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.

Putnam Diversified Income Subaccount

Fund description

The subaccount seeks income from three sectors: U.S. corporate and government investment-grade bonds, foreign bonds, and higher-yielding, lower-rated corporate bonds. The benchmark allocation for each sector is typically one-third of total assets. The management team can adjust the weightings and may allocate from 15%-65% of assets to each sector. By diversifying its assets, the subaccount seeks to reduce the risk of overexposure to any one sector.

Sales story

Offering a diversified portfolio of income opportunities Diverse income opportunities: The fund provides exposure to bonds in all sectors of the expanding global fixed-income market and across the complete credit spectrum.Multiple strategies: Putnam's bond specialists employ 70-80 active investment strategies to pursue a diverse range of opportunities for performance.Active risk management: In today's complex bond market, the fund's experienced managers actively manage risk with the goal of superior risk-adjusted performance over time.

Management team

D. William Kohli (Investing since 1988)
Michael J. Atkin (Investing since 1988)
Michael V. Salm (Investing since 1989)
Paul D. Scanlon, CFA (Investing since 1986)

Daily pricing as of 01/24/20

		with optional enhanced death benefits
Unit Value	$20.232197	$19.628078
Unit Value Change	-0.033163	-0.032253

Lipper ranking ‡ as of 12/31/19

Category: General Bond Funds

	Percentile ranking	Rank/Funds in category
10 yrs.	61%	9/14
1 yr.	15%	5/34
3 yrs.	22%	6/27
5 yrs.	22%	5/22

Maturity detail includes only cash bonds and cash equivalents.

International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging market securities, including illiquidity and volatility. Lower rated bonds may offer higher yields in return for more risk. Mutual funds that invest in government securities in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. 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.

The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations.'

Credit qualities are shown as a percentage of net assets. A bond rated Baa or higher (Prime-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. Short-term cash bonds rated A-1+ are included in the AAA-rating category. Ratings and portfolio credit quality will vary over time. Credit quality includes the fixed-income portion of the portfolio. Derivative instruments, including currency forwards, are only included to the extent of any unrealized gain or loss on such instruments and are shown in the not-rated category. Cash is also shown in the not-rated category. The fund itself has not been rated by an independent rating agency.

‡ 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.

Quick facts as of 12/31/19

Fiscal Year End	December
Asset Class	Putnam Allstate Advisor Plus
Subaccount Status	Open to new investors
Number of issues	1461
Turnover (fiscal year end)	790%
Net Assets	$211M
Inception Date	09/15/93

Performance

Performance as of 12/31/19

Annual

Cumulative

Annualized Performance	Last Quarter	Year to Date	1 yr.	3 yrs.	5 yrs.	10 yrs.	Life of subaccount
Restated performance
Unit Value	2.20%	9.45%	9.45%	3.98%	2.30%	3.13%	3.54%
Standardized	-5.80%	1.45%	1.45%	1.45%	1.18%	3.13%	3.54%
With optional enhanced death benefit
Unit Value	2.16%	9.29%	9.29%	3.82%	2.15%	2.97%	3.38%
Standardized	-5.84%	1.29%	1.29%	1.28%	1.02%	2.97%	3.38%
Actual performance
Unit Value	2.20%	9.45%	9.45%	3.98%	2.30%	3.13%	3.64%
Standardized	-5.80%	1.45%	1.45%	1.45%	1.18%	3.13%	3.64%
With optional enhanced death benefit
Unit Value	2.16%	9.29%	9.29%	3.82%	2.15%	2.97%	3.48%
Standardized	-5.84%	1.29%	1.29%	1.28%	1.02%	2.97%	3.48%

