/25/2049 | 0.62% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.62% | STACR 2016-DNA1 B 10.1716 07/25/2028 | 0.59% | 3.312 R ISWP US0003M P 11/08/2048 | 0.58% | PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.57% | FHR 5004 SG IO 05.9243 08/25/2050 | 0.57% | TREASURY BILL 00.0000 08/06/2020 | 0.55% | SPST 2019-7 A 00.8790 09/24/2020 | 0.55% | GNR 2020-97 QS 05.9675 06/20/2050 | 0.50% | GNR 2016-H23 NI IO 03.7614 10/20/2066 | 0.50% | 1.688 R ISWP US0003M P 01/31/2030 | 0.49% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.48% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.47% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.47% | GNR 2019-96 SY IO 05.9133 08/20/2049 | 0.46% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.46% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.44% | GNR 2019-83 SY IO 05.9133 07/20/2049 | 0.44% | TREASURY BILL 00.0000 08/13/2020 | 0.43% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.42% | CAS 2015-C04 1M2 05.8716 04/25/2028 | 0.42% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.41% | FHR 4839 WS IO 05.9253 08/15/2056 | 0.41% | CAS 2017-C03 1M2 03.1716 10/25/2029 | 0.40% | ARGENTINE REPUBLIC USD 07.5000 04/22/2026 | 0.40% | TREASURY BILL 00.0000 09/10/2020 | 0.39% | CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.39% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.38% | 1.698 R ISWP US0003M P 01/28/2030 | 0.37% | CAS 2016-C03 2M2 06.0716 10/25/2028 | 0.36% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.36% | IVORY COAST REGS 05.7500 12/31/2032 | 0.36% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.36% | CMLTI 2007-AMC3 A2D 00.5216 03/25/2037 | 0.36% | BSCMS 2007-T26 AJ 05.4323 01/12/2045 | 0.34% | CARMX 2020-2 D 06.8700 05/17/2027 | 0.33% | GNR 2014-60 SD IO 05.9933 04/20/2044 | 0.33% | CWALT 2006-OA7 1A1 02.6662 06/25/2046 | 0.33% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.33% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.33% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.32% | WFRBS 2013-C15 D P/P 144A 04.4930 08/15/2046 | 0.32% | CAS 2016-C03 1B 11.9216 10/25/2028 | 0.32% | STACR 2015-DNA3 B 09.5216 04/25/2028 | 0.31% | CAS 2018-C05 1B1 04.4216 01/25/2031 | 0.31% | REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.31% | SPST 2019-11 A 00.9290 10/24/2020 | 0.30% | FNR 2018-20 SB IO 06.0784 03/25/2048 | 0.30% | FNR 2015-42 LS IO 06.0284 06/25/2045 | 0.30% | SPST 2020-2 A 01.0016 03/26/2021 | 0.30% | STACR 2016-HQA2 M3 05.3216 11/25/2028 | 0.29% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.29% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.29% | MCAS 2020-01 M10 P/P 144A 03.9216 03/25/2050 | 0.28% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.28% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.28% | OPTN FN30 2.5 08/06/20 CALL 104.03125 JPMC | 0.28% | WAMU 2005-AR17 A1B3 00.5216 12/25/2045 | 0.28% | FNR 2019-43 JS IO 05.8784 08/25/2049 | 0.26% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.26% | OPTN FN30 2.5 09/08/20 CALL 104.25 JPMC | 0.26% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.26% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.26% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.26% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.26% | SPST 2020-WL1 A 01.3216 06/25/2051 | 0.26% | JPMBB 2014-C18 D P/P 144A 04.8102 02/15/2047 | 0.26% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.25% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.24% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.24% | FNR 2016-96 ST IO 05.9284 12/25/2046 | 0.24% | GNR 2017-H16 JI IO 01.8895 08/20/2067 | 0.24% | STACR 2017-HQA1 M2 03.7216 08/25/2029 | 0.24% | RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.23% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.23% | STACR 2015-DNA2 B 07.7216 12/25/2027 | 0.23% | NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029 | 0.23% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.23% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.23% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.23% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.22% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.22% | WFRBS 2012-C10 D P/P 144A 04.4283 12/15/2045 | 0.22% | GNR 2020-7 SK IO 05.8633 01/20/2050 | 0.22% | CAS 2017-C02 2B1 05.6716 09/25/2029 | 0.22% | GNR 2019-152 ES IO 05.8633 12/20/2049 | 0.22% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.22% | CAS 2017-C03 1B1 05.0216 10/25/2029 | 0.22% | GNR 2018-H05 BI IO 02.5619 02/20/2068 | 0.21% | WFRBS 2012-C7 E P/P 144A 04.8113 06/15/2045 | 0.21% | GNR 2017-H10 MI IO 02.2698 04/20/2067 | 0.21% | GNR 2016-H09 BI IO 02.8140 04/20/2066 | 0.21% | SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.21% | TREASURY BILL 00.0000 08/25/2020 | 0.21% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.21% | SAMI 2007-AR1 2A1 00.3645 01/25/2037 | 0.21% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.21% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.20% | STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.20% | PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.20% | SPRINT CORP 07.8750 09/15/2023 | 0.20% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.20% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.20% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.19% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.19% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.19% | DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.19% | SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.19% | DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 | 0.19% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.19% | 0.627 R ISWP FWD US0003M P 09/14/2030 | 0.19% | BCAP 2011-RR3 3A6 03.5534 11/27/2036 | 0.19% | GNR 2017-H08 NI IO 02.3532 03/20/2067 | 0.19% | GNR 2015-H25 AI IO 01.7481 09/20/2065 | 0.19% | COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.19% | ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.18% | GNR 2016-H06 DI IO 02.5997 07/20/2065 | 0.18% | RALI 2006-QO10 A1 00.3316 01/25/2037 | 0.18% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.18% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.18% | FNR 2013-90 SD IO 06.4284 09/25/2043 | 0.18% | GNR 2016-H10 AI IO 02.7801 04/20/2066 | 0.18% | MSBAM 2013-C10 D P/P 144A 04.0823 07/15/2046 | 0.18% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.18% | GNR 2016-H06 CI IO 02.8452 02/20/2066 | 0.18% | CAS 2019-R04 2B1 05.4216 06/25/2039 | 0.18% | GNR 2018-H03 XI IO 02.2806 02/20/2068 | 0.18% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.18% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.18% | DOMINICAN REPUBLIC REGS 06.8500 01/27/2045 | 0.18% | GNR 2016-H22 AI IO 03.8476 10/20/2066 | 0.17% | GNR 2016-H24 JI IO 03.5696 11/20/2066 | 0.17% | GNR 2018-H05 AI IO 02.5352 02/20/2068 | 0.17% | CAS 2016-C01 1B 11.9216 08/25/2028 | 0.17% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.17% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.17% | REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.17% | PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.17% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.17% | REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.17% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.16% | MSBAM 2013-C11 D P/P 144A 04.3527 08/15/2046 | 0.16% | CASH MGMT BILL 00.0000 10/27/2020 | 0.16% | CFCRE 2011-C2 E P/P 144A 05.7392 12/15/2047 | 0.16% | GNR 2017-H09 IO IO 02.1858 04/20/2067 | 0.16% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.16% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.16% | VERTIV TLB L+300 04.6550 03/02/2027 | 0.16% | AES CORP/THE 05.5000 04/15/2025 | 0.16% | AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.16% | GNR 2017-H12 QI IO 02.7105 05/20/2067 | 0.16% | SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.16% | ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.16% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.16% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.16% | JPMCC 2013-LC11 D 04.1673 04/15/2046 | 0.16% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.16% | REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.15% | UKRPI P 3.665 R 12/15/28 | 0.15% | CPTFEMU P 1.71 R 07/15/37 | 0.15% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.15% | EUR/USD 09/16/2020 JPMCB | 0.15% | OMIR 2017-1A B1 P/P 144A 05.9216 04/25/2027 | 0.15% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.15% | SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.15% | CPURNSA R 0.77 P 03/11/25 | 0.15% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.15% | GNR 2017-H06 BI IO 02.3272 02/20/2067 | 0.15% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.15% | IVORY COAST REGS 05.3750 07/23/2024 | 0.15% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.15% | PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.15% | IVORY COAST REGS 05.2500 03/22/2030 | 0.15% | SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.15% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.15% | FNR 2013-107 SB IO 05.7784 02/25/2043 | 0.15% | GNR 2016-H02 HI IO 02.9492 01/20/2066 | 0.15% | GNR 2017-H16 IB IO 01.7168 08/20/2067 | 0.14% | GNR 2017-H16 IG IO 01.6289 07/20/2067 | 0.14% | IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.14% | IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.14% | SPST 2020-6 A 01.9290 09/07/2021 | 0.14% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.14% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.14% | CWALT 2006-OA7 1A2 02.2622 06/25/2046 | 0.14% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.14% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.14% | GNR 2017-H02 BI IO 02.4092 01/20/2067 | 0.14% | GNR 2017-H11 DI IO 01.9635 05/20/2067 | 0.14% | WFCM 2013-LC12 D P/P 144A 04.2757 07/15/2046 | 0.14% | GNR 2015-H23 BI IO 01.8840 09/20/2065 | 0.14% | CAS 2020-SBT1 1M2 03.8216 02/25/2040 | 0.14% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.14% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.14% | 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.14% | BALTA 2005-8 21A1 03.5633 10/25/2035 | 0.14% | BSCMS 2006-PW11 B P/P 144A 05.7751 03/11/2039 | 0.14% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.14% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.14% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.14% | GNR 2014-119 SA IO 05.4133 08/20/2044 | 0.14% | GSMS 2014-GC24 D P/P 144A 04.5316 09/10/2047 | 0.14% | JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.14% | MRAFT 2020-2 A1 01.9383 05/30/2022 | 0.14% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.13% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.13% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.13% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.13% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.13% | ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.13% | CWALT 2005-59 1A1 00.5099 11/20/2035 | 0.13% | CWALT 2006-OA10 3A1 00.3616 08/25/2046 | 0.13% | GNR 2015-H24 AI IO 03.5854 09/20/2065 | 0.13% | STACR 2020-DNA3 B2 09.5216 06/25/2050 | 0.13% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.13% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.13% | BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.13% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.13% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.13% | MSRR 2010-R4 4B 02.7158 02/26/2037 | 0.13% | GNR 2016-H16 EI IO 00.6448 06/20/2066 | 0.13% | CENTENE CORP 04.6250 12/15/2029 | 0.12% | FNR 2018-86 DS IO 05.9284 12/25/2048 | 0.12% | REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.12% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.12% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.12% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.12% | NATWEST GROUP PLC USD 08.0000 12/29/2049 | 0.12% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.12% | GNR 2016-H14 AI IO 02.5381 06/20/2066 | 0.12% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.12% | ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.12% | HCA INC. 05.3750 09/01/2026 | 0.12% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.12% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% | GNR 2017-H11 TI IO 02.7086 04/20/2067 | 0.12% | STATE OF QATAR P/P 144A 03.4000 04/16/2025 | 0.12% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.12% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.12% | GNR 2016-H03 AI IO 03.1891 01/20/2066 | 0.12% | SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.12% | ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.12% | COMM 2014-CR16 C 04.9276 04/10/2047 | 0.12% | STACR 2019-DNA1 M2 02.8216 01/25/2049 | 0.12% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.12% | DBALT 2006-AR4 A2 00.3616 12/25/2036 | 0.12% | GNR 2016-H03 DI IO 02.0204 12/20/2065 | 0.12% | GSAA 2006-8 2A2 00.3516 05/25/2036 | 0.12% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.12% | CAS 2017-C04 2M2 03.0216 11/25/2029 | 0.12% | CSAIL 2015-C1 D P/P 144A 03.7691 04/15/2050 | 0.12% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.12% | TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.12% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.11% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.11% | FHR 4742 S IO 06.0253 12/15/2047 | 0.11% | GNR 2015-H25 EI IO 01.9845 10/20/2065 | 0.11% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.11% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.11% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.11% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.11% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.11% | WAYFAIR INC CV 01.1250 11/01/2024 | 0.11% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.11% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.11% | ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.11% | CPTFEMU R 0.961 P 05/15/40 | 0.11% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.11% | CWALT 2006-OA10 2A1 00.3616 08/25/2046 | 0.11% | LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.11% | PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.11% | COMM 2013-CR9 D P/P 144A 04.2442 07/10/2045 | 0.11% | CWALT 2005-38 A1 02.8222 09/25/2035 | 0.11% | NATWEST GROUP PLC USD 07.5000 12/29/2049 | 0.11% | TREASURY BILL 00.0000 09/24/2020 | 0.11% | BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.11% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.11% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.11% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.11% | STACR 2020-HQA2 M2 03.2716 03/25/2050 | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.11% | BMIR 2017-1 B1 P/P 144A 04.9216 10/25/2027 | 0.10% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.10% | NAVISTAR INTL TLB L+350 03.6900 11/06/2024 | 0.10% | NUANCE COMM CV 01.2500 04/01/2025 | 0.10% | 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.10% | SERVICE CORP INTL 05.3750 05/15/2024 | 0.10% | CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.10% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.10% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.10% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.10% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.10% | GNR 2014-H21 BI IO 01.6700 10/20/2064 | 0.10% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.10% | JPMCC 2011-C4 C P/P 144A 05.3429 07/15/2046 | 0.10% | NETFLIX INC. 05.8750 11/15/2028 | 0.10% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.10% | FHR 3065 DC 19.3358 03/15/2035 | 0.10% | PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.10% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.10% | BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.10% | CAS 2019-R03 1B1 04.2716 09/25/2031 | 0.10% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.10% | GNR 2015-H10 BI IO 02.8712 04/20/2065 | 0.10% | 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.10% | PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.10% | VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.10% | 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.10% | 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.10% | ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.10% | EUR/USD CALL 1.16 20201118 BANKAM | 0.10% | EUR/USD CALL 1.16 20201118 GSFX | 0.10% | PULTEGROUP INC 05.5000 03/01/2026 | 