‡ 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 V. Salm (Investing since 1989)
- Michael J. Atkin (Investing since 1988)
- Albert Chan, CFA (Investing since 2002)
- Robert L. Davis, CFA (Investing since 1999)
- Brett S. Kozlowski, CFA (Investing since 1997)
- Paul D. Scanlon, CFA (Investing since 1986)
Daily pricing as of 04/09/21
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $19.925226 | $19.295311 |
| Unit Value Change | 0.033775 | 0.032628 |
Lipper ranking ‡ as of 02/28/21
Category: General Bond Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 67% | 10/14 |
| 1 yr. | 73% | 26/35 |
| 3 yrs. | 89% | 31/34 |
| 5 yrs. | 20% | 5/25 |
Quick facts as of 03/31/21
| Fiscal Year End | December |
| Asset Class | Putnam Allstate Advisor Plus |
| Subaccount Status | Open to new investors |
| Number of issues | 1669 |
| Turnover (fiscal year end) | 1,184% |
| Net Assets | $185M |
| Inception Date | 09/15/93 |
Performance
Performance as of 03/31/21
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 0.76% | 0.76% | 13.00% | 1.00% | 3.71% | 1.53% | 3.31% |
| Standardized | -7.24% | -7.24% | 5.00% | -1.68% | 2.65% | 1.53% | 3.31% |
| With optional enhanced death benefit | |||||||
| Unit Value | 0.72% | 0.72% | 12.83% | 0.85% | 3.55% | 1.38% | 3.15% |
| Standardized | -7.28% | -7.28% | 4.83% | -1.84% | 2.49% | 1.38% | 3.15% |
| Actual performance | |||||||
| Unit Value | 0.76% | 0.76% | 13.00% | 1.00% | 3.71% | 1.53% | 3.33% |
| Standardized | -7.24% | -7.24% | 5.00% | -1.68% | 2.65% | 1.53% | 3.33% |
| With optional enhanced death benefit | |||||||
| Unit Value | 0.72% | 0.72% | 12.83% | 0.85% | 3.55% | 1.38% | 3.18% |
| Standardized | -7.28% | -7.28% | 4.83% | -1.84% | 2.49% | 1.38% | 3.18% |
Annual Performance at NAV
| 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 |
|---|---|---|---|---|---|---|---|---|---|
| -4.71% | 9.74% | 6.09% | -1.26% | -3.90% | 3.74% | 5.41% | -2.57% | 9.45% | -2.49% |
| With optional enhanced death benefit | |||||||||
| -4.86% | 9.57% | 5.93% | -1.41% | -4.05% | 3.58% | 5.26% | -2.72% | 9.29% | -2.64% |
Restated performance
Monthly as of 03/31/21 |
|
|---|---|
| Unit Value | -1.07% |
| Standardized | -8.98% |
YTD as of 04/09/21 |
|
|---|---|
| Unit Value | 0.89% |
| Standardized | -7.11% |
With optional enhanced death benefit
Monthly as of 03/31/21 |
|
|---|---|
| Unit Value | -1.08% |
| Standardized | -9.00% |
YTD as of 04/09/21 |
|
|---|---|
| Unit Value | 0.85% |
| Standardized | -7.15% |
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 02/28/21
| Avg. Eff. Maturity | 4.33 |
| Avg. Eff. Duration | -0.42 |
| Avg. Coupon | 5.46 |
| Avg. Yield to Maturity | 7.46 |
| Alpha (%) | -- |
| Beta | -- |
| R Squared | -- |
| Standard Deviation (3 yrs.) | 8.24 |
Maturity Details
| 0 to 1 yr. | -7.03% |
| 1 to 5 yrs. | 79.03% |
| 5 to 10 yrs. | 20.88% |
| 10 to 15 yrs. | 3.90% |
| Over 15 yrs. | 3.22% |
Quality Ratings
| AAA | 60.68% |
| AA | 1.32% |
| A | 0.90% |
| BBB | 8.22% |
| BB | 17.21% |
| B | 12.12% |
| CCC and Below | 6.94% |
| Not Rated | -7.39% |
Holdings
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | 12.43% |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2051 | 10.30% |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2051 | 5.57% |
| Fnma Fn30 Tba Umbs 02.5000 03/01/2051 | 4.95% |
| Fnma Fn30 Tba Umbs 05.5000 03/01/2051 | 1.78% |
| Gnma Gii30 Tba 04.0000 03/01/2051 | 1.71% |
| Fnma Fn30 Tba Umbs 04.5000 03/01/2051 | 1.16% |
| Republic Of Senegal Regs 06.7500 03/13/2048 | 0.84% |
| Ivory Coast Regs 06.1250 06/15/2033 | 0.81% |
| Republic Of Senegal Regs 06.2500 05/23/2033 | 0.71% |
| Top 10 holdings, total: | 40.26% |
| Top 10 holdings as of 02/28/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | 12.43% |
| 2: Fnma Fn30 Tba Umbs 04.0000 03/01/2051 | 10.30% |
| 3: Fnma Fn30 Tba Umbs 03.0000 03/01/2051 | 5.57% |
| 4: Fnma Fn30 Tba Umbs 02.5000 03/01/2051 | 4.95% |
| 5: Fnma Fn30 Tba Umbs 05.5000 03/01/2051 | 1.78% |
| 6: Gnma Gii30 Tba 04.0000 03/01/2051 | 1.71% |
| 7: Fnma Fn30 Tba Umbs 04.5000 03/01/2051 | 1.16% |
| 8: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.84% |
| 9: Ivory Coast Regs 06.1250 06/15/2033 | 0.81% |
| 10: Republic Of Senegal Regs 06.2500 05/23/2033 | 0.71% |
| Holdings represent 40.26% of portfolio | |
| Top 10 holdings as of 01/31/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | 12.69% |
| 2: Fnma Fn30 Tba Umbs 04.0000 02/01/2051 | 10.46% |
| 3: Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | 5.71% |
| 4: Fnma Fn30 Tba Umbs 03.0000 02/01/2051 | 5.70% |
| 5: Fnma Fn30 Tba Umbs 03.5000 02/01/2051 | 4.61% |
| 6: Fnma Fn30 Tba Umbs 05.5000 02/01/2051 | 1.81% |
| 7: Gnma Gii30 Tba 04.0000 02/01/2051 | 1.74% |
| 8: Fnma Fn30 Tba Umbs 04.5000 02/01/2051 | 1.18% |
| 9: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.88% |
| 10: Ivory Coast Regs 06.1250 06/15/2033 | 0.83% |
| Holdings represent 45.61% of portfolio | |
| Top 10 holdings as of 12/31/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | 17.28% |
| 2: Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | 10.47% |
| 3: Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | 5.73% |
| 4: Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | 5.17% |
| 5: Fnma Fn30 Tba Umbs 01.5000 01/01/2051 | 2.20% |
| 6: Fnma Fn30 Tba Umbs 05.5000 01/01/2051 | 1.83% |
| 7: Gnma Gii30 Tba 04.0000 01/01/2051 | 1.74% |
| 8: Fnma Fn30 Tba Umbs 04.5000 01/01/2051 | 1.18% |
| 9: Republic Of Senegal Regs 06.7500 03/13/2048 | 0.91% |
| 10: Ivory Coast Regs 06.1250 06/15/2033 | 0.85% |
| Holdings represent 47.36% of portfolio | |
| Top 10 holdings as of 11/30/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | 10.92% |
| 2: Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | 8.54% |
| 3: Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | 7.71% |
| 4: Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | 7.56% |
| 5: Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | 6.32% |
| 6: Fnma Fn30 Tba Umbs 04.0000 12/01/2050 | 2.90% |
| 7: Fnma Fn30 Tba Umbs 02.5000 12/01/2050 | 2.28% |
| 8: Fnma Fn30 Tba Umbs 05.5000 12/01/2050 | 1.83% |
| 9: Gnma Gii30 Tba 04.0000 12/01/2050 | 1.74% |
| 10: Fnma Fn30 Tba Umbs 02.0000 01/01/2051 | 1.69% |
| Holdings represent 51.49% of portfolio | |
| FNMA FN30 TBA UMBS 03.5000 03/01/2051 | 12.43% | FNMA FN30 TBA UMBS 04.0000 03/01/2051 | 10.30% | FNMA FN30 TBA UMBS 03.0000 03/01/2051 | 5.57% | FNMA FN30 TBA UMBS 02.5000 03/01/2051 | 4.95% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.87% | CASH MGMT BILL 00.0000 05/25/2021 | 2.24% | FNMA FN30 TBA UMBS 05.5000 03/01/2051 | 1.78% | GNMA GII30 TBA 04.0000 03/01/2051 | 1.71% | FNMA FN30 TBA UMBS 04.5000 03/01/2051 | 1.16% | SWPTN 3MX10Y P 0.964 USD 03/18/2021 JP | 1.08% | TREASURY BILL 00.0000 05/13/2021 | 1.01% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.81% | CASH MGMT BILL 00.0000 06/01/2021 | 0.80% | IVORY COAST REGS 06.1250 06/15/2033 | 0.80% | SWPTN 3MX10Y P 1.167 USD 04/13/2021 JP | 0.77% | TREASURY BILL 00.0000 05/06/2021 | 0.75% | 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.73% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.70% | TREASURY BILL 00.0000 04/15/2021 | 0.69% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.66% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.65% | TREASURY BILL 00.0000 03/18/2021 | 0.64% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.64% | CAS 2016-C02 1B 12.3676 09/25/2028 | 0.61% | STACR 2016-DNA1 B 10.1300 07/25/2028 | 0.61% | 0.418 R ISWP US0003M P 01/15/2026 | 0.60% | FHR 5004 SG IO 05.9824 08/25/2050 | 0.60% | CWALT 2006-OA10 4A1 00.4976 08/25/2046 | 0.58% | 1.16 R ISWP US0003M P 10/16/2050 | 0.57% | FNR 2019-57 KS IO 05.9324 10/25/2049 | 0.52% | ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.52% | REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.50% | FNR 2017-32 SA IO 06.0324 05/25/2047 | 0.50% | FHR 5011 SA IO 06.1324 09/25/2050 | 0.47% | GNR 2020-63 PS IO 05.9889 04/20/2050 | 0.47% | STRU BMOC-8710 SA IO 06.0389 07/20/2050 | 0.46% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.46% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.46% | SWPTN 3MX5Y P 0.615 USD 04/13/2021 BC | 0.45% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.44% | BSCMS 2007-T26 AJ 05.4315 01/12/2045 | 0.44% | FHR 5051 BI IO 03.0000 11/25/2050 | 0.43% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.43% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.41% | GNR 2020-133 CS IO 06.1889 09/20/2050 | 0.40% | CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.40% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.40% | GNR 2016-H23 NI IO 02.3532 10/20/2066 | 0.39% | REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.39% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.39% | GNR 2019-96 SY IO 05.9889 08/20/2049 | 0.38% | CAS 2015-C04 1M2 05.8176 04/25/2028 | 0.36% | CAS 2017-C03 1M2 03.1176 10/25/2029 | 0.36% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.36% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.35% | CWALT 2006-OA7 1A1 02.3227 06/25/2046 | 0.35% | FHR 4945 SL IO 05.9324 01/25/2050 | 0.35% | GNR 2019-83 SY IO 05.9889 07/20/2049 | 0.35% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.35% | CARMX 2020-2 D 06.8700 05/17/2027 | 0.34% | CMLTI 2007-AMC3 A2D 00.4676 03/25/2037 | 0.34% | FHR 4839 WS IO 05.9878 08/15/2056 | 0.34% | FNR 2018-38 SA IO 06.0824 06/25/2048 | 0.34% | CAS 2018-C05 1B1 04.3676 01/25/2031 | 0.34% | REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.34% | STACR 2015-DNA3 B 09.4676 04/25/2028 | 0.32% | MCAS 2020-01 M10 P/P 144A 03.8676 03/25/2050 | 0.32% | CAS 2016-C03 1B 11.8676 10/25/2028 | 0.32% | ARAB REP OF EGYPT P/P 144A 05.8750 02/16/2031 | 0.31% | IVORY COAST REGS 05.7500 12/31/2032 | 0.31% | WFRBS 2012-C10 D P/P 144A 04.4268 12/15/2045 | 0.31% | 0.75 R ISWP US0003M P 10/16/2030 | 0.30% | PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.30% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.30% | JPMBB 2014-C18 D P/P 144A 04.7942 02/15/2047 | 0.30% | WFRBS 2013-C15 D P/P 144A 04.4912 08/15/2046 | 0.30% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.29% | CAS 2016-C03 2M2 06.0176 10/25/2028 | 0.29% | SPST 2020-2 A 00.9445 03/24/2021 | 0.29% | STACR 2016-HQA2 M3 05.2676 11/25/2028 | 0.28% | TURKEY GOVERNMENT BOND TRY 10.6000 02/11/2026 | 0.27% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.27% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.26% | SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.26% | GNR 2014-60 SD IO 06.0689 04/20/2044 | 0.26% | FNR 2020-12 SK IO 05.9324 03/25/2050 | 0.26% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.26% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.26% | 2.764 R ISWP US0003M P 02/18/2031 | 0.26% | SPST 2020-WL1 A 01.2676 06/25/2051 | 0.25% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.25% | WAMU 2005-AR17 A1B3 00.8300 12/25/2045 | 0.25% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.25% | CAS 2018-C04 2B1 04.6176 12/25/2030 | 0.24% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.24% | STACR 2015-DNA2 B 07.6676 12/25/2027 | 0.24% | FNR 2018-20 SB IO 06.1324 03/25/2048 | 0.24% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.24% | GNR 2018-139 SA IO 06.0389 10/20/2048 | 0.24% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.23% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.23% | STACR 2017-HQA1 M2 03.6676 08/25/2029 | 0.23% | CAS 2017-C03 1B1 04.9676 10/25/2029 | 0.23% | WFRBS 2012-C7 E P/P 144A 04.8040 06/15/2045 | 0.23% | FNR 2019-43 JS IO 05.9324 08/25/2049 | 0.23% | CAS 2017-C02 2B1 05.6176 09/25/2029 | 0.23% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.23% | NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.23% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.22% | -0.30 R ISWP FWD EUR006M P 03/17/2031 | 0.22% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.22% | FNR 2015-42 LS IO 06.0824 06/25/2045 | 0.21% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.21% | STACR 2018-DNA3 B2 07.8676 09/25/2048 | 0.21% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.21% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.21% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.20% | GNR 2020-7 SK IO 05.9389 01/20/2050 | 0.20% | GNR 2016-H09 BI IO 02.9695 04/20/2066 | 0.19% | GNR 2019-152 ES IO 05.9389 12/20/2049 | 0.19% | ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.19% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.19% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.19% | GNR 2017-H16 JI IO 02.5289 08/20/2067 | 0.19% | STACR 2015-HQA1 B 08.9176 03/25/2028 | 0.19% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.19% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.18% | SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.18% | CPTFEMU R 0.961 P 05/15/40 | 0.18% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.18% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.18% | GNR 2018-H05 BI IO 01.3662 02/20/2068 | 0.18% | CPTFEMU R 0.655 P 05/15/30 | 0.18% | CPTFEMU R 0.6625 P 05/15/30 | 0.18% | FNR 2016-96 ST IO 05.9824 12/25/2046 | 0.18% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.18% | CAS 2016-C01 1B 11.8676 08/25/2028 | 0.17% | GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.17% | WFCM 2013-LC12 D P/P 144A 04.2741 07/15/2046 | 0.17% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.17% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.17% | IVORY COAST REGS 05.2500 03/22/2030 | 0.17% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.17% | CFCRE 2011-C2 E P/P 144A 05.7395 12/15/2047 | 0.17% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.17% | JPMCC 2013-LC11 D 04.1669 04/15/2046 | 0.17% | GNR 2017-H10 MI IO 02.0754 04/20/2067 | 0.17% | PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.17% | RALI 2006-QO10 A1 00.2776 01/25/2037 | 0.17% | ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.17% | REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.17% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.16% | ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.16% | BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.16% | FNR 2013-90 SD IO 06.4824 09/25/2043 | 0.16% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.16% | PROVINCIA DE CORDOBA REGS 03.0000 06/01/2027 | 0.16% | TREASURY BILL 00.0000 06/03/2021 | 0.16% | 0.70 R ISWP FWD SOFRRATE P 03/17/2031 | 0.16% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.16% | BCAP 2011-RR3 3A6 02.6445 11/27/2036 | 0.16% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.16% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.16% | IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.16% | IVORY COAST REGS 05.3750 07/23/2024 | 0.16% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.16% | VERTIV TLB L+300 03.1185 03/02/2027 | 0.16% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.16% | REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.15% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.15% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.15% | GNR 2015-H25 AI IO 01.6131 09/20/2065 | 0.15% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.15% | OMIR 2017-1A B1 P/P 144A 05.8676 04/25/2027 | 0.15% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.15% | CAS 2020-SBT1 1M2 03.7676 02/25/2040 | 0.15% | GNR 2017-H08 NI IO 02.0570 03/20/2067 | 0.15% | GNR 2018-H05 AI IO 00.9675 02/20/2068 | 0.15% | STACR 2020-DNA3 B2 09.4676 06/25/2050 | 0.15% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.15% | GNR 2018-H03 XI IO 00.9878 02/20/2068 | 0.15% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.15% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.14% | SAMI 2007-AR1 2A1 00.2976 01/25/2037 | 0.14% | REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.14% | GNR 2016-H06 DI IO 02.1679 07/20/2065 | 0.14% | SPST 2020-6 A 01.8649 09/07/2021 | 0.14% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.14% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.14% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% | UKRPI P 3.665 R 12/15/28 | 0.14% | GNR 2016-H22 AI IO 02.3083 10/20/2066 | 0.14% | LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.14% | GNR 2016-H24 JI IO 02.1868 11/20/2066 | 0.14% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% | GNR 2016-H10 AI IO 01.9854 04/20/2066 | 0.13% | REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.13% | GNR 2016-H06 CI IO 01.6493 02/20/2066 | 0.13% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.13% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.13% | JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.13% | COMM 2014-CR16 C 04.9374 04/10/2047 | 0.13% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.13% | CWALT 2006-OA7 1A2 01.3184 06/25/2046 | 0.13% | 1.232 R ISWP US0003M P 01/29/2051 | 0.13% | COMM 2013-CR9 D P/P 144A 04.2425 07/10/2045 | 0.13% | REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.13% | STACR 2014-DN1 M3 04.6176 02/25/2024 | 0.13% | BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.13% | GNR 2017-H06 BI IO 01.7474 02/20/2067 | 0.13% | ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.12% | GNR 2017-H09 IO IO 02.1896 04/20/2067 | 0.12% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.12% | MSBAM 2015-C23 D P/P 144A 04.1444 07/15/2050 | 0.12% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.12% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.12% | DISH NETWORK CV 03.3750 08/15/2026 | 0.12% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.12% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.12% | CWALT 2006-OA10 3A1 00.4976 08/25/2046 | 0.12% | GNR 2017-H12 QI IO 02.5620 05/20/2067 | 0.12% | BMIR 2017-1 B1 P/P 144A 04.8676 10/25/2027 | 0.12% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.12% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.12% | NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.12% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 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% | FNR 2013-107 SB IO 05.8324 02/25/2043 | 0.12% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.12% | LIVE NATION CV 02.5000 03/15/2023 | 0.12% | MSBAM 2013-C10 D P/P 144A 04.0813 07/15/2046 | 0.12% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.12% | STACR 2019-DNA1 M2 02.7676 01/25/2049 | 0.12% | CENTENE CORP 04.6250 12/15/2029 | 0.12% | GNR 2017-H11 TI IO 02.6218 04/20/2067 | 0.12% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.12% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.12% | COMM 2014-UBS3 D P/P 144A 04.7682 06/10/2047 | 0.12% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.12% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.12% | MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.12% | CWALT 2005-59 1A1 00.7711 11/20/2035 | 0.12% | GNR 2015-H23 BI IO 01.7518 09/20/2065 | 0.12% | GNR 2017-H16 IB IO 02.0511 08/20/2067 | 0.12% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.11% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.11% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.11% | GNR 2017-H16 IG IO 01.9390 07/20/2067 | 0.11% | BALTA 2005-8 21A1 02.6309 10/25/2035 | 0.11% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.11% | GNR 2017-H02 BI IO 02.4844 01/20/2067 | 0.11% | GNR 2017-H11 DI IO 01.9042 05/20/2067 | 0.11% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.11% | CSAIL 2015-C1 D P/P 144A 03.7638 04/15/2050 | 0.11% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.11% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.11% | TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.11% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.11% | EURO-BUND FUTURE MAR21 RXH1 | 0.11% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.11% | STACR 2020-HQA2 M2 03.2176 03/25/2050 | 0.11% | ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.11% | BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.11% | CAS 2017-C04 2M2 02.9676 11/25/2029 | 0.11% | COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.11% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.11% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.11% | GSAA 2006-8 2A2 00.4776 05/25/2036 | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | CAS 2019-R03 1B1 04.2176 09/25/2031 | 0.11% | GNR 2016-H02 HI IO 01.5264 01/20/2066 | 0.11% | GSMS 2013-GC10 D P/P 144A 04.4019 02/10/2046 | 0.11% | NAVISTAR INTL TLB L+350 03.6200 11/06/2024 | 0.11% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.11% | GNR 2014-119 SA IO 05.4889 08/20/2044 | 0.10% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.10% | GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.10% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.10% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.10% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.10% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.10% | CPTFEMU P 1.71 R 07/15/37 | 0.10% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.10% | STACR 2018-HQA2 B2 11.1176 10/25/2048 | 0.10% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.10% | GNR 2015-H24 AI IO 02.1420 09/20/2065 | 0.10% | 1.629 R ISWP US0003M P 01/19/2026 | 0.10% | GNR 2016-H03 DI IO 02.0312 12/20/2065 | 0.10% | GNR 2016-H16 EI IO 02.4883 06/20/2066 | 0.10% | JPMCC 2011-C4 C P/P 144A 05.3423 07/15/2046 | 0.10% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.10% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.10% | 1.316 R ISWP US0003M P 10/15/2021 | 0.10% | DBALT 2006-AR4 A2 00.4976 12/25/2036 | 0.10% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.10% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.10% | TWITTER INC CV 01.0000 09/15/2021 | 0.10% | GMAC CAPITAL TRUST I PCT 05.9826 | 0.10% | CWALT 2005-38 A1 01.8784 09/25/2035 | 0.10% | NETFLIX INC. 05.8750 11/15/2028 | 0.10% | SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.10% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.10% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.09% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.09% | GNR 2016-H14 AI IO 02.6604 06/20/2066 | 0.09% | LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.09% | CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.09% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.09% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.09% | LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.09% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.09% | MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.09% | GNR 2015-H25 EI IO 01.8538 10/20/2065 | 0.09% | RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.09% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.09% | DISH DBS CORP 05.8750 11/15/2024 | 0.09% | STACR 2018-HQA2 B1 04.3676 10/25/2048 | 0.09% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.09% | GNR 2015-H10 BI IO 03.0213 04/20/2065 | 0.09% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.09% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.09% | MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.09% | PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.09% | STACR 2019-DNA2 B2 10.6176 03/25/2049 | 0.09% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.09% | FORTIVE CORP CV 00.8750 02/15/2022 | 0.09% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.09% | GNR 2016-H03 AI IO 01.7283 01/20/2066 | 0.09% | WPX ENERGY INC 05.8750 06/15/2028 | 0.09% | CWALT 2006-OA10 2A1 00.4976 08/25/2046 | 0.09% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.09% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.09% | VONAGE HLDGS CV 01.7500 06/01/2024 | 0.09% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.08% | BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.08% | FHR 3065 DC 19.5233 03/15/2035 | 0.08% | STACR 2020-DNA4 B2 10.1176 08/25/2050 | 0.08% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.08% | AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.08% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.08% | JPMBB 2014-C18 E P/P 144A 04.2942 02/15/2047 | 0.08% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.08% | 1.33 R ISWP US0003M P 11/03/2021 | 0.08% | DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% | ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.08% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.08% | GNR 2014-H21 BI IO 01.5349 10/20/2064 | 0.08% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | FNR 2018-86 DS IO 05.9824 12/25/2048 | 0.08% | GNR 2016-H24 CI IO 01.6985 10/20/2066 | 0.08% | OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.08% | CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.08% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.08% | GSR 2007-OA1 2A3A 00.4276 05/25/2037 | 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% | CAS 2020-R01 1B1 03.3676 01/25/2040 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.08% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.08% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | FHR 4742 S IO 06.0878 12/15/2047 | 0.08% | NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.08% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.08% | ON SEMICONDUC CV 01.6250 10/15/2023 | 0.08% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% | CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.08% | DOCUSIGN INC P/P 144A CV 00.0000 01/15/2024 | 0.08% | MEREDITH CORP 06.8750 02/01/2026 | 0.08% | REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.08% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.08% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.08% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.08% | STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.08% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.08% | ZSCALER INC. P/P 144A CV 00.1250 07/01/2025 | 0.08% | GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.07% | CCMFC 2006-4A A2 00.2976 11/25/2047 | 0.07% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.07% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.07% | REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.07% | ZILLOW GRP CV 01.3750 09/01/2026 | 0.07% | 0.30 R ISWP FWD SES3M P 03/17/2031 | 0.07% | ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.07% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.07% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% | MWST 2019-1 A 00.9176 06/25/2052 | 0.07% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.07% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.07% | VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.07% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% | BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.07% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.07% | HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.07% | JPALT 2007-A2 12A1 00.3176 06/25/2037 | 0.07% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.07% | 0.41 R ISWP US0003M P 10/13/2025 | 0.07% | BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.07% | ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.07% | FNR 2006-8 HP 24.1354 03/25/2036 | 0.07% | GNR 2013-H08 CI IO 01.6230 02/20/2063 | 0.07% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.07% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.07% | MICROSTRATEGY P/P 144A CV 00.0000 02/15/2027 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.07% | 1.5945 R ISWP US0003M P 01/15/2051 | 0.07% | 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.07% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.07% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.07% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.07% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.07% | INSULET CORP CV 00.3750 09/01/2026 | 0.07% | TRANSDIGM INC 05.5000 11/15/2027 | 0.07% | BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | CWALT 2006-24CB A13 00.4676 08/25/2036 | 0.07% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | L BRANDS INC 07.5000 06/15/2029 | 0.07% | MRAFT 2020-4 A1 01.4705 04/23/2023 | 0.07% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.07% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.07% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.07% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.07% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.06% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.06% | GNR 2016-H17 KI IO 02.5137 07/20/2066 | 0.06% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.06% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% | SM ENERGY CO 06.6250 01/15/2027 | 0.06% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.06% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.06% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.06% | TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.06% | UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.06% | CAS 2018 - C01 1B1 03.6676 07/25/2030 | 0.06% | CIRSA FINANCE INTER REGS 06.2500 12/20/2023 | 0.06% | DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.06% | PROOFPOINT IN CV 00.2500 08/15/2024 | 0.06% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.06% | UKRPI P 3.385 R 11/15/24 | 0.06% | 0.471 R ISWP US0003M P 11/16/2025 | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.06% | NRG ENERGY CV 02.7500 06/01/2048 | 0.06% | SOLENIS 1STL L+400 04.2272 06/26/2025 | 0.06% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.06% | VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.06% | WMHE 2007-HE4 1A 00.2876 07/25/2047 | 0.06% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.06% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.06% | 1.621 R ISWP US0003M P 02/02/2051 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.06% | REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.06% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% | LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.06% | WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.06% | COMM 2012-CR3 E P/P 144A 04.7501 10/15/2045 | 0.06% | CONMED CORP CV 02.6250 02/01/2024 | 0.06% | DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.06% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.06% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.06% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.06% | ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 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% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.06% | GNR 2015-H08 CI IO 01.7950 03/20/2065 | 0.06% | NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.06% | STACR 2018-HQA2 M2 02.4176 10/25/2048 | 0.06% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.06% | TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.06% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | BWAY CORP TLB L+325 03.4425 04/03/2024 | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.06% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% | SPRINT CORP 07.2500 09/15/2021 | 0.06% | STACR 2019-DNA3 B2 08.2676 07/25/2049 | 0.06% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.06% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.06% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.06% | DATADOG INC P/P 144A CV 00.1250 06/15/2025 | 0.06% | PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.06% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2022 | 0.06% | SPRINT CORP 07.8750 09/15/2023 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.06% | UKRPI P 3.34 R 03/15/28 | 0.06% | CAS 2016-C05 2B 10.8676 01/25/2029 | 0.06% | CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | ORTHO-CLINICAL TLB L+325 03.3626 06/30/2025 | 0.06% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 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 CS | 0.06% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.06% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.06% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% | HVMLT 2005-2 1A 00.6310 05/19/2035 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | L BRANDS INC. 06.8750 11/01/2035 | 0.06% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.06% | SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.06% | UKRPI P 3.4025 R 03/15/28 | 0.06% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.05% | COLONY STARWO CV 03.5000 01/15/2022 | 0.05% | DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.05% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.05% | ISTAR