Cumulative Performance	Last Quarter	Year to Date	1 yr.	3 yrs.	5 yrs.	10 yrs.	Life of subaccount
Restated performance
Unit Value	2.20%	9.45%	9.45%	12.41%	12.06%	36.08%	149.64%
Standardized	-5.80%	1.45%	1.45%	4.41%	6.06%	36.08%	149.64%
With optional enhanced death benefit
Unit Value	2.16%	9.29%	9.29%	11.90%	11.21%	34.03%	139.84%
Standardized	-5.84%	1.29%	1.29%	3.90%	5.21%	34.03%	139.84%
Actual performance
Unit Value	2.20%	9.45%	9.45%	12.41%	12.06%	36.08%	103.22%
Standardized	-5.80%	1.45%	1.45%	4.41%	6.06%	36.08%	103.22%
With optional enhanced death benefit
Unit Value	2.16%	9.29%	9.29%	11.90%	11.21%	34.03%	97.18%
Standardized	-5.84%	1.29%	1.29%	3.90%	5.21%	34.03%	97.18%

Annual Performance at NAV

2010	2011	2012	2013	2014	2015	2016	2017	2018	2019
10.87%	-4.71%	9.74%	6.09%	-1.26%	-3.90%	3.74%	5.41%	-2.57%	9.45%
With optional enhanced death benefit
10.70%	-4.86%	9.57%	5.93%	-1.41%	-4.05%	3.58%	5.26%	-2.72%	9.29%

Restated performance

Monthly as of 12/31/19
Unit Value	1.15%
Standardized	-6.85%

YTD as of 01/24/20
Unit Value	-0.11%
Standardized	-8.10%

With optional enhanced death benefit

Monthly as of 12/31/19
Unit Value	1.14%
Standardized	-6.86%

YTD as of 01/24/20
Unit Value	-0.12%
Standardized	-8.11%

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.

Maturity detail includes only cash bonds and cash equivalents.

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.

Risk Characteristics as of 12/31/19

Avg. Eff. Maturity	6.36
Avg. Eff. Duration	-0.96
Avg. Coupon	5.81
Avg. Yield to Maturity	4.62

Alpha (%)	--
Beta	--
R Squared	--
Standard Deviation (3 yrs.)	3.23

Maturity Details

0 to 1 yr.	-21.44%
1 to 5 yrs.	68.28%
5 to 10 yrs.	47.45%
10 to 15 yrs.	3.31%
Over 15 yrs.	2.40%

Quality Ratings

AAA	66.98%
AA	1.44%
A	2.26%
BBB	10.21%
BB	23.89%
B	9.43%
CCC and Below	5.39%
Not Rated	-19.60%

Holdings

Top 10 holdings as of 12/31/19

Fnma Fn30 Tba Umbs 03.5000 01/01/2050	13.19%
Fnma Fn30 Tba Umbs 03.0000 01/01/2050	9.64%
Fnma Fn30 Tba Umbs 04.0000 01/01/2050	8.89%
Fnma Fn30 Tba Umbs 03.0000 02/01/2050	5.78%
Fnma Fn30 Tba Umbs 02.5000 02/01/2050	3.76%
Fnma Fn30 Tba Umbs 05.5000 01/01/2050	1.53%
Gnma Gii30 Tba 04.5000 01/01/2050	1.49%
Gnma Gii30 Tba 04.0000 01/01/2050	1.47%
United Mexican States Usd 05.5500 01/21/2045	1.06%
Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045	0.95%
Top 10 holdings, total:	47.76%

Prior top 10 holdings

Top 10 holdings as of 12/31/19
1: Fnma Fn30 Tba Umbs 03.5000 01/01/2050	13.19%
2: Fnma Fn30 Tba Umbs 03.0000 01/01/2050	9.64%
3: Fnma Fn30 Tba Umbs 04.0000 01/01/2050	8.89%
4: Fnma Fn30 Tba Umbs 03.0000 02/01/2050	5.78%
5: Fnma Fn30 Tba Umbs 02.5000 02/01/2050	3.76%
6: Fnma Fn30 Tba Umbs 05.5000 01/01/2050	1.53%
7: Gnma Gii30 Tba 04.5000 01/01/2050	1.49%
8: Gnma Gii30 Tba 04.0000 01/01/2050	1.47%
9: United Mexican States Usd 05.5500 01/21/2045	1.06%
10: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045	0.95%
Holdings represent 47.76% of portfolio