0.10% | CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.10% | CPTFEMU R 0.655 P 05/15/30 | 0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.10% | FORTIVE CORP CV 00.8750 02/15/2022 | 0.10% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.10% | ORTHO-CLINICAL TLB L+325 03.4056 06/30/2025 | 0.10% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.10% | CPTFEMU R 0.6625 P 05/15/30 | 0.09% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.09% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.09% | 0.90 R ISWP FWD US0003M P 09/16/2050 | 0.09% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.09% | GSR 2007-OA1 2A3A 00.4816 05/25/2037 | 0.09% | GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.09% | GMAC CAPITAL TRUST I PCT 06.1773 | 0.09% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.09% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.09% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.09% | SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.09% | BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.09% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.09% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.09% | DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.09% | JPMCC 2007-CB20 E P/P 144A 06.1688 02/12/2051 | 0.09% | RH P/P 144A CV 00.0000 09/15/2024 | 0.09% | CAS 2018 - C01 1B1 03.7216 07/25/2030 | 0.09% | GNR 2013-H08 CI IO 01.7732 02/20/2063 | 0.09% | LIVE NATION CV 02.5000 03/15/2023 | 0.09% | NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.09% | TWITTER INC CV 01.0000 09/15/2021 | 0.09% | CCMFC 2006-4A A2 00.3516 11/25/2047 | 0.09% | GNR 2016-H17 KI IO 02.7716 07/20/2066 | 0.09% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.09% | CIT GROUP INC 05.0000 08/01/2023 | 0.08% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.08% | GNR 2016-H24 CI IO 01.8330 10/20/2066 | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.08% | FNR 2006-8 HP 23.9374 03/25/2036 | 0.08% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% | WPX ENERGY INC 05.8750 06/15/2028 | 0.08% | AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.08% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.08% | 1.61 R ISWP CDOR03 P 08/15/2021 | 0.08% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.08% | NRG P/P 144A 03.7500 06/15/2024 | 0.08% | PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.08% | UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.08% | ENVESTNET INC CV 01.7500 06/01/2023 | 0.08% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.08% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.08% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.08% | BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.08% | BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.08% | BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 | 0.08% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.08% | DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.08% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.08% | RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.08% | STACR 2019-DNA2 B2 10.6716 03/25/2049 | 0.08% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.08% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.08% | CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.08% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.08% | GNR 2016-48 MI IO 03.5000 04/16/2046 | 0.08% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.08% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.08% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | STACR 2018-HQA2 B1 04.4216 10/25/2048 | 0.08% | VONAGE HLDGS CV 01.7500 06/01/2024 | 0.08% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.08% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.08% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.08% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.08% | STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.08% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.08% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.08% | ON SEMICONDUC CV 01.6250 10/15/2023 | 0.08% | ZYNGA INC CV 00.2500 06/01/2024 | 0.08% | DOCUSIGN INC CV 00.5000 09/15/2023 | 0.07% | JPMBB 2014-C18 E P/P 144A 04.3102 02/15/2047 | 0.07% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.07% | VISTRA CORP P/P 144A 05.5000 09/01/2026 | 0.07% | 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.07% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.07% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.07% | MWST 2019-1 A 00.9716 06/25/2052 | 0.07% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.07% | ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.07% | CHEGG INC CV 00.1250 03/15/2025 | 0.07% | MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.07% | PQ CORP P/P 144A 05.7500 12/15/2025 | 0.07% | REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.07% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.07% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.07% | INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.07% | JPMCC 2011-C3 F P/P 144A 05.6691 02/15/2046 | 0.07% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | STACR 2019-HQA1 M2 02.5216 02/25/2049 | 0.07% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.07% | UKRPI P 3.34 R 03/15/28 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.07% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.07% | SWPTN 2MX10Y P 0.627 USD 09/10/2020 JP | 0.07% | 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.07% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.07% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.07% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.07% | NRG ENERGY INC 05.7500 01/15/2028 | 0.07% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.07% | Q2 HLDG INC CV 00.7500 06/01/2026 | 0.07% | UKRPI P 3.385 R 11/15/24 | 0.07% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.07% | 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.07% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.07% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.07% | ISTAR INC 04.2500 08/01/2025 | 0.07% | JPALT 2007-A2 12A1 00.3716 06/25/2037 | 0.07% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | CWALT 2006-24CB A13 00.5216 08/25/2036 | 0.07% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.07% | MRAFT 2020-4 A1 00.0000 04/23/2023 | 0.07% | ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.07% | ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.07% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.07% | GNR 2016-H14 IO IO 01.8218 06/20/2066 | 0.07% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.07% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.07% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.07% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | FNR 2010-35 SG IO 06.2284 04/25/2040 | 0.06% | FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.06% | BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.06% | II-VI INC CV 00.2500 09/01/2022 | 0.06% | INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.06% | UKRPI P 3.4025 R 03/15/28 | 0.06% | WMHE 2007-HE4 1A 00.3416 07/25/2047 | 0.06% | COMM 2012-CR3 E P/P 144A 04.7509 10/15/2045 | 0.06% | CPURNSA R 0.41 P 03/18/25 | 0.06% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.06% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.06% | PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.06% | SOLENIS 1STL L+400 04.3625 06/26/2025 | 0.06% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.06% | TRANSDIGM INC 05.5000 11/15/2027 | 0.06% | TREASURY BILL 00.0000 09/03/2020 | 0.06% | 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.06% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.06% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% | 0.6412 R ISWP US0003M P 07/15/2030 | 0.06% | 1.621 R ISWP CDOR03 P 02/24/2022 | 0.06% | GNR 2015-H08 CI IO 01.9283 03/20/2065 | 0.06% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.06% | HCA INC 05.2500 06/15/2026 | 0.06% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.06% | L BRANDS INC 07.5000 06/15/2029 | 0.06% | MWST 2018-W1 A 01.0216 11/25/2051 | 0.06% | PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.06% | STACR 2018-DNA3 B2 07.9216 09/25/2048 | 0.06% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.06% | HVMLT 2005-2 1A 00.7068 05/19/2035 | 0.06% | SPRINT CORP 07.2500 09/15/2021 | 0.06% | STACR 2018-HQA2 B2 11.1716 10/25/2048 | 0.06% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.06% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.06% | CAS 2020-R01 1B1 03.4216 01/25/2040 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.06% | NRG ENERGY CV 02.7500 06/01/2048 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | WIX LTD USD 00.0000 07/01/2023 | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.06% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.06% | COLONY STARWO CV 03.5000 01/15/2022 | 0.06% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.06% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.06% | NETFLIX INC 04.8750 04/15/2028 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.06% | STACR 2018-HQA2 M2 02.4716 10/25/2048 | 0.06% | 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.06% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.06% | BWAY CORP TLB L+325 03.5229 04/03/2024 | 0.06% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.06% | GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.06% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.06% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% | T-MOBILE USA INC 06.3750 03/01/2025 | 0.06% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.06% | ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.06% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.06% | GNR 2013-129 SN IO 05.9633 09/20/2043 | 0.06% | MARRIOTT VAC CV 01.5000 09/15/2022 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | TWILIO INC CV 00.2500 06/01/2023 | 0.06% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.05% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.05% | CWALT 2007-OH1 A1D 00.3816 04/25/2047 | 0.05% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.05% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% | MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.05% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.05% | DISH NETWORK CV 03.3750 08/15/2026 | 0.05% | FNR 2007-53 SP 23.5707 06/25/2037 | 0.05% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.05% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.05% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.05% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% | NATWEST GROUP PLC USD 07.6480 09/30/2031 | 0.05% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.05% | ASURION TLB7 L+300 03.1611 11/03/2024 | 0.05% | CAS 2016-C05 2B 10.9216 01/25/2029 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.05% | WORKDAY INC CV 00.2500 10/01/2022 | 0.05% | 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.05% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% | HUSKY TLB L+300 03.3614 03/28/2025 | 0.05% | NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.05% | 0.35 R ISWP FWD US0003M P 09/16/2025 | 0.05% | BERRY PLASTICS TLY L+200 03.8985 07/01/2026 | 0.05% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% | MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.05% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.05% | WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.05% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% | DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.05% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.05% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.05% | MHL 2005-3 M2 00.9666 08/25/2035 | 0.05% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.05% | 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.05% | CAS 2015-C03 2M2 05.1716 07/25/2025 | 0.05% | CAS 2015-C04 2M2 05.7216 04/25/2028 | 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% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.05% | FHR 4530 TI IO 04.0000 11/15/2045 | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.05% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% | SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.05% | VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.05% | WPX ENERGY INC 05.7500 06/01/2026 | 0.05% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.05% | ANTERO RESOURCES 05.3750 11/01/2021 | 0.05% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.05% | CONTINENTAL RES 04.5000 04/15/2023 | 0.05% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.05% | OPTN FN30 3.0 09/08/20 CALL 105.078125 JPMC | 0.05% | PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.05% | STACR 2019-DNA2 M2 02.6216 03/25/2049 | 0.05% | STACR 2019-DNA3 B2 08.3216 07/25/2049 | 0.05% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% | CONMED CORP CV 02.6250 02/01/2024 | 0.05% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% | PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.05% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% | PROVINCIA DE BUENOS 32.7292 05/31/2022 | 0.05% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.04% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | MPH ACQUISITION HLDG P/P 144A 07.1250 06/01/2024 | 0.04% | TENNANT CO 05.6250 05/01/2025 | 0.04% | WERNER TLB L+400 05.0000 07/24/2024 | 0.04% | 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.04% | 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.04% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.04% | DISH DBS CORP 05.8750 11/15/2024 | 0.04% | GENERAL MOTORS CO 06.1250 10/01/2025 | 0.04% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.04% | LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.04% | MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.04% | QORVO INC 05.5000 07/15/2026 | 0.04% | REDFIN CORP CV 01.7500 07/15/2023 | 0.04% | 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.04% | AES CORP/THE 06.0000 05/15/2026 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | ARBY'S TLB L+275 04.4095 02/05/2025 | 0.04% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.04% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.04% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.04% | FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.04% | FNR 2005-122 SE 22.4993 11/25/2035 | 0.04% | GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.04% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | LENNAR CORP 05.8750 11/15/2024 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | SOTERA HEALTH TL L+450 05.5000 12/13/2026 | 0.04% | STACR 2018-DNA1 M2 01.9716 07/25/2030 | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.04% | WPX ENERGY INC 05.2500 10/15/2027 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | GNR 2015-H26 CI IO 00.4064 08/20/2065 | 0.04% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.04% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.04% | SEK/USD 09/16/2020 GSFX | 0.04% | SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.04% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.04% | UKRPI P 3.34 R 02/15/28 | 0.04% | WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | CPURNSA R 0.835 P 04/30/25 | 0.04% | EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.04% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.04% | GNR 2020-15 CS IO 05.8633 12/02/2021 | 0.04% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.04% | NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.04% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.04% | CPURNSA R 0.8525 P 05/01/25 | 0.04% | CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.04% | NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.04% | PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.04% | RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% | REALPAGE INC CV 01.5000 05/15/2025 | 0.04% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.04% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.04% | 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.04% | BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | FNR 2008-24 SP 22.6540 02/25/2038 | 0.04% | GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.04% | ITRON INC P/P 144A 05.0000 01/15/2026 | 0.04% | NUTANIX INC CV 00.0000 01/15/2023 | 0.04% | SWPTN 3MX5Y R 