INC. 04.2500 08/01/2025 | 0.05% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% | SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.05% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.05% | COX MEDIA TL L+350 03.6145 12/17/2026 | 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% | GNR 2016-H14 IO IO 01.6840 06/20/2066 | 0.05% | HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.05% | INTEGRA LIFE P/P CV 00.5000 08/15/2025 | 0.05% | MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.05% | NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.05% | SWPTN 4WX5Y P 0.5996 USD 03/05/2021 GS | 0.05% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.05% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.05% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.05% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% | SYNAPTICS INC CV 00.5000 06/15/2022 | 0.05% | ASURION TLB7 L+300 03.1145 11/03/2024 | 0.05% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.05% | FHR 3072 SM 04.2533 11/15/2035 | 0.05% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.05% | HUSKY TLB L+300 03.2666 03/28/2025 | 0.05% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% | LOUISIANA-PACIFI P/P 144A 03.6250 03/15/2029 | 0.05% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.05% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.05% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | BERRY PLASTICS TLY L+200 02.1205 07/01/2026 | 0.05% | FNR 2010-35 SG IO 06.2824 04/25/2040 | 0.05% | GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.05% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | MICROCHIP TEC CV 01.6250 02/15/2027 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% | 1.6355 R ISWP US0003M P 02/04/2051 | 0.05% | COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 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% | JPMCC 2011-C3 F P/P 144A 05.7002 02/15/2046 | 0.05% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.05% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.05% | SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.05% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.05% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.05% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.05% | BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.05% | CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.05% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% | PG&E CORPORATION 05.0000 07/01/2028 | 0.05% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.05% | SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% | STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.05% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.05% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% | BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.05% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.05% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.05% | CONTINENTAL RES 04.5000 04/15/2023 | 0.05% | CWALT 2007-OH1 A1D 00.3276 04/25/2047 | 0.05% | FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.05% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% | QVC INC 04.3750 09/01/2028 | 0.05% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.05% | WINNEBAGO IND CV 01.5000 04/01/2025 | 0.05% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.05% | ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.05% | BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.05% | BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.05% | CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.05% | DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% | ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.05% | GNR 2013-129 SN IO 06.0389 09/20/2043 | 0.05% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.05% | QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.05% | SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.05% | WERNER TLB L+400 05.0000 07/24/2024 | 0.05% | WPX ENERGY INC 05.2500 10/15/2027 | 0.05% | CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.04% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.04% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.04% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.04% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% | ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.04% | PULTEGROUP INC 05.5000 03/01/2026 | 0.04% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.04% | ARBY'S TLB L+275 03.7500 02/05/2025 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | SWPTN 4WX10Y P 1.222 USD 03/11/2021 CI | 0.04% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | FNR 2007-53 SP 23.7687 06/25/2037 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% | OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.04% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.04% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | BENTLEY SYSTE P/P 144A CV 00.1250 01/15/2026 | 0.04% | CAS 2015-C04 2M2 05.6676 04/25/2028 | 0.04% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | MHL 2005-3 M2 00.9126 08/25/2035 | 0.04% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% | SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.04% | SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.04% | SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.04% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.04% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.04% | ISTAR INC 05.5000 02/15/2026 | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.04% | SNAP INC CV 00.7500 08/01/2026 | 0.04% | SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.04% | SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | BLACKLINE INC CV 00.1250 08/01/2024 | 0.04% | CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.04% | EPICOR SOFTWARE TLB L+325 04.0000 07/30/2027 | 0.04% | GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.04% | LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.04% | NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.04% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.04% | RH P/P 144A CV 00.0000 09/15/2024 | 0.04% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.04% | CIT GROUP INC. 05.2500 03/07/2025 | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | ENVISION HEALTHCARE TL L+375 03.8645 10/10/2025 | 0.04% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.04% | LIBERTY MEDIA | 0.04% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.04% | Q2 HLDG INC CV 00.7500 06/01/2026 | 0.04% | RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% | SM ENERGY CO 06.1250 11/15/2022 | 0.04% | UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 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% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.04% | EUR/USD 03/17/2021 SSBT | 0.04% | GBP/USD 03/17/2021 RBSF | 0.04% | GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.04% | NEVRO CORP CV 01.7500 06/01/2021 | 0.04% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% | SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.04% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.04% | THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% | TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% | WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 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% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.04% | GARDA WORLD TLB L+475 04.9900 10/30/2026 | 0.04% | IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% | MESSER INDUST TLB L+250 02.7539 03/01/2026 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | PEGASYSTEMS P/P CV 00.7500 03/01/2025 | 0.04% | SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.04% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.04% | CLEAR CHANNEL TLB L+350 03.7114 08/21/2026 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | MSBAM 2013-C11 D P/P 144A 04.3519 08/15/2046 | 0.04% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.04% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.04% | CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.04% | CPURNSA R 1.703 P 11/29/24 | 0.04% | FNR 2005-122 SE 22.6883 11/25/2035 | 0.04% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.04% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% | JPY/USD 05/19/2021 SSBT | 0.04% | PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.04% | PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.04% | REVANCE THERA P/P CV 01.7500 02/15/2027 | 0.04% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.04% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% | UKRPI P 3.34 R 02/15/28 | 0.04% | 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.03% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.03% | CINEMARK USA INC 04.8750 06/01/2023 | 0.03% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.03% | CPG INTL TL L+250 03.2500 05/05/2024 | 0.03% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.03% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.03% | IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.03% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.03% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.03% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% | T-MOBILE USA INC 02.8750 02/15/2031 | 0.03% | TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.03% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.03% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.03% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.03% | 1.075 R ISWP US0003M P 01/27/2031 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% | CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.03% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | NETFLIX INC. 06.3750 05/15/2029 | 0.03% | NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.03% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% | DIAMOND SPORTS TLB L+325 03.3700 08/24/2026 | 0.03% | FHR 3249 PS 21.9046 12/15/2036 | 0.03% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.03% | GNR 2020-15 CS IO 05.9389 02/20/2050 | 0.03% | JPMCC 2007-CB20 E P/P 144A 06.2797 02/12/2051 | 0.03% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.03% | PELOTON INTER P/P 144A CV 00.0000 02/15/2026 | 0.03% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.03% | SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.03% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | UKRPI P 3.381 R 11/15/24 | 0.03% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.03% | NUANCE COMM CV 01.2500 04/01/2025 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | SCIENTIFIC GAMES TLB5 L+275 02.8645 08/14/2024 | 0.03% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 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% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.03% | 1.6125 R ISWP US0003M P 01/15/2051 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.03% | CPURNSA R 1.7625 P 12/10/24 | 0.03% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.03% | FNR 2008-24 SP 22.8520 02/25/2038 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% | GNR 2015-H26 CI IO 00.4976 08/20/2065 | 0.03% | INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.03% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.03% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.03% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% | FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | GENESEE & WYOMING TL L+200 02.2539 11/05/2026 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.03% | SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.03% | UKRPI P 3.42 R 12/15/24 | 0.03% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | APACHE CORP 05.1000 09/01/2040 | 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% | ELANCO ANIMAL HLTH TLB L+175 01.8651 02/04/2027 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.03% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.03% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% | CAS 2015-C03 2M2 05.1300 07/25/2025 | 0.03% | CINEMARK USA INC 05.1250 12/15/2022 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.03% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.03% | GATES GLOBAL 1L TL L+275 03.5000 03/31/2027 | 0.03% | GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.03% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.03% | L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.03% | BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.03% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.03% | INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | SEK/USD 03/17/2021 MSCIL | 0.03% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% | TWILIO INC CV 00.2500 06/01/2023 | 0.03% | ZAYO GROUP HLDG INC L+300 03.1145 03/09/2027 | 0.03% | 1.1749 R ISWP US0003M P 01/14/2031 | 0.02% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.02% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 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% | GNR 2013-99 VS IO 05.9926 07/16/2043 | 0.02% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.02% | LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.02% | NRG ENERGY INC 05.7500 01/15/2028 | 0.02% | OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.02% | SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.02% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.02% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.02% | CENTENE CORP 03.0000 10/15/2030 | 0.02% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.02% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.02% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.02% | MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.02% | NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.02% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.02% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.02% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.02% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.02% | 1.2215 R ISWP US0003M P 02/12/2031 | 0.02% | 1.3659 R ISWP US0003M P 02/22/2031 | 0.02% | ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.02% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | FNR 2006-62 PS 39.1942 07/25/2036 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 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% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% | OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.02% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.02% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | T-MOBILE USA INC 02.6250 02/15/2029 | 0.02% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 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% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% | 1.153 R ISWP US0003M P 02/04/2031 | 0.02% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | FNR 2005-83 QP 17.0882 11/25/2034 | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.02% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.02% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.02% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% | THYELE TL B 1L USD L+425 04.5384 07/31/2027 | 0.02% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.02% | 1.12792 R ISWP US0003M P 01/13/2031 | 0.02% | 1.431 R ISWP US0003M P 02/24/2031 | 0.02% | CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SAILPOINT TCH CV 00.1250 09/15/2024 | 0.02% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% | WPX ENERGY INC 04.5000 01/15/2030 | 0.02% | 1.212 R ISWP US0003M P 02/16/2031 | 0.02% | 1.3905 R ISWP US0003M P 02/19/2031 | 0.02% | 1.3956 R ISWP US0003M P 02/19/2031 | 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% | 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 JP | 0.02% | DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.02% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% | FHR 3408 EK 25.3414 04/15/2037 | 0.02% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.02% | HUB INTERNATIONAL TLB L+325 04.0000 04/25/2025 | 0.02% | INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.02% | US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | -0.33 R ISWP FWD CHL6M P 03/17/2031 | 0.02% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.02% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% | 1.4292 R ISWP US0003M P 02/24/2031 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | GBP/USD 03/17/2021 MSCIL | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | NETFLIX INC 04.8750 04/15/2028 | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | UKRPI P 3.3875 R 03/15/28 | 0.02% | AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | APACHE CORPORATION 04.8750 11/15/2027 | 0.02% | AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.02% | CAS 2017-C06 2B1 04.5676 02/25/2030 | 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% | 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% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% | TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 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% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.02% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.02% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.02% | NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | AUD/USD 04/21/2021 UBS | 0.02% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% | EUR/USD 03/17/2021 BCAP-FX | 0.02% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 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% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% | SWPTN 4WX5Y P 0.6175 USD 03/12/2021 WE | 0.02% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | FNR 2010-140 GS IO 05.8824 07/25/2039 | 0.01% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNR 2019-78 SJ IO 05.9389 06/20/2049 | 0.01% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.01% | SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.01% | SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.01% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.01% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.01% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% | 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% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% | SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | 1.35468 R ISWP US0003M P 02/18/2031 | 0.01% | 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% | CAS 2017-C07 2B1 04.5676 05/25/2030 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% | EUR/USD 03/17/2021 TDBK | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | GNR 2019-99 KS IO 05.9389 08/20/2049 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.01% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% | SWPTN 4WX5Y P 0.753 USD 03/23/2021 TD | 0.01% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.01% | YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% | 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.01% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% | AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% | CAS 2015-C02 2M2 04.1300 05/25/2025 | 0.01% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% | GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% | GBP/USD 03/17/2021 GSFX | 0.01% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% | ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% | WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% | ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% | 0.30 R ISWP US0003M P 12/02/2023 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | EUR/USD 03/17/2021 CITI | 0.01% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% | SM ENERGY CO 05.0000 01/15/2024 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.01% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% | 1.443 R ISWP US0003M P 02/25/2031 | 0.01% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% | CAS 2015-C02 1M2 04.1300 05/25/2025 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | DIVERSEY TL L+300 03.1145 09/06/2024 | 0.01% | GBP/USD 03/17/2021 HSBCB | 0.01% | GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.01% | NZD/USD 04/21/2021 GSFX | 0.01% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% | SEK/USD 03/17/2021 GSFX | 0.01% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.01% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.01% | SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% | SWPTN 3MX10Y R 1.13 USD 04/28/2021 CI | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% | 1.4435 R ISWP US0003M P 02/24/2031 | 0.01% | CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% | CHEVRON USA INC 06.0000 03/01/2041 | 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-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% | PQ CORP TLB L+225 02.4615 02/07/2027 | 0.01% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.01% | 0.003 R ISWP JPL6M P 02/25/2031 | 0.01% | 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% | 1.438 R ISWP US0003M P 02/25/2031 | 0.01% | 1.4525 R ISWP US0003M P 02/25/2031 | 0.01% | 1.8835 R ISWP US0003M P 02/22/2051 | 0.01% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | EUR/USD 03/17/2021 WPAC | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.01% | ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.01% | AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% | CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.01% | EQT CORP 05.0000 01/15/2029 | 0.01% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.01% | NZD/USD 04/21/2021 CITI | 0.01% | NZD/USD 04/21/2021 RBSF | 0.01% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | TXU TCEH RIGHTS | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | 1.4518 R ISWP US0003M P 02/25/2031 | 0.00% | 1.452 R ISWP US0003M P 02/25/2031 | 0.00% | 1.489 R ISWP US0003M P 03/01/2031 | 0.00% | CAD/USD 04/21/2021 JPMCB | 0.00% | CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.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 CG | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% | CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% | IHEARTMEDIA TLB L+300 03.1145 05/01/2026 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.00% | URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.00% | 0.201 R ISWP US0003M P 01/05/2023 | 0.00% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | EUR/USD 03/17/2021 RBSF | 0.00% | FSPC T-57 1AX IO 00.3796 07/25/2043 | 0.00% | SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% | 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | NZD/USD 04/21/2021 HSBCB | 0.00% | NZD/USD 04/21/2021 JPMCB | 0.00% | NZD/USD 04/21/2021 UBS | 0.00% | SWPTN 3MX10Y R 0.9215 USD 04/28/2021 BA | 0.00% | SWPTN 3MX10Y R 1.065 USD 04/13/2021 GS | 0.00% | TRIBUNE CLASS 1C LITIGAT | 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% | CAD/USD 04/21/2021 BANKAM | 0.00% | CAD/USD 04/21/2021 TDBK | 0.00% | 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ISWP US0003M P 01/16/2055 | 0.00% | AUD/USD 04/21/2021 BANKAM | 0.00% | AUD/USD 04/21/2021 CITI | 0.00% | CAD/USD 04/21/2021 BCAP-FX | 0.00% | CHC GROUP LLC SEDOL BYXD3K4 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% 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11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% | CSMC 2006-C5 AX IO 01.2507 12/15/2039 | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | GBP/USD 03/17/2021 JPMCB | 0.00% | GBP/USD 03/17/2021 WPAC | 0.00% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | HKD/USD 05/20/2021 BANKAM | 0.00% | HKD/USD 05/20/2021 HSBCB | 0.00% | HKD/USD 05/20/2021 TDBK | 0.00% | HKD/USD 05/20/2021 UBS | 0.00% | JPY/USD 05/19/2021 RBSF | 0.00% | MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | NZD/USD 04/21/2021 BCAP-FX | 0.00% | NZD/USD 04/21/2021 TDBK | 0.00% | OPTN FN30 2.0 03/04/21 CALL 102.875 JPMC | 0.00% | OPTN FN30 2.0 03/04/21 CALL 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05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CPURNSA P 2.278 R 02/25/31 | -0.00% | NZD/USD 04/21/2021 MSCIL | -0.00% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CPURNSA P 2.2675 R 02/25/31 | -0.00% | GBP/USD 03/17/2021 BCAP-FX | -0.00% | JPY/USD 05/19/2021 GSFX | -0.00% | JPY/USD 05/19/2021 JPMCB | -0.00% | SWPTN 3MX10Y R 0.93 USD 04/28/2021 CI | -0.00% | SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | -0.00% | AUD/USD 04/21/2021 TDBK | -0.00% | CAD/USD 04/21/2021 RBSF | -0.00% | 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| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% | 1.4389 R ISWP US0003M P 02/26/2031 | -0.01% | CAD/USD 04/21/2021 SSBT | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 03/17/2021 BANKAM | -0.01% | JPY/USD 05/19/2021 BCAP-FX | -0.01% | SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.01% | SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% | 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | JPY/USD 05/19/2021 BANKAM | -0.01% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | GBP/USD 03/17/2021 CSI-FX | -0.01% | GBP/USD 03/17/2021 UBS | -0.01% | SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.01% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% | SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.01% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% | SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD 03/17/2021 UBS | -0.01% | SWPTN 4WX10Y R 1.222 USD 03/11/2021 CI | -0.01% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD 03/17/2021 MSCIL | -0.01% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% | 1.404 R ISWP US0003M P 02/23/2031 | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | NOK/USD 03/17/2021 GSFX | -0.01% | SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.01% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | JPY/USD 05/19/2021 HSBCB | -0.02% | SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.02% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.02% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.02% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | EUR/USD 03/17/2021 JPMCB | -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% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.02% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% | 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.02% | AUD/USD 04/21/2021 RBSF | -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 3YX5Y P 2.823 USD 05/23/2022 GS | -0.02% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | AUD/USD 04/21/2021 MSCIL | -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-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | JPY/USD 05/19/2021 UBS | -0.02% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% | SWPTN 4WX5Y P 0.984 CAD 03/12/2021 TD | -0.02% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% | 1.635 R ISWP US0003M P 02/04/2051 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.02% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% | 1.3692 R ISWP US0003M P 02/19/2031 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% | JPY/USD 05/19/2021 MSCIL | -0.02% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.02% | 1.35734 R ISWP US0003M P 02/19/2031 | -0.02% | 1.36253 R ISWP US0003M P 02/19/2031 | -0.02% | CHF/USD 03/17/2021 SSBT | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% | 0.41 R ISWP FWD US0003M P 07/05/2024 | -0.03% | 1.26 R ISWP US0003M P 12/01/2050 | -0.03% | 1.377 R ISWP US0003M P 02/18/2031 | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.03% | SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.03% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.03% | 1.1355 R ISWP US0003M P 01/13/2031 | -0.03% | 1.35001 R ISWP US0003M P 02/19/2031 | -0.03% | 1.996 R ISWP US0003M P 01/20/2031 | -0.03% | AUD/USD 04/21/2021 GSFX | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 3MX5Y R 0.615 USD 04/13/2021 BC | -0.03% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.03% | 1.07 R ISWP US0003M P 01/11/2031 | -0.03% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.03% | SWPTN 3MX10Y R 1.167 USD 04/13/2021 JP | -0.03% | 1.0275 R ISWP US0003M P 01/08/2031 | -0.03% | 1.20 R ISWP FWD NOKOIB6M P 03/17/2031 | -0.03% | 1.539 R ISWP US0003M P 01/08/2051 | -0.03% | 1.5955 R ISWP US0003M P 01/19/2051 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.03% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.03% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.03% | 0.12 R ISWP FWD SONIA P 03/17/2031 | -0.03% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.03% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.03% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.03% | 0.9355 R ISWP US0003M P 01/07/2031 | -0.04% | 1.644 R ISWP US0003M P 01/14/2051 | -0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.04% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | GBP/USD 03/17/2021 CITI | -0.04% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% | CPTFEMU R 1.4 P 07/15/27 | -0.04% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.04% | 1.104 R ISWP US0003M P 01/19/2031 | -0.04% | 0.90 R ISWP FWD NFIX3MID P 03/17/2031 | -0.04% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.04% | 1.0991 R ISWP US0003M P 01/15/2031 | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% | 1.173 R ISWP US0003M P 01/14/2031 | -0.04% | SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.04% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.04% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.05% | 0.83 R ISWP US0003M P 11/03/2021 | -0.05% | 0.4515 R ISWP US0003M P 12/31/2025 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | 0.549 R ISWP US0003M P 02/04/2026 | -0.05% | 0.6875 R ISWP US0003M P 02/22/2026 | -0.05% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.05% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.05% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.05% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.05% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.05% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.06% | SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.06% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.06% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.06% | 1.181 R ISWP US0003M P 02/05/2031 | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.06% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.06% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.06% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.06% | 1.231 R ISWP US0003M P 02/09/2031 | -0.06% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.06% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.06% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.07% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.07% | 1.589 R ISWP FWD US0003M P 01/26/2051 | -0.07% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.07% | 0.944 R ISWP US0003M P 01/05/2031 | -0.07% | 1.1185 R ISWP US0003M P 01/15/2031 | -0.07% | SWPTN 3MX5Y P 2.243 USD 04/28/2021 BA | -0.07% | 1.805 R ISWP US0003M P 01/19/2031 | -0.07% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.07% | SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.07% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.08% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.08% | 0.30 R ISWP US0003M P 07/14/2025 | -0.08% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.08% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.08% | US 10YR ULTRA FUT JUN21 UXYM1 | -0.08% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.08% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.08% | GBP/USD 03/17/2021 SSBT | -0.08% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.08% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.08% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.09% | OPTN FN30 2.5 03/04/21 PUT 105.109375 JPMC | -0.09% | UKRPI R 3.4425 P 07/15/49 | -0.09% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.09% | SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.09% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.09% | CPTFEMU R 1.4375 P 09/15/23 | -0.09% | CPTFEMU R 1.4413 P 09/15/23 | -0.09% | CPTFEMU R 1.4425 P 09/15/23 | -0.09% | CPTFEMU R 1.4438 P 09/15/23 | -0.09% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | 1.20 R ISWP FWD CDOR03 P 03/17/2031 | -0.10% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.10% | 0.90 R ISWP FWD AUDBB6M P 03/17/2031 | -0.10% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.11% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.11% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.11% | 1.535 R ISWP US0003M P 02/01/2051 | -0.12% | 0.37 R ISWP US0003M P 10/16/2025 | -0.12% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.12% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.13% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.13% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.14% | 0.645 R ISWP US0003M P 07/15/2030 | -0.14% | SWPTN 3MX5Y P 1.969 USD 04/28/2021 JP | -0.15% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.18% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.20% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.21% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.22% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.22% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.22% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.24% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.24% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.25% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.26% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.27% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.28% | OPTN FN30 2.0 03/04/21 PUT 103.0625 JPMC | -0.28% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.28% | OPTN FN30 2.0 03/04/21 PUT 102.875 JPMC | -0.28% | CPTFEMU P 1.13 R 05/15/50 | -0.28% | CPURNSA P 1.6625 R 07/10/30 | -0.36% | CPURNSA P 1.586 R 06/30/30 | -0.38% | CPTFEMU P 0.935 R 05/15/40 | -0.38% | CPTFEMU P 0.93 R 05/15/40 | -0.39% | 0.615 R ISWP FWD US0003M P 04/15/2026 | -0.43% | 1.02 R ISWP US0003M P 12/02/2033 | -0.46% | 0.90 R ISWP FWD US0003M P 03/17/2031 | -0.55% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.59% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.63% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.96% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.99% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.03% | 1.25 R ISWP FWD US0003M P 03/17/2051 | -1.13% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.04% | FNMA FN30 TBA UMBS 02.0000 03/01/2051 | -3.22% | US 2YR NOTE (CBT) JUN21 TUM1 | -56.71% |