Top 10 holdings as of 11/30/19
1: Fnma Fn30 Tba Umbs 03.0000 01/01/2050	13.71%
2: Fnma Fn30 Tba Umbs 03.5000 01/01/2050	13.39%
3: Fnma Fn30 Tba Umbs 04.0000 12/01/2049	9.02%
4: Fnma Fn30 Tba Umbs 02.5000 12/01/2049	3.83%
5: Fnma Fn30 Tba Umbs 05.5000 12/01/2049	1.56%
6: Gnma Gii30 Tba 04.5000 12/01/2049	1.51%
7: Gnma Gii30 Tba 04.0000 01/01/2050	1.50%
8: United Mexican States Usd 05.5500 01/21/2045	1.07%
9: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045	0.96%
10: Hellenic Republic Regs 03.0000 02/24/2030	0.72%
Holdings represent 47.27% of portfolio

Top 10 holdings as of 10/31/19
1: Fnma Fn30 Tba Umbs 03.5000 11/01/2049	13.49%
2: Fnma Fn30 Tba Umbs 03.0000 12/01/2049	11.36%
3: Fnma Fn30 Tba Umbs 04.0000 11/01/2049	9.09%
4: Fnma Fn30 Tba Umbs 02.5000 11/01/2049	3.87%
5: Fnma Fn30 Tba Umbs 05.5000 11/01/2049	1.57%
6: Gnma Gii30 Tba 04.5000 11/01/2049	1.53%
7: Gnma Gii30 Tba 04.0000 11/01/2049	1.52%
8: United Mexican States Usd 05.5500 01/21/2045	1.07%
9: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045	0.96%
10: Hellenic Republic Regs 03.0000 02/24/2030	0.75%
Holdings represent 45.21% of portfolio

Top 10 holdings as of 09/30/19
1: Fnma Fn30 Tba Umbs 03.5000 10/01/2049	13.46%
2: Fnma Fn30 Tba Umbs 03.0000 10/01/2049	11.35%
3: Fnma Fn30 Tba Umbs 04.0000 10/01/2049	9.08%
4: Fnma Fn30 Tba Umbs 02.5000 11/01/2049	3.87%
5: Gnma Gii30 Tba 04.5000 10/01/2049	3.05%
6: Fnma Fn30 Tba Umbs 05.5000 10/01/2049	1.58%
7: Gnma Gii30 Tba 04.0000 10/01/2049	1.52%
8: United Mexican States Usd 05.5500 01/21/2045	1.06%
9: Wfrbs 2012-C7 F P/P 144a 04.5000 06/15/2045	0.95%
10: Hellenic Republic Regs 03.0000 02/24/2030	0.73%
Holdings represent 46.65% of portfolio