0.439 USD 08/06/2020 CI | 0.04% | 0.338 R ISWP US0003M P 07/01/2025 | 0.04% | CIT GROUP INC. 05.2500 03/07/2025 | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.04% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.04% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.04% | CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.04% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.04% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.04% | CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.04% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.04% | GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.04% | GARDA WORLD TLB L+475 06.6903 10/30/2026 | 0.04% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% | IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% | MESSER INDUST TLB L+250 02.8079 03/01/2026 | 0.04% | NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.04% | NEUROCRINE CV 02.2500 05/15/2024 | 0.04% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.04% | 1.00 R ISWP FWD AUDBB6M P 09/16/2030 | 0.04% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% | CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% | FHR 3249 PS 21.6983 12/15/2036 | 0.04% | FNR 2010-140 GS IO 05.8284 07/25/2039 | 0.04% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.04% | SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% | SYNAPTICS INC CV 00.5000 06/15/2022 | 0.04% | 0.50 R ISWP FWD US0003M P 06/15/2025 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.04% | CPG INTL TL L+375 04.7500 05/05/2024 | 0.04% | CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.04% | DIAMOND SPORTS TLB L+325 03.4200 08/24/2026 | 0.04% | EUR/USD CALL 1.22 20210127 BANKAM | 0.04% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.04% | NETFLIX INC. 06.3750 05/15/2029 | 0.04% | PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.04% | RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.04% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.04% | SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.04% | SM ENERGY CO 06.6250 01/15/2027 | 0.04% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% | USD/JPY PUT 105.00 20201124 BANKAM | 0.04% | USD/JPY PUT 105.00 20201124 GSFX | 0.04% | AIR TRANSPORT CV 01.1250 10/15/2024 | 0.03% | CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.03% | CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.03% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | TALBOTS TLB L+700 08.0000 11/28/2022 | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.03% | UKRPI P 3.381 R 11/15/24 | 0.03% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | CENTENE CORP 04.7500 05/15/2022 | 0.03% | CHF/USD 09/16/2020 JPMCB | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.03% | GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.03% | IRONWOOD PHAR P/P 144A CV 01.5000 06/15/2026 | 0.03% | MICROCHIP TEC CV 01.6250 02/15/2027 | 0.03% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.03% | SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.03% | TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.03% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.03% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.03% | BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.03% | ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | GNR 2013-99 VS IO 05.9234 07/16/2043 | 0.03% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.03% | HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.03% | LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.03% | OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | UKRPI P 3.42 R 12/15/24 | 0.03% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.03% | FNR 2005-83 QP 16.9478 11/25/2034 | 0.03% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.03% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.03% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.03% | REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | CHF/USD 09/16/2020 SSBT | 0.03% | CHF/USD 09/16/2020 TDBK | 0.03% | CINEMARK USA INC 04.8750 06/01/2023 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.03% | DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.03% | ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.03% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.03% | ICAHN ENTER 04.7500 09/15/2024 | 0.03% | INTELSAT S.A. TLB3 L+475 08.0000 11/27/2023 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.03% | PLURALSIGHT CV 00.3750 03/01/2024 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SM ENERGY CO 06.1250 11/15/2022 | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.03% | TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.03% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.03% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.03% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.03% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.03% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% | SCIENTIFIC GAMES TLB5 L+275 03.4731 08/14/2024 | 0.03% | THE AES CORPORATION 05.1250 09/01/2027 | 0.03% | UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.03% | ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.03% | 0.656 R ISWP US0003M P 07/08/2030 | 0.03% | 1.15 R ISWP FWD CDOR03 P 09/16/2030 | 0.03% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.03% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.03% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% | MEREDITH CORP 06.8750 02/01/2026 | 0.03% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.03% | SEK/USD 09/16/2020 UBS | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | APACHE CORP 05.1000 09/01/2040 | 0.03% | BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.03% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.03% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | FNR 2006-62 PS 38.8702 07/25/2036 | 0.03% | ROYAL CARIBBE P/P 144A CV 04.2500 06/15/2023 | 0.03% | SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.03% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | 0.525 R ISWP AUDBB6M P 06/05/2025 | 0.03% | BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.03% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.03% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.03% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.03% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.03% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.03% | L BRANDS INC 06.7500 07/01/2036 | 0.03% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.03% | 8X8 INC CV 00.5000 02/01/2024 | 0.02% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | APACHE CORPORATION 03.2500 04/15/2022 | 0.02% | CINEMARK USA INC 05.1250 12/15/2022 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.02% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.02% | OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.02% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% | STACR 2019-HQA3 B1 03.1716 09/25/2049 | 0.02% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% | T-MOBILE USA INC TLB L+300 04/01/2027 | 0.02% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.02% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% | BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.02% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | ISTAR INC. 05.2500 09/15/2022 | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.02% | 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.02% | 0.429 R ISWP FWD US0003M P 08/10/2025 | 0.02% | BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.02% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% | EUR/CHF CALL 1.10 20201209 CSI-FX | 0.02% | GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | 0.645 R ISWP US0003M P 07/15/2030 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CPURNSA R 1.2125 P 06/15/25 | 0.02% | EUR/USD CALL 1.21 20201028 BANKAM | 0.02% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.02% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.02% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.02% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 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% | UKRPI P 3.3875 R 03/15/28 | 0.02% | 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.02% | CAS 2015-C02 2M2 04.1716 05/25/2025 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | FHR 3408 EK 25.0899 04/15/2037 | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | THYELE TL B 1L USD L+425 04.4283 06/30/2027 | 0.02% | AUD/USD 10/21/2020 HSBCB | 0.02% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BB.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% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% | IHEARTMEDIA TLB L+300 04.6595 05/01/2026 | 0.02% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.02% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% | TRANSDIGM INC 06.3750 06/15/2026 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.02% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.02% | CPURNSA R 1.24 P 06/09/25 | 0.02% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | WPX ENERGY INC 04.5000 01/15/2030 | 0.02% | -0.04236 R ISWP FWD EUR006M P 08/15/2029 | 0.02% | ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | GNR 2019-78 SJ IO 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0.02% | CHF/USD 09/16/2020 CITI | 0.02% | CHF/USD 09/16/2020 GSFX | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.02% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.02% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% | L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% | NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.02% | OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | -0.09037 R ISWP FWD EUR006M P 08/15/2029 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 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05/25/2025 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | CMB CMBX.NA.BBB-.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-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | GBP/USD 09/16/2020 GSFX | 0.01% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | PQ CORP TLB L+225 03.6268 02/07/2027 | 0.01% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.01% | TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.01% | YUM! 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CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% | MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.01% | NOK/USD 09/16/2020 BCAP-FX | 0.01% | NOK/USD 09/16/2020 GSFX | 0.01% | PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% | ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.01% | TERRIER MEDIA TLB L+425 04.4345 12/17/2026 | 0.01% | -0.20 R ISWP FWD CHL6M P 09/16/2030 | 0.01% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% | AUD/USD 10/21/2020 WPAC | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | CZK/USD 09/16/2020 BANKAM | 0.01% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% | JPY/USD 08/19/2020 UBS | 0.01% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.01% | T-MOBILE USA 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0.01% | 1.00 R ISWP FWD NOKOIB6M P 09/16/2030 | 0.01% | CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.01% | EUR/USD 09/16/2020 MSCIL | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.01% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% | MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% | SWPTN 1MX30Y P 0.847 USD 08/17/2020 BA | 0.01% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | 0.01% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.01% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% | 0.794 R ISWP US0003M P 08/03/2050 | 0.01% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.01% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | JPY/USD 08/19/2020 CITI | 0.01% | JPY/USD 08/19/2020 JPMCB | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% | SEK/USD 09/16/2020 TDBK | 0.01% | SM ENERGY CO 05.0000 01/15/2024 | 0.01% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | TXU TCEH RIGHTS | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% | ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% | AUD/USD 10/21/2020 BANKAM | 0.00% | CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% | CLP/USD 10/21/2020 CITI | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% | EUR/USD 09/16/2020 BANKAM | 0.00% | EUR/USD 09/16/2020 HSBCB | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.00% | NZD/USD 10/21/2020 BCAP-FX | 0.00% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% | REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% | 0.405 R ISWP AUDBB6M P 07/08/2025 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | FSPC T-57 1AX IO 00.3784 07/25/2043 | 0.00% | GBP/USD 09/16/2020 RBSF | 0.00% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% | 0.06 R ISWP SES3M P 03/03/2022 | 0.00% | 0.436 R ISWP GBL6M P 07/16/2050 | 0.00% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% | 1.232 R ISWP FWD US0003M P 06/21/2037 | 0.00% | CAD/USD 10/21/2020 UBS | 0.00% | CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CSMC 2006-C5 AX IO 00.8836 12/15/2039 | 0.00% | GBP/USD 09/16/2020 JPMCB | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | NOK/USD 09/16/2020 RBSF | 0.00% | NZD/USD 10/21/2020 BANKAM | 0.00% | NZD/USD 10/21/2020 RBSF | 0.00% | NZD/USD 10/21/2020 SSBT | 0.00% | SEK/USD 09/16/2020 MSCIL | 0.00% | SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | 0.00% | TRIBUNE CLASS 1C LITIGAT | 0.00% | 0.215 R ISWP NFIX3MID P 05/15/2025 | 0.00% | 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% | 1.168 R ISWP FWD US0003M P 06/28/2037 | 0.00% | 1.204 R ISWP FWD US0003M P 06/20/2040 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% | NZD/USD 10/21/2020 WPAC | 0.00% | OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% | SWPTN 3MX5Y P 0.353 USD 08/13/2020 BC | 0.00% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | 0.00% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% | 0.423 R ISWP GBL6M P 07/16/2050 | 0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | CAD/USD 10/21/2020 MSCIL | 0.00% | CAD/USD 10/21/2020 RBSF | 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% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% | NZD/USD 10/21/2020 TDBK | 0.00% | SEK/USD 09/16/2020 JPMCB | 0.00% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | 0.00% | SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% | SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | 0.00% | SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% | SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | 0.00% | VALARIS PLC USD 07.7500 02/01/2026 | 0.00% | -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% | 0.286 R ISWP SES3M P 03/03/2030 | 0.00% | 0.595 R ISWP NFIX3MID P 05/15/2030 | 0.00% | 1.177 R ISWP FWD US0003M P 07/03/2040 | 0.00% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | AUD/USD 10/21/2020 CSI-FX | 0.00% | CAD/USD 10/21/2020 HSBCB | 0.00% | CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% | CHC GROUP LLC P/P SEDOL BYXD3K4 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% | EUR/USD 09/16/2020 CITI | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | FNS 366 22 IO 04.5000 10/25/2035 | 0.00% | HKD/USD 08/19/2020 TDBK | 0.00% | JPY/USD 08/19/2020 GSFX | 0.00% | MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | NOK/USD 09/16/2020 MSCIL | 0.00% | NZD/USD 10/21/2020 CSI-FX | 0.00% | NZD/USD 10/21/2020 JPMCB | 0.00% | OPTN FN30 2.0 08/06/20 PUT 102.09375 JPMC | 0.00% | OPTN FN30 2.5 08/06/20 PUT 102.47265625 JPMC | 0.00% | OPTN FN30 2.5 08/06/20 PUT 103.03515625 JPMC | 0.00% | OPTN FN30 2.5 08/06/20 PUT 103.59765625 JPMC | 0.00% | OPTN FN30 2.5 08/06/20 PUT 104.03125 JPMC | 0.00% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | 0.00% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | 0.00% | SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% | SWPTN 1MX5Y R 0.3 USD 08/10/2020 GS | 0.00% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% | SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3MX5Y P 0.439 USD 08/06/2020 CI | 0.00% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | 0.00% | TERVITA CORP SEDOL BD1DCC4 | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% | 0.2235 R ISWP US0003M P 07/15/2022 | -0.00% | 0.226 R ISWP US0003M P 07/17/2022 | -0.00% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | -0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | -0.00% | CHF/USD 09/16/2020 MSCIL | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CPURNSA P 1.77 R 06/09/50 | -0.00% | GBP/USD 09/16/2020 HSBCB | -0.00% | HKD/USD 08/19/2020 BANKAM | -0.00% | HKD/USD 08/19/2020 HSBCB | -0.00% | HKD/USD 08/19/2020 UBS | -0.00% | NOK/USD 09/16/2020 JPMCB | -0.00% | NZD/USD 10/21/2020 MSCIL | -0.00% | PLN/USD 09/16/2020 BCAP-FX | -0.00% | SWPTN 1MX30Y P 1.007 USD 08/17/2020 BA | -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 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.00% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | -0.00% | 0.78 R ISWP US0003M P 04/28/2050 | -0.00% | CAD/USD 10/21/2020 CITI | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% | GBP/USD 09/16/2020 BCAP-FX | -0.00% | GBP/USD 09/16/2020 TDBK | -0.00% | HKD/USD 08/19/2020 SSBT | -0.00% | JPY/USD 08/19/2020 WPAC | -0.00% | OPTN FN30 3.0 09/08/20 PUT 105.078125 JPMC | -0.00% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | -0.00% | 0.655 R ISWP NOKOIB6M P 07/10/2025 | -0.00% | 0.655 R ISWP NOKOIB6M P 07/13/2025 | -0.00% | AUD/USD 10/21/2020 GSFX | -0.00% | AUD/USD 10/21/2020 SSBT | -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 10YX10Y R 1.177 USD 07/01/2030 CI | -0.00% | SWPTN 1MX30Y P 0.927 USD 08/17/2020 BA | -0.00% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | -0.00% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | -0.00% | 0.36 R ISWP NFIX3MID P 06/05/2025 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% | GBP/USD 09/16/2020 CSI-FX | -0.00% | JPY/USD 08/19/2020 BANKAM | -0.00% | NZD/USD 10/21/2020 HSBCB | -0.00% | SEK/USD 09/16/2020 SSBT | -0.00% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% | SWPTN 3MX10Y P 0.8225 USD 10/15/2020 JP | -0.00% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | -0.00% | -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% | 0.32 R ISWP GBL6M P 07/16/2030 | -0.00% | 0.321 R ISWP GBL6M P 07/16/2030 | -0.00% | 0.6085 R ISWP US0003M P 07/17/2030 | -0.00% | 0.90 R ISWP FWD NFIX3MID P 09/16/2030 | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | JPY/USD 08/19/2020 SSBT | -0.00% | NZD/USD 10/21/2020 CITI | -0.00% | NZD/USD 10/21/2020 GSFX | -0.00% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | -0.00% | SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | -0.00% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | -0.01% | 0.6195 R ISWP US0003M P 07/15/2030 | -0.01% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | NOK/USD 09/16/2020 BANKAM | -0.01% | NOK/USD 09/16/2020 CITI | -0.01% | SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% | 0.50 R ISWP FWD SES3M P 09/16/2030 | -0.01% | AUD/USD 10/21/2020 JPMCB | -0.01% | CAD/USD 10/21/2020 CSI-FX | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | 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% | SWPTN 3MX10Y P 0.7225 USD 10/15/2020 JP | -0.01% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.01% | 0.6925 R ISWP NOKOIB6M P 06/29/2025 | -0.01% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | -0.01% | CPURNSA P 1.6875 R 06/15/50 | -0.01% | SWPTN 1MX5Y P 0.3 USD 08/10/2020 GS | -0.01% | 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.01% | 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.01% | CAD/USD 10/21/2020 WPAC | -0.01% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% | CAD/USD 10/21/2020 BANKAM | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD CALL 1.24 20201028 BANKAM | -0.01% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | -0.01% | 0.20 R ISWP FWD SONIA P 09/16/2030 | -0.01% | 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | -0.01% | 1.0775 R ISWP CDOR03 P 06/10/2030 | -0.01% | CAD/USD 10/21/2020 JPMCB | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD 09/16/2020 UBS | -0.01% | SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.01% | USD/JPY PUT 100.00 20201124 BANKAM | -0.01% | USD/JPY PUT 100.00 20201124 GSFX | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/CHF CALL 1.12 20201209 CSI-FX | -0.01% | GBP/USD 09/16/2020 UBS | -0.01% | NOK/USD 09/16/2020 HSBCB | -0.01% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% | CAD/USD 10/21/2020 TDBK | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | -0.01% | AUD/USD 10/21/2020 UBS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% | -0.8475 R ISWP CHL6M P 08/09/2024 | -0.02% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | EUR/USD 09/16/2020 CSI-FX | -0.02% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | -0.02% | EUR/USD 09/16/2020 GSFX | -0.02% | GBP/USD 09/16/2020 WPAC | -0.02% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | EUR/USD CALL 1.26 20210127 BANKAM | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | EUR/USD 09/16/2020 WPAC | -0.02% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | 0.5935 R ISWP US0003M P 07/16/2030 | -0.02% | 0.62 R ISWP US0003M P 05/19/2030 | -0.02% | 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | 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% | NOK/USD 09/16/2020 SSBT | -0.02% | 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% | 2.032 R ISWP US0003M P 01/16/2055 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.02% | 0.20 R ISWP FWD US0003M P 09/16/2022 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.02% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.02% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% | 0.815 R ISWP US0003M P 07/30/2050 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | CPURNSA R 1.703 P 11/29/24 | -0.02% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% | 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.02% | 1.134 R ISWP CDOR03 P 03/11/2050 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | OPTN FN30 2.5 09/08/20 PUT 104.25 JPMC | -0.02% | SEK/USD 09/16/2020 CITI | -0.02% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 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% | NOK/USD 09/16/2020 UBS | -0.03% | 0.627 R ISWP US0003M P 07/10/2030 | -0.03% | 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CPURNSA R 1.7625 P 12/10/24 | -0.03% | 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.03% | CAD/USD 10/21/2020 SSBT | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.03% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.03% | 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.04% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.04% | 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.04% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% | SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.04% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | EUR/USD CALL 1.20 20201118 BANKAM | -0.04% | EUR/USD CALL 1.20 20201118 GSFX | -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% | GBP/USD 09/16/2020 CITI | -0.04% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.04% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% | 0.65 R ISWP US0003M P 05/26/2030 | -0.04% | SEK/USD 09/16/2020 BCAP-FX | -0.04% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.04% | CPURNSA P 1.345 R 04/30/30 | -0.04% | CPURNSA P 1.3475 R 05/01/30 | -0.04% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.04% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% | CPURNSA P 1.6625 R 07/10/30 | -0.05% | EUR/USD 09/16/2020 TDBK | -0.05% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.05% | 1.60 R ISWP CDOR03 P 02/24/2030 | -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% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | CPURNSA R 1.71 P 11/21/24 | -0.05% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.05% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.05% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% | EUR/USD 09/16/2020 RBSF | -0.05% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.05% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.05% | 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.06% | 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.06% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.06% | CPTFEMU R 1.4 P 07/15/27 | -0.06% | SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.06% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | 1.20 R ISWP FWD US0003M P 06/15/2050 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | 0.70 R ISWP FWD US0003M P 09/16/2030 | -0.07% | SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.07% | 0.90 R ISWP FWD US0003M P 09/16/2030 | -0.08% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.08% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.08% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.08% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% | CPURNSA P 1.586 R 06/30/30 | -0.08% | GBP/USD 09/16/2020 SSBT | -0.08% | 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.08% | -0.05 R ISWP FWD EUR006M P 09/16/2030 | -0.08% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.09% | EUR/USD 09/16/2020 BCAP-FX | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% | CPURNSA P 0.95 R 03/18/30 | -0.09% | 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.10% | 0.385 R ISWP US0003M P 05/21/2025 | -0.11% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.11% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.11% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.11% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.11% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.12% | 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.12% | 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.12% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.12% | 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.12% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.12% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.13% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.13% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.13% | CPTFEMU R 1.4375 P 09/15/23 | -0.14% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.14% | CPTFEMU R 1.4413 P 09/15/23 | -0.14% | CPTFEMU R 1.4425 P 09/15/23 | -0.14% | CPTFEMU R 1.4438 P 09/15/23 | -0.14% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.14% | 2.6785 R ISWP US0003M P 02/13/2029 | -0.14% | 1.735 R ISWP NOKOIB6M P 07/01/2024 | -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% | SWPTN 3MX5Y R 0.353 USD 08/13/2020 BC | -0.14% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.15% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.15% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.15% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.16% | 1.771 R ISWP US0003M P 01/16/2030 | -0.16% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.16% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.16% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.17% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.17% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.17% | IOS.FN30.350.13 P US0001M R 01/12/44 JP | -0.18% | 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.18% | CPTFEMU P 1.13 R 05/15/50 | -0.19% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.20% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.20% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.21% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.21% | EUR/USD 09/16/2020 SSBT | -0.22% | 1.4765 R ISWP US0003M P 02/18/2030 | -0.22% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.22% | 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.23% | UKRPI R 3.4425 P 07/15/49 | -0.23% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.23% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.24% | CPTFEMU P 0.935 R 05/15/40 | -0.24% | CPTFEMU P 0.93 R 05/15/40 | -0.25% | CPURNSA P 1.165 R 03/11/30 | -0.25% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.25% | 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.26% | SWPTN 2MX10Y R 0.627 USD 09/10/2020 JP | -0.26% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.27% | 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.29% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.31% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.31% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.33% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.34% | 0.4525 R ISWP FWD US0003M P 07/08/2025 | -0.34% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.34% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.35% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.58% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.64% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.68% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.69% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.88% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.29% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.34% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.39% | US ULTRA BOND CBT SEP20 WNU0 | -1.86% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.34% | EURO-BUND FUTURE SEP20 RXU0 | -3.07% | US 5YR NOTE (CBT) SEP20 FVU0 | -4.25% | US 2YR NOTE (CBT) SEP20 TUU0 | -60.19% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2050 | 16.84% | FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 10.18% | T 2.25 R 0.25 P 08/10/20 JP | 5.20% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.56% | FNMA FN30 TBA UMBS 05.5000 07/01/2050 | 1.76% | GNMA GII30 TBA 04.0000 07/01/2050 | 1.70% | TREASURY BILL 00.0000 08/11/2020 | 1.58% | 1.70 R ISWP FWD US0003M P 03/18/2027 | 1.41% | FNMA FN30 TBA UMBS 04.5000 07/01/2050 | 1.15% | 3.096 R ISWP US0003M P 12/03/2029 | 0.92% | TREASURY BILL 00.0000 07/02/2020 | 0.90% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.80% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.77% | IVORY COAST REGS 06.1250 06/15/2033 | 0.74% | FNR 2019-57 KS IO 05.8655 10/25/2049 | 0.68% | CWALT 2006-OA10 4A1 00.3745 08/25/2046 | 0.68% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.67% | FNR 2017-32 SA IO 05.9655 05/25/2047 | 0.66% | TREASURY BILL 00.0000 08/20/2020 | 0.65% | CAS 2016-C02 1B 12.4345 09/25/2028 | 0.64% | STACR 2016-DNA1 B 10.1683 07/25/2028 | 0.63% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.63% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.63% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.62% | TREASURY BILL 00.0000 07/23/2020 | 0.61% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.60% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.57% | PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.56% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.55% | TREASURY BILL 00.0000 08/06/2020 | 0.54% | SPST 2019-7 A 00.8848 09/24/2020 | 0.54% | 3.312 R ISWP US0003M P 11/08/2048 | 0.53% | GNR 2016-H23 NI IO 03.1674 10/20/2066 | 0.50% | GNR 2019-96 SY IO 05.9100 08/20/2049 | 0.47% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.46% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.46% | GNR 2019-83 SY IO 05.9100 07/20/2049 | 0.45% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.44% | WFRBS 2013-C15 D P/P 144A 04.6428 08/15/2046 | 0.44% | 1.688 R ISWP US0003M P 01/31/2030 | 0.44% | CAS 2015-C04 1M2 05.8845 04/25/2028 | 0.43% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.43% | TREASURY BILL 00.0000 08/13/2020 | 0.42% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.42% | FHR 4839 WS IO 05.9153 08/15/2056 | 0.41% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.39% | TREASURY BILL 00.0000 09/10/2020 | 0.39% | CAS 2016-C03 2M2 06.0845 10/25/2028 | 0.38% | CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.38% | IVORY COAST REGS 05.7500 12/31/2032 | 0.37% | ARGENTINE REPUBLIC USD 07.5000 04/22/2026 | 0.36% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.36% | CMLTI 2007-AMC3 A2D 00.5345 03/25/2037 | 0.35% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.35% | GNR 2014-60 SD IO 05.9900 04/20/2044 | 0.35% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.35% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.33% | 1.698 R ISWP US0003M P 01/28/2030 | 0.33% | BSCMS 2007-T26 AJ 05.5417 01/12/2045 | 0.33% | CWALT 2006-OA7 1A1 02.7302 06/25/2046 | 0.33% | CARMX 2020-2 D 06.8700 05/17/2027 | 0.33% | CAS 2018-C05 1B1 04.4345 01/25/2031 | 0.33% | STACR 2015-DNA3 B 09.5345 04/25/2028 | 0.32% | OPTN FN30 2.5 07/07/20 CALL 103.3125 JPMC | 0.32% | CAS 2016-C03 1B 11.9345 10/25/2028 | 0.32% | FNR 2018-20 SB IO 06.0655 03/25/2048 | 