| FNMA FN30 TBA UMBS 03.5000 02/01/2051 | 17.28% | FNMA FN30 TBA UMBS 04.0000 02/01/2051 | 10.46% | FNMA FN30 TBA UMBS 02.5000 02/01/2051 | 5.71% | FNMA FN30 TBA UMBS 03.0000 02/01/2051 | 5.70% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.00% | TREASURY BILL 00.0000 02/02/2021 | 2.33% | FNMA FN30 TBA UMBS 05.5000 02/01/2051 | 1.81% | GNMA GII30 TBA 04.0000 02/01/2051 | 1.74% | FNMA FN30 TBA UMBS 04.5000 02/01/2051 | 1.18% | TREASURY BILL 00.0000 05/13/2021 | 1.03% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.86% | IVORY COAST REGS 06.1250 06/15/2033 | 0.83% | TREASURY BILL 00.0000 05/06/2021 | 0.76% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.74% | TREASURY BILL 00.0000 02/16/2021 | 0.70% | TREASURY BILL 00.0000 04/15/2021 | 0.70% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.66% | CWALT 2006-OA10 4A1 00.5100 08/25/2046 | 0.66% | TREASURY BILL 00.0000 03/18/2021 | 0.65% | CAS 2016-C02 1B 12.3800 09/25/2028 | 0.64% | STACR 2016-DNA1 B 10.1300 07/25/2028 | 0.63% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.63% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.60% | FHR 5004 SG IO 05.9700 08/25/2050 | 0.54% | ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.53% | FNR 2019-57 KS IO 05.9200 10/25/2049 | 0.52% | REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.52% | FNR 2017-32 SA IO 06.0200 05/25/2047 | 0.49% | GNR 2020-133 CS IO 06.1691 09/20/2050 | 0.47% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.47% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.46% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.45% | GNR 2020-63 PS IO 05.9691 04/20/2050 | 0.45% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.44% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.44% | SWPTN 3MX10Y P 0.964 USD 03/18/2021 JP | 0.43% | STRU BMOC-8710 SA IO 06.0191 07/20/2050 | 0.43% | FHR 5011 SA IO 06.1200 09/25/2050 | 0.43% | BSCMS 2007-T26 AJ 05.4316 01/12/2045 | 0.42% | GNR 2016-H23 NI IO 02.3678 10/20/2066 | 0.42% | CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.41% | REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.41% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.40% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.40% | FHR 5051 BI IO 03.0000 11/25/2050 | 0.40% | GNR 2019-96 SY IO 05.9691 08/20/2049 | 0.38% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.38% | CWALT 2006-OA7 1A1 02.3666 06/25/2046 | 0.37% | CAS 2015-C04 1M2 05.8300 04/25/2028 | 0.37% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.37% | 1.16 R ISWP US0003M P 10/16/2050 | 0.37% | CAS 2017-C03 1M2 03.1300 10/25/2029 | 0.37% | GNR 2019-83 SY IO 05.9691 07/20/2049 | 0.37% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.37% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.36% | REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.36% | CMLTI 2007-AMC3 A2D 00.4800 03/25/2037 | 0.35% | FHR 4945 SL IO 05.9200 01/25/2050 | 0.35% | CAS 2018-C05 1B1 04.3800 01/25/2031 | 0.35% | FNR 2018-38 SA IO 06.0700 06/25/2048 | 0.35% | FHR 4839 WS IO 05.9735 08/15/2056 | 0.34% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.34% | STACR 2015-DNA3 B 09.4800 04/25/2028 | 0.33% | CARMX 2020-2 D 06.8700 05/17/2027 | 0.33% | CAS 2016-C03 1B 11.8800 10/25/2028 | 0.33% | MCAS 2020-01 M10 P/P 144A 03.8800 03/25/2050 | 0.33% | IVORY COAST REGS 05.7500 12/31/2032 | 0.32% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.31% | WFRBS 2013-C15 D P/P 144A 04.4898 08/15/2046 | 0.31% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.30% | PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.30% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.30% | CAS 2016-C03 2M2 06.0300 10/25/2028 | 0.30% | JPMBB 2014-C18 D P/P 144A 04.7942 02/15/2047 | 0.30% | SPST 2020-2 A 00.9548 03/26/2021 | 0.30% | STACR 2016-HQA2 M3 05.2800 11/25/2028 | 0.29% | TURKEY GOVERNMENT BOND TRY 10.6000 02/11/2026 | 0.28% | GNR 2014-60 SD IO 06.0491 04/20/2044 | 0.28% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.28% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.28% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.28% | TREASURY BILL 00.0000 02/09/2021 | 0.27% | SHRP 2020-1 NOTE 03.1178 07/25/2024 | 0.27% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.27% | FNR 2020-12 SK IO 05.9020 03/25/2050 | 0.27% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.26% | WAMU 2005-AR17 A1B3 00.8300 12/25/2045 | 0.26% | SPST 2020-WL1 A 01.2800 06/25/2051 | 0.26% | CAS 2018-C04 2B1 04.6300 12/25/2030 | 0.25% | WFRBS 2012-C10 D P/P 144A 04.4270 12/15/2045 | 0.25% | STACR 2015-DNA2 B 07.6800 12/25/2027 | 0.25% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.25% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.24% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.24% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.24% | FNR 2018-20 SB IO 06.1200 03/25/2048 | 0.24% | STACR 2017-HQA1 M2 03.6800 08/25/2029 | 0.24% | CAS 2017-C03 1B1 04.9800 10/25/2029 | 0.24% | WFRBS 2012-C7 E P/P 144A 04.8043 06/15/2045 | 0.24% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.24% | CAS 2017-C02 2B1 05.6300 09/25/2029 | 0.23% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.23% | FNR 2015-42 LS IO 06.0520 06/25/2045 | 0.23% | SWPTN 3MX10Y P 1.167 USD 04/13/2021 JP | 0.23% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.23% | NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.23% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.22% | FNR 2019-43 JS IO 05.9200 08/25/2049 | 0.22% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.22% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.22% | STACR 2018-DNA3 B2 07.8800 09/25/2048 | 0.22% | TREASURY BILL 00.0000 02/23/2021 | 0.22% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.22% | ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.21% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.21% | 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.20% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.20% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.20% | GNR 2016-H09 BI IO 02.9795 04/20/2066 | 0.20% | GNR 2020-7 SK IO 05.9191 01/20/2050 | 0.20% | GNR 2017-H16 JI IO 02.7133 08/20/2067 | 0.20% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.20% | GNR 2019-152 ES IO 05.9191 12/20/2049 | 0.20% | SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.20% | STACR 2015-HQA1 B 08.9300 03/25/2028 | 0.19% | FNR 2016-96 ST IO 05.9700 12/25/2046 | 0.19% | GNR 2018-H05 BI IO 01.5317 02/20/2068 | 0.19% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.19% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.18% | GNR 2017-H10 MI IO 02.1269 04/20/2067 | 0.18% | CAS 2016-C01 1B 11.8800 08/25/2028 | 0.18% | CPTFEMU R 0.961 P 05/15/40 | 0.18% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.18% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.18% | UKRPI P 3.665 R 12/15/28 | 0.18% | IVORY COAST REGS 05.2500 03/22/2030 | 0.18% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.17% | 0.418 R ISWP US0003M P 01/15/2026 | 0.17% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.17% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.17% | PROVINCIA DE CORDOBA REGS 03.0000 06/01/2027 | 0.17% | CPTFEMU R 0.655 P 05/15/30 | 0.17% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.17% | RALI 2006-QO10 A1 00.2900 01/25/2037 | 0.17% | CFCRE 2011-C2 E P/P 144A 05.7395 12/15/2047 | 0.17% | JPMCC 2013-LC11 D 04.1669 04/15/2046 | 0.17% | REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.17% | CPTFEMU R 0.6625 P 05/15/30 | 0.17% | ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.17% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.16% | FNR 2013-90 SD IO 06.4700 09/25/2043 | 0.16% | GNR 2015-H25 AI IO 01.6272 09/20/2065 | 0.16% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.16% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.16% | BCAP 2011-RR3 3A6 02.6447 11/27/2036 | 0.16% | IVORY COAST REGS 05.3750 07/23/2024 | 0.16% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.16% | VERTIV TLB L+300 03.1195 03/02/2027 | 0.16% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.16% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.16% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.16% | GNR 2017-H08 NI IO 02.2098 03/20/2067 | 0.16% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.16% | GNR 2018-H03 XI IO 01.7622 02/20/2068 | 0.16% | REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.16% | GNR 2018-H05 AI IO 01.6952 02/20/2068 | 0.16% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.16% | GNR 2016-H06 DI IO 02.1858 07/20/2065 | 0.15% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.15% | 0.75 R ISWP US0003M P 10/16/2030 | 0.15% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.15% | OMIR 2017-1A B1 P/P 144A 05.8800 04/25/2027 | 0.15% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.15% | STACR 2020-DNA3 B2 09.4800 06/25/2050 | 0.15% | CAS 2020-SBT1 1M2 03.7800 02/25/2040 | 0.15% | IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.15% | PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.15% | REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.15% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.15% | BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.15% | GNR 2016-H22 AI IO 02.3199 10/20/2066 | 0.15% | 1.629 R ISWP US0003M P 01/19/2026 | 0.15% | REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.15% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.14% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.14% | GNR 2016-H10 AI IO 02.4412 04/20/2066 | 0.14% | SPST 2020-6 A 01.8800 09/07/2021 | 0.14% | GNR 2016-H06 CI IO 01.8787 02/20/2066 | 0.14% | GNR 2016-H24 JI IO 02.1956 11/20/2066 | 0.14% | LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.14% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% | WFCM 2013-LC12 D P/P 144A 04.2744 07/15/2046 | 0.14% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.14% | GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.14% | ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.14% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.14% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.14% | SAMI 2007-AR1 2A1 00.3100 01/25/2037 | 0.14% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.14% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.14% | CWALT 2006-OA7 1A2 01.4391 06/25/2046 | 0.13% | GNR 2017-H09 IO IO 02.1887 04/20/2067 | 0.13% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.13% | BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.13% | COMM 2014-CR16 C 04.9377 04/10/2047 | 0.13% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.13% | GNR 2017-H06 BI IO 02.1298 02/20/2067 | 0.13% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.13% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.13% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.13% | REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.13% | STACR 2014-DN1 M3 04.6300 02/25/2024 | 0.13% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.13% | COMM 2013-CR9 D P/P 144A 04.2427 07/10/2045 | 0.13% | GNR 2017-H12 QI IO 02.6020 05/20/2067 | 0.13% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.13% | JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.13% | MSBAM 2015-C23 D P/P 144A 04.1445 07/15/2050 | 0.13% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.13% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.13% | ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.12% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.12% | CENTENE CORP 04.6250 12/15/2029 | 0.12% | DISH NETWORK CV 03.3750 08/15/2026 | 0.12% | GNR 2015-H23 BI IO 01.7646 09/20/2065 | 0.12% | BMIR 2017-1 B1 P/P 144A 04.8800 10/25/2027 | 0.12% | GNR 2017-H02 BI IO 01.4866 01/20/2067 | 0.12% | GNR 2017-H16 IB IO 02.0943 08/20/2067 | 0.12% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.12% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% | STACR 2019-DNA1 M2 02.7800 01/25/2049 | 0.12% | ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.12% | GNR 2017-H11 TI IO 02.6425 04/20/2067 | 0.12% | GNR 2017-H16 IG IO 01.9885 07/20/2067 | 0.12% | HCA INC. 05.3750 09/01/2026 | 0.12% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.12% | CWALT 2005-59 1A1 00.7895 11/20/2035 | 0.12% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.12% | FNR 2013-107 SB IO 05.8200 02/25/2043 | 0.12% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.12% | BALTA 2005-8 21A1 02.8468 10/25/2035 | 0.12% | COMM 2014-UBS3 D P/P 144A 04.7683 06/10/2047 | 0.12% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.12% | MSBAM 2013-C10 D P/P 144A 04.0814 07/15/2046 | 0.12% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.12% | CPTFEMU P 1.71 R 07/15/37 | 0.12% | CWALT 2006-OA10 3A1 00.5100 08/25/2046 | 0.12% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.12% | EURO-BUND FUTURE MAR21 RXH1 | 0.12% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.12% | GNR 2017-H11 DI IO 01.9148 05/20/2067 | 0.12% | MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.12% | GNR 2016-H02 HI IO 02.5288 01/20/2066 | 0.11% | TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.11% | 1.316 R ISWP US0003M P 10/15/2021 | 0.11% | ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.11% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.11% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.11% | STACR 2020-HQA2 M2 03.2300 03/25/2050 | 0.11% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.11% | CAS 2017-C04 2M2 02.9800 11/25/2029 | 0.11% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.11% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.11% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.11% | CAS 2019-R03 1B1 04.2300 09/25/2031 | 0.11% | GNR 2014-119 SA IO 05.4691 08/20/2044 | 0.11% | GSAA 2006-8 2A2 00.4900 05/25/2036 | 0.11% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.11% | CSAIL 2015-C1 D P/P 144A 03.7640 04/15/2050 | 0.11% | GNR 2015-H24 AI IO 02.1729 09/20/2065 | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | GNR 2016-H16 EI IO 02.4937 06/20/2066 | 0.11% | GSMS 2013-GC10 D P/P 144A 04.4020 02/10/2046 | 0.11% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.11% | BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.11% | NAVISTAR INTL TLB L+350 03.6300 11/06/2024 | 0.11% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.11% | COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.11% | GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.11% | GNR 2016-H03 DI IO 02.0295 12/20/2065 | 0.10% | CWALT 2006-OA10 2A1 00.5100 08/25/2046 | 0.10% | ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.10% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.10% | JPMCC 2011-C4 C P/P 144A 05.3424 07/15/2046 | 0.10% | NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.10% | NETFLIX INC. 05.8750 11/15/2028 | 0.10% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.10% | GNR 2016-H14 AI IO 02.6796 06/20/2066 | 0.10% | LIVE NATION CV 02.5000 03/15/2023 | 0.10% | DBALT 2006-AR4 A2 00.5100 12/25/2036 | 0.10% | GMAC CAPITAL TRUST I PCT 06.0070 | 0.10% | PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.10% | PULTEGROUP INC 05.5000 03/01/2026 | 0.10% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.10% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.10% | CWALT 2005-38 A1 01.9991 09/25/2035 | 0.10% | GNR 2015-H25 EI IO 01.8692 10/20/2065 | 0.10% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.10% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.10% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.10% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.10% | 1.33 R ISWP US0003M P 11/03/2021 | 0.10% | LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.10% | ORTHO-CLINICAL TLB L+325 03.3940 06/30/2025 | 0.10% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.10% | CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.10% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% | UKRPI P 3.34 R 03/15/28 | 0.10% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.09% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.09% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.09% | GNR 2016-H03 AI IO 02.4657 01/20/2066 | 0.09% | STACR 2018-HQA2 B1 04.3800 10/25/2048 | 0.09% | DISH DBS CORP 05.8750 11/15/2024 | 0.09% | GNR 2015-H10 BI IO 03.0332 04/20/2065 | 0.09% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.09% | MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.09% | RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.09% | FNR 2018-86 DS IO 05.9520 12/25/2048 | 0.09% | ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.09% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.09% | MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.09% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.09% | TWITTER INC CV 01.0000 09/15/2021 | 0.09% | FHR 3065 DC 19.4805 03/15/2035 | 0.09% | GNR 2014-H21 BI IO 01.5493 10/20/2064 | 0.09% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.09% | WPX ENERGY INC 05.8750 06/15/2028 | 0.09% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.09% | FORTIVE CORP CV 00.8750 02/15/2022 | 0.09% | AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.09% | BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.09% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.09% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.09% | STACR 2019-DNA2 B2 10.6300 03/25/2049 | 0.09% | STACR 2020-DNA4 B2 10.1300 08/25/2050 | 0.09% | FHR 4742 S IO 06.0735 12/15/2047 | 0.08% | GNR 2016-H24 CI IO 01.7107 10/20/2066 | 0.08% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.08% | DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.08% | JPMBB 2014-C18 E P/P 144A 04.2942 02/15/2047 | 0.08% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% | UKRPI P 3.385 R 11/15/24 | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | GSR 2007-OA1 2A3A 00.4400 05/25/2037 | 0.08% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.08% | OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.08% | CAS 2020-R01 1B1 03.3800 01/25/2040 | 0.08% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.08% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | UKRPI P 3.4025 R 03/15/28 | 0.08% | VONAGE HLDGS CV 01.7500 06/01/2024 | 0.08% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | DOCUSIGN INC P/P 144A CV 00.0000 01/15/2024 | 0.08% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.08% | LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.08% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.08% | STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.08% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.08% | BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.08% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.08% | SWPTN 3MX5Y P 0.615 USD 04/13/2021 BC | 0.08% | 0.70 R ISWP FWD SOFRRATE P 03/17/2031 | 0.08% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.08% | GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.08% | NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.08% | 1.232 R ISWP US0003M P 01/29/2051 | 0.08% | MEREDITH CORP 06.8750 02/01/2026 | 0.08% | REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.08% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.08% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.08% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.08% | CCMFC 2006-4A A2 00.3100 11/25/2047 | 0.08% | CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.08% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.08% | 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.07% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.07% | ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.07% | BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.07% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.07% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% | FNR 2006-8 HP 24.0900 03/25/2036 | 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% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% | MWST 2019-1 A 00.9300 06/25/2052 | 0.07% | STACR 2018-HQA2 B2 11.1300 10/25/2048 | 0.07% | VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.07% | 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.07% | GNR 2013-H08 CI IO 01.6364 02/20/2063 | 0.07% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.07% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.07% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.07% | PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.07% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.07% | GNR 2016-H17 KI IO 02.5275 07/20/2066 | 0.07% | INSULET CORP CV 00.3750 09/01/2026 | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.07% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.07% | ON SEMICONDUC CV 01.6250 10/15/2023 | 0.07% | REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.07% | TRANSDIGM INC 05.5000 11/15/2027 | 0.07% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% | BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.07% | COMM 2012-CR3 E P/P 144A 04.7502 10/15/2045 | 0.07% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.07% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.07% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | L BRANDS INC 07.5000 06/15/2029 | 0.07% | MRAFT 2020-4 A1 01.4826 04/23/2023 | 0.07% | NRG ENERGY CV 02.7500 06/01/2048 | 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% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.07% | CAS 2018 - C01 1B1 03.6800 07/25/2030 | 0.07% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.07% | PROOFPOINT IN CV 00.2500 08/15/2024 | 0.07% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% | TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.07% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.07% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.06% | CWALT 2006-24CB A13 00.4800 08/25/2036 | 0.06% | JPALT 2007-A2 12A1 00.3300 06/25/2037 | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.06% | PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.06% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | CIRSA FINANCE INTER REGS 06.2500 12/20/2023 | 0.06% | ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.06% | SOLENIS 1STL L+400 04.2330 06/26/2025 | 0.06% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.06% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.06% | SM ENERGY CO 06.6250 01/15/2027 | 0.06% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% | WMHE 2007-HE4 1A 00.3000 07/25/2047 | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.06% | DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.06% | INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.06% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% | REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.06% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.06% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.06% | VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.06% | WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.06% | ZILLOW GRP CV 01.3750 09/01/2026 | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.06% | GNR 2015-H08 CI IO 01.8072 03/20/2065 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | STACR 2018-HQA2 M2 02.4300 10/25/2048 | 0.06% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.06% | BWAY CORP TLB L+325 03.3809 04/03/2024 | 0.06% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.06% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.06% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.06% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2022 | 0.06% | SPRINT CORP 07.2500 09/15/2021 | 0.06% | STACR 2019-DNA3 B2 08.2800 07/25/2049 | 0.06% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.06% | CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.06% | CAS 2016-C05 2B 10.8800 01/25/2029 | 0.06% | DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.06% | OPTN FN30 2.0 03/04/21 CALL 102.875 JPMC | 0.06% | SPRINT CORP 07.8750 09/15/2023 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | CONMED CORP CV 02.6250 02/01/2024 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | GNR 2016-H14 IO IO 01.6982 06/20/2066 | 0.06% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% | HVMLT 2005-2 1A 00.6495 05/19/2035 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% | UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.06% | ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.06% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% | CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.06% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.06% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.06% | COLONY STARWO CV 03.5000 01/15/2022 | 0.06% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% | NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.06% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% | UKRPI P 3.34 R 02/15/28 | 0.06% | CASH MGMT BILL 00.0000 05/25/2021 | 0.05% | DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.05% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.05% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.05% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% | INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | ISTAR INC. 04.2500 08/01/2025 | 0.05% | MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.05% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.05% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.05% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% | FHR 3072 SM 04.2533 11/15/2035 | 0.05% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.05% | L BRANDS INC. 06.8750 11/01/2035 | 0.05% | SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.05% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.05% | ASURION TLB7 L+300 03.1208 11/03/2024 | 0.05% | FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | HUSKY TLB L+300 03.2666 03/28/2025 | 0.05% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | BERRY PLASTICS TLY L+200 02.1326 07/01/2026 | 0.05% | FNR 2010-35 SG IO 06.2700 04/25/2040 | 0.05% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.05% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.05% | JPMCC 2011-C3 F P/P 144A 05.7004 02/15/2046 | 0.05% | MICROSTRATEGY P/P 144A CV 00.7500 12/15/2025 | 0.05% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.05% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.05% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.05% | PG&E CORPORATION 05.0000 07/01/2028 | 0.05% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% | CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.05% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.05% | FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% | GNR 2013-129 SN IO 06.0191 09/20/2043 | 0.05% | GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.05% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% | SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.05% | ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.05% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.05% | CONTINENTAL RES 04.5000 04/15/2023 | 0.05% | CWALT 2007-OH1 A1D 00.3400 04/25/2047 | 0.05% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% | QVC INC 04.3750 09/01/2028 | 0.05% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.05% | STACR 2019-DNA2 M2 02.5800 03/25/2049 | 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% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% | CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.05% | DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% | WERNER TLB L+400 05.0000 07/24/2024 | 0.05% | WINNEBAGO IND CV 01.5000 04/01/2025 | 0.05% | BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.05% | BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.05% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.05% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% | MICROCHIP TEC CV 01.6250 02/15/2027 | 0.05% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% | WPX ENERGY INC 05.2500 10/15/2027 | 0.05% | ARBY'S TLB L+275 03.7500 02/05/2025 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.04% | RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | 0.615 R ISWP FWD US0003M P 04/15/2026 | 0.04% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | AUD/USD CALL 0.80 20210702 HSBCB | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | FNR 2007-53 SP 23.6573 06/25/2037 | 0.04% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | MHL 2005-3 M2 00.9250 08/25/2035 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | CAS 2015-C04 2M2 05.6800 04/25/2028 | 0.04% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.04% | ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.04% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% | LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.04% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.04% | SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.04% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% | TERRIER MEDIA TLB L+425 04.3708 12/17/2026 | 0.04% | BLACKLINE INC CV 00.1250 08/01/2024 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.04% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.04% | HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.04% | NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% | SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | BENTLEY SYSTE P/P 144A CV 00.1250 01/15/2026 | 0.04% | EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.04% | ISTAR INC 05.5000 02/15/2026 | 0.04% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.04% | PETSMART INC TLB L+350 04.5000 03/11/2022 | 0.04% | Q2 HLDG INC CV 00.7500 06/01/2026 | 0.04% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.04% | SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.04% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.04% | UKRPI P 3.381 R 11/15/24 | 0.04% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.04% | BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.04% | CIT