Full portfolio

FNMA FN30 TBA UMBS 03.5000 01/01/2050	13.19%
FNMA FN30 TBA UMBS 03.0000 01/01/2050	9.64%
FNMA FN30 TBA UMBS 04.0000 01/01/2050	8.89%
FNMA FN30 TBA UMBS 03.0000 02/01/2050	5.78%
FNMA FN30 TBA UMBS 02.5000 02/01/2050	3.76%
MBX.FN30.500.10 R USL1M P 01/12/41 BC	3.44%
US 2YR NOTE (CBT) MAR20 TUH0	3.28%
FNMA FN30 TBA UMBS 05.5000 01/01/2050	1.53%
GNMA GII30 TBA 04.5000 01/01/2050	1.49%
GNMA GII30 TBA 04.0000 01/01/2050	1.48%
TREASURY BILL 00.0000 04/02/2020	1.25%
UNITED MEXICAN STATES USD 05.5500 01/21/2045	1.04%
WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045	0.94%
TREASURY BILL 00.0000 03/12/2020	0.79%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030	0.71%
TREASURY BILL 00.0000 05/07/2020	0.67%
CAS 2016-C02 1B 14.0420 09/25/2028	0.66%
STACR 2016-DNA1 B 11.7920 07/25/2028	0.65%
CWALT 2006-OA10 4A1 01.9820 08/25/2046	0.63%
FNR 2017-32 SA IO 04.3580 05/25/2047	0.61%
US ULTRA BOND CBT MAR20 WNH0	0.60%
CAS 2015-C03 1M2 06.7920 07/25/2025	0.59%
IVORY COAST REGS 06.1250 06/15/2033	0.57%
CAS 2016-C03 2M2 07.6920 10/25/2028	0.56%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026	0.55%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022	0.51%
WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044	0.51%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022	0.49%
GNR 2019-96 SY IO 04.3354 08/20/2049	0.48%
CAS 2015-C04 1M2 07.4920 04/25/2028	0.48%
SPST 2019-7 A 02.4799 09/24/2020	0.48%
GNR 2016-H23 NI IO 02.2467 10/20/2066	0.48%
WFRBS 2013-C15 D P/P 144A 04.4936 08/15/2046	0.48%
WFRBS 2012-C10 D P/P 144A 04.4298 12/15/2045	0.48%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033	0.47%
SPST 2019-3 A 02.4799 06/24/2020	0.47%
GNR 2019-83 SY IO 04.3354 07/20/2049	0.45%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028	0.45%
JPMBB 2014-C18 D P/P 144A 04.8101 02/15/2047	0.45%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026	0.42%
MBX.FN30.500.09 R USL1M P 01/12/40 BC	0.42%
REPUBLIC OF ANGOLA P/P 144A 08.0000 11/26/2029	0.42%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023	0.41%
REPO TRIPA MORTG 1.57 01/02/2020	0.40%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029	0.40%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029	0.40%
3.096 R ISWP US0003M P 12/03/2029	0.39%
TREASURY BILL 00.0000 06/18/2020	0.39%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047	0.38%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025	0.37%
BSCMS 2007-T26 AJ 05.4499 01/12/2045	0.36%
WFRBS 2012-C7 E P/P 144A 04.8134 06/15/2045	0.36%
FHR 4839 WS IO 04.3603 08/15/2056	0.34%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028	0.34%
CAS 2016-C03 1B 13.5420 10/25/2028	0.34%
CWALT 2006-OA7 1A1 02.9700 06/25/2046	0.33%
CMLTI 2007-AMC3 A2D 02.1420 03/25/2037	0.33%
GNR 2018-94 AI IO 04.5000 07/20/2048	0.32%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.32%
CAS 2018-C05 1B1 06.0420 01/25/2031	0.32%
STACR 2015-DNA3 B 11.1420 04/25/2028	0.32%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027	0.31%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026	0.31%
STACR 2016-HQA2 M3 06.9420 11/25/2028	0.31%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050	0.31%
HELLENIC REPUBLIC REGS 03.4500 04/02/2024	0.30%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046	0.30%
GNR 2014-60 SD IO 04.4154 04/20/2044	0.28%
FNR 2018-20 SB IO 04.4580 03/25/2048	0.28%
REPUBLIC OF ECUADOR P/P 144A 09.5000 03/27/2030	0.28%
WAMU 2005-AR17 A1B3 02.1420 12/25/2045	0.28%
FNR 2019-43 JS IO 04.2580 08/25/2049	0.28%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037	0.28%