0.31% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.31% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.31% | STACR 2016-HQA2 M3 05.3345 11/25/2028 | 0.31% | REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.30% | SPST 2019-11 A 00.9348 10/24/2020 | 0.30% | TREASURY BILL 00.0000 07/09/2020 | 0.29% | SPST 2020-2 A 01.0095 03/26/2021 | 0.29% | FNR 2019-43 JS IO 05.8655 08/25/2049 | 0.28% | MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.28% | WAMU 2005-AR17 A1B3 00.8683 12/25/2045 | 0.27% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.27% | FNR 2015-42 LS IO 06.0155 06/25/2045 | 0.27% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.27% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.27% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.26% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.26% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.26% | SPST 2020-WL1 A 00.8183 06/25/2051 | 0.25% | WFCM 2013-LC12 D P/P 144A 04.4111 07/15/2046 | 0.25% | GNR 2017-H16 JI IO 02.1080 08/20/2067 | 0.25% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.25% | JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047 | 0.25% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.25% | GNR 2019-152 ES IO 05.8600 12/20/2049 | 0.24% | STACR 2015-DNA2 B 07.7345 12/25/2027 | 0.24% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.24% | FNR 2016-96 ST IO 05.9155 12/25/2046 | 0.24% | STACR 2017-HQA1 M2 03.7345 08/25/2029 | 0.24% | GNR 2020-7 SK IO 05.8600 01/20/2050 | 0.24% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.23% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.23% | RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.23% | CAS 2017-C03 1B1 05.0345 10/25/2029 | 0.23% | WFRBS 2012-C10 D P/P 144A 04.5762 12/15/2045 | 0.23% | NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029 | 0.23% | CAS 2017-C02 2B1 05.6845 09/25/2029 | 0.22% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.22% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.22% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.22% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.22% | MSBAM 2013-C11 D P/P 144A 04.4979 08/15/2046 | 0.22% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.22% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.22% | CAS 2017-C03 1M2 03.1845 10/25/2029 | 0.21% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.21% | GNR 2017-H10 MI IO 02.2949 04/20/2067 | 0.21% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.21% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.21% | GNR 2016-H09 BI IO 02.1150 04/20/2066 | 0.21% | WFRBS 2012-C7 E P/P 144A 04.9660 06/15/2045 | 0.21% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.21% | GNR 2018-H05 BI IO 02.5633 02/20/2068 | 0.21% | TREASURY BILL 00.0000 08/25/2020 | 0.21% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.21% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.21% | SAMI 2007-AR1 2A1 00.3645 01/25/2037 | 0.21% | OPTN FN30 2.5 08/06/20 CALL 103.5625 JPMC | 0.20% | SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.20% | STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.20% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.19% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.19% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.19% | GNR 2015-H25 AI IO 01.5826 09/20/2065 | 0.19% | FNR 2013-90 SD IO 06.4155 09/25/2043 | 0.19% | GNR 2017-H08 NI IO 02.3726 03/20/2067 | 0.19% | SPRINT CORP 07.8750 09/15/2023 | 0.19% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.19% | GNR 2016-H06 DI IO 02.4687 07/20/2065 | 0.19% | CAS 2019-R04 2B1 05.4345 06/25/2039 | 0.18% | GNR 2016-H24 JI IO 02.9784 11/20/2066 | 0.18% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.18% | BCAP 2011-RR3 3A6 03.5691 11/27/2036 | 0.18% | DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 | 0.18% | GNR 2016-H10 AI IO 02.2022 04/20/2066 | 0.18% | SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.18% | RALI 2006-QO10 A1 00.3445 01/25/2037 | 0.18% | GNR 2016-H06 CI IO 02.2146 02/20/2066 | 0.18% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.18% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.18% | ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.18% | DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.18% | COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.18% | GNR 2018-H03 XI IO 02.2908 02/20/2068 | 0.18% | MSBAM 2013-C10 D P/P 144A 04.2181 07/15/2046 | 0.18% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.18% | CAS 2016-C01 1B 11.9345 08/25/2028 | 0.17% | GNR 2016-H22 AI IO 03.1401 10/20/2066 | 0.17% | COMM 2013-CR9 D P/P 144A 04.3858 07/10/2045 | 0.17% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.17% | GNR 2018-H05 AI IO 02.5347 02/20/2068 | 0.17% | DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 | 0.17% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.17% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.17% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.17% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.16% | REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.16% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.16% | GNR 2017-H09 IO IO 02.1852 04/20/2067 | 0.16% | CFCRE 2011-C2 E P/P 144A 05.9305 12/15/2047 | 0.16% | JPMCC 2013-LC11 D 04.3063 04/15/2046 | 0.16% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.16% | CPTFEMU P 1.71 R 07/15/37 | 0.16% | GNR 2017-H12 QI IO 02.7358 05/20/2067 | 0.16% | UKRPI P 3.665 R 12/15/28 | 0.16% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.15% | AES CORP/THE 05.5000 04/15/2025 | 0.15% | ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.15% | FNR 2013-107 SB IO 05.7655 02/25/2043 | 0.15% | GNR 2017-H16 IG IO 01.8252 07/20/2067 | 0.15% | REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.15% | SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.15% | OMIR 2017-1A B1 P/P 144A 05.9345 04/25/2027 | 0.15% | REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.15% | GNR 2017-H06 BI IO 02.3512 02/20/2067 | 0.15% | PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.15% | VERTIV TLB L+300 04.6550 03/02/2027 | 0.15% | FNR 2018-86 DS IO 05.9155 12/25/2048 | 0.15% | GNR 2016-H02 HI IO 02.2535 01/20/2066 | 0.15% | IVORY COAST REGS 05.3750 07/23/2024 | 0.15% | AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.15% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.15% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.15% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.14% | JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.14% | SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.14% | GNR 2014-119 SA IO 05.4100 08/20/2044 | 0.14% | GNR 2017-H16 IB IO 01.8339 08/20/2067 | 0.14% | CWALT 2006-OA7 1A2 02.4438 06/25/2046 | 0.14% | SPST 2020-6 A 00.9983 09/07/2021 | 0.14% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.14% | GNR 2017-H02 BI IO 02.4254 01/20/2067 | 0.14% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.14% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.14% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.14% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.14% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.14% | GNR 2017-H11 DI IO 01.9695 05/20/2067 | 0.14% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.14% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.14% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.14% | IVORY COAST REGS 05.2500 03/22/2030 | 0.14% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.14% | PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.14% | BALTA 2005-8 21A1 03.7153 10/25/2035 | 0.14% | GNR 2015-H23 BI IO 01.7187 09/20/2065 | 0.14% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.14% | CAS 2020-SBT1 1M2 03.6500 02/25/2040 | 0.14% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.14% | IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.14% | FHR 4742 S IO 06.0153 12/15/2047 | 0.14% | BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.14% | GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.13% | MRAFT 2020-2 A1 01.9266 05/30/2022 | 0.13% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.13% | PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.13% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.13% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.13% | CWALT 2005-59 1A1 00.5200 11/20/2035 | 0.13% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.13% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.13% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.13% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.13% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.13% | GNR 2015-H24 AI IO 02.9853 09/20/2065 | 0.13% | IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.13% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.13% | GNR 2016-H16 EI IO 01.9160 06/20/2066 | 0.13% | BRAND ENERGY TL L+425 05.4519 06/21/2024 | 0.12% | CWALT 2006-OA10 3A1 00.3745 08/25/2046 | 0.12% | MSRR 2010-R4 4B 02.9294 02/26/2037 | 0.12% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.12% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.12% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.12% | GNR 2016-H14 AI IO 02.4053 06/20/2066 | 0.12% | 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.12% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.12% | NUANCE COMM CV 01.2500 04/01/2025 | 0.12% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.12% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.12% | GNR 2016-H03 AI IO 02.4845 01/20/2066 | 0.12% | CAS 2017-C04 2M2 03.0345 11/25/2029 | 0.12% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.12% | GNR 2017-H11 TI IO 02.7255 04/20/2067 | 0.12% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.12% | ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 | 0.12% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.12% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.12% | REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.12% | SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.12% | STACR 2019-DNA1 M2 02.8345 01/25/2049 | 0.12% | STATE OF QATAR P/P 144A 03.4000 04/16/2025 | 0.12% | CENTENE CORP 04.6250 12/15/2029 | 0.12% | DBALT 2006-AR4 A2 00.3745 12/25/2036 | 0.12% | GSAA 2006-8 2A2 00.3645 05/25/2036 | 0.12% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.11% | COMM 2014-CR16 C 05.0919 04/10/2047 | 0.11% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.11% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.11% | ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.11% | CSAIL 2015-C1 D P/P 144A 03.9116 04/15/2050 | 0.11% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.11% | GNR 2015-H25 EI IO 01.8251 10/20/2065 | 0.11% | HCA INC. 05.3750 09/01/2026 | 0.11% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.11% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.11% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.11% | 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.11% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.11% | TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.11% | CAS 2018 - C01 1B1 03.7345 07/25/2030 | 0.11% | CWALT 2006-OA10 2A1 00.3745 08/25/2046 | 0.11% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.11% | GNR 2016-H03 DI IO 02.0206 12/20/2065 | 0.11% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.11% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.11% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.11% | CWALT 2005-38 A1 03.0038 09/25/2035 | 0.11% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.11% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.11% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.11% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.11% | PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.11% | ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.11% | TREASURY BILL 00.0000 09/24/2020 | 0.11% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.11% | ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.11% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.11% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.11% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.10% | STACR 2020-HQA2 M2 03.8600 03/25/2050 | 0.10% | BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.10% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.10% | BMIR 2017-1 B1 P/P 144A 04.9345 10/25/2027 | 0.10% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.10% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.10% | CAS 2019-R03 1B1 04.2845 09/25/2031 | 0.10% | SERVICE CORP INTL 05.3750 05/15/2024 | 0.10% | FHR 3065 DC 19.3058 03/15/2035 | 0.10% | NAVISTAR INTL TLB L+350 03.7000 11/06/2024 | 0.10% | GNR 2014-H21 BI IO 01.5043 10/20/2064 | 0.10% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.10% | ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.10% | GNR 2016-48 MI IO 03.5000 04/16/2046 | 0.10% | JPMCC 2011-C4 C P/P 144A 05.5257 07/15/2046 | 0.10% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% | GNR 2015-H10 BI IO 02.1625 04/20/2065 | 0.10% | LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.10% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.10% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.10% | BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.10% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.10% | VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.09% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.09% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.09% | CPURNSA R 0.77 P 03/11/25 | 0.09% | CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.09% | FORTIVE CORP CV 00.8750 02/15/2022 | 0.09% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.09% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.09% | GNR 2016-H17 KI IO 02.4265 07/20/2066 | 0.09% | GSR 2007-OA1 2A3A 00.4945 05/25/2037 | 0.09% | NETFLIX INC. 05.8750 11/15/2028 | 0.09% | SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.09% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.09% | 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.09% | BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.09% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.09% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.09% | PULTEGROUP INC 05.5000 03/01/2026 | 0.09% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.09% | 0.78 R ISWP US0003M P 04/28/2050 | 0.09% | CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.09% | ORTHO-CLINICAL TLB L+325 03.4288 06/30/2025 | 0.09% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.09% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.09% | CCMFC 2006-4A A2 00.3645 11/25/2047 | 0.09% | ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.09% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.09% | GNR 2013-H08 CI IO 01.6099 02/20/2063 | 0.09% | JPMCC 2007-CB20 E P/P 144A 06.3745 02/12/2051 | 0.09% | PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.09% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.09% | GNR 2016-H24 CI IO 01.6670 10/20/2066 | 0.08% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.08% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.08% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.08% | SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.08% | TWITTER INC CV 01.0000 09/15/2021 | 0.08% | WAYFAIR INC CV 01.1250 11/01/2024 | 0.08% | 1.61 R ISWP CDOR03 P 08/15/2021 | 0.08% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.08% | FNR 2006-8 HP 23.8902 03/25/2036 | 0.08% | GMAC CAPITAL TRUST I PCT 06.1773 | 0.08% | STACR 2019-DNA2 B2 10.6845 03/25/2049 | 0.08% | DOCUSIGN INC CV 00.5000 09/15/2023 | 0.08% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.08% | LIVE NATION CV 02.5000 03/15/2023 | 0.08% | AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.08% | CIT GROUP INC 05.0000 08/01/2023 | 0.08% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.08% | CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.08% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.08% | NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.08% | 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | STACR 2018-HQA2 B1 04.4345 10/25/2048 | 0.08% | UKRPI P 3.34 R 03/15/28 | 0.08% | GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.08% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.08% | BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.08% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.08% | LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.08% | NRG