GROUP INC. 05.2500 03/07/2025 | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% | PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.04% | RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% | RH P/P 144A CV 00.0000 09/15/2024 | 0.04% | SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.04% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% | SYNAPTICS INC CV 00.5000 06/15/2022 | 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% | ENVISION HEALTHCARE TL L+375 03.8708 10/10/2025 | 0.04% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% | GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.04% | SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.04% | SM ENERGY CO 06.1250 11/15/2022 | 0.04% | THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% | UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.04% | UKRPI P 3.42 R 12/15/24 | 0.04% | WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.04% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.04% | NEVRO CORP CV 01.7500 06/01/2021 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.04% | SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.04% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.04% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.04% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.04% | GARDA WORLD TLB L+475 04.9900 10/30/2026 | 0.04% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% | IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | MESSER INDUST TLB L+250 02.7539 03/01/2026 | 0.04% | MSBAM 2013-C11 D P/P 144A 04.3520 08/15/2046 | 0.04% | PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.04% | TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.04% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% | AIR TRANSPORT CV 01.1250 10/15/2024 | 0.04% | CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.04% | CLEAR CHANNEL TLB L+350 03.7114 08/21/2026 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | DIAMOND SPORTS TLB L+325 03.3800 08/24/2026 | 0.04% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% | FNR 2005-122 SE 22.5820 11/25/2035 | 0.04% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% | T-MOBILE USA INC 02.8750 02/15/2031 | 0.04% | 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.04% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% | CPG INTL TL L+375 04.7500 05/05/2024 | 0.04% | GNR 2020-15 CS IO 05.9191 02/20/2050 | 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% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | NETFLIX INC. 06.3750 05/15/2029 | 0.04% | NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.04% | REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.04% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.04% | TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.04% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.03% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.03% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% | CINEMARK USA INC 04.8750 06/01/2023 | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.03% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.03% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.03% | LIBERTY MEDIA | 0.03% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.03% | SNAP INC CV 00.7500 08/01/2026 | 0.03% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.03% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.03% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.03% | COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.03% | FHR 3249 PS 21.8576 12/15/2036 | 0.03% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.03% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% | JPMCC 2007-CB20 E P/P 144A 06.2796 02/12/2051 | 0.03% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.03% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% | 1.996 R ISWP US0003M P 01/20/2031 | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.03% | CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.03% | EUR/NOK PUT 10.10 20210708 GSFX | 0.03% | FNR 2008-24 SP 22.8067 02/25/2038 | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.03% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% | MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% | NUANCE COMM CV 01.2500 04/01/2025 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.03% | SCIENTIFIC GAMES TLB5 L+275 02.8708 08/14/2024 | 0.03% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | CAS 2015-C03 2M2 05.1300 07/25/2025 | 0.03% | DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.03% | ICAHN ENTER 04.7500 09/15/2024 | 0.03% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% | QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | -0.30 R ISWP FWD EUR006M P 03/17/2031 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.03% | FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | GENESEE & WYOMING TL L+200 02.2539 11/05/2026 | 0.03% | GNR 2015-H26 CI IO 00.5294 08/20/2065 | 0.03% | INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | 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% | MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.03% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.03% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.03% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.03% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.03% | APACHE CORP 05.1000 09/01/2040 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% | ELANCO ANIMAL HLTH TLB L+175 01.8729 02/04/2027 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | SOTERA HEALTH TLB L+275 03.2500 12/13/2026 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.03% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.03% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.03% | CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.03% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% | CINEMARK USA INC 05.1250 12/15/2022 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | CPURNSA R 1.703 P 11/29/24 | 0.03% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.03% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.03% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.03% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.03% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | UKRPI P 3.3875 R 03/15/28 | 0.03% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.03% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.03% | GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.03% | INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.03% | NRG ENERGY INC 05.7500 01/15/2028 | 0.03% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% | BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.03% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.03% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.03% | CENTENE CORP 03.0000 10/15/2030 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.03% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.03% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.03% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.03% | GNR 2013-99 VS IO 05.9711 07/16/2043 | 0.03% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.03% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | ZAYO GROUP HLDG INC L+300 03.1208 03/09/2027 | 0.03% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.02% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.02% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.02% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.02% | JPY/USD 02/17/2021 SSBT | 0.02% | NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.02% | OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.02% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.02% | SWPTN 3MX10Y R 1.065 USD 04/13/2021 GS | 0.02% | T-MOBILE USA INC 02.6250 02/15/2029 | 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% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.02% | TWILIO INC CV 00.2500 06/01/2023 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.02% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.02% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.02% | MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.02% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.02% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% | AUD/USD 04/21/2021 UBS | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | CPURNSA R 1.7625 P 12/10/24 | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | FNR 2005-83 QP 17.0560 11/25/2034 | 0.02% | FNR 2006-62 PS 39.1200 07/25/2036 | 0.02% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.02% | GBP/USD 03/17/2021 RBSF | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | 0.30 R ISWP FWD SES3M P 03/17/2031 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.02% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | THYELE TL B 1L USD L+425 04.5384 07/31/2027 | 0.02% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% | SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.02% | SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.02% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | NZD/USD 04/21/2021 GSFX | 0.02% | SAILPOINT TCH CV 00.1250 09/15/2024 | 0.02% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.02% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | WPX ENERGY INC 04.5000 01/15/2030 | 0.02% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 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% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.02% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% | FHR 3408 EK 25.2841 04/15/2037 | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | HUB INTL TLB L+400 05.0000 04/25/2025 | 0.02% | INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | NETFLIX INC 04.8750 04/15/2028 | 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% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% | AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 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% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | APACHE CORPORATION 04.8750 11/15/2027 | 0.02% | AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.02% | CAS 2017-C06 2B1 04.5800 02/25/2030 | 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% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.02% | JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.02% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% | TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% | UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 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% | 0.41 R ISWP US0003M P 10/13/2025 | 0.02% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% | FNR 2010-140 GS IO 05.8700 07/25/2039 | 0.02% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.02% | OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% | RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.02% | SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.02% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 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 ML | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 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% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% | L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.02% | MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.02% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% | SEK/USD 03/17/2021 GSFX | 0.02% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.02% | SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | EUR/USD 03/17/2021 SSBT | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNR 2019-78 SJ IO 05.9191 06/20/2049 | 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% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% | NZD/USD 04/21/2021 RBSF | 0.01% | PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CAS 2015-C02 2M2 04.1300 05/25/2025 | 0.01% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% | CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.01% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% | GNR 2019-99 KS IO 05.9191 08/20/2049 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 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% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | OPTN FN30 2.0 02/04/21 CALL 103.3125 JPMC | 0.01% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% | AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% | CAD/USD 04/21/2021 JPMCB | 0.01% | CAS 2017-C07 2B1 04.5800 05/25/2030 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.01% | ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.01% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.01% | YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% | BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.01% | CAD/USD 04/21/2021 SSBT | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% | GBP/USD 03/17/2021 GSFX | 0.01% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% | JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% | OPTN FN30 2.5 02/04/21 CALL 105.25 JPMC | 0.01% | PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% | SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.01% | TERRIER MEDIA TLB L+425 04.3708 12/17/2026 | 0.01% | WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% | ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% | 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.8 2057-10-17 500.0 10/17/2057 JP | 0.01% | GBP/USD 03/17/2021 MSCIL | 0.01% | SM ENERGY CO 05.0000 01/15/2024 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | CAS 2015-C02 1M2 04.1300 05/25/2025 | 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 GS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | DIVERSEY TL L+300 03.1208 09/06/2024 | 0.01% | EUR/USD CALL 1.235 20210323 HSBCB | 0.01% | GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.01% | OVINTIV EXPLORATION INC 05.3750 01/01/2026 | 0.01% | SEK/USD 03/17/2021 UBS | 0.01% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% | USD/MXN PUT 19.25 20210609 MSCIL | 0.01% | CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% | CHEVRON USA INC 06.0000 03/01/2041 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% | NZD/USD 04/21/2021 SSBT | 0.01% | PQ CORP TLB L+225 02.4615 02/07/2027 | 0.01% | SWPTN 1MX5Y R 0.576 USD 02/08/2021 GS | 0.01% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% | SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.01% | USD/SGD PUT 1.32 20210413 JPMCB | 0.01% | 0.471 R ISWP US0003M P 11/16/2025 | 0.01% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% | CAD/USD 04/21/2021 TDBK | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.01% | NZD/USD 04/21/2021 CITI | 0.01% | NZD/USD 04/21/2021 UBS | 0.01% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.01% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.01% | 1.173 R ISWP US0003M P 01/14/2031 | 0.01% | ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.01% | AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% | CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.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-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.01% | EQT CORP 05.0000 01/15/2029 | 0.01% | GBP/USD 03/17/2021 HSBCB | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | NZD/USD 04/21/2021 HSBCB | 0.01% | NZD/USD 04/21/2021 JPMCB | 0.01% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | TXU TCEH RIGHTS | 0.01% | URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% | USD/SGD PUT 1.32 20210323 HSBCB | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | -0.33 R ISWP FWD CHL6M P 03/17/2031 | 0.00% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.00% | 1.5945 R ISWP US0003M P 01/15/2051 | 0.00% | CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% | CHF/USD 03/17/2021 MSCIL | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% | CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% | IHEARTMEDIA TLB L+300 03.1208 05/01/2026 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.00% | NOK/USD 03/17/2021 TDBK | 0.00% | SEK/USD 03/17/2021 MSCIL | 0.00% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% | USD/MXN PUT 19.25 20210413 JPMCB | 0.00% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% | 1.075 R ISWP US0003M P 01/27/2031 | 0.00% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% | 1.644 R ISWP US0003M P 01/14/2051 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | CAD/USD 04/21/2021 BANKAM | 0.00% | CAD/USD 04/21/2021 CSI-FX | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | EUR/USD 03/17/2021 BCAP-FX | 0.00% | FSPC T-57 1AX IO 00.3800 07/25/2043 | 0.00% | JPY/USD 02/17/2021 RBSF | 0.00% | NOK/USD 03/17/2021 RBSF | 0.00% | NZD/USD 04/21/2021 WPAC | 0.00% | SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.00% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | CAD/USD 04/21/2021 WPAC | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% | EUR/USD 03/17/2021 TDBK | 0.00% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | NOK/USD 03/17/2021 HSBCB | 0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% | SWPTN 3MX10Y R 0.93 USD 04/28/2021 CI | 0.00% | TRIBUNE CLASS 1C LITIGAT | 0.00% | USD/KRW PUT 1050.00 20210609 HSBCB | 0.00% | 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% | AUD/USD 04/21/2021 CITI | 0.00% | AUD/USD 04/21/2021 SSBT | 0.00% | CHF/USD 03/17/2021 RBSF | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | EUR/SEK PUT 9.90 20210323 MSCIL | 0.00% | EUR/USD 03/17/2021 CITI | 0.00% | EUR/USD 03/17/2021 CSI-FX | 0.00% | EUR/USD 03/17/2021 WPAC | 0.00% | NZD/USD 04/21/2021 BANKAM | 0.00% | SWPTN 1MX5Y P 0.576 USD 02/08/2021 GS | 0.00% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.00% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.00% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.00% | 0.2205 R ISWP US0003M P 01/15/2023 | 0.00% | 0.2235 R ISWP US0003M P 01/15/2023 | 0.00% | 0.228 R ISWP US0003M P 01/14/2023 | 0.00% | 1.1355 R ISWP US0003M P 01/13/2031 | 0.00% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | AUD/USD 04/21/2021 BANKAM | 0.00% | CAD/USD 04/21/2021 BCAP-FX | 0.00% | CHF/USD 03/17/2021 CSI-FX | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | EUR/USD 03/17/2021 GSFX | 0.00% | EUR/USD 03/17/2021 RBSF | 0.00% | FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% | GBP/USD 03/17/2021 JPMCB | 0.00% | GBP/USD 03/17/2021 TDBK | 0.00% | GBP/USD 03/17/2021 WPAC | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% | JPY/USD 02/17/2021 CITI | 0.00% | NOK/USD 03/17/2021 BANKAM | 0.00% | NZD/USD 04/21/2021 BCAP-FX | 0.00% | SEK/USD 03/17/2021 SSBT | 0.00% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% | SWPTN 1MX10Y R 1.196 USD 02/12/2021 CI | 0.00% | SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% | 0.188 R ISWP US0003M P 01/07/2023 | 0.00% | 0.205 R ISWP US0003M P 01/08/2023 | 0.00% | 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% | 0.2145 R ISWP US0003M P 01/13/2023 | 0.00% | 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% | 1.12792 R ISWP US0003M P 01/13/2031 | 0.00% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.00% | 1.6125 R ISWP US0003M P 01/15/2051 | 0.00% | CAD/USD 04/21/2021 CITI | 0.00% | CHC GROUP LLC SEDOL BYXD3K4 | 0.00% | CHF/USD 03/17/2021 HSBCB | 0.00% | CHF/USD 03/17/2021 UBS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% | CSMC 2006-C5 AX IO 01.0575 12/15/2039 | 0.00% | EUR/SEK PUT 9.65 20210323 MSCIL | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | HKD/USD 02/17/2021 BANKAM | 0.00% | HKD/USD 02/17/2021 HSBCB | 0.00% | HKD/USD 02/17/2021 SSBT | 0.00% | HKD/USD 02/17/2021 TDBK | 0.00% | HKD/USD 02/17/2021 UBS | 0.00% | JPY/USD 02/17/2021 WPAC | 0.00% | MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | NOK/USD 03/17/2021 GSFX | 0.00% | NOK/USD 03/17/2021 MSCIL | 0.00% | NZD/USD 04/21/2021 TDBK | 0.00% | SEK/USD 03/17/2021 BANKAM | 0.00% | SEK/USD 03/17/2021 HSBCB | 0.00% | SEK/USD 03/17/2021 JPMCB | 0.00% | SEK/USD 03/17/2021 TDBK | 0.00% | SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.00% | SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% | TERVITA CORP SEDOL BD1DCC4 | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% | USD/KRW PUT 1000.00 20210609 HSBCB | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | GBP/USD 03/17/2021 BCAP-FX | -0.00% | JPY/USD 02/17/2021 BCAP-FX | -0.00% | JPY/USD 02/17/2021 HSBCB | -0.00% | NZD/USD 04/21/2021 CSI-FX | -0.00% | SEK/USD 03/17/2021 CITI | -0.00% | SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.00% | SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.00% | SWPTN 3MX10Y R 0.9215 USD 04/28/2021 BA | -0.00% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | -0.00% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.00% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% | USD/MXN PUT 18.60 20210413 JPMCB | -0.00% | USD/SGD PUT 1.30 20210323 HSBCB | -0.00% | 0.201 R ISWP US0003M P 01/05/2023 | -0.00% | 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.00% | 1.104 R ISWP US0003M P 01/19/2031 | -0.00% | 1.1185 R ISWP US0003M P 01/15/2031 | -0.00% | 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% | 1.4375 R ISWP US0003M P 01/04/2051 | -0.00% | 1.509 R ISWP US0003M P 01/08/2051 | -0.00% | 1.546 R ISWP US0003M P 01/08/2051 | -0.00% | 1.5955 R ISWP US0003M P 01/19/2051 | -0.00% | AUD/USD 04/21/2021 WPAC | -0.00% | CAD/USD 04/21/2021 HSBCB | -0.00% | CHF/USD 03/17/2021 CITI | -0.00% | CHF/USD 03/17/2021 GSFX | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | EUR/USD 03/17/2021 HSBCB | -0.00% | EUR/USD 03/17/2021 MSCIL | -0.00% | EUR/USD CALL 1.265 20210323 HSBCB | -0.00% | JPY/USD 02/17/2021 GSFX | -0.00% | JPY/USD 02/17/2021 JPMCB | -0.00% | JPY/USD 02/17/2021 TDBK | -0.00% | SEK/USD 03/17/2021 BCAP-FX | -0.00% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% | SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.00% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.00% | USD/MXN PUT 18.25 20210609 MSCIL | -0.00% | USD/SGD PUT 1.30 20210413 JPMCB | -0.00% | 1.0991 R ISWP US0003M P 01/15/2031 | -0.00% | 2.032 R ISWP US0003M P 01/16/2055 | -0.00% | CAD/USD 04/21/2021 RBSF | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | EUR/USD 03/17/2021 BANKAM | -0.00% | GBP/USD 03/17/2021 CSI-FX | -0.00% | JPY/USD 02/17/2021 UBS | -0.00% | NOK/USD 03/17/2021 SSBT | -0.00% | 1.07 R ISWP US0003M P 01/11/2031 | -0.00% | 1.1749 R ISWP US0003M P 01/14/2031 | -0.00% | CAD/USD 04/21/2021 MSCIL | -0.00% | CHF/USD 03/17/2021 SSBT | -0.00% | CHF/USD 03/17/2021 TDBK | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | EUR/USD 03/17/2021 UBS | -0.00% | NOK/USD 03/17/2021 JPMCB | -0.00% | SEK/USD 03/17/2021 RBSF | -0.00% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% | SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% | SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.00% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | GBP/USD 03/17/2021 UBS | -0.00% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.00% | 1.0275 R ISWP US0003M P 01/08/2031 | -0.01% | 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% | 1.589 R ISWP FWD US0003M P 01/26/2051 | -0.01% | AUD/USD 04/21/2021 TDBK | -0.01% | CHF/USD 03/17/2021 JPMCB | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | NZD/USD 04/21/2021 MSCIL | -0.01% | SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.01% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% | 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% | 1.539 R ISWP US0003M P 01/08/2051 | -0.01% | AUD/USD 04/21/2021 CSI-FX | -0.01% | CAD/USD 04/21/2021 GSFX | -0.01% | CAD/USD 04/21/2021 UBS | -0.01% | EUR/USD 03/17/2021 JPMCB | -0.01% | SWPTN 3MX5Y P 2.243 USD 04/28/2021 BA | -0.01% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% | OPTN FN30 2.5 02/04/21 PUT 105.25 JPMC | -0.01% | SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% | AUD/USD 04/21/2021 HSBCB | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/NOK PUT 9.75 20210708 GSFX | -0.01% | JPY/USD 02/17/2021 BANKAM | -0.01% | JPY/USD 02/17/2021 MSCIL | -0.01% | 0.30 R ISWP 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0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% | 0.90 R ISWP FWD NFIX3MID P 03/17/2031 | -0.01% | 0.9355 R ISWP US0003M P 01/07/2031 | -0.01% | AUD/USD 04/21/2021 JPMCB | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 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 GS | -0.01% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 | 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1.969 USD 04/28/2021 JP | -0.02% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -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% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.02% | SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.02% | 0.90 R ISWP FWD AUDBB6M P 03/17/2031 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% | SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.02% | 0.12 R ISWP FWD SONIA P 03/17/2031 | -0.02% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | 1.20 R ISWP FWD CDOR03 P 03/17/2031 | -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-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% | SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% | 0.944 R ISWP US0003M P 01/05/2031 | -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% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% | 1.535 R ISWP US0003M P 02/01/2051 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.03% | AUD/USD 04/21/2021 RBSF | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -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% | OPTN FN30 2.0 02/04/21 PUT 103.3125 JPMC | -0.03% | 0.30 R ISWP US0003M P 07/14/2025 | -0.03% | AUD/USD 04/21/2021 GSFX | -0.03% | AUD/USD 04/21/2021 MSCIL | -0.03% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.03% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | GBP/USD 03/17/2021 SSBT | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.03% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.03% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.03% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.03% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | 0.37 R ISWP US0003M P 10/16/2025 | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.04% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.04% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.04% | OPTN FN30 2.0 03/04/21 PUT 102.875 JPMC | -0.04% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | CPTFEMU R 1.4 P 07/15/27 | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 3MX10Y R 0.964 USD 03/18/2021 JP | -0.04% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.05% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% | SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.05% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.05% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -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 MS | -0.05% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.05% | 0.83 R ISWP US0003M P 11/03/2021 | -0.05% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.06% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.06% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.06% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.07% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.07% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.07% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.07% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.08% | 0.645 R ISWP US0003M P 07/15/2030 | -0.08% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.08% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.08% | US 10YR ULTRA FUT MAR21 UXYH1 | -0.08% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -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% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.09% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.09% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.09% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | CPTFEMU R 1.4375 P 09/15/23 | -0.11% | CPTFEMU R 1.4413 P 09/15/23 | -0.11% | CPTFEMU R 1.4425 P 09/15/23 | -0.11% | CPTFEMU R 1.4438 P 09/15/23 | -0.11% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.11% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.11% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.11% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.12% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.12% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.12% | SWPTN 3MX5Y R 0.615 USD 04/13/2021 BC | -0.12% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.12% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.13% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.14% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.14% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.14% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.14% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.15% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.18% | 1.805 R ISWP US0003M P 01/19/2031 | -0.18% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.18% | UKRPI R 3.4425 P 07/15/49 | -0.19% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.20% | 1.02 R ISWP US0003M P 12/02/2033 | -0.21% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.22% | SWPTN 3MX10Y R 1.167 USD 04/13/2021 JP | -0.22% | 0.90 R ISWP FWD US0003M P 03/17/2031 | -0.23% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.23% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.24% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.26% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.26% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.28% | CPTFEMU P 1.13 R 05/15/50 | -0.29% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.31% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.36% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.37% | CPTFEMU P 0.935 R 05/15/40 | -0.38% | CPTFEMU P 0.93 R 05/15/40 | -0.38% | CPURNSA P 1.6625 R 07/10/30 | -0.38% | CPURNSA P 1.586 R 06/30/30 | -0.41% | FNMA FN30 TBA UMBS 02.0000 02/01/2051 | -0.56% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.68% | 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.68% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.78% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.06% | FNMA FN30 TBA UMBS 01.5000 03/01/2051 | -1.09% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.10% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.11% | US 2YR NOTE (CBT) MAR21 TUH1 | -60.75% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 17.28% | FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 10.91% | FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 10.47% | T 2.25 R 0.18 P 01/10/21 JP | 4.86% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.11% | TREASURY BILL 00.0000 02/02/2021 | 2.34% | FNMA FN30 TBA UMBS 01.5000 01/01/2051 | 2.20% | FNMA FN30 TBA UMBS 05.5000 01/01/2051 | 1.83% | GNMA GII30 TBA 04.0000 01/01/2051 | 1.74% | FNMA FN30 TBA UMBS 04.5000 01/01/2051 | 1.18% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.89% | IVORY COAST REGS 06.1250 06/15/2033 | 0.85% | US ULTRA BOND CBT MAR21 WNH1 | 0.81% | TREASURY BILL 00.0000 01/12/2021 | 0.76% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.76% | TREASURY BILL 00.0000 02/16/2021 | 0.71% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.66% | CWALT 2006-OA10 4A1 00.5280 08/25/2046 | 0.66% | TREASURY BILL 00.0000 03/18/2021 | 0.65% | CAS 2016-C02 1B 12.3980 09/25/2028 | 0.64% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.60% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.60% | TREASURY BILL 00.0000 01/05/2021 | 0.60% | STACR 2016-DNA1 B 10.1501 07/25/2028 | 0.59% | FHR 5004 SG IO 05.9520 08/25/2050 | 0.55% | FNR 2019-57 KS IO 05.9020 10/25/2049 | 0.54% | REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.53% | FNR 2017-32 SA IO 06.0020 05/25/2047 | 0.50% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.48% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.47% | GNR 2020-133 CS IO 06.1484 09/20/2050 | 0.47% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.46% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.46% | STRU