WFCM 2013-LC12 D P/P 144A 04.2843 07/15/2046	0.27%
GSMS 2014-GC24 D P/P 144A 04.5323 09/10/2047	0.27%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.26%
ALLY FINANCIAL INC 08.0000 11/01/2031	0.26%
3.073 R ISWP FWD US0003M P 03/04/2029	0.25%
FNR 2015-42 LS IO 04.4080 06/25/2045	0.25%
GNR 2015-186 AI IO 04.0000 12/20/2045	0.25%
TREASURY BILL 00.0000 04/09/2020	0.25%
CAS 2017-C03 1B1 06.6420 10/25/2029	0.24%
STACR 2015-DNA2 B 09.3420 12/25/2027	0.24%
SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS	0.24%
GNR 2010-9 UI IO 05.0000 01/20/2040	0.24%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS	0.24%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS	0.24%
SERVICE CORP INTL 05.3750 05/15/2024	0.23%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024	0.23%
GNR 2017-H16 JI IO 02.6761 08/20/2067	0.23%
GNR 2018-127 IC IO 05.0000 10/20/2044	0.23%
CAS 2017-C02 2B1 07.2920 09/25/2029	0.23%
MSBAM 2013-C10 D P/P 144A 04.0814 07/15/2046	0.22%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047	0.22%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026	0.22%
SPST 2019-11 A 02.5299 10/24/2020	0.22%
GNR 2018-H05 BI IO 02.0504 02/20/2068	0.22%
MBX.FN30.450.09 R USL1M P 01/12/40 BC	0.22%
FNR 2015-30 IO IO 05.5000 05/25/2045	0.21%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027	0.21%
FNR 2015-83 IO IO 04.0000 10/25/2043	0.21%
GNR 2017-H10 MI IO 01.8149 04/20/2067	0.21%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.21%
3.312 R ISWP US0003M P 11/08/2048	0.20%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025	0.20%
COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045	0.20%
GNR 2017-26 MI IO 05.0000 11/20/2039	0.20%
NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029	0.20%
SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS	0.20%
GNR 2016-H09 BI IO 02.5152 04/20/2066	0.20%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026	0.20%
BSCMS 2005-PWR7 B 05.2140 02/11/2041	0.19%
COMM 2013-CR9 D P/P 144A 04.2455 07/10/2045	0.19%
RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029	0.19%
NOVELIS CORP P/P 144A 06.2500 08/15/2024	0.19%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA	0.19%
GNR 2017-H08 NI IO 02.1894 03/20/2067	0.19%
ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032	0.19%
MSBAM 2013-C11 D P/P 144A 04.3535 08/15/2046	0.18%
CAS 2016-C01 1B 13.5420 08/25/2028	0.18%
JPMCC 2007-CB20 E P/P 144A 06.1834 02/12/2051	0.18%
1.625 R ISWP FWD US0003M P 03/18/2025	0.18%
FNR 2016-96 ST IO 04.3080 12/25/2046	0.18%
JPMCC 2011-C3 F P/P 144A 05.6639 02/15/2046	0.18%
RALI 2006-QO10 A1 01.9520 01/25/2037	0.18%
BCAP 2011-RR3 3A6 03.9004 11/27/2036	0.18%
GNR 2018-H03 XI IO 02.3386 02/20/2068	0.18%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023	0.18%
CPTFEMU P 1.7138 R 08/15/37	0.18%
FHR 4604 QI IO 03.5000 07/15/2046	0.18%
FNR 2018-86 DS IO 04.3080 12/25/2048	0.18%
JPMCC 2013-LC11 D 04.1678 04/15/2046	0.18%
DOMINICAN REPUBLIC REGS 07.4500 04/30/2044	0.18%
GNR 2018-H05 AI IO 02.2828 02/20/2068	0.18%
TENET HEALTHCARE P/P 144A 04.8750 01/01/2026	0.17%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026	0.17%
SAMI 2007-AR1 2A1 01.9720 01/25/2037	0.17%
SPRINT CORP 07.8750 09/15/2023	0.17%
FHR 4425 IO IO 04.0000 01/15/2045	0.17%
FNR 2013-90 SD IO 04.8080 09/25/2043	0.17%
GNR 2015-H25 AI IO 01.6447 09/20/2065	0.17%
CWALT 2005-59 1A1 02.0946 11/20/2035	0.17%
GNR 2016-H24 JI IO 02.0429 11/20/2066	0.17%
ARAB REP OF EGYPT P/P 144A 04.5500 11/20/2023	0.16%
FHR 4742 S IO 04.4603 12/15/2047	0.16%
GNR 2015-79 CI IO 04.0000 05/20/2045	0.16%
GNR 2016-H06 DI IO 02.0792 07/20/2065	0.16%