P/P 144A 03.7500 06/15/2024 | 0.08% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.08% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.08% | PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.08% | RH P/P 144A CV 00.0000 09/15/2024 | 0.08% | UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.08% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.08% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% | RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.08% | CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.08% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.08% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.08% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.08% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.08% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.08% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.08% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.07% | BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.07% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.07% | DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.07% | ENVESTNET INC CV 01.7500 06/01/2023 | 0.07% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.07% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.07% | STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.07% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.07% | TREASURY BILL 00.0000 07/16/2020 | 0.07% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.07% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% | ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.07% | SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.07% | UKRPI P 3.385 R 11/15/24 | 0.07% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.07% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.07% | JPMBB 2014-C18 E P/P 144A 04.4705 02/15/2047 | 0.07% | MWST 2019-1 A 00.9845 06/25/2052 | 0.07% | ON SEMICONDUC CV 01.6250 10/15/2023 | 0.07% | STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.07% | VONAGE HLDGS CV 01.7500 06/01/2024 | 0.07% | ZYNGA INC CV 00.2500 06/01/2024 | 0.07% | OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.07% | UKRPI P 3.4025 R 03/15/28 | 0.07% | VISTRA CORP P/P 144A 05.5000 09/01/2026 | 0.07% | ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.07% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% | CWALT 2006-24CB A13 00.5345 08/25/2036 | 0.07% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.07% | PQ CORP P/P 144A 05.7500 12/15/2025 | 0.07% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.07% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.07% | JPMCC 2011-C3 F P/P 144A 05.8530 02/15/2046 | 0.07% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.07% | REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.07% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.07% | SWPTN 3MX5Y P 0.353 USD 08/13/2020 BC | 0.07% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | FNR 2010-35 SG IO 06.2155 04/25/2040 | 0.07% | GNR 2016-H14 IO IO 01.6549 06/20/2066 | 0.07% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.07% | NZD/USD 07/15/2020 UBS | 0.07% | WIX LTD USD 00.0000 07/01/2023 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.07% | JPALT 2007-A2 12A1 00.3845 06/25/2037 | 0.07% | MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.07% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.06% | ISTAR INC 04.7500 10/01/2024 | 0.06% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.06% | NRG ENERGY INC 05.7500 01/15/2028 | 0.06% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.06% | 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.06% | CPTFEMU R 0.961 P 05/15/40 | 0.06% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.06% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.06% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% | STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.06% | CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.06% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.06% | ISTAR INC 04.2500 08/01/2025 | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.06% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.06% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.06% | WMHE 2007-HE4 1A 00.3545 07/25/2047 | 0.06% | 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.06% | COMM 2012-CR3 E P/P 144A 04.9093 10/15/2045 | 0.06% | DISH DBS CORP 05.8750 11/15/2024 | 0.06% | ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.06% | FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.06% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.06% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.06% | Q2 HLDG INC CV 00.7500 06/01/2026 | 0.06% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.06% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.06% | TREASURY BILL 00.0000 09/03/2020 | 0.06% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.06% | ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.06% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.06% | GNR 2015-H08 CI IO 01.7665 03/20/2065 | 0.06% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.06% | HVMLT 2005-2 1A 00.7139 05/19/2035 | 0.06% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.06% | SOLENIS 1STL L+400 04.3625 06/26/2025 | 0.06% | 1.621 R ISWP CDOR03 P 02/24/2022 | 0.06% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.06% | CHEGG INC CV 00.1250 03/15/2025 | 0.06% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.06% | GNR 2013-129 SN IO 05.9600 09/20/2043 | 0.06% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.06% | MWST 2018-W1 A 01.0345 11/25/2051 | 0.06% | STACR 2018-DNA3 B2 07.9345 09/25/2048 | 0.06% | BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | HCA INC 05.2500 06/15/2026 | 0.06% | PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.06% | SPRINT CORP 07.2500 09/15/2021 | 0.06% | STACR 2018-HQA2 B2 11.1845 10/25/2048 | 0.06% | GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.06% | II-VI INC CV 00.2500 09/01/2022 | 0.06% | INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% | PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.06% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.06% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.06% | 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.06% | CAS 2020-R01 1B1 03.4345 01/25/2040 | 0.06% | FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.06% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.06% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.06% | STACR 2018-HQA2 M2 02.4845 10/25/2048 | 0.06% | TRANSDIGM INC 05.5000 11/15/2027 | 0.06% | 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | CONTINENTAL RES 04.5000 04/15/2023 | 0.06% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.06% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.06% | NRG ENERGY CV 02.7500 06/01/2048 | 0.06% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.06% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | STACR 2018-DNA1 M2 01.9845 07/25/2030 | 0.06% | T-MOBILE USA INC 06.3750 03/01/2025 | 0.06% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.06% | 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.05% | CPTFEMU R 0.655 P 05/15/30 | 0.05% | CWALT 2007-OH1 A1D 00.3945 04/25/2047 | 0.05% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.05% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.05% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.05% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.05% | REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.05% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.05% | 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.05% | ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.05% | BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.05% | COLONY STARWO CV 03.5000 01/15/2022 | 0.05% | FNR 2007-53 SP 23.5235 06/25/2037 | 0.05% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.05% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.05% | CAS 2015-C03 2M2 05.1845 07/25/2025 | 0.05% | CAS 2015-C04 2M2 05.7345 04/25/2028 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.05% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.05% | ILLUMINA INC CV 00.0000 08/15/2023 | 0.05% | MARRIOTT VAC CV 01.5000 09/15/2022 | 0.05% | MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.05% | NZD/USD 07/15/2020 SSBT | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.05% | STACR 2019-DNA2 M2 02.6345 03/25/2049 | 0.05% | WORKDAY INC CV 00.2500 10/01/2022 | 0.05% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.05% | CAS 2016-C05 2B 10.9345 01/25/2029 | 0.05% | CPTFEMU R 0.6625 P 05/15/30 | 0.05% | DISH NETWORK CV 03.3750 08/15/2026 | 0.05% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.05% | L BRANDS INC 07.5000 06/15/2029 | 0.05% | MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.05% | NETFLIX INC 04.8750 04/15/2028 | 0.05% | ASURION TLB7 L+300 03.1783 11/03/2024 | 0.05% | HUSKY TLB L+300 03.3614 03/28/2025 | 0.05% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% | PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.05% | SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.05% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.05% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.05% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.05% | FHR 4530 TI IO 04.0000 11/15/2045 | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% | MHL 2005-3 M2 00.9795 08/25/2035 | 0.05% | NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.05% | STACR 2019-DNA3 B2 08.3345 07/25/2049 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | BERRY PLASTICS TLY L+200 03.8985 07/01/2026 | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% | CPURNSA R 0.41 P 03/18/25 | 0.05% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.05% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.05% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.05% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.05% | US CONCRETE INC 06.3750 06/01/2024 | 0.05% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.05% | 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.05% | AUD/USD 07/15/2020 HSBCB | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% | DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.05% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.05% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.05% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.05% | UKRPI P 3.34 R 02/15/28 | 0.05% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.05% | DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.05% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.05% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% | PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.05% | WPX ENERGY INC 05.7500 06/01/2026 | 0.05% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% | WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.05% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.04% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.04% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.04% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.04% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.04% | ANTERO RESOURCES 05.3750 11/01/2021 | 0.04% | GNR 2020-15 CS IO 05.8600 12/02/2021 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.04% | WERNER TLB L+400 05.0000 07/24/2024 | 0.04% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.04% | FNR 2005-122 SE 22.4543 11/25/2035 | 0.04% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.04% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% | PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.04% | REDFIN CORP CV 01.7500 07/15/2023 | 0.04% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.04% | TENNANT CO 05.6250 05/01/2025 | 0.04% | TWILIO INC CV 00.2500 06/01/2023 | 0.04% | WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.04% | ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.04% | 0.84292 R ISWP US0003M P 05/12/2050 | 0.04% | AES CORP/THE 06.0000 05/15/2026 | 0.04% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.04% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.04% | CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.04% | CONMED CORP CV 02.6250 02/01/2024 | 0.04% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.04% | GENERAL MOTORS CO 06.1250 10/01/2025 | 0.04% | GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.04% | MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.04% | NCL CORP LTD P/P 144A CV 06.0000 05/15/2024 | 0.04% | QORVO INC 05.5000 07/15/2026 | 0.04% | SOTERA HEALTH TL L+450 05.5000 12/13/2026 | 0.04% | SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | ARBY'S TLB L+275 04.4095 02/05/2025 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | FNR 2010-140 GS IO 05.8155 07/25/2039 | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.04% | PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.04% | PROVINCIA DE BUENOS 32.7368 05/31/2022 | 0.04% | SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.04% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.04% | TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.04% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.04% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | LENNAR CORP 05.8750 11/15/2024 | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | MPH ACQUISITION HLDG P/P 144A 07.1250 06/01/2024 | 0.04% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.04% | WPX ENERGY INC 05.2500 10/15/2027 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.04% | CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% | FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.04% | FNR 2008-24 SP 22.6068 02/25/2038 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% | REALPAGE INC CV 01.5000 05/15/2025 | 0.04% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.04% | TALBOTS TLB L+700 08.0000 11/28/2022 | 0.04% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.04% | BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% | GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.04% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.04% | GNR 2015-H26 CI IO 00.0000 08/20/2065 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% | 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.04% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.04% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.04% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% | ITRON INC P/P 144A 05.0000 01/15/2026 | 0.04% | NUTANIX INC CV 00.0000 01/15/2023 | 0.04% | AUD/USD 07/15/2020 WPAC | 0.04% | CIT GROUP INC. 05.2500 03/07/2025 | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.04% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.04% | CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | FHR 3249 PS 21.6653 12/15/2036 | 0.04% | GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.04% | GARDA WORLD TLB L+475 06.6903 10/30/2026 | 0.04% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.04% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% | LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.04% | NEUROCRINE CV 02.2500 05/15/2024 | 0.04% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% | UKRPI P 3.381 R 11/15/24 | 0.04% | WPX ENERGY INC 05.8750 06/15/2028 | 0.04% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.04% | CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.04% | ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.04% | GNR 2013-99 VS IO 05.9049 07/16/2043 | 0.04% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% | MESSER INDUST TLB L+250 02.8079 03/01/2026 | 0.04% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.04% | 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.03% | CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.03% | CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.03% | CPG INTL TL L+375 04.7500 05/05/2024 | 0.03% | DIAMOND SPORTS TLB L+325 03.4300 08/24/2026 | 0.03% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.03% | IRONWOOD PHAR P/P 144A CV 01.5000 06/15/2026 | 0.03% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.03% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.03% | SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.03% | SM ENERGY