BMOC-8710 SA IO 05.9984 07/20/2050 | 0.46% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.45% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.45% | FHR 5011 SA IO 06.1020 09/25/2050 | 0.44% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.44% | GNR 2016-H23 NI IO 02.3708 10/20/2066 | 0.44% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.42% | REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.42% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.41% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.41% | GNR 2019-96 SY IO 05.9484 08/20/2049 | 0.41% | CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.41% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.39% | GNR 2019-83 SY IO 05.9484 07/20/2049 | 0.38% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.38% | CAS 2015-C04 1M2 05.8480 04/25/2028 | 0.38% | IVORY COAST REGS 05.7500 12/31/2032 | 0.38% | BSCMS 2007-T26 AJ 05.4318 01/12/2045 | 0.38% | CWALT 2006-OA7 1A1 02.4016 06/25/2046 | 0.38% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.38% | CAS 2017-C03 1M2 03.1480 10/25/2029 | 0.37% | REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.37% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.37% | FNR 2018-38 SA IO 06.0520 06/25/2048 | 0.36% | CMLTI 2007-AMC3 A2D 00.4980 03/25/2037 | 0.36% | FHR 4945 SL IO 05.9020 01/25/2050 | 0.36% | FHR 4839 WS IO 05.9414 08/15/2056 | 0.35% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.35% | CAS 2018-C05 1B1 04.3980 01/25/2031 | 0.34% | STACR 2015-DNA3 B 09.4980 04/25/2028 | 0.33% | CARMX 2020-2 D 06.8700 05/17/2027 | 0.33% | CAS 2016-C03 1B 11.8980 10/25/2028 | 0.33% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.33% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.31% | MCAS 2020-01 M10 P/P 144A 03.8980 03/25/2050 | 0.31% | PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.30% | CAS 2016-C03 2M2 06.0480 10/25/2028 | 0.30% | SPST 2020-2 A 00.9780 03/26/2021 | 0.30% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.29% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.29% | GNR 2014-60 SD IO 06.0284 04/20/2044 | 0.29% | STACR 2016-HQA2 M3 05.2980 11/25/2028 | 0.29% | SWPTN 3MX10Y P 0.792 USD 01/13/2021 JP | 0.29% | JPMBB 2014-C18 D P/P 144A 04.7942 02/15/2047 | 0.29% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.28% | FNR 2020-12 SK IO 05.9020 03/25/2050 | 0.28% | WFRBS 2013-C15 D P/P 144A 04.4900 08/15/2046 | 0.28% | TREASURY BILL 00.0000 02/09/2021 | 0.27% | TREASURY BILL 00.0000 04/15/2021 | 0.27% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.27% | SHRP 2020-1 NOTE 03.1065 07/25/2024 | 0.27% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.27% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.27% | WAMU 2005-AR17 A1B3 00.8480 12/25/2045 | 0.26% | SPST 2020-WL1 A 01.2980 06/25/2051 | 0.26% | FNR 2018-20 SB IO 06.1020 03/25/2048 | 0.25% | CAS 2018-C04 2B1 04.6480 12/25/2030 | 0.25% | STACR 2015-DNA2 B 07.6980 12/25/2027 | 0.25% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.25% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.25% | WFRBS 2012-C10 D P/P 144A 04.4272 12/15/2045 | 0.24% | FNR 2015-42 LS IO 06.0520 06/25/2045 | 0.24% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.24% | STACR 2017-HQA1 M2 03.6980 08/25/2029 | 0.24% | CAS 2017-C02 2B1 05.6480 09/25/2029 | 0.23% | WFRBS 2012-C7 E P/P 144A 04.8098 06/15/2045 | 0.23% | FNR 2019-43 JS IO 05.9020 08/25/2049 | 0.23% | CAS 2017-C03 1B1 04.9980 10/25/2029 | 0.23% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.23% | NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.23% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.23% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.23% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.23% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.22% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.22% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.22% | TREASURY BILL 00.0000 02/23/2021 | 0.22% | ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.22% | SWPTN 3MX10Y P 0.964 USD 03/18/2021 JP | 0.22% | DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.21% | GNR 2020-7 SK IO 05.8984 01/20/2050 | 0.21% | 1.16 R ISWP US0003M P 10/16/2050 | 0.20% | GNR 2017-H16 JI IO 02.7771 08/20/2067 | 0.20% | STACR 2018-DNA3 B2 07.8980 09/25/2048 | 0.20% | DOMINICAN REPUBLIC REGS 06.8500 01/27/2045 | 0.20% | GNR 2019-152 ES IO 05.8984 12/20/2049 | 0.20% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.20% | FNR 2016-96 ST IO 05.9520 12/25/2046 | 0.20% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.20% | SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.20% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.19% | GNR 2018-H05 BI IO 01.9637 02/20/2068 | 0.19% | GNR 2016-H09 BI IO 02.9783 04/20/2066 | 0.19% | UKRPI P 3.665 R 12/15/28 | 0.19% | GNR 2017-H10 MI IO 02.1534 04/20/2067 | 0.19% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.19% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.19% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.18% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.18% | REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.18% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.18% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.18% | CAS 2016-C01 1B 11.8980 08/25/2028 | 0.18% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.18% | IVORY COAST REGS 05.2500 03/22/2030 | 0.18% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.18% | IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.18% | RALI 2006-QO10 A1 00.3080 01/25/2037 | 0.18% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.18% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.17% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.17% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.17% | CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.17% | JPMCC 2013-LC11 D 04.1670 04/15/2046 | 0.17% | GNR 2015-H25 AI IO 01.6175 09/20/2065 | 0.17% | OPTN FN30 2.0 02/04/21 CALL 103.3125 JPMC | 0.17% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.17% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.17% | REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.17% | FNR 2013-90 SD IO 06.4520 09/25/2043 | 0.17% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.17% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.17% | ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.17% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.16% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.16% | BCAP 2011-RR3 3A6 02.6212 11/27/2036 | 0.16% | GNR 2017-H08 NI IO 02.2436 03/20/2067 | 0.16% | TREASURY BILL 00.0000 01/19/2021 | 0.16% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.16% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.16% | GNR 2018-H03 XI IO 02.1796 02/20/2068 | 0.16% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.16% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.16% | IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.16% | PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.16% | VERTIV TLB L+300 03.1440 03/02/2027 | 0.16% | BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.16% | GNR 2016-H06 DI IO 02.1869 07/20/2065 | 0.16% | GNR 2018-H05 AI IO 02.2690 02/20/2068 | 0.16% | IVORY COAST REGS 05.3750 07/23/2024 | 0.16% | REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.16% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.16% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.16% | REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.16% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.16% | CPTFEMU R 0.961 P 05/15/40 | 0.15% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.15% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.15% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.15% | OMIR 2017-1A B1 P/P 144A 05.8980 04/25/2027 | 0.15% | CAS 2020-SBT1 1M2 03.7980 02/25/2040 | 0.15% | GNR 2016-H22 AI IO 02.3237 10/20/2066 | 0.15% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.15% | STACR 2020-DNA3 B2 09.4980 06/25/2050 | 0.15% | CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.15% | GNR 2016-H10 AI IO 02.7764 04/20/2066 | 0.15% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.15% | GNR 2016-H06 CI IO 02.2191 02/20/2066 | 0.15% | ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.15% | GNR 2016-H24 JI IO 02.1979 11/20/2066 | 0.15% | REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.15% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.14% | SPST 2020-6 A 01.8933 09/07/2021 | 0.14% | PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.14% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.14% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% | SAMI 2007-AR1 2A1 00.3280 01/25/2037 | 0.14% | WFCM 2013-LC12 D P/P 144A 04.2746 07/15/2046 | 0.14% | GNR 2017-H09 IO IO 02.1855 04/20/2067 | 0.14% | GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.14% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.14% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.14% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.14% | CPTFEMU P 1.71 R 07/15/37 | 0.14% | CPTFEMU R 0.655 P 05/15/30 | 0.14% | CWALT 2006-OA7 1A2 01.5494 06/25/2046 | 0.13% | GNR 2017-H06 BI IO 02.1858 02/20/2067 | 0.13% | GNR 2017-H12 QI IO 02.6274 05/20/2067 | 0.13% | STACR 2014-DN1 M3 04.6480 02/25/2024 | 0.13% | CPTFEMU R 0.6625 P 05/15/30 | 0.13% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.13% | COMM 2014-CR16 C 04.9281 04/10/2047 | 0.13% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.13% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.13% | REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.13% | DISH NETWORK CV 03.3750 08/15/2026 | 0.13% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.13% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.13% | GNR 2017-H16 IB IO 02.1279 08/20/2067 | 0.13% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.13% | ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.13% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.13% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.13% | GNR 2015-H23 BI IO 01.7545 09/20/2065 | 0.13% | GNR 2017-H02 BI IO 02.1856 01/20/2067 | 0.13% | MSBAM 2015-C23 D P/P 144A 04.1446 07/15/2050 | 0.13% | 1.316 R ISWP US0003M P 10/15/2021 | 0.12% | COMM 2013-CR9 D P/P 144A 04.2429 07/10/2045 | 0.12% | CENTENE CORP 04.6250 12/15/2029 | 0.12% | GNR 2017-H16 IG IO 02.0414 07/20/2067 | 0.12% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.12% | ON SEMICONDUC CV 01.6250 10/15/2023 | 0.12% | ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.12% | CWALT 2005-59 1A1 00.8038 11/20/2035 | 0.12% | HCA INC. 05.3750 09/01/2026 | 0.12% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.12% | SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.12% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% | WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.12% | BALTA 2005-8 21A1 02.9508 10/25/2035 | 0.12% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.12% | FNR 2013-107 SB IO 05.8020 02/25/2043 | 0.12% | GNR 2017-H11 DI IO 01.9254 05/20/2067 | 0.12% | BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.12% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.12% | MSRR 2010-R4 4B 00.8910 02/26/2037 | 0.12% | CWALT 2006-OA10 3A1 00.5280 08/25/2046 | 0.12% | JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.12% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.12% | STACR 2019-DNA1 M2 02.7980 01/25/2049 | 0.12% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.12% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.12% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.12% | EURO-BUND FUTURE MAR21 RXH1 | 0.12% | BMIR 2017-1 B1 P/P 144A 04.8980 10/25/2027 | 0.12% | COMM 2014-UBS3 D P/P 144A 04.7683 06/10/2047 | 0.12% | ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.12% | GNR 2016-H02 HI IO 02.9195 01/20/2066 | 0.12% | LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.12% | TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.12% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.12% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.12% | GNR 2014-119 SA IO 05.4484 08/20/2044 | 0.11% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.11% | MSBAM 2013-C10 D P/P 144A 04.0816 07/15/2046 | 0.11% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.11% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.11% | STACR 2020-HQA2 M2 03.2480 03/25/2050 | 0.11% | BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.11% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.11% | GNR 2015-H24 AI IO 02.1834 09/20/2065 | 0.11% | GNR 2016-H16 EI IO 02.4948 06/20/2066 | 0.11% | GSAA 2006-8 2A2 00.5080 05/25/2036 | 0.11% | NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.11% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.11% | CAS 2017-C04 2M2 02.9980 11/25/2029 | 0.11% | CSAIL 2015-C1 D P/P 144A 03.7643 04/15/2050 | 0.11% | CAS 2019-R03 1B1 04.2480 09/25/2031 | 0.11% | GNR 2016-H03 DI IO 02.0283 12/20/2065 | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | LIVE NATION CV 02.5000 03/15/2023 | 0.11% | NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.11% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.11% | GSMS 2013-GC10 D P/P 144A 04.4021 02/10/2046 | 0.11% | UKRPI P 3.34 R 03/15/28 | 0.11% | USD/MXN PUT 20.50 20210416 GSFX | 0.11% | CWALT 2006-OA10 2A1 00.5280 08/25/2046 | 0.10% | GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.10% | GNR 2016-H14 AI IO 02.6887 06/20/2066 | 0.10% | 1.33 R ISWP US0003M P 11/03/2021 | 0.10% | DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.10% | GNR 2017-H11 TI IO 02.6661 04/20/2067 | 0.10% | GMAC CAPITAL TRUST I PCT 06.0070 | 0.10% | ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.10% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.10% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.10% | JPMCC 2011-C4 C P/P 144A 05.4261 07/15/2046 | 0.10% | COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.10% | DBALT 2006-AR4 A2 00.5280 12/25/2036 | 0.10% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.10% | GNR 2015-H25 EI IO 01.8597 10/20/2065 | 0.10% | PULTEGROUP INC 05.5000 03/01/2026 | 0.10% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% | NETFLIX INC. 05.8750 11/15/2028 | 0.10% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.10% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.10% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.10% | LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.10% | CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.10% | CWALT 2005-38 A1 02.1094 09/25/2035 | 0.10% | OPTN FN30 2.0 02/04/21 CALL 103.34375 JPMC | 0.10% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.10% | FNR 2018-86 DS IO 05.9520 12/25/2048 | 0.10% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.10% | GNR 2016-H03 AI IO 03.1888 01/20/2066 | 0.10% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.10% | ORTHO-CLINICAL TLB L+325 03.3940 06/30/2025 | 0.10% | PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.10% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.10% | DISH DBS CORP 05.8750 11/15/2024 | 0.09% | RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.09% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.09% | AUD/USD CALL 0.76 20210311 HSBCB | 0.09% | ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.09% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.09% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.09% | MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.09% | 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | FHR 4742 S IO 06.0414 12/15/2047 | 0.09% | STACR 2018-HQA2 B1 04.3980 10/25/2048 | 0.09% | 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | FHR 3065 DC 19.3841 03/15/2035 | 0.09% | GNR 2014-H21 BI IO 01.5398 10/20/2064 | 0.09% | GNR 2015-H10 BI IO 03.0379 04/20/2065 | 0.09% | TWITTER INC CV 01.0000 09/15/2021 | 0.09% | FORTIVE CORP CV 00.8750 02/15/2022 | 0.09% | GSR 2007-OA1 2A3A 00.4580 05/25/2037 | 0.09% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.09% | UKRPI P 3.4025 R 03/15/28 | 0.09% | WPX ENERGY INC 05.8750 06/15/2028 | 0.09% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.09% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.09% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.09% | STACR 2020-DNA4 B2 10.1480 08/25/2050 | 0.09% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.09% | LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.09% | MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.09% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.09% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.09% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.09% | SNAP INC CV 00.7500 08/01/2026 | 0.09% | AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.08% | BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.08% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% | UKRPI P 3.385 R 11/15/24 | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | VONAGE HLDGS CV 01.7500 06/01/2024 | 0.08% | CAS 2020-R01 1B1 03.3980 01/25/2040 | 0.08% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.08% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.08% | JPMBB 2014-C18 E P/P 144A 04.2942 02/15/2047 | 0.08% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.08% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.08% | OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.08% | STACR 2019-DNA2 B2 10.6480 03/25/2049 | 0.08% | 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.08% | BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 | 0.08% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.08% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.08% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.08% | COMM 2012-CR3 E P/P 144A 04.7503 10/15/2045 | 0.08% | CCMFC 2006-4A A2 00.3280 11/25/2047 | 0.08% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.08% | AUD/USD 01/20/2021 MSCIL | 0.08% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.08% | MEREDITH CORP 06.8750 02/01/2026 | 0.08% | NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.08% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.08% | REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.08% | FNR 2006-8 HP 24.0240 03/25/2036 | 0.08% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.08% | GNR 2016-48 MI IO 03.5000 04/16/2046 | 0.08% | AUD/USD 01/20/2021 GSFX | 0.07% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.07% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% | GNR 2013-H08 CI IO 01.6320 02/20/2063 | 0.07% | GNR 2016-H24 CI IO 01.7002 10/20/2066 | 0.07% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.07% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% | MWST 2019-1 A 00.9480 06/25/2052 | 0.07% | ZILLOW GRP CV 01.3750 09/01/2026 | 0.07% | ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.07% | BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.07% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.07% | SAILPOINT TCH CV 00.1250 09/15/2024 | 0.07% | STACR 2018-HQA2 B2 11.1480 10/25/2048 | 0.07% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.07% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.07% | VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.07% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.07% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.07% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.07% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.07% | GNR 2016-H17 KI IO 02.5330 07/20/2066 | 0.07% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.07% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | BLACKLINE INC CV 00.1250 08/01/2024 | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.07% | TRANSDIGM INC 05.5000 11/15/2027 | 0.07% | BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.07% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.07% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.07% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.07% | 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.07% | 0.75 R ISWP US0003M P 10/16/2030 | 0.07% | BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.07% | CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.07% | INSULET CORP CV 00.3750 09/01/2026 | 0.07% | NRG ENERGY INC 05.7500 01/15/2028 | 0.07% | PROOFPOINT IN CV 00.2500 08/15/2024 | 0.07% | REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.07% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.07% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.07% | MRAFT 2020-4 A1 01.4988 04/23/2023 | 0.07% | PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.07% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.07% | CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.07% | CAS 2018 - C01 1B1 03.6980 07/25/2030 | 0.07% | CIRSA FINANCE INTER REGS 06.2500 12/20/2023 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | JPALT 2007-A2 12A1 00.3480 06/25/2037 | 0.07% | JPMCC 2007-CB20 E P/P 144A 06.1687 02/12/2051 | 0.07% | L BRANDS INC 07.5000 06/15/2029 | 0.07% | PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.07% | 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.06% | CWALT 2006-24CB A13 00.4980 08/25/2036 | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.06% | WMHE 2007-HE4 1A 00.3180 07/25/2047 | 0.06% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.06% | DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.06% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.06% | NRG ENERGY CV 02.7500 06/01/2048 | 0.06% | SOLENIS 1STL L+400 04.2330 06/26/2025 | 0.06% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.06% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.06% | PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.06% | VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | AUD/USD 01/20/2021 RBSF | 0.06% | DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.06% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.06% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.06% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% | NUANCE COMM CV 01.2500 04/01/2025 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.06% | UKRPI P 3.34 R 02/15/28 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.06% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.06% | GNR 2016-H14 IO IO 01.6878 06/20/2066 | 0.06% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.06% | INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.06% | LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.06% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% | SPRINT CORP 07.2500 09/15/2021 | 0.06% | CAS 2016-C05 2B 10.8980 01/25/2029 | 0.06% | CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.06% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.06% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | SPRINT CORP 07.8750 09/15/2023 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | STACR 2018-HQA2 M2 02.4480 10/25/2048 | 0.06% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% | USD/MXN PUT 20.50 20210413 JPMCB | 0.06% | BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.06% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | DOCUSIGN INC CV 00.5000 09/15/2023 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.06% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.06% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.06% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.06% | CONMED CORP CV 02.6250 02/01/2024 | 0.06% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.06% | HVMLT 2005-2 1A 00.6716 05/19/2035 | 0.06% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.06% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.06% | SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.06% | SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.06% | TWILIO INC CV 00.2500 06/01/2023 | 0.06% | UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.06% | ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.06% | AUD/USD CALL 0.79 20210510 GSFX | 0.06% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.06% | COLONY STARWO CV 03.5000 01/15/2022 | 0.06% | GNR 2015-H08 CI IO 01.7961 03/20/2065 | 0.06% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | SM ENERGY CO 06.6250 01/15/2027 | 0.06% | SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.06% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.06% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.06% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.06% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.06% | ISTAR INC. 04.2500 08/01/2025 | 0.06% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.06% | CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.05% | FHR 3072 SM 04.2533 11/15/2035 | 0.05% | FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.05% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.05% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% | MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.05% | STACR 2019-DNA3 B2 08.2980 07/25/2049 | 0.05% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.05% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% | INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | ASURION TLB7 L+300 03.1468 11/03/2024 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | FNR 2010-35 SG IO 06.2520 04/25/2040 | 0.05% | HUSKY TLB L+300 03.2666 03/28/2025 | 0.05% | L BRANDS INC. 06.8750 11/01/2035 | 0.05% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.05% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.05% | BERRY PLASTICS TLY L+200 02.1488 07/01/2026 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.05% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.05% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.05% | FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% | GNR 2013-129 SN IO 05.9984 09/20/2043 | 0.05% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | JPMCC 2011-C3 F P/P 144A 05.6961 02/15/2046 | 0.05% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.05% | SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.05% | CWALT 2007-OH1 A1D 00.3580 04/25/2047 | 0.05% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.05% | GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.05% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.05% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% | CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | CONTINENTAL RES 04.5000 04/15/2023 | 0.05% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.05% | DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% | QVC INC 04.3750 09/01/2028 | 0.05% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.05% | STACR 2019-DNA2 M2 02.5980 03/25/2049 | 0.05% | SWPTN 3MX5Y P 0.418 USD 01/13/2021 BC | 0.05% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.05% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.05% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.05% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% | FNR 2007-53 SP 23.6573 06/25/2037 | 0.05% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.05% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.05% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.05% | WERNER TLB L+400 05.0000 07/24/2024 | 0.05% | WPX ENERGY INC 05.2500 10/15/2027 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.05% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% | MICROCHIP TEC CV 01.6250 02/15/2027 | 0.05% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% | RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.05% | ARBY'S TLB L+275 03.7500 02/05/2025 | 0.04% | CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | MHL 2005-3 M2 00.9430 08/25/2035 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.04% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.04% | CAS 2015-C04 2M2 05.6980 04/25/2028 | 0.04% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% | HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.04% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% | PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.04% | RH P/P 144A CV 00.0000 09/15/2024 | 0.04% | TERRIER MEDIA TLB L+425 04.3968 12/17/2026 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.04% | SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.04% | SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.04% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% | WINNEBAGO IND CV 01.5000 04/01/2025 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.04% | ISTAR INC 05.5000 02/15/2026 | 0.04% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.04% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.04% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.04% | UKRPI P 3.381 R 11/15/24 | 0.04% | AIR TRANSPORT CV 01.1250 10/15/2024 | 0.04% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.04% | EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% | LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.04% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% | PETSMART INC TLB L+350 04.5000 03/11/2022 | 0.04% | Q2 HLDG INC CV 00.7500 06/01/2026 | 0.04% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.04% | SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.04% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% | CIT GROUP INC. 05.2500 03/07/2025 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% | NEVRO CORP CV 01.7500 06/01/2021 | 0.04% | NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% | NZD/USD 01/20/2021 MSCIL | 0.04% | RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% | SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.04% | SYNAPTICS INC CV 00.5000 06/15/2022 | 0.04% | UKRPI P 3.42 R 12/15/24 | 0.04% | WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.04% | CAD/USD 01/20/2021 GSFX | 0.04% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% | ENVISION HEALTHCARE TL L+375 03.8968 10/10/2025 | 0.04% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | SM ENERGY CO 06.1250 11/15/2022 | 0.04% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.04% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | DIAMOND SPORTS TLB L+325 03.4000 08/24/2026 | 0.04% | FNR 2005-122 SE 22.5820 11/25/2035 | 0.04% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.04% | GNR 2020-15 CS IO 05.8984 02/20/2050 | 0.04% | GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.04% | IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% | UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.04% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.04% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.04% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% | GARDA WORLD TLB L+475 04.9900 10/30/2026 | 0.04% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% | IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.04% | MESSER INDUST TLB L+250 02.7539 03/01/2026 | 0.04% | MSBAM 2013-C11 D P/P 144A 04.3521 08/15/2046 | 0.04% | PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.04% | REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.04% | SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.04% | 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.04% | AUD/USD 01/20/2021 HSBCB | 0.04% | CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.04% | CLEAR CHANNEL TLB L+350 03.7144 08/21/2026 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | EUR/NOK PUT 10.45 20210423 UBS | 0.04% | FHR 4530 TI IO 04.0000 11/15/2045 | 0.04% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.04% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% | NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.04% | PROVINCIA DE BUENOS 34.1871 05/31/2022 | 0.04% | SOTERA HEALTH TL L+450 05.5000 12/13/2026 | 0.04% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% | AMERICAN BATH 1L L+450 05.2500 11/23/2027 | 0.04% | AUD/USD 01/20/2021 CSI-FX | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% | CPG INTL TL L+375 04.7500 05/05/2024 | 0.04% | DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | LIBERTY MEDIA | 0.04% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.04% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% | CINEMARK USA INC 04.8750 06/01/2023 | 0.03% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.03% | COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.03% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.03% | FHR 3249 PS 21.7515 12/15/2036 | 0.03% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.03% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% | NETFLIX INC. 06.3750 05/15/2029 | 0.03% | NZD/USD 01/20/2021 UBS | 0.03% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.03% | FNR 2008-24 SP 22.7407 02/25/2038 | 0.03% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.03% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.03% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.03% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.03% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.03% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.03% | CAS 2015-C03 2M2 05.1480 07/25/2025 | 0.03% | DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.03% | EUR/NOK PUT 10.45 20210323 CSI-FX | 0.03% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.03% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% | GNR 2015-H26 CI IO 00.5197 08/20/2065 | 0.03% | ICAHN ENTER 04.7500 09/15/2024 | 0.03% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% | MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SCIENTIFIC GAMES TLB5 L+275 02.8968 08/14/2024 | 0.03% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% | TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.03% | UKRPI P 3.3875 R 03/15/28 | 0.03% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.03% | APACHE CORP 05.1000 09/01/2040 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.03% | FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | GENESEE & WYOMING TL L+200 02.2539 11/05/2026 | 0.03% | INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.03% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.03% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% | ELANCO ANIMAL HLTH TLB L+175 01.8940 02/04/2027 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.03% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% | CINEMARK USA INC 05.1250 12/15/2022 | 0.03% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.03% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.03% | GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.03% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.03% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% | SEK/USD 03/17/2021 GSFX | 0.03% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% | BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% | CAD/USD 01/20/2021 MSCIL | 0.03% | CLP/USD 01/20/2021 CITI | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.03% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.03% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.03% | GNR 2013-99 VS IO 05.9469 07/16/2043 | 0.03% | INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.03% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.03% | BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.03% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.03% | CAD/USD 01/20/2021 UBS | 0.03% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.03% | CENTENE CORP 03.0000 10/15/2030 | 0.03% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.03% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.03% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.03% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.03% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% | ZAYO GROUP HLDG INC L+300 03.1468 03/09/2027 | 0.03% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.02% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.02% | EUR/USD CALL 1.235 20210323 HSBCB | 0.02% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.02% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.02% | OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.02% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.02% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.02% | FNR 2006-62 PS 39.0120 07/25/2036 | 0.02% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.02% | MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% | PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.02% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.02% | AUD/USD 01/20/2021 TDBK | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | FNR 2005-83 QP 17.0092 11/25/2034 | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.02% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.02% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.02% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% | SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.02% | THYELE TL B 1L USD L+425 04.4283 07/31/2027 | 0.02% | CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | KRW/USD 02/17/2021 JPMCB | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | NZD/USD 01/20/2021 BCAP-FX | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.02% | SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.02% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% | AUD/USD 01/20/2021 JPMCB | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.02% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% | FHR 3408 EK 25.1548 04/15/2037 | 0.02% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% | GBP/USD 03/17/2021 RBSF | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.02% | US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% | USD/MXN PUT 19.25 20210609 MSCIL | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | WPX ENERGY INC 04.5000 01/15/2030 | 0.02% | AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | FNR 2010-140 GS IO 05.8520 07/25/2039 | 0.02% | FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | HUB INTL TLB L+400 05.0000 04/25/2025 | 0.02% | INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | JPY/USD 02/17/2021 MSCIL | 0.02% | JPY/USD 02/17/2021 UBS | 0.02% | KRW/USD 02/17/2021 HSBCB | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | NETFLIX INC 04.8750 04/15/2028 | 0.02% | OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% | TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.02% | APACHE CORPORATION 04.8750 11/15/2027 | 0.02% | AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.02% | CAS 2017-C06 2B1 04.5980 02/25/2030 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | CPURNSA R 1.703 P 11/29/24 | 0.02% | EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% | UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.02% | VALVOLINE INC 04.3750 08/15/2025 | 0.02% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% | 0.30 R ISWP FWD SES3M P 03/17/2031 | 0.02% | 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.02% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.02% | LIBERTY BROAD P/P 144A CV 02.7500 09/30/2050 | 0.02% | OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% | PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.02% | QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.02% | RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.02% | USD/SGD PUT 1.32 20210413 JPMCB | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% | CNH/USD 02/18/2021 GSFX | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | GNR 2019-78 SJ IO 05.8984 06/20/2049 | 0.02% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.02% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% | L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.02% | MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.02% | OPTN FN30 3.0 01/07/21 CALL 104.53125 JPMC | 0.02% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | USD/KRW PUT 1050.00 20210609 HSBCB | 0.02% | USD/SGD PUT 1.32 20210323 HSBCB | 0.02% | WYNDHAM HOTELS & P/P 144A 04.3750 08/15/2028 | 0.02% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.01% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% | CHS/COMMUNITY HEALTH P/P 144A 09.8750 06/30/2023 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | JPY/USD 02/17/2021 HSBCB | 0.01% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CAS 2015-C02 2M2 04.1480 05/25/2025 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% | GNR 2019-99 KS IO 05.8984 08/20/2049 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% | 0.70 R ISWP FWD SOFRRATE P 03/17/2031 | 0.01% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% | AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% | AMERICAN BATH 1L2 L+450 05.2500 11/23/2027 | 0.01% | CAS 2017-C07 2B1 04.5980 05/25/2030 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.01% | SEK/USD 03/17/2021 UBS | 0.01% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% | TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.01% | YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.01% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.01% | CAD/USD 01/20/2021 RBSF | 0.01% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | CPURNSA R 1.7625 P 12/10/24 | 0.01% | GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% | JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% | PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.01% | ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.01% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% | TERRIER MEDIA TLB L+425 04.3968 12/17/2026 | 0.01% | WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% | ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | GBP/USD 03/17/2021 MSCIL | 0.01% | NOK/USD 03/17/2021 GSFX | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% | CAS 2015-C02 1M2 04.1480 05/25/2025 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | DIVERSEY TL L+300 03.2144 09/06/2024 | 0.01% | EUR/SEK PUT 9.90 20210323 MSCIL | 0.01% | GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.01% | NZD/USD 01/20/2021 CSI-FX | 0.01% | OVINTIV EXPLORATION INC 05.3750 01/01/2026 | 0.01% | PQ CORP TLB L+225 02.4644 02/07/2027 | 0.01% | SEK/USD 03/17/2021 MSCIL | 0.01% | SM ENERGY CO 05.0000 01/15/2024 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% | CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | GBP/USD 03/17/2021 GSFX | 0.01% | HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | JPY/USD 02/17/2021 BCAP-FX | 0.01% | JPY/USD 02/17/2021 CITI | 0.01% | JPY/USD 02/17/2021 TDBK | 0.01% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% | NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.01% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.01% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% | CAD/USD 01/20/2021 HSBCB | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.01% | 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.01% | ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.01% | AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% | CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% | CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.01% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.01% | EQT CORP 05.0000 01/15/2029 | 0.01% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% | NOK/USD 03/17/2021 TDBK | 0.01% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% | SEK/USD 03/17/2021 SSBT | 0.01% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | TXU TCEH RIGHTS | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | 0.871 R ISWP FWD 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11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | EUR/USD 03/17/2021 HSBCB | 0.00% | EUR/USD 03/17/2021 UBS | 0.00% | FSPC T-57 1AX IO 00.3803 07/25/2043 | 0.00% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% | JPY/USD 02/17/2021 GSFX | 0.00% | JPY/USD 02/17/2021 RBSF | 0.00% | NOK/USD 03/17/2021 RBSF | 0.00% | SWPTN 1MX5Y P 0.43 USD 01/11/2021 GS | 0.00% | SWPTN 1MX5Y R 0.43 USD 01/11/2021 GS | 0.00% | -0.33 R ISWP FWD CHL6M P 03/17/2031 | 0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% | 0.4515 R ISWP US0003M P 12/31/2025 | 0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% | GBP/USD 03/17/2021 JPMCB | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | JPY/USD 02/17/2021 SSBT | 0.00% | NOK/USD 03/17/2021 HSBCB | 0.00% | SEK/USD 03/17/2021 JPMCB | 0.00% | TRIBUNE CLASS 1C LITIGAT | 0.00% | 0.428 R ISWP FWD US0003M P 12/16/2025 | 0.00% | 0.932 R ISWP FWD US0003M P 12/07/2030 | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% | CAD/USD 01/20/2021 CITI | 0.00% | CHF/USD 03/17/2021 JPMCB | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | EUR/USD 03/17/2021 MSCIL | 0.00% | JPY/USD 02/17/2021 BANKAM | 0.00% | JPY/USD 02/17/2021 JPMCB | 0.00% | SEK/USD 03/17/2021 HSBCB | 0.00% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.00% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | 0.00% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | CHF/USD 03/17/2021 CITI | 0.00% | CHF/USD 03/17/2021 SSBT | 0.00% | CHF/USD 03/17/2021 TDBK | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% | GBP/USD 03/17/2021 TDBK | 0.00% | GBP/USD 03/17/2021 WPAC | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% | NZD/USD 01/20/2021 TDBK | 0.00% | SEK/USD 03/17/2021 BANKAM | 0.00% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% | SWPTN 5WX10Y P 1.1213 USD 01/11/2021 BA | 0.00% | SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | 0.00% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% | 1.20 R ISWP FWD CDOR03 P 03/17/2031 | 0.00% | 1.4375 R ISWP US0003M P 01/04/2051 | 0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% | CHC GROUP LLC SEDOL BYXD3K4 | 0.00% | CHF/USD 03/17/2021 RBSF | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% | CSMC 2006-C5 AX IO 00.9017 12/15/2039 | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | HKD/USD 02/17/2021 BANKAM | 0.00% | HKD/USD 02/17/2021 HSBCB | 0.00% | HKD/USD 02/17/2021 SSBT | 0.00% | HKD/USD 02/17/2021 TDBK | 0.00% | HKD/USD 02/17/2021 UBS | 0.00% | MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | NOK/USD 03/17/2021 BANKAM | 0.00% | OPTN FN30 3.0 01/07/21 PUT 104.53125 JPMC | 0.00% | SEK/USD 03/17/2021 TDBK | 0.00% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% | TERVITA CORP SEDOL BD1DCC4 | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% | -0.30 R ISWP FWD EUR006M P 03/17/2031 | -0.00% | 0.3175 R ISWP FWD EUR006M P 03/28/2040 | -0.00% | 0.41 R ISWP US0003M P 10/13/2025 | -0.00% | 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% | CHF/USD 03/17/2021 GSFX | -0.00% | CHF/USD 03/17/2021 MSCIL | -0.00% | CHF/USD 03/17/2021 UBS | -0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% | CNH/USD 02/18/2021 JPMCB | -0.00% | CNH/USD 02/18/2021 WPAC | -0.00% | EUR/USD 03/17/2021 CSI-FX | -0.00% | EUR/USD 03/17/2021 GSFX | -0.00% | GBP/USD 03/17/2021 BCAP-FX | -0.00% | GBP/USD 03/17/2021 CSI-FX | -0.00% | NOK/USD 03/17/2021 MSCIL | -0.00% | SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% | SWPTN 5WX30Y P 1.5843 USD 01/11/2021 BA | -0.00% | SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | -0.00% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | -0.00% | CHF/USD 03/17/2021 CSI-FX | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | EUR/SEK PUT 9.65 20210323 MSCIL | -0.00% | EUR/USD 03/17/2021 WPAC | -0.00% | JPY/USD 02/17/2021 WPAC | -0.00% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.00% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% | EUR/USD 03/17/2021 RBSF | -0.00% | NOK/USD 03/17/2021 JPMCB | -0.00% | SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% | TWD/USD 02/17/2021 JPMCB | -0.00% | USD/KRW PUT 1000.00 20210609 HSBCB | -0.00% | 0.90 R ISWP FWD NFIX3MID P 03/17/2031 | -0.00% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.00% | 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% | AUD/USD 01/20/2021 WPAC | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | INR/USD 02/17/2021 JPMCB | -0.00% | NOK/USD 03/17/2021 SSBT | -0.00% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% | 0.12 R ISWP FWD SONIA P 03/17/2031 | -0.00% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% | 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.00% | CAD/USD 01/20/2021 PSBS | -0.00% | CHF/USD 03/17/2021 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 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CNH/USD 02/18/2021 BANKAM | -0.00% | GBP/USD 03/17/2021 UBS | -0.00% | INR/USD 02/17/2021 HSBCB | -0.00% | MXN/USD 01/20/2021 BANKAM | -0.00% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% | SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% | 1.20 R ISWP FWD NOKOIB6M P 03/17/2031 | -0.01% | 1.26 R ISWP US0003M P 12/01/2050 | -0.01% | AUD/USD 01/20/2021 CITI | -0.01% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.01% | SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% | USD/MXN PUT 18.25 20210609 MSCIL | -0.01% | USD/SGD PUT 1.30 20210323 HSBCB | -0.01% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% | 2.032 R ISWP US0003M P 01/16/2055 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% | EUR/USD 03/17/2021 CITI | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | SEK/USD 03/17/2021 RBSF | -0.01% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.01% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.01% | TWD/USD 02/17/2021 GSFX | -0.01% | USD/SGD PUT 1.30 20210413 JPMCB | -0.01% | 0.90 R ISWP FWD AUDBB6M P 03/17/2031 | -0.01% | CAD/USD 01/20/2021 WPAC | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | EUR/USD 03/17/2021 BCAP-FX | -0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD 03/17/2021 TDBK | -0.01% | EUR/USD CALL 1.265 20210323 HSBCB | -0.01% | SEK/USD 03/17/2021 CITI | -0.01% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% | 0.37 R ISWP US0003M P 10/16/2025 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | NOK/USD 03/17/2021 UBS | -0.01% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | 0.30 R ISWP US0003M P 12/02/2023 | -0.01% | 0.471 R ISWP US0003M P 11/16/2025 | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | GBP/USD 03/17/2021 CITI | -0.01% | SWPTN 3MX10Y R 0.792 USD 01/13/2021 JP | -0.01% | SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.01% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% | AUD/USD 01/20/2021 BANKAM | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SEK/USD 03/17/2021 BCAP-FX | -0.01% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.01% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.02% | 0.30 R ISWP US0003M P 07/14/2025 | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | NZD/USD 01/20/2021 JPMCB | -0.02% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% | 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% | AUD/USD CALL 0.825 20210510 GSFX | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CNH/USD 02/18/2021 HSBCB | -0.02% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.02% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.02% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.02% | AUD/USD CALL 0.80 20210311 HSBCB | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.02% | CAD/USD 01/20/2021 CSI-FX | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | NZD/USD 01/20/2021 BANKAM | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | NZD/USD 01/20/2021 WPAC | -0.02% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.02% | SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.02% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.03% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% | GBP/USD 03/17/2021 SSBT | -0.03% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% | CAD/USD 01/20/2021 BANKAM | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 3MX5Y R 0.418 USD 01/13/2021 BC | -0.03% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% | USD/MXN PUT 19.75 20210413 JPMCB | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% | EUR/USD 03/17/2021 SSBT | -0.03% | CAD/USD 01/20/2021 JPMCB | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | NZD/USD 01/20/2021 HSBCB | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.03% | SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% | CAD/USD 01/20/2021 TDBK | -0.04% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.04% | SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.04% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | AUD/USD 01/20/2021 PSBS | -0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.04% | NZD/USD 01/20/2021 RBSF | -0.04% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.04% | USD/MXN PUT 19.00 20210416 GSFX | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% | NZD/USD 01/20/2021 CITI | -0.04% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.04% | 0.645 R ISWP US0003M P 07/15/2030 | -0.04% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% | OPTN FN30 2.0 02/04/21 PUT 103.34375 JPMC | -0.04% | NZD/USD 01/20/2021 PSBS | -0.04% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | 0.90 R ISWP FWD US0003M P 03/17/2031 | -0.05% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.05% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% | CPTFEMU R 1.4 P 07/15/27 | -0.05% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.05% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.05% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.05% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.06% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | 0.83 R ISWP US0003M P 11/03/2021 | -0.06% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% | 1.02 R ISWP US0003M P 12/02/2033 | -0.06% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.06% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.06% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% | NZD/USD 01/20/2021 GSFX | -0.07% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | OPTN FN30 2.0 02/04/21 PUT 103.3125 JPMC | -0.07% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.08% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.08% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.08% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.08% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.08% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.08% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.09% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.09% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.10% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.10% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.10% | 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.10% | 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.10% | AUD/USD 01/20/2021 UBS | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.11% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.11% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.11% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.11% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.12% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.12% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.13% | CPTFEMU R 1.4375 P 09/15/23 | -0.13% | CPTFEMU R 1.4413 P 09/15/23 | -0.13% | CPTFEMU R 1.4425 P 09/15/23 | -0.13% | CPTFEMU R 1.4438 P 09/15/23 | -0.13% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.13% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.13% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.13% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.14% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.14% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.15% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.15% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.16% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.17% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.18% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.18% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.19% | UKRPI R 3.4425 P 07/15/49 | -0.19% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.21% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.22% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.22% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.23% | SWPTN 3MX10Y R 0.964 USD 03/18/2021 JP | -0.24% | CPTFEMU P 1.13 R 05/15/50 | -0.25% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.26% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.27% | 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.31% | CPURNSA P 1.6625 R 07/10/30 | -0.31% | CPTFEMU P 0.935 R 05/15/40 | -0.33% | CPTFEMU P 0.93 R 05/15/40 | -0.34% | CPURNSA P 1.586 R 06/30/30 | -0.34% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.35% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.35% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.44% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.45% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.70% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.92% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.09% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.14% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.16% | US 10YR ULTRA FUT MAR21 UXYH1 | -2.30% | US 2YR NOTE (CBT) MAR21 TUH1 | -57.78% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 10.92% | FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 7.71% | FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 7.56% | FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 6.32% | FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 5.69% | FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 5.14% | T 2.25 R 0.22 P 12/10/20 JP | 5.13% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.20% | FNMA FN30 TBA UMBS 04.0000 12/01/2050 | 2.90% | CASH MGMT BILL 00.0000 02/02/2021 | 2.34% | FNMA FN30 TBA UMBS 05.5000 12/01/2050 | 1.82% | GNMA GII30 TBA 04.0000 12/01/2050 | 1.74% | FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 1.69% | CAN 5YR BOND FUT MAR21 XQH1 | 1.60% | FNMA FN30 TBA UMBS 04.5000 12/01/2050 | 1.18% | REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.88% | IVORY COAST REGS 06.1250 06/15/2033 | 0.83% | TREASURY BILL 00.0000 01/12/2021 | 0.76% | REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.74% | CASH MGMT BILL 00.0000 02/16/2021 | 0.71% | CWALT 2006-OA10 4A1 00.3401 08/25/2046 | 0.67% | REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.66% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.65% | CAS 2016-C02 1B 12.4001 09/25/2028 | 0.63% | OPTN FN30 2.0 01/07/21 CALL 102.59375 JPMC | 0.62% | FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.62% | TREASURY BILL 00.0000 01/05/2021 | 0.60% | STACR 2016-DNA1 B 10.1493 07/25/2028 | 0.59% | PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.57% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.57% | FNR 2019-57 KS IO 05.8999 10/25/2049 | 0.56% | FNR 2017-32 SA IO 05.9999 05/25/2047 | 0.56% | FHR 5004 SG IO 05.9499 08/25/2050 | 0.55% | TREASURY BILL 00.0000 12/03/2020 | 0.54% | REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.52% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.51% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.50% | KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.48% | GNR 2020-133 CS IO 06.1535 09/20/2050 | 0.48% | STRU BMOC-8710 SA IO 06.0035 07/20/2050 | 0.47% | FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.46% | PERFND 3.825 R US0003M P 07/17/24 MS | 0.46% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.46% | GNR 2016-H23 NI IO 02.3557 10/20/2066 | 0.46% | FHR 5007 IC IO 05.0000 08/25/2050 | 0.44% | FHR 5011 SA IO 06.0999 09/25/2050 | 0.44% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.43% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.42% | GNR 2019-96 SY IO 05.9535 08/20/2049 | 0.42% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.41% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.41% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.40% | CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.40% | FHR 4839 WS IO 05.9591 08/15/2056 | 0.40% | ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.40% | REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.40% | GNR 2019-83 SY IO 05.9535 07/20/2049 | 0.40% | 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.39% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.39% | BSCMS 2007-T26 AJ 05.5411 01/12/2045 | 0.38% | CWALT 2006-OA7 1A1 02.4397 06/25/2046 | 0.38% | CAS 2015-C04 1M2 05.8501 04/25/2028 | 0.38% | IVORY COAST REGS 05.7500 12/31/2032 | 0.38% | CAS 2017-C03 1M2 03.1501 10/25/2029 | 0.37% | FHR 4945 SL IO 05.8999 01/25/2050 | 0.37% | SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.36% | CMLTI 2007-AMC3 A2D 00.5001 03/25/2037 | 0.36% | REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.35% | STACR 2015-DNA3 B 09.5001 04/25/2028 | 0.33% | CAS 2018-C05 1B1 04.4001 01/25/2031 | 0.33% | REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.33% | CARMX 2020-2 D 06.8700 05/17/2027 | 0.33% | CAS 2016-C03 1B 11.9001 10/25/2028 | 0.32% | SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.32% | SWPTN 3MX10Y P 0.7075 USD 12/18/2020 JP | 0.31% | FNR 2020-12 SK IO 05.8999 03/25/2050 | 0.30% | CAS 2016-C03 2M2 06.0501 10/25/2028 | 0.30% | GNR 2014-60 SD IO 06.0335 04/20/2044 | 0.30% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.30% | SPST 2020-2 A 00.9755 03/26/2021 | 0.30% | STACR 2016-HQA2 M3 05.3001 11/25/2028 | 0.29% | MCAS 2020-01 M10 P/P 144A 03.9001 03/25/2050 | 0.29% | REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.29% | JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047 | 0.28% | DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.28% | CASH MGMT BILL 00.0000 02/09/2021 | 0.27% | TREASURY BILL 00.0000 12/10/2020 | 0.27% | SHRP 2020-1 NOTE 03.1091 07/25/2024 | 0.27% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.27% | WFRBS 2013-C15 D P/P 144A 04.6431 08/15/2046 | 0.27% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.26% | FNR 2018-20 SB IO 06.0999 03/25/2048 | 0.26% | SPST 2020-WL1 A 01.3001 06/25/2051 | 0.26% | WAMU 2005-AR17 A1B3 00.8501 12/25/2045 | 0.26% | FNR 2015-42 LS IO 06.0499 06/25/2045 | 0.25% | PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.25% | FNR 2019-43 JS IO 05.8999 08/25/2049 | 0.25% | SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.25% | STACR 2015-DNA2 B 07.7001 12/25/2027 | 0.25% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.24% | CAS 2018-C04 2B1 04.6501 12/25/2030 | 0.24% | SWPTN 3MX10Y P 0.792 USD 01/13/2021 JP | 0.24% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.24% | STACR 2017-HQA1 M2 03.7001 08/25/2029 | 0.24% | DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.24% | DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.24% | GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.23% | WFRBS 2012-C10 D P/P 144A 04.5750 12/15/2045 | 0.23% | CAS 2017-C03 1B1 05.0001 10/25/2029 | 0.23% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.23% | NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.23% | WFRBS 2012-C7 E P/P 144A 04.9645 06/15/2045 | 0.23% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.23% | CAS 2017-C02 2B1 05.6501 09/25/2029 | 0.22% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.22% | ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.22% | CASH MGMT BILL 00.0000 02/23/2021 | 0.22% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.22% | GNR 2017-H16 JI IO 02.8298 08/20/2067 | 0.22% | GNR 2020-7 SK IO 05.9035 01/20/2050 | 0.21% | GNR 2019-152 ES IO 05.9035 12/20/2049 | 0.21% | SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.21% | ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.21% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.21% | FNR 2016-96 ST IO 05.9499 12/25/2046 | 0.20% | DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.20% | GNR 2018-H05 BI IO 02.4701 02/20/2068 | 0.20% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.20% | SNAP INC CV 00.7500 08/01/2026 | 0.19% | DOMINICAN REPUBLIC REGS 06.8500 01/27/2045 | 0.19% | GNR 2017-H10 MI IO 02.1833 04/20/2067 | 0.19% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.19% | GNR 2016-H09 BI IO 02.9594 04/20/2066 | 0.19% | SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.19% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.19% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.18% | SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.18% | FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.18% | RALI 2006-QO10 A1 00.3101 01/25/2037 | 0.18% | REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.18% | EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.18% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.18% | SPRINT CORP 07.8750 09/15/2023 | 0.18% | GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.18% | CAS 