CO 06.6250 01/15/2027 | 0.03% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.03% | UKRPI P 3.42 R 12/15/24 | 0.03% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.03% | 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.03% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.03% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.03% | CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.03% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.03% | CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.03% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.03% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.03% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.03% | MICROCHIP TEC CV 01.6250 02/15/2027 | 0.03% | PALO ALTO NET CV 00.7500 07/01/2023 | 0.03% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% | VISTRA ENERGY CORP. P/P 144A 08.1250 01/30/2026 | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | AIR TRANSPORT CV 01.1250 10/15/2024 | 0.03% | BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.03% | CENTENE CORP 04.7500 05/15/2022 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | EUR/GBP CALL 0.90 20200803 UBS | 0.03% | FNR 2005-83 QP 16.9143 11/25/2034 | 0.03% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.03% | GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.03% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.03% | SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.03% | NETFLIX INC. 06.3750 05/15/2029 | 0.03% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.03% | PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.03% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.03% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.03% | 0.7925 R ISWP US0003M P 04/28/2050 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.03% | ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.03% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.03% | HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.03% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.03% | SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.03% | CINEMARK USA INC 04.8750 06/01/2023 | 0.03% | DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.03% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.03% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.03% | INTELSAT S.A. TLB3 L+475 08.0000 11/27/2023 | 0.03% | SM ENERGY CO 06.1250 11/15/2022 | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.03% | 0.353 R ISWP FWD US0003M P 08/17/2025 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.03% | ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.03% | ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.03% | EUR/USD CALL 1.16 20201118 BANKAM | 0.03% | EUR/USD CALL 1.16 20201118 GSFX | 0.03% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.03% | GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.03% | ICAHN ENTER 04.7500 09/15/2024 | 0.03% | IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.03% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% | PLURALSIGHT CV 00.3750 03/01/2024 | 0.03% | SCIENTIFIC GAMES TLB5 L+275 03.4764 08/14/2024 | 0.03% | SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | THE AES CORPORATION 05.1250 09/01/2027 | 0.03% | UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.03% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% | ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% | FNR 2006-62 PS 38.7930 07/25/2036 | 0.03% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.03% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.03% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% | JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.03% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% | MATCH GROUP INC P/P 144A 04.6250 06/01/2028 | 0.03% | MEREDITH CORP 06.8750 02/01/2026 | 0.03% | MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.03% | ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.03% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | FNS 378 19 IO 05.0000 06/25/2035 | 0.03% | IDR/USD 08/19/2020 BCAP-FX | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.03% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.03% | NZD/USD 07/15/2020 BCAP-FX | 0.03% | ROYAL CARIBBE P/P 144A CV 04.2500 06/15/2023 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% | SWPTN 3MX5Y R 0.439 USD 08/06/2020 CI | 0.03% | USD/JPY PUT 105.00 20201124 BANKAM | 0.03% | USD/JPY PUT 105.00 20201124 GSFX | 0.03% | 0.50 R ISWP FWD US0003M P 06/15/2025 | 0.02% | AUD/USD 07/15/2020 TDBK | 0.02% | BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.02% | BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.02% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.02% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.02% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.02% | NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.02% | STACR 2019-HQA3 B1 03.1845 09/25/2049 | 0.02% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% | 0.452 R ISWP US0003M P 06/11/2025 | 0.02% | 8X8 INC CV 00.5000 02/01/2024 | 0.02% | CINEMARK USA INC 05.1250 12/15/2022 | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.02% | GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.02% | INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.02% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.02% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% | T-MOBILE USA INC TLB L+300 04/01/2027 | 0.02% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.02% | UKRPI P 3.3875 R 03/15/28 | 0.02% | WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.02% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.02% | 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.02% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | APACHE CORP 05.1000 09/01/2040 | 0.02% | APACHE CORPORATION 03.2500 04/15/2022 | 0.02% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | CPURNSA R 0.835 P 04/30/25 | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.02% | ISTAR INC. 05.2500 09/15/2022 | 0.02% | MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% | OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% | SPRINGLEAF FINANCE CORP 08.8750 06/01/2025 | 0.02% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.02% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% | CAS 2015-C02 2M2 04.1845 05/25/2025 | 0.02% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.02% | OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% | RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.02% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.02% | BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.02% | CAD/USD 07/15/2020 GSFX | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CPURNSA R 0.8525 P 05/01/25 | 0.02% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% | FHR 3408 EK 25.0497 04/15/2037 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | L BRANDS INC 06.7500 07/01/2036 | 0.02% | LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.02% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | EUR/CHF CALL 1.10 20201209 CSI-FX | 0.02% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% | IHEARTMEDIA TLB L+300 04.6595 05/01/2026 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% | MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% | KRONOS TLB L+300 03.1788 11/01/2023 | 0.02% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.02% | OPTN FN30 2.5 07/07/20 CALL 103.40625 JPMC | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.02% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% | AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% | DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | GNR 2019-78 SJ IO 05.8600 06/20/2049 | 0.02% | HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.02% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.02% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.02% | TRANSDIGM INC 06.3750 06/15/2026 | 0.02% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | 1.00 R ISWP FWD AUDBB6M P 09/16/2030 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | NZD/USD 07/15/2020 BANKAM | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.02% | AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.02% | OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.02% | OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.02% | POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.02% | SM ENERGY CO 06.7500 09/15/2026 | 0.02% | SWPTN 3MX30Y R 0.794 USD 07/30/2020 JP | 0.02% | TRIBUNE CLASS 1C LITIGAT | 0.02% | VALVOLINE INC P/P 144A 04.3750 08/15/2025 | 0.02% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% | WPX ENERGY INC 04.5000 01/15/2030 | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | 0.525 R ISWP AUDBB6M P 06/05/2025 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | CAS 2017-C06 2B1 04.6345 02/25/2030 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | GNR 2019-99 KS IO 05.8600 08/20/2049 | 0.02% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.02% | OPTN FN30 2.5 08/06/20 PUT 103.59765625 JPMC | 0.02% | OPTN FN30 3.0 08/06/20 CALL 104.8125 JPMC | 0.02% | RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.02% | TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.02% | 1.15 R ISWP FWD CDOR03 P 09/16/2030 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% | IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.01% | L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.01% | OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.01% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.01% | 0.429 R ISWP FWD US0003M P 08/10/2025 | 0.01% | 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | DIVERSEY TL L+300 03.7601 09/06/2024 | 0.01% | GBP/USD 09/16/2020 SSBT | 0.01% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.01% | MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.01% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | -0.04236 R ISWP FWD EUR006M P 08/15/2029 MS | 0.01% | 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.01% | 0.90 R ISWP FWD US0003M P 09/16/2030 | 0.01% | AUD/USD 07/15/2020 BANKAM | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CAS 2015-C02 1M2 04.1845 05/25/2025 | 0.01% | CAS 2017-C07 2B1 04.6345 05/25/2030 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% | ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.01% | PQ CORP TLB L+225 03.6268 02/07/2027 | 0.01% | YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.01% | 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% | GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% | JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | NZD/USD 07/15/2020 RBSF | 0.01% | OPTN FN30 3.0 08/06/20 CALL 104.875 JPMC | 0.01% | ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.01% | RUB/USD 09/16/2020 GSFX | 0.01% | SWPTN 1MX10Y P 0.67 USD 07/22/2020 JP | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.01% | CHEMOURS CO 05.3750 05/15/2027 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% | MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.01% | NZD/USD 07/15/2020 WPAC | 0.01% | PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% | ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.01% | TERRIER MEDIA TLB L+425 04.4345 12/17/2026 | 0.01% | ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% | -0.09037 R ISWP FWD EUR006M P 08/15/2029 | 0.01% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | EUR/USD 09/16/2020 JPMCB | 0.01% | EUR/USD CALL 1.1665 20200914 BANKAM | 0.01% | EUR/USD CALL 1.1665 20200914 BCAP-FX | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% | 0.2595 R ISWP US0003M P 05/18/2022 | 0.01% | 0.401 R ISWP US0003M P 05/11/2025 | 0.01% | 0.4016 R ISWP US0003M P 05/11/2025 | 0.01% | 0.4035 R ISWP US0003M P 05/11/2025 | 0.01% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% | OPTN FN30 3.0 08/06/20 CALL 104.84375 JPMC | 0.01% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% | TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.01% | TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% | 0.39537 R ISWP US0003M P 05/11/2025 | 0.01% | 0.39637 R ISWP US0003M P 05/11/2025 | 0.01% | 0.399 R ISWP US0003M P 05/11/2025 | 0.01% | 0.3998 R ISWP US0003M P 05/11/2025 | 0.01% | 0.6915 R ISWP US0003M P 04/22/2030 | 0.01% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | CPURNSA R 1.2125 P 06/15/25 | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.01% | MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% | NZD/USD 07/15/2020 TDBK | 0.01% | -0.05644 R ISWP FWD EUR006M P 08/15/2029 | 0.01% | -0.13523 R ISWP FWD EUR006M P 08/15/2029 | 0.01% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% | 0.338 R ISWP US0003M P 07/01/2025 | 0.01% | CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.01% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | GBP/USD 09/16/2020 WPAC | 0.01% | HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.01% | OPTN FN30 2.0 07/07/20 CALL 101.375 JPMC | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% | SM ENERGY CO 05.0000 01/15/2024 | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | 0.215 R ISWP NFIX3MID P 05/15/2025 | 0.00% | 0.6505 R ISWP US0003M P 05/26/2030 | 0.00% | 0.6675 R ISWP US0003M P 06/15/2030 | 0.00% | 0.66833 R ISWP US0003M P 06/15/2030 | 0.00% | 0.6685 R ISWP US0003M P 06/15/2030 | 0.00% | ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% | GBP/USD 09/16/2020 UBS | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | NOBLE ENERGY INC 06.0000 03/01/2041 | 0.00% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% | -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% | 0.06 R ISWP SES3M P 03/03/2022 | 0.00% | 0.242 R ISWP US0003M P 06/04/2022 | 0.00% | 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | 0.00% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CPURNSA P 1.77 R 06/09/50 | 0.00% | FSPC T-57 1AX IO 00.3771 07/25/2043 | 0.00% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% | REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | 0.00% | TXU TCEH RIGHTS | 0.00% | 0.664 R ISWP US0003M P 04/24/2030 | 0.00% | 0.66726 R ISWP US0003M P 04/24/2030 | 0.00% | CAD/USD 07/15/2020 RBSF | 0.00% | CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.00% | CHF/USD 09/16/2020 JPMCB | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CPURNSA R 1.24 P 06/09/25 | 0.00% | CSMC 2006-C5 AX IO 01.0922 12/15/2039 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% | SWPTN 3MX5Y P 0.439 USD 08/06/2020 CI | 0.00% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% | 0.62 R ISWP US0003M P 05/19/2030 | 0.00% | CHF/USD 09/16/2020 SSBT | 0.00% | CHF/USD 09/16/2020 TDBK | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% | GBP/USD 09/16/2020 CSI-FX | 0.00% | INR/USD 08/19/2020 HSBCB | 0.00% | MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% | OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% | SEK/USD 09/16/2020 UBS | 0.00% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | 0.00% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | 0.00% | VALARIS PLC USD 07.7500 02/01/2026 | 0.00% | 0.615 R ISWP US0003M P 05/15/2030 | 0.00% | 0.6195 R ISWP US0003M P 05/15/2030 | 0.00% | 0.76125 R ISWP NFIX3MID P 06/05/2030 | 0.00% | 1.232 R ISWP FWD US0003M P 06/21/2037 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | AUD/USD 07/15/2020 GSFX | 0.00% | CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% | CHF/USD 09/16/2020 CITI | 0.00% | CHF/USD 09/16/2020 GSFX | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | GBP/USD 09/16/2020 BCAP-FX | 0.00% | GBP/USD 09/16/2020 CITI | 0.00% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% | JPY/USD 08/19/2020 BANKAM | 0.00% | JPY/USD 08/19/2020 GSFX | 0.00% | JPY/USD 08/19/2020 WPAC | 0.00% | NOK/USD 09/16/2020 JPMCB | 0.00% | SEK/USD 09/16/2020 GSFX | 0.00% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | 0.00% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | 0.00% | SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% | 0.286 R ISWP SES3M P 03/03/2030 | 0.00% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.00% | 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% | 1.168 R ISWP FWD US0003M P 06/28/2037 | 0.00% | 1.204 R ISWP FWD US0003M P 06/20/2040 | 0.00% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% | AUD/USD PUT 0.62 20200715 GSFX | 0.00% | CHC GROUP LLC P/P SEDOL BYXD3K4 