2016-C01 1B 11.9001 08/25/2028 | 0.18% | REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.18% | STACR 2018-DNA3 B2 07.9001 09/25/2048 | 0.18% | SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.18% | VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.17% | SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.17% | GNR 2015-H25 AI IO 01.6134 09/20/2065 | 0.17% | BCAP 2011-RR3 3A6 02.6701 11/27/2036 | 0.17% | IVORY COAST REGS 05.2500 03/22/2030 | 0.17% | 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.17% | FNR 2013-90 SD IO 06.4499 09/25/2043 | 0.17% | GNR 2016-H06 DI IO 02.3280 07/20/2065 | 0.17% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.17% | GNR 2017-H08 NI IO 02.2716 03/20/2067 | 0.17% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.17% | CFCRE 2011-C2 E P/P 144A 05.9307 12/15/2047 | 0.17% | IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.17% | JPMCC 2013-LC11 D 04.3060 04/15/2046 | 0.17% | PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.17% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.17% | GNR 2018-H05 AI IO 02.5263 02/20/2068 | 0.16% | ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.16% | GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.16% | GNR 2018-H03 XI IO 02.2338 02/20/2068 | 0.16% | REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.16% | TREASURY BILL 00.0000 01/19/2021 | 0.16% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.16% | GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.16% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.16% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.16% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.16% | GNR 2016-H10 AI IO 02.8464 04/20/2066 | 0.16% | GNR 2016-H22 AI IO 02.3128 10/20/2066 | 0.16% | GNR 2016-H24 JI IO 02.5352 11/20/2066 | 0.16% | GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.16% | GNR 2016-H06 CI IO 02.3749 02/20/2066 | 0.16% | VERTIV TLB L+300 03.1534 03/02/2027 | 0.16% | IVORY COAST REGS 05.3750 07/23/2024 | 0.16% | NUANCE COMM CV 01.2500 04/01/2025 | 0.16% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.16% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.16% | REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.16% | REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.15% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.15% | AKAMAI TECH CV 00.3750 09/01/2027 | 0.15% | MSBAM 2015-C23 D P/P 144A 04.2828 07/15/2050 | 0.15% | OMIR 2017-1A B1 P/P 144A 05.9001 04/25/2027 | 0.15% | ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.15% | DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.15% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.15% | UKRPI P 3.665 R 12/15/28 | 0.15% | IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.15% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.15% | SAMI 2007-AR1 2A1 00.3301 01/25/2037 | 0.15% | CAS 2020-SBT1 1M2 03.8001 02/25/2040 | 0.15% | GNR 2017-H09 IO IO 02.1871 04/20/2067 | 0.15% | PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.15% | 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.14% | BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.14% | SPST 2020-6 A 01.9001 09/07/2021 | 0.14% | DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% | REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.14% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% | CPTFEMU P 1.71 R 07/15/37 | 0.14% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.14% | WFCM 2013-LC12 D P/P 144A 04.4100 07/15/2046 | 0.14% | GNR 2017-H12 QI IO 02.6511 05/20/2067 | 0.14% | GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.14% | STACR 2020-DNA3 B2 09.5001 06/25/2050 | 0.14% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% | GNR 2017-H06 BI IO 02.2179 02/20/2067 | 0.14% | REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.14% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.14% | CWALT 2006-OA7 1A2 01.6834 06/25/2046 | 0.14% | MSBAM 2013-C10 D P/P 144A 04.2178 07/15/2046 | 0.14% | GNR 2020-36 MI IO 03.0000 03/20/2050 | 0.14% | 1.316 R ISWP US0003M P 10/15/2021 | 0.13% | BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.13% | REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.13% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.13% | CPTFEMU R 0.961 P 05/15/40 | 0.13% | GNR 2017-H16 IB IO 02.1589 08/20/2067 | 0.13% | GNR 2017-H16 IG IO 02.0890 07/20/2067 | 0.13% | PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.13% | CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.13% | GNR 2015-H23 BI IO 01.7496 09/20/2065 | 0.13% | GNR 2017-H02 BI IO 02.3147 01/20/2067 | 0.13% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.13% | MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.13% | GNR 2017-H11 DI IO 01.9347 05/20/2067 | 0.13% | MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.13% | WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.13% | 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.12% | BALTA 2005-8 21A1 02.9656 10/25/2035 | 0.12% | COMM 2014-CR16 C 05.0914 04/10/2047 | 0.12% | GNR 2016-H02 HI IO 03.0124 01/20/2066 | 0.12% | SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.12% | COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.12% | CWALT 2005-59 1A1 00.8065 11/20/2035 | 0.12% | FNR 2013-107 SB IO 05.7999 02/25/2043 | 0.12% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.12% | CENTENE CORP 04.6250 12/15/2029 | 0.12% | FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.12% | INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.12% | ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.12% | HCA INC. 05.3750 09/01/2026 | 0.12% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% | COMM 2013-CR9 D P/P 144A 04.3849 07/10/2045 | 0.12% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.12% | GNR 2015-H24 AI IO 02.1820 09/20/2065 | 0.12% | MSRR 2010-R4 4B 02.6630 02/26/2037 | 0.12% | REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.12% | ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.12% | CWALT 2006-OA10 3A1 00.3401 08/25/2046 | 0.12% | SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.12% | STACR 2019-DNA1 M2 02.8001 01/25/2049 | 0.12% | SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.12% | AES CORP/THE 05.5000 04/15/2025 | 0.12% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.12% | GNR 2014-119 SA IO 05.4535 08/20/2044 | 0.12% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.12% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.12% | BMIR 2017-1 B1 P/P 144A 04.9001 10/25/2027 | 0.12% | BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.12% | GNR 2015-79 CI IO 04.0000 05/20/2045 | 0.12% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.12% | ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.12% | ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.12% | JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.12% | ON SEMICONDUC CV 01.6250 10/15/2023 | 0.12% | PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 | 0.12% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.12% | TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.12% | GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.11% | GNR 2016-H16 EI IO 02.4964 06/20/2066 | 0.11% | CPTFEMU R 0.655 P 05/15/30 | 0.11% | GSAA 2006-8 2A2 00.5101 05/25/2036 | 0.11% | STACR 2020-HQA2 M2 03.2501 03/25/2050 | 0.11% | 1.33 R ISWP US0003M P 11/03/2021 | 0.11% | CAS 2017-C04 2M2 03.0001 11/25/2029 | 0.11% | CSAIL 2015-C1 D P/P 144A 03.9104 04/15/2050 | 0.11% | GNR 2016-H14 AI IO 02.6766 06/20/2066 | 0.11% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.11% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.11% | CPTFEMU R 0.6625 P 05/15/30 | 0.11% | AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.11% | GNR 2016-H03 DI IO 02.0273 12/20/2065 | 0.11% | LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.11% | TREASURY BILL 00.0000 12/08/2020 | 0.11% | CAS 2019-R03 1B1 04.2501 09/25/2031 | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | NAVISTAR INTL TLB L+350 03.6500 11/06/2024 | 0.11% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.11% | GNR 2017-H11 TI IO 02.6769 04/20/2067 | 0.11% | CWALT 2006-OA10 2A1 00.3401 08/25/2046 | 0.10% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.10% | GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.10% | GSMS 2013-GC10 D P/P 144A 04.5489 02/10/2046 | 0.10% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.10% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.10% | GNR 2015-H25 EI IO 01.8479 10/20/2065 | 0.10% | DBALT 2006-AR4 A2 00.5301 12/25/2036 | 0.10% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.10% | FNR 2018-86 DS IO 05.9499 12/25/2048 | 0.10% | GNR 2016-H03 AI IO 03.2736 01/20/2066 | 0.10% | DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.10% | JPMCC 2011-C4 C P/P 144A 05.5253 07/15/2046 | 0.10% | NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.10% | PULTEGROUP INC 05.5000 03/01/2026 | 0.10% | BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.10% | BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.10% | LIVE NATION CV 02.5000 03/15/2023 | 0.10% | DISH NETWORK CV 03.3750 08/15/2026 | 0.10% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.10% | GMAC CAPITAL TRUST I PCT 06.0070 | 0.10% | NETFLIX INC. 05.8750 11/15/2028 | 0.10% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.10% | LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.10% | CWALT 2005-38 A1 02.2434 09/25/2035 | 0.10% | FHR 4742 S IO 06.0591 12/15/2047 | 0.10% | GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.10% | MSBAM 2013-C11 D P/P 144A 04.4973 08/15/2046 | 0.10% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% | GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.10% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.10% | CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.10% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.10% | ORTHO-CLINICAL TLB L+325 03.3903 06/30/2025 | 0.10% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.10% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.09% | DISH DBS CORP 05.8750 11/15/2024 | 0.09% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.09% | FHR 3065 DC 19.4374 03/15/2035 | 0.09% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.09% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.09% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.09% | GNR 2014-H21 BI IO 01.5347 10/20/2064 | 0.09% | GSR 2007-OA1 2A3A 00.4601 05/25/2037 | 0.09% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.09% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.09% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.09% | ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.09% | GNR 2015-H10 BI IO 03.0254 04/20/2065 | 0.09% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.09% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.09% | MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.09% | GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.09% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.09% | GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.09% | STACR 2018-HQA2 B1 04.4001 10/25/2048 | 0.09% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.09% | TWITTER INC CV 01.0000 09/15/2021 | 0.09% | WPX ENERGY INC 05.8750 06/15/2028 | 0.09% | 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.09% | FORTIVE CORP CV 00.8750 02/15/2022 | 0.09% | NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.09% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.09% | 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.09% | 1.16 R ISWP US0003M P 10/16/2050 | 0.09% | 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.09% | LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.09% | RBIT 2020-2 M3 04.5712 06/25/2030 | 0.09% | USD/MXN PUT 20.50 20210416 GSFX | 0.08% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.08% | GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.08% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% | PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.08% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.08% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.08% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.08% | STACR 2019-DNA2 B2 10.6501 03/25/2049 | 0.08% | STACR 2020-DNA4 B2 10.1501 08/25/2050 | 0.08% | ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.08% | AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.08% | DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% | PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.08% | RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.08% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% | VONAGE HLDGS CV 01.7500 06/01/2024 | 0.08% | BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.08% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.08% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.08% | FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.08% | JPMBB 2014-C18 E P/P 144A 04.4705 02/15/2047 | 0.08% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% | CCMFC 2006-4A A2 00.3301 11/25/2047 | 0.08% | GNR 2016-H17 KI IO 02.5194 07/20/2066 | 0.08% | NZD/USD CALL 0.685 20210323 HSBCB | 0.08% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.08% | SWPTN 3MX5Y P 0.418 USD 01/13/2021 BC | 0.08% | GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.08% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% | STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.08% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.08% | CAS 2020-R01 1B1 03.4001 01/25/2040 | 0.08% | FNR 2006-8 HP 24.0162 03/25/2036 | 0.08% | GNR 2016-48 MI IO 03.5000 04/16/2046 | 0.08% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.08% | 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.08% | COMM 2012-CR3 E P/P 144A 04.9088 10/15/2045 | 0.08% | GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.08% | GNR 2013-H08 CI IO 01.6402 02/20/2063 | 0.08% | PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.08% | VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.08% | GNR 2016-H24 CI IO 01.6946 10/20/2066 | 0.08% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.08% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.07% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% | LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.07% | MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.07% | NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.07% | GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.07% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.07% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.07% | MWST 2019-1 A 00.9501 06/25/2052 | 0.07% | STACR 2019-HQA1 M2 02.5001 02/25/2049 | 0.07% | VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.07% | ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.07% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.07% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.07% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% | ISTAR INC 04.7500 10/01/2024 | 0.07% | SPRINT CORP 07.6250 03/01/2026 | 0.07% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.07% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.07% | FTI CONSULTIN CV 02.0000 08/15/2023 | 0.07% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.07% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.07% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.07% | REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.07% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.07% | BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.07% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.07% | GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.07% | INSULET CORP CV 00.3750 09/01/2026 | 0.07% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.07% | SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.07% | TRANSDIGM INC 05.5000 11/15/2027 | 0.07% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.07% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% | 0.45 R ISWP FWD SOFRRATE P 12/16/2030 | 0.07% | JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.07% | NRG ENERGY INC 05.7500 01/15/2028 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.07% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.07% | JPALT 2007-A2 12A1 00.3501 06/25/2037 | 0.07% | MRAFT 2020-4 A1 01.4778 04/23/2023 | 0.07% | PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.07% | STACR 2018-HQA2 B2 11.1501 10/25/2048 | 0.07% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% | UKRPI P 3.34 R 03/15/28 | 0.07% | ZYNGA INC CV 00.2500 06/01/2024 | 0.07% | AUD/USD CALL 0.75 20210510 GSFX | 0.07% | JPMCC 2007-CB20 E P/P 144A 06.3744 02/12/2051 | 0.07% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.07% | BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.06% | BLACKLINE INC CV 00.1250 08/01/2024 | 0.06% | CAS 2018 - C01 1B1 03.7001 07/25/2030 | 0.06% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.06% | CWALT 2006-24CB A13 00.5001 08/25/2036 | 0.06% | DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.06% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.06% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.06% | L BRANDS INC 07.5000 06/15/2029 | 0.06% | LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% | SAILPOINT TCH CV 00.1250 09/15/2024 | 0.06% | FHR 4077 IK IO 05.0000 07/15/2042 | 0.06% | SOLENIS 1STL L+400 04.2328 06/26/2025 | 0.06% | TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% | BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | UKRPI P 3.385 R 11/15/24 | 0.06% | WMHE 2007-HE4 1A 00.3201 07/25/2047 | 0.06% | CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.06% | CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.06% | UKRPI P 3.4025 R 03/15/28 | 0.06% | WORKDAY INC CV 00.2500 10/01/2022 | 0.06% | ZILLOW GRP CV 01.3750 09/01/2026 | 0.06% | AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.06% | GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.06% | GNR 2016-H14 IO IO 01.6830 06/20/2066 | 0.06% | GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | NRG ENERGY CV 02.7500 06/01/2048 | 0.06% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.06% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.06% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.06% | LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% | MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% | PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.06% | PROOFPOINT IN CV 00.2500 08/15/2024 | 0.06% | SPRINT CORP 07.2500 09/15/2021 | 0.06% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.06% | VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.06% | DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.06% | DOCUSIGN INC CV 00.5000 09/15/2023 | 0.06% | GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.06% | GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% | HVMLT 2005-2 1A 00.6695 05/19/2035 | 0.06% | INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.06% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.06% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% | STACR 2018-HQA2 M2 02.4501 10/25/2048 | 0.06% | BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.06% | CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | FHR 4604 QI IO 03.5000 07/15/2046 | 0.06% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.06% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.06% | USD/KRW PUT 1130.00 20210322 HSBCB | 0.06% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.06% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.06% | GNR 2015-H08 CI IO 01.7916 03/20/2065 | 0.06% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.06% | REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.06% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% | ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.06% | CAS 2016-C05 2B 10.9001 01/25/2029 | 0.06% | JPMCC 2011-C3 F P/P 144A 05.9091 02/15/2046 | 0.06% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.06% | NETFLIX INC 04.8750 04/15/2028 | 0.06% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% | UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.06% | USD/MXN PUT 20.75 20210322 MSCIL | 0.06% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.06% | COLONY STARWO CV 03.5000 01/15/2022 | 0.06% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.06% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.06% | PULTEGROUP INC 05.0000 01/15/2027 | 0.06% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.05% | HUSKY TLB L+300 03.3614 03/28/2025 | 0.05% | ISTAR INC. 04.2500 08/01/2025 | 0.05% | MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.05% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.05% | STACR 2019-DNA3 B2 08.3001 07/25/2049 | 0.05% | TREASURY BILL 00.0000 03/18/2021 | 0.05% | TWILIO INC CV 00.2500 06/01/2023 | 0.05% | WIX LTD P/P 144A 00.0000 08/15/2025 | 0.05% | CONMED CORP CV 02.6250 02/01/2024 | 0.05% | ETSY INC CV 00.1250 10/01/2026 | 0.05% | FNR 2010-35 SG IO 06.2499 04/25/2040 | 0.05% | LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.05% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.05% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.05% | ASURION TLB7 L+300 03.1455 11/03/2024 | 0.05% | GNR 2013-129 SN IO 06.0035 09/20/2043 | 0.05% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.05% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.05% | PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 | 0.05% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% | PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.05% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.05% | SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.05% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.05% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.05% | BERRY PLASTICS TLY L+200 02.1278 07/01/2026 | 0.05% | CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.05% | CWALT 2007-OH1 A1D 00.3601 04/25/2047 | 0.05% | FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.05% | GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.05% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.05% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.05% | JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% | L BRANDS INC. 06.8750 11/01/2035 | 0.05% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.05% | LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.05% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.05% | NZD/USD 01/20/2021 UBS | 0.05% | SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.05% | WPX ENERGY INC 05.7500 06/01/2026 | 0.05% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.05% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.05% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.05% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.05% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% | CONTINENTAL RES 04.5000 04/15/2023 | 0.05% | DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% | FNR 2007-53 SP 23.6495 06/25/2037 | 0.05% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.05% | GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% | INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.05% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.05% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.05% | STACR 2019-DNA2 M2 02.6001 03/25/2049 | 0.05% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.05% | BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.05% | CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.05% | QVC INC 04.3750 09/01/2028 | 0.05% | USD/MXN PUT 20.50 20210413 JPMCB | 0.05% | WERNER TLB L+400 05.0000 07/24/2024 | 0.05% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.05% | WPX ENERGY INC 05.2500 10/15/2027 | 0.05% | WYNDHAM HOTELS & P/P 144A 04.3750 08/15/2028 | 0.05% | MHL 2005-3 M2 00.9451 08/25/2035 | 0.05% | PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.05% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% | ARBY'S TLB L+275 03.7500 02/05/2025 | 0.04% | CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.04% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% | MICROCHIP TEC CV 01.6250 02/15/2027 | 0.04% | SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.04% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.04% | TENNANT CO 05.6250 05/01/2025 | 0.04% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.04% | CAS 2015-C04 2M2 05.7001 04/25/2028 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% | RH P/P 144A CV 00.0000 09/15/2024 | 0.04% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% | STACR 2018-DNA1 M2 01.9501 07/25/2030 | 0.04% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.04% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.04% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% | HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.04% | MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.04% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% | TERRIER MEDIA TLB L+425 04.3955 12/17/2026 | 0.04% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.04% | PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.04% | REALPAGE INC CV 01.5000 05/15/2025 | 0.04% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.04% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.04% | EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% | FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% | GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.04% | ISTAR INC 05.5000 02/15/2026 | 0.04% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | PETSMART INC TLB L+300 04.5000 03/11/2022 | 0.04% | SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.04% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | AIR TRANSPORT CV 01.1250 10/15/2024 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% | CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.04% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.04% | CIT GROUP INC. 05.2500 03/07/2025 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% | CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.04% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.04% | GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.04% | J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.04% | RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.04% | RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.04% | SM ENERGY CO 06.6250 01/15/2027 | 0.04% | UKRPI P 3.34 R 02/15/28 | 0.04% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% | 0.75 R ISWP US0003M P 10/16/2030 | 0.04% | BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% | ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.04% | GNR 2020-15 CS IO 05.9035 02/20/2050 | 0.04% | LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.04% | NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% | OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.04% | PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.04% | SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% | SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.04% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% | WINNEBAGO IND CV 01.5000 04/01/2025 | 0.04% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.04% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% | ENVISION HEALTHCARE TL L+375 03.8955 10/10/2025 | 0.04% | EUR/USD CALL 1.20 20210323 HSBCB | 0.04% | FNR 2005-122 SE 22.5745 11/25/2035 | 0.04% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% | GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% | GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.04% | IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% | NEVRO CORP CV 01.7500 06/01/2021 | 0.04% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% | Q2 HLDG INC CV 00.7500 06/01/2026 | 0.04% | SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.04% | SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.04% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% | THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.04% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.04% | ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.04% | FHR 4580 ID IO 03.5000 08/15/2045 | 0.04% | GARDA WORLD TLB L+475 04.9100 10/30/2026 | 0.04% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% | IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% | IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% | MESSER INDUST TLB L+250 02.7204 03/01/2026 | 0.04% | PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.04% | SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.04% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% | CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.04% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.04% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.04% | DIAMOND SPORTS TLB L+325 03.4000 08/24/2026 | 0.04% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% | FHR 4024 PI IO 04.5000 12/15/2041 | 0.04% | FHR 4530 TI IO 04.0000 11/15/2045 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | SM ENERGY CO 06.1250 11/15/2022 | 0.04% | SOTERA HEALTH TL L+450 05.5000 12/13/2026 | 0.04% | 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.04% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% | CAS 2015-C03 2M2 05.1501 07/25/2025 | 0.04% | CLEAR CHANNEL TLB L+350 03.7143 08/21/2026 | 0.04% | CPG INTL TL L+375 04.7500 05/05/2024 | 0.04% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% | SYNAPTICS INC CV 00.5000 06/15/2022 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.03% | COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.03% | FHR 3249 PS 21.8101 12/15/2036 | 0.03% | FNR 2008-24 SP 22.7329 02/25/2038 | 0.03% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.03% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% | LIBERTY MEDIA | 0.03% | NETFLIX INC. 06.3750 05/15/2029 | 0.03% | OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.03% | PROVINCIA DE BUENOS 34.1871 05/31/2022 | 0.03% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.03% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% | CINEMARK USA INC 04.8750 06/01/2023 | 0.03% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.03% | FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.03% | GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.03% | GNR 2015-H26 CI IO 00.5141 08/20/2065 | 0.03% | MEREDITH CORP 06.8750 02/01/2026 | 0.03% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.03% | REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.03% | REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.03% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.03% | TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.03% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% | -0.189 R ISWP FWD EUR006M P 08/15/2029 | 0.03% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.03% | TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.03% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.03% | BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.03% | ICAHN ENTER 04.7500 09/15/2024 | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% | NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.03% | SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% | SCIENTIFIC GAMES TLB5 L+275 02.8955 08/14/2024 | 0.03% | TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.03% | TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.03% | UKRPI P 3.381 R 11/15/24 | 0.03% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% | CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.03% | DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.03% | FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% | FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.03% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.03% | GENESEE & WYOMING TL L+200 02.2204 11/05/2026 | 0.03% | INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.03% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% | MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.03% | NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.03% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% | THE AES CORPORATION 05.1250 09/01/2027 | 0.03% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.03% | APACHE CORP 05.1000 09/01/2040 | 0.03% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | ELANCO ANIMAL HLTH TLB L+175 01.9048 02/04/2027 | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% | GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.03% | L BRANDS INC 06.7500 07/01/2036 | 0.03% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% | PLURALSIGHT CV 00.3750 03/01/2024 | 0.03% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.03% | SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% | UKRPI P 3.42 R 12/15/24 | 0.03% | WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.03% | ZAYO GROUP HLDG INC L+300 03.1455 03/09/2027 | 0.03% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.03% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.03% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% | FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% | GNR 2013-99 VS IO 05.9591 07/16/2043 | 0.03% | GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.03% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.03% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.03% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.03% | SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% | CINEMARK USA INC 05.1250 12/15/2022 | 0.03% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.03% | EUR/NOK PUT 10.45 20210423 UBS | 0.03% | FHR 4403 CI IO 04.0000 10/15/2044 | 0.03% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.03% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.03% | SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.03% | BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% | BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.03% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.03% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.03% | CENTENE CORP 03.0000 10/15/2030 | 0.03% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.03% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.03% | FHR 4000 LI IO 04.0000 02/15/2042 | 0.03% | FNR 2005-83 QP 17.0037 11/25/2034 | 0.03% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.03% | NEUROCRINE CV 02.2500 05/15/2024 | 0.03% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% | 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.02% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% | ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.02% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.02% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.02% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.02% | NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.02% | NZD/USD 01/20/2021 MSCIL | 0.02% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.02% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% | SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.02% | SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.02% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.02% | AUD/USD CALL 0.76 20210311 HSBCB | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | EUR/NOK PUT 10.45 20210323 CSI-FX | 0.02% | FNR 2006-62 PS 38.9992 07/25/2036 | 0.02% | FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.02% | FNS 378 19 IO 05.0000 06/25/2035 | 0.02% | GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% | MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.02% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.02% | OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.02% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% | OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.02% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.02% | SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% | GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | NZD/USD 01/20/2021 BCAP-FX | 0.02% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% | 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.02% | BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% | BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% | FNR 2010-140 GS IO 05.8499 07/25/2039 | 0.02% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.02% | GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.02% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% | LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.02% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% | THYELE TL B 1L USD L+425 04.4283 06/30/2027 | 0.02% | 0.32 R ISWP GBL6M P 07/16/2030 | 0.02% | 0.321 R ISWP GBL6M P 07/16/2030 | 0.02% | 0.97 R ISWP US0003M P 11/12/2030 | 0.02% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% | EUR/SEK PUT 10.25 20210323 CSI-FX | 0.02% | FHR 4105 HI IO 03.5000 07/15/2041 | 0.02% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.02% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% | IHEARTMEDIA TLB L+300 03.1455 05/01/2026 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | KRW/USD 02/17/2021 JPMCB | 0.02% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.02% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% | SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.02% | TRANSDIGM INC 06.3750 06/15/2026 | 0.02% | UKRPI P 3.3875 R 03/15/28 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% | FHR 3408 EK 25.2262 04/15/2037 | 0.02% | FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% | FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% | FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.02% | FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.02% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% | LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.02% | SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.02% | US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | WPX ENERGY INC 04.5000 01/15/2030 | 0.02% | AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.02% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.02% | CAD/USD 01/20/2021 GSFX | 0.02% | DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.02% | FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | HUB INTL TLB L+400 05.0000 04/25/2025 | 0.02% | INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.02% | KRW/USD 02/17/2021 HSBCB | 0.02% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% | SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.02% | USD/SGD PUT 1.345 20210323 HSBCB | 0.02% | AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% | APACHE CORP 04.3750 10/15/2028 | 0.02% | CLP/USD 01/20/2021 CITI | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | GBP/USD 12/16/2020 SSBT | 0.02% | GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% | OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% | SM ENERGY CO 06.7500 09/15/2026 | 0.02% | TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% | USD/SGD PUT 1.3425 20210413 JPMCB | 0.02% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.02% | APACHE CORPORATION 04.8750 11/15/2027 | 0.02% | AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% | EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% | GBP/USD 12/16/2020 MSCIL | 0.02% | GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.02% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% | SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.02% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.02% | UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.02% | VALVOLINE INC 04.3750 08/15/2025 | 0.02% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% | 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.02% | CAS 2017-C06 2B1 04.6001 02/25/2030 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% | GNR 2019-78 SJ IO 05.9035 06/20/2049 | 0.02% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.02% | LIBERTY BROAD P/P 144A CV 02.7500 09/30/2050 | 0.02% | OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% | RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.02% | SEK/USD 12/16/2020 GSFX | 0.02% | SEK/USD 12/16/2020 UBS | 0.02% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% | AUD/USD 01/20/2021 CSI-FX | 0.02% | CAS 2015-C02 2M2 04.1501 05/25/2025 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% | GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.02% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% | L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.02% | MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.02% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.02% | SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% | ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% | CAD/USD 01/20/2021 MSCIL | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | DIVERSEY TL L+300 03.2142 09/06/2024 | 0.01% | FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% | GBP/USD 12/16/2020 WPAC | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | GNR 2019-99 KS IO 05.9035 08/20/2049 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% | NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.01% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.01% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.01% | AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% | CPURNSA R 1.922 P 09/24/40 | 0.01% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% | L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% | NRG ENERGY INC 06.6250 01/15/2027 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% | 0.932 R ISWP FWD US0003M P 12/07/2030 | 0.01% | AUD/USD 01/20/2021 HSBCB | 0.01% | CAS 2017-C07 2B1 04.6001 05/25/2030 | 0.01% | CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% | NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.01% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% | PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% | PQ CORP TLB L+225 02.4644 02/07/2027 | 0.01% | SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.01% | SWPTN 5WX5Y R 0.48625 USD 12/14/2020 GS | 0.01% | TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.01% | YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% | 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% | APACHE CORP 04.6250 11/15/2025 | 0.01% | CAD/USD 01/20/2021 UBS | 0.01% | CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% | JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% | PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.01% | ROBERTSHAW US HOLDING L+325 04.5000 02/28/2025 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.01% | TERRIER MEDIA TLB L+425 04.3955 12/17/2026 | 0.01% | WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% | WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% | ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% | -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% | 1.2965 R ISWP US0003M P 11/17/2050 | 0.01% | CAS 2015-C02 1M2 04.1501 05/25/2025 | 0.01% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.01% | NOK/USD 12/16/2020 HSBCB | 0.01% | SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.01% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | EUR/USD 12/16/2020 HSBCB | 0.01% | FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% | GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.01% | NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.01% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% | 0.215 R ISWP NFIX3MID P 05/15/2025 | 0.01% | 1.2525 R ISWP FWD NFIX3MID P 11/17/2030 | 0.01% | CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% | EUR/USD 12/16/2020 JPMCB | 0.01% | FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% | FNS 374 6 IO 05.5000 08/25/2036 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% | NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% | AUD/USD 01/20/2021 TDBK | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% | MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% | NOK/USD 12/16/2020 GSFX | 0.01% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% | REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% | SEK/USD 12/16/2020 SSBT | 0.01% | SM ENERGY CO 05.0000 01/15/2024 | 0.01% | SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.01% | SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% | -0.741 R ISWP FWD CHL6M P 12/16/2022 | 0.01% | 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% | 0.30 R ISWP FWD SES3M P 12/16/2030 | 0.01% | 1.35 R ISWP US0003M P 09/30/2040 | 0.01% | ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.01% | AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% | CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.01% | ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.01% | EQT CORP 05.0000 01/15/2029 | 0.01% | EUR/USD 12/16/2020 BANKAM | 0.01% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% | GBP/USD 12/16/2020 RBSF | 0.01% | NZD/USD 01/20/2021 CSI-FX | 0.01% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.01% | STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% | TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.01% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% | TXU TCEH RIGHTS | 0.01% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% | 0.249 R ISWP US0003M P 11/12/2022 | 0.00% | 0.6925 R ISWP NOKOIB6M P 06/29/2025 | 0.00% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | CAD/USD 01/20/2021 RBSF | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CPURNSA R 2.028 P 10/08/40 | 0.00% | CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% | GBP/USD 12/16/2020 JPMCB | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.00% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% | PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% | SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% | 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% | 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% | 0.655 R ISWP NOKOIB6M P 07/10/2025 | 0.00% | 0.655 R ISWP NOKOIB6M P 07/13/2025 | 0.00% | 0.801 R ISWP US0003M P 11/06/2030 | 0.00% | CAD/USD 01/20/2021 HSBCB | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | EUR/USD 12/16/2020 MSCIL | 0.00% | FSPC T-57 1AX IO 00.3816 07/25/2043 | 0.00% | GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% | SEK/USD 12/16/2020 BANKAM | 0.00% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% | 0.2345 R ISWP US0003M P 10/23/2022 | 0.00% | 0.79 R ISWP CDOR03 P 10/30/2025 | 0.00% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.00% | 1.2765 R ISWP US0003M P 11/20/2050 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% | GBP/USD 12/16/2020 HSBCB | 0.00% | GBP/USD 12/16/2020 TDBK | 0.00% | GBP/USD 12/16/2020 UBS | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | JPY/USD 02/17/2021 HSBCB | 0.00% | JPY/USD 02/17/2021 UBS | 0.00% | NOK/USD 12/16/2020 JPMCB | 0.00% | SEK/USD 12/16/2020 HSBCB | 0.00% | TRIBUNE CLASS 1C LITIGAT | 0.00% | 0.36 R ISWP NFIX3MID P 06/05/2025 | 0.00% | 0.8025 R ISWP US0003M P 11/06/2030 | 0.00% | 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% | AUD/USD 01/20/2021 MSCIL | 0.00% | CHC GROUP LLC SEDOL BYXD3K4 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | EUR/USD 12/16/2020 RBSF | 0.00% | JPY/USD 02/17/2021 BCAP-FX | 0.00% | OPTN FN30 3.0 12/07/20 CALL 104.546875 JPMC | 0.00% | 0.57875 R ISWP NOKOIB6M P 11/23/2023 | 0.00% | 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.00% | 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% | 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% | 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | CAD/USD 01/20/2021 CITI | 0.00% | CAD/USD 01/20/2021 PSBS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CPURNSA R 2.05 P 11/12/40 | 0.00% | EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% | FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% | GBP/USD 12/16/2020 CSI-FX | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% | JPY/USD 02/17/2021 CITI | 0.00% | JPY/USD 02/17/2021 SSBT | 0.00% | SEK/USD 12/16/2020 JPMCB | 0.00% | SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% | SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% | SWPTN 5WX5Y P 0.48625 USD 12/14/2020 GS | 0.00% | -0.30 R ISWP FWD CHL6M P 12/16/2030 | 0.00% | -0.456 R ISWP FWD EUR006M P 12/16/2025 | 0.00% | -0.518 R ISWP FWD EUR006M P 12/16/2022 | 0.00% | 0.2325 R ISWP US0003M P 11/06/2022 | 0.00% | 0.252 R ISWP US0003M P 11/25/2022 | 0.00% | 0.41 R ISWP US0003M P 10/13/2025 | 0.00% | 0.5875 R ISWP NOKOIB6M P 11/24/2023 | 0.00% | 0.838 R ISWP US0003M P 10/23/2030 | 0.00% | 0.84005 R ISWP US0003M P 10/28/2030 | 0.00% | 0.8455 R ISWP US0003M P 11/25/2030 | 0.00% | 1.05 R ISWP FWD CDOR03 P 12/16/2030 | 0.00% | 1.26 R ISWP US0003M P 12/01/2050 | 0.00% | 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% | AUD/USD 01/20/2021 CITI | 0.00% | CHF/USD 12/16/2020 CITI | 0.00% | CHF/USD 12/16/2020 JPMCB | 0.00% | CHF/USD 12/16/2020 TDBK | 0.00% | CHF/USD 12/16/2020 UBS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% | CSMC 2006-C5 AX IO 01.1109 12/15/2039 | 0.00% | EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% | EUR/USD 12/16/2020 UBS | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | GBP/USD 12/16/2020 BCAP-FX | 0.00% | GBP/USD 12/16/2020 GSFX | 0.00% | GBP/USD PUT 1.20 20201218 BANKAM | 0.00% | GBP/USD PUT 1.23 20201218 BANKAM | 0.00% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | HKD/USD 02/17/2021 BANKAM | 0.00% | HKD/USD 02/17/2021 HSBCB | 0.00% | HKD/USD 02/17/2021 TDBK | 0.00% | HKD/USD 02/17/2021 UBS | 0.00% | JPY/USD 02/17/2021 BANKAM | 0.00% | JPY/USD 02/17/2021 GSFX | 0.00% | JPY/USD 02/17/2021 MSCIL | 0.00% | JPY/USD 02/17/2021 RBSF | 0.00% | JPY/USD 02/17/2021 TDBK | 0.00% | JPY/USD 02/17/2021 WPAC | 0.00% | MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% | MWO HOLDINGS LLC | 0.00% | NOK/USD 12/16/2020 BANKAM | 0.00% | NOK/USD 12/16/2020 MSCIL | 0.00% | NOK/USD 12/16/2020 UBS | 0.00% | NZD/USD 01/20/2021 TDBK | 0.00% | SEK/USD 12/16/2020 MSCIL | 0.00% | SEK/USD 12/16/2020 TDBK | 0.00% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% | TERVITA CORP SEDOL BD1DCC4 | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% | -0.015 R ISWP SES3M P 11/23/2023 | -0.00% | -0.015 R ISWP SES3M P 11/24/2023 | -0.00% | 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.00% | 0.315 R ISWP FWD EUR006M P 06/24/2040 | -0.00% | 0.3175 R ISWP FWD EUR006M P 03/28/2040 | -0.00% | 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% | CHF/USD 12/16/2020 GSFX | -0.00% | CHF/USD 12/16/2020 RBSF | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CNH/USD 02/18/2021 JPMCB | -0.00% | CNH/USD 02/18/2021 WPAC | -0.00% | CPURNSA R 1.703 P 11/29/24 | -0.00% | EUR/USD 12/16/2020 GSFX | -0.00% | EUR/USD 12/16/2020 WPAC | -0.00% | HKD/USD 02/17/2021 SSBT | -0.00% | JPY/USD 02/17/2021 JPMCB | -0.00% | NZD/USD 01/20/2021 JPMCB | -0.00% | SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% | SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% | -0.15 R ISWP FWD EUR006M P 12/16/2030 | -0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% | 0.315 R ISWP FWD EUR006M P 01/16/2040 | -0.00% | 0.8425 R ISWP US0003M P 10/23/2030 | -0.00% | 0.86 R ISWP US0003M P 11/04/2030 | -0.00% | 1.15 R ISWP US0003M P 09/30/2040 | -0.00% | CHF/USD 12/16/2020 MSCIL | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% | CNH/USD 02/18/2021 BANKAM | -0.00% | GBP/USD 12/16/2020 CITI | -0.00% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | 0.452 R ISWP US0003M P 12/01/2025 | -0.00% | 0.871 R ISWP FWD US0003M P 12/07/2030 | -0.00% | 0.8855 R ISWP US0003M P 11/27/2030 | -0.00% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% | 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% | 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.00% | CHF/USD 12/16/2020 HSBCB | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CNH/USD 02/18/2021 GSFX | -0.00% | CNH/USD 02/18/2021 HSBCB | -0.00% | EUR/USD 12/16/2020 TDBK | -0.00% | SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% | SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% | TWD/USD 02/17/2021 JPMCB | -0.00% | 0.76125 R ISWP NFIX3MID P 06/05/2030 | -0.00% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% | 1.41 R ISWP FWD AUDBB6M P 11/17/2030 | -0.00% | AUD/USD 01/20/2021 GSFX | -0.00% | AUD/USD CALL 0.80 20210311 HSBCB | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% | EUR/SEK PUT 9.90 20210323 CSI-FX | -0.00% | EUR/USD 12/16/2020 CSI-FX | -0.00% | INR/USD 02/17/2021 HSBCB | -0.00% | INR/USD 02/17/2021 JPMCB | -0.00% | SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% | SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% | USD/SGD PUT 1.305 20210413 JPMCB | -0.00% | USD/SGD PUT 1.31 20210323 HSBCB | -0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% | 1.305 R ISWP FWD US0003M P 12/17/2050 | -0.00% | AUD/USD 01/20/2021 RBSF | -0.00% | CAD/USD 01/20/2021 WPAC | -0.00% | CHF/USD 12/16/2020 SSBT | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | MXN/USD 01/20/2021 BANKAM | -0.00% | OPTN FN30 3.0 12/07/20 PUT 104.546875 JPMC | -0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% | 0.20 R ISWP FWD SONIA P 12/16/2030 | -0.01% | 0.7805 R ISWP US0003M P 10/30/2030 | -0.01% | 1.15 R ISWP CDOR03 P 10/30/2030 | -0.01% | AUD/USD 01/20/2021 WPAC | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CPURNSA R 1.7625 P 12/10/24 | -0.01% | NZD/USD 01/20/2021 WPAC | -0.01% | SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.01% | SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% | SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% | 0.85 R ISWP FWD AUDBB6M P 12/16/2030 | -0.01% | AUD/USD 01/20/2021 JPMCB | -0.01% | EUR/USD 12/16/2020 BCAP-FX | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | SEK/USD 12/16/2020 RBSF | -0.01% | SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.01% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% | TWD/USD 02/17/2021 GSFX | -0.01% | 0.95 R ISWP FWD NOKOIB6M P 12/16/2030 | -0.01% | SEK/USD 12/16/2020 CITI | -0.01% | SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% | -0.61 R ISWP FWD CHL6M P 12/16/2025 | -0.01% | 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% | CAD/USD 01/20/2021 CSI-FX | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD CALL 1.25 20210323 HSBCB | -0.01% | SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% | 0.471 R ISWP US0003M P 11/16/2025 | -0.01% | 2.032 R ISWP US0003M P 01/16/2055 | -0.01% | AUD/USD 01/20/2021 BANKAM | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | NZD/USD 01/20/2021 RBSF | -0.01% | SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.01% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% | 0.595 R ISWP NFIX3MID P 05/15/2030 | -0.01% | 0.60 R ISWP FWD NFIX3MID P 12/16/2030 | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SEK/USD 12/16/2020 BCAP-FX | -0.01% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% | 0.37 R ISWP US0003M P 10/16/2025 | -0.01% | 1.00 R ISWP FWD US0003M P 09/30/2040 | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% | 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | NZD/USD 01/20/2021 BANKAM | -0.01% | SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.01% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% | USD/KRW PUT 1085.00 20210322 HSBCB | -0.01% | CAD/USD 01/20/2021 BANKAM | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% | SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.02% | 0.30 R ISWP US0003M P 07/14/2025 | -0.02% | 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% | CAD/USD 01/20/2021 JPMCB | -0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.02% | SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% | SWPTN 3MX10Y R 0.7075 USD 12/18/2020 JP | -0.02% | AUD/USD CALL 0.79 20210510 GSFX | -0.02% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | NOK/USD 12/16/2020 SSBT | -0.02% | NZD/USD 01/20/2021 GSFX | -0.02% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | NZD/USD CALL 0.725 20210323 HSBCB | -0.02% | CAD/USD 01/20/2021 TDBK | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | NZD/USD 01/20/2021 HSBCB | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | USD/MXN PUT 19.75 20210322 MSCIL | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | EUR/USD 12/16/2020 SSBT | -0.02% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.02% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% | 1.192 R ISWP US0003M P 11/09/2050 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | EUR/USD 12/16/2020 CITI | -0.02% | SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.02% | SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.02% | SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.02% | USD/MXN PUT 19.75 20210413 JPMCB | -0.02% | 0.97164 R ISWP US0003M P 11/12/2030 | -0.02% | 0.9745 R ISWP US0003M P 11/12/2030 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% | 0.977 R ISWP US0003M P 11/12/2030 | -0.02% | 0.97881 R ISWP US0003M P 11/12/2030 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.02% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | NZD/USD 01/20/2021 CITI | -0.03% | NZD/USD 01/20/2021 PSBS | -0.03% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% | SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.7505 R ISWP US0003M P 10/16/2030 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% | SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.03% | AUD/USD 01/20/2021 PSBS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% | IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | 0.645 R ISWP US0003M P 07/15/2030 | -0.03% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% | USD/MXN PUT 19.00 20210416 GSFX | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | 0.436 R ISWP GBL6M P 07/16/2050 | -0.03% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.03% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% | 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.04% | 0.423 R ISWP GBL6M P 07/16/2050 | -0.04% | AUD/USD 01/20/2021 UBS | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.04% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% | 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.04% | SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.04% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.04% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% | SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | SWPTN 3MX5Y R 0.418 USD 01/13/2021 BC | -0.04% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.05% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.05% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% | 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.05% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.05% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.05% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.05% | SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.05% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% | CPTFEMU R 1.4 P 07/15/27 | -0.06% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.06% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.06% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.06% | 0.83 R ISWP US0003M P 11/03/2021 | -0.06% | SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.06% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.06% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.07% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.07% | 0.794 R ISWP US0003M P 08/03/2050 | -0.08% | 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.08% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.08% | OPTN FN30 2.0 01/07/21 PUT 102.59375 JPMC | -0.08% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.09% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.09% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.09% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.09% | 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.10% | SWPTN 3MX10Y R 0.792 USD 01/13/2021 JP | -0.10% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.10% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.10% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.10% | 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.10% | 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.10% | 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.10% | 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.11% | SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.11% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.11% | 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.13% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.13% | 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.13% | CPTFEMU R 1.4375 P 09/15/23 | -0.13% | CPTFEMU R 1.4413 P 09/15/23 | -0.13% | CPTFEMU R 1.4425 P 09/15/23 | -0.13% | CPTFEMU R 1.4438 P 09/15/23 | -0.13% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.13% | 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.14% | 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.14% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.14% | 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.14% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.14% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.14% | MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.15% | UKRPI R 3.4425 P 07/15/49 | -0.16% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.19% | SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.19% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.20% | 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.21% | 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.21% | CPTFEMU P 1.13 R 05/15/50 | -0.22% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.22% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.22% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.22% | CPURNSA P 1.6625 R 07/10/30 | -0.22% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.24% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.25% | CPURNSA P 1.586 R 06/30/30 | -0.26% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.26% | CPTFEMU P 0.935 R 05/15/40 | -0.29% | CPTFEMU P 0.93 R 05/15/40 | -0.29% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.32% | SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.33% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.40% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.40% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.49% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.50% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.76% | US ULTRA BOND CBT MAR21 WNH1 | -0.82% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.15% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.19% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.24% | CAN 10YR BOND FUT MAR21 CNH1 | -1.93% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.20% | US 10YR ULTRA FUT MAR21 UXYH1 | -2.31% | EURO-BUND FUTURE DEC20 RXZ0 | -2.96% | US 2YR NOTE (CBT) MAR21 TUH1 | -57.71% |
Sector Weightings as of 02/28/21
| Cash Investment | Non-Cash Investment | Total Portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
| Agency pass-through | 0.33% | 0.01 | 36.11% | 1.23 | 36.44% | 1.24 |
| Commercial MBS | 6.98% | 0.14 | 13.60% | 0.13 | 20.58% | 0.27 |
| Agency CMO | 19.93% | 0.67 | 0.31% | 0.01 | 20.24% | 0.68 |
| Net cash | 19.53% | 0.00 | 0.00% | 0.00 | 19.53% | 0.00 |
| High-yield corporate bonds | 13.72% | 0.45 | 0.00% | 0.00 | 13.72% | 0.45 |
| Emerging-market bonds | 13.46% | 0.87 | 0.00% | 0.00 | 13.46% | 0.87 |
| Residential MBS (non-agency) | 10.99% | 0.43 | 0.00% | 0.00 | 10.99% | 0.43 |
| Convertible securities | 8.71% | 0.12 | 0.00% | 0.00 | 8.71% | 0.12 |
| Investment-grade corporate bonds | 2.53% | 0.15 | 0.00% | 0.00 | 2.53% | 0.15 |
| Bank loans | 1.91% | 0.08 | 0.00% | 0.00 | 1.91% | 0.08 |
| Asset-backed securities (ABS) | 1.74% | 0.09 | 0.00% | 0.00 | 1.74% | 0.09 |
| Equity investments | 0.17% | 0.00 | 0.00% | 0.00 | 0.17% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -4.03 | 0.00% | -4.03 |
| International Treasury/agency | 0.00% | 0.00 | 0.00% | 0.01 | 0.00% | 0.01 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -0.97 | 0.00% | -0.97 |
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 02/28/21
| United States | 85.90% |
|---|---|
| Ivory Coast | 1.63% |
| Senegal | 1.55% |
| Indonesia | 1.48% |
| Egypt | 1.39% |
| Brazil | 1.10% |
| Dominican Republic | 1.07% |
| Kenya | 0.81% |
| Ghana | 0.75% |
| Other | 4.32% |
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% |