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% | CZK/USD 09/16/2020 BANKAM | 0.00% | EUR/USD 09/16/2020 BANKAM | 0.00% | EUR/USD 09/16/2020 CITI | 0.00% | EUR/USD 09/16/2020 HSBCB | 0.00% | EUR/USD 09/16/2020 UBS | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | FNS 366 22 IO 04.5000 10/25/2035 | 0.00% | GBP/USD 09/16/2020 HSBCB | 0.00% | HKD/USD 08/19/2020 BANKAM | 0.00% | HKD/USD 08/19/2020 TDBK | 0.00% | JPY/USD 08/19/2020 SSBT | 0.00% | MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% | NOK/USD 09/16/2020 BANKAM | 0.00% | NOK/USD 09/16/2020 CITI | 0.00% | NOK/USD 09/16/2020 HSBCB | 0.00% | NZD/USD 07/15/2020 CSI-FX | 0.00% | NZD/USD 07/15/2020 JPMCB | 0.00% | OPTN FN30 2.0 07/07/20 PUT 101.375 JPMC | 0.00% | OPTN FN30 2.5 07/07/20 PUT 103.3125 JPMC | 0.00% | OPTN FN30 2.5 07/07/20 PUT 103.40625 JPMC | 0.00% | SEK/USD 09/16/2020 BANKAM | 0.00% | SEK/USD 09/16/2020 JPMCB | 0.00% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% | SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% | SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% | SWPTN 13WX5Y P 0.4525 USD 07/06/2020 BC | 0.00% | SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% | TERVITA CORP SEDOL BD1DCC4 | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% | 0.36 R ISWP NFIX3MID P 06/05/2025 | -0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | EUR/USD 09/16/2020 CSI-FX | -0.00% | EUR/USD 09/16/2020 GSFX | -0.00% | EUR/USD 09/16/2020 TDBK | -0.00% | EUR/USD 09/16/2020 WPAC | -0.00% | GBP/USD 09/16/2020 TDBK | -0.00% | HKD/USD 08/19/2020 HSBCB | -0.00% | HKD/USD 08/19/2020 UBS | -0.00% | JPY/USD 08/19/2020 JPMCB | -0.00% | NOK/USD 09/16/2020 RBSF | -0.00% | NOK/USD 09/16/2020 SSBT | -0.00% | PLN/USD 09/16/2020 BCAP-FX | -0.00% | SEK/USD 09/16/2020 CITI | -0.00% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | -0.00% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% | SWPTN 4WX5Y R 0.36 USD 07/10/2020 GS | -0.00% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | -0.00% | SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | -0.00% | SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | -0.00% | 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.00% | 0.6925 R ISWP NOKOIB6M P 06/29/2025 | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% | CPURNSA P 1.6875 R 06/15/50 | -0.00% | GBP/USD 09/16/2020 RBSF | -0.00% | HKD/USD 08/19/2020 SSBT | -0.00% | OPTN FN30 3.0 08/06/20 PUT 104.84375 JPMC | -0.00% | SEK/USD 09/16/2020 BCAP-FX | -0.00% | SEK/USD 09/16/2020 SSBT | -0.00% | SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | -0.00% | TWD/USD 08/19/2020 BANKAM | -0.00% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.00% | 0.6732 R ISWP US0003M P 05/14/2030 | -0.00% | CAD/USD 07/15/2020 CITI | -0.00% | CAD/USD 07/15/2020 HSBCB | -0.00% | CAD/USD 07/15/2020 UBS | -0.00% | EUR/GBP CALL 0.94 20200803 UBS | -0.00% | EUR/USD 09/16/2020 RBSF | -0.00% | EUR/USD CALL 1.19 20200914 BANKAM | -0.00% | EUR/USD CALL 1.19 20200914 BCAP-FX | -0.00% | JPY/USD 08/19/2020 BCAP-FX | -0.00% | JPY/USD 08/19/2020 CITI | -0.00% | NOK/USD 09/16/2020 GSFX | -0.00% | OPTN FN30 3.0 08/06/20 PUT 104.8125 JPMC | -0.00% | OPTN FN30 3.0 08/06/20 PUT 104.875 JPMC | -0.00% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | -0.00% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% | SWPTN 1MX10Y P 0.81 USD 07/22/2020 JP | -0.00% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.00% | SWPTN 5WX10Y R 0.675 USD 07/13/2020 CI | -0.00% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% | 1.0775 R ISWP CDOR03 P 06/10/2030 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% | EUR/USD 09/16/2020 BCAP-FX | -0.00% | JPY/USD 08/19/2020 HSBCB | -0.00% | NOK/USD 09/16/2020 UBS | -0.00% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.00% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | -0.00% | -0.20 R ISWP FWD CHL6M P 09/16/2030 | -0.00% | 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.00% | AUD/USD 07/15/2020 CSI-FX | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | GBP/USD 09/16/2020 GSFX | -0.00% | GBP/USD 09/16/2020 JPMCB | -0.00% | JPY/USD 08/19/2020 UBS | -0.00% | -0.765 R ISWP CHL6M P 09/13/2024 | -0.01% | 0.20 R ISWP FWD SONIA P 09/16/2030 | -0.01% | 0.595 R ISWP NFIX3MID P 05/15/2030 | -0.01% | 0.65 R ISWP US0003M P 05/26/2030 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% | SWPTN 1MX10Y P 0.74 USD 07/22/2020 JP | -0.01% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | -0.01% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% | 0.67619 R ISWP US0003M P 04/24/2030 | -0.01% | 0.678 R ISWP US0003M P 04/24/2030 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.01% | 1.00 R ISWP FWD NOKOIB6M P 09/16/2030 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | OPTN FN30 2.5 08/06/20 PUT 102.47265625 JPMC | -0.01% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.01% | SWPTN 4WX5Y P 0.36 USD 07/10/2020 GS | -0.01% | 0.90 R ISWP FWD NFIX3MID P 09/16/2030 | -0.01% | CAD/USD 07/15/2020 CSI-FX | -0.01% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% | 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.01% | 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CPURNSA P 1.586 R 06/30/30 | -0.01% | EUR/USD CALL 1.20 20201118 BANKAM | -0.01% | EUR/USD CALL 1.20 20201118 GSFX | -0.01% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.01% | SWPTN 5WX10Y P 0.675 USD 07/13/2020 CI | -0.01% | USD/JPY PUT 100.00 20201124 BANKAM | -0.01% | USD/JPY PUT 100.00 20201124 GSFX | -0.01% | CAD/USD 07/15/2020 JPMCB | -0.01% | CAD/USD 07/15/2020 TDBK | -0.01% | CAD/USD 07/15/2020 WPAC | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | EUR/CHF CALL 1.12 20201209 CSI-FX | -0.01% | EUR/USD 09/16/2020 SSBT | -0.01% | OPTN FN30 2.5 08/06/20 PUT 103.03515625 JPMC | -0.01% | 0.3665 R ISWP US0003M P 06/02/2025 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | AUD/USD 07/15/2020 JPMCB | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SGD/USD 08/19/2020 JPMCB | -0.02% | 0.38588 R ISWP US0003M P 05/21/2025 | -0.02% | 0.6814 R ISWP US0003M P 04/20/2030 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | -0.8475 R ISWP CHL6M P 08/09/2024 | -0.02% | 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% | 2.032 R ISWP US0003M P 01/16/2055 | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CPURNSA P 1.3475 R 05/01/30 | -0.02% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% | CPURNSA P 1.345 R 04/30/30 | -0.02% | AUD/USD 07/15/2020 SSBT | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.02% | SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.02% | 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% | 0.50 R ISWP FWD SES3M P 09/16/2030 | -0.02% | 0.723 R ISWP US0003M P 06/19/2030 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.02% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% | 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.02% | NZD/USD 07/15/2020 GSFX | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.02% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% | 0.7275 R ISWP US0003M P 04/22/2030 | -0.02% | 0.7625 R ISWP US0003M P 06/08/2030 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | NOK/USD 09/16/2020 BCAP-FX | -0.02% | NZD/USD 07/15/2020 CITI | -0.02% | NZD/USD 07/15/2020 HSBCB | -0.02% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.02% | CAD/USD 07/15/2020 BANKAM | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.03% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.895 R ISWP US0003M P 04/22/2030 | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% | 0.3175 R ISWP US0003M P 05/04/2022 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% | 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.03% | 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.03% | 0.468 R ISWP US0003M P 06/09/2025 | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.04% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.04% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% | SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CPURNSA R 1.703 P 11/29/24 | -0.04% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.04% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.04% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.04% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | -0.05 R ISWP FWD EUR006M P 09/16/2030 | -0.04% | 1.134 R ISWP CDOR03 P 03/11/2050 | -0.04% | 1.20 R ISWP FWD US0003M P 06/15/2050 | -0.04% | 1.60 R ISWP CDOR03 P 02/24/2030 | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | CPURNSA R 1.7625 P 12/10/24 | -0.04% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.04% | 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | AUD/USD 07/15/2020 UBS | -0.05% | SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.05% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.05% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.05% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% | 0.385 R ISWP US0003M P 05/21/2025 | -0.05% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% | 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.05% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.05% | CAD/USD 07/15/2020 SSBT | -0.05% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | 0.89632 R ISWP US0003M P 06/10/2030 | -0.06% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% | OPTN FN30 2.5 08/06/20 PUT 103.5625 JPMC | -0.06% | SWPTN 3MX30Y P 0.794 USD 07/30/2020 JP | -0.06% | CPTFEMU R 1.4 P 07/15/27 | -0.06% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.06% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.06% | SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.06% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.07% | CPURNSA P 0.95 R 03/18/30 | -0.07% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.07% | CPURNSA R 1.71 P 11/21/24 | -0.08% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.08% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% | 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.08% | 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.08% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.08% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.08% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.09% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.10% | SWPTN 3MX5Y R 0.353 USD 08/13/2020 BC | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.11% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.11% | 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.11% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.11% | 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.12% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.12% | 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.12% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.12% | CPTFEMU P 1.13 R 05/15/50 | -0.12% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.12% | 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.12% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.13% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.13% | 2.6785 R ISWP US0003M P 02/13/2029 | -0.13% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.13% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.13% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.13% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.13% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.14% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.14% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.14% | 1.771 R ISWP US0003M P 01/16/2030 | -0.14% | CPTFEMU R 1.4375 P 09/15/23 | -0.15% | CPTFEMU R 1.4413 P 09/15/23 | -0.15% | CPTFEMU P 0.935 R 05/15/40 | -0.15% | CPTFEMU R 1.4425 P 09/15/23 | -0.15% | CPTFEMU R 1.4438 P 09/15/23 | -0.15% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.15% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.15% | CPTFEMU P 0.93 R 05/15/40 | -0.15% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.16% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.16% | 0.40 R ISWP FWD US0003M P 06/17/2022 | -0.16% | CPURNSA P 1.165 R 03/11/30 | -0.16% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.17% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.18% | IOS.FN30.350.13 P US0001M R 01/12/44 JP | -0.19% | 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.19% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.19% | 1.4765 R ISWP US0003M P 02/18/2030 | -0.19% | 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.20% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.21% | UKRPI R 3.4425 P 07/15/49 | -0.21% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.21% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.21% | SWPTN 13WX5Y R 0.4525 USD 07/06/2020 BC | -0.22% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.22% | 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.22% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.24% | 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.24% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.26% | 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.26% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.27% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.28% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.30% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.30% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.34% | 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.34% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.35% | 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.46% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.52% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.55% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.61% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.62% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.90% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.22% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.26% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.31% | US ULTRA BOND CBT SEP20 WNU0 | -1.75% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.34% | EURO-BUND FUTURE SEP20 RXU0 | -2.86% | US 5YR NOTE (CBT) SEP20 FVU0 | -4.16% | US 2YR NOTE (CBT) SEP20 TUU0 | -59.06% |
Sector Weightings as of 09/30/20
| Cash Investment | Non-Cash Investment | Total Portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
| Agency pass-through | 0.39% | 0.01 | 36.21% | 1.09 | 36.60% | 1.10 |
| Agency CMO | 19.41% | 0.60 | 0.40% | 0.02 | 19.81% | 0.62 |
| Net cash | 19.73% | 0.00 | 0.00% | 0.00 | 19.73% | 0.00 |
| Commercial MBS | 7.20% | 0.18 | 12.30% | 0.08 | 19.50% | 0.26 |
| High-yield corporate bonds | 14.87% | 0.54 | 0.00% | 0.00 | 14.87% | 0.54 |
| Emerging-market bonds | 12.69% | 0.83 | 0.00% | 0.00 | 12.69% | 0.83 |
| Residential MBS (non-agency) | 10.92% | 0.49 | 0.00% | 0.00 | 10.92% | 0.49 |
| Convertible securities | 6.78% | 0.10 | 0.00% | 0.00 | 6.78% | 0.10 |
| Investment-grade corporate bonds | 3.64% | 0.19 | 0.00% | 0.00 | 3.64% | 0.19 |
| Asset-backed securities (ABS) | 2.30% | 0.10 | 0.00% | 0.00 | 2.30% | 0.10 |
| Bank loans | 1.93% | 0.08 | 0.00% | 0.00 | 1.93% | 0.08 |
| Equity investments | 0.14% | 0.00 | 0.00% | 0.00 | 0.14% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -4.15 | 0.00% | -4.15 |
| International Treasury/agency | 0.00% | 0.00 | 0.00% | -0.26 | 0.00% | -0.26 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -1.38 | 0.00% | -1.38 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of certain derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Consider these risks before investing: Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions; investor sentiment and market perceptions; government actions; geopolitical events or changes; and factors related to a specific issuer, geography, industry, or sector. International investing involves currency, economic, and political risks. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country Allocation as of 09/30/20
| United States | 85.62% |
|---|---|
| Indonesia | 1.80% |
| Ivory Coast | 1.55% |
| Senegal | 1.48% |
| Dominican Republic | 1.46% |
| Brazil | 1.20% |
| Egypt | 1.05% |
| Canada | 0.90% |
| Mexico | 0.60% |
| Other | 4.34% |
1
Expenses
Sales Charges/Fees
| Breakpoint | Sales Charge | Dealer Allowance | CDSC Liab |
|---|---|---|---|
| $0 - $0 | 0.00% | 0.00% | N |
CDSC
| Year | Percent |
|---|---|
| 1 | 8.00% |
| 2 | 8.00% |
| 3 | 8.00% |
| 4 | 7.00% |
| 5 | 6.00% |
| 6 | 5.00% |
| 7 | 4.00% |
| 8 | 3.00% |
| 9+ | 0.00% |