JPMBB 2013-C14 D P/P 144A 04.7019 08/15/2046	0.16%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024	0.16%
GNR 2016-H22 AI IO 02.1738 10/20/2066	0.16%
PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050	0.16%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031	0.16%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037	0.16%
CWALT 2005-38 A3 02.1420 09/25/2035	0.16%
JPMBB 2014-C18 E P/P 144A 04.3101 02/15/2047	0.16%
CFCRE 2011-C2 E P/P 144A 05.7413 12/15/2047	0.16%
PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030	0.16%
FHR 4452 QI IO 04.0000 11/15/2044	0.16%
GNR 2013-76 IO IO 03.5000 05/20/2043	0.16%
GNR 2017-H12 QI IO 02.3310 05/20/2067	0.15%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022	0.15%
GNR 2017-H09 IO IO 01.8606 04/20/2067	0.15%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021	0.15%
SPRINT CORP TLB L+300 04.8125 02/03/2024	0.15%
GNR 2012-8 PI IO 04.0000 05/20/2041	0.15%
GNR 2016-H06 CI IO 01.8043 02/20/2066	0.15%
GNR 2016-H10 AI IO 02.1933 04/20/2066	0.15%
SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS	0.15%
GNR 2013-34 IH IO 04.5000 03/20/2043	0.15%
SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS	0.15%
FHR 4580 ID IO 03.5000 08/15/2045	0.15%
GNR 2012-128 IA IO 03.5000 10/20/2042	0.15%
IOS.FN30.400.14 R USL1M P 01/12/45 CS	0.15%
GNR 2017-H06 BI IO 02.3132 02/20/2067	0.15%
GNR 2018-127 IE IO 03.5000 01/20/2046	0.15%
CWALT 2006-OA7 1A2 03.1795 06/25/2046	0.14%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047	0.14%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023	0.14%
GNR 2017-H02 BI IO 02.2577 01/20/2067	0.14%
BALTA 2005-8 21A1 04.1641 10/25/2035	0.14%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023	0.14%
CSAIL 2015-C1 D P/P 144A 03.7720 04/15/2050	0.14%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027	0.14%
DOMINICAN REPUBLIC REGS 05.5000 01/27/2025	0.14%
GNR 2017-H16 IG IO 02.1433 07/20/2067	0.14%
WAMU 2005-AR10 1A3 04.1407 09/25/2035	0.14%
AES CORP/THE 05.5000 04/15/2025	0.14%
IVORY COAST REGS 05.3750 07/23/2024	0.14%
OMIR 2017-1A B1 P/P 144A 07.5420 04/25/2027	0.14%
IVORY COAST REGS 05.2500 03/22/2030	0.14%
MBX.FN30.500.10 R USL1M P 01/12/41 CS	0.14%
SPST 2019-WL1 A 02.4420 08/25/2052	0.14%
GNR 2009-121 UI IO 05.0000 12/20/2039	0.13%
IVORY COAST P/P 144A 05.2500 03/22/2030	0.13%
CWALT 2006-OA10 3A1 01.9820 08/25/2046	0.13%
GNR 2017-H11 DI IO 01.9078 05/20/2067	0.13%
SPLUNK INC CV 01.1250 09/15/2025	0.13%
FNR 2016-3 NI IO 06.0000 02/25/2046	0.13%
GNR 2017-H16 IB IO 02.1184 08/20/2067	0.13%
FNR 2013-107 SB IO 04.1580 02/25/2043	0.13%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.13%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026	0.13%
GNR 2016-75 EI IO 03.5000 08/20/2045	0.13%
UNITED MEXICAN STATES USD 04.1500 03/28/2027	0.13%
GNR 2015-H23 BI IO 01.7754 09/20/2065	0.13%
TREASURY BILL 00.0000 01/02/2020	0.13%
COMM 2012-CR3 E P/P 144A 04.7516 10/15/2045	0.12%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.12%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025	0.12%
WAMU 2005-AR19 A1C4 02.1920 12/25/2045	0.12%
GNR 2016-H02 HI IO 02.2874 01/20/2066	0.12%
SCRT 2019-2 M 04.7500 08/25/2058	0.12%
GNR 2015-H24 AI IO 02.1161 09/20/2065	0.12%
LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059	0.12%
BRAND ENERGY TL L+425 06.2353 06/21/2024	0.12%
CHENIERE CORP CHRIST 05.1250 06/30/2027	0.12%
CWALT 2005-38 A1 03.7395 09/25/2035	0.12%
GNR 2014-119 SA IO 03.8354 08/20/2044	0.12%
GSAA 2006-8 2A2 01.9720 05/25/2036	0.12%
NAVISTAR INTL TLB L+350 05.2400 11/06/2024	0.12%
STACR 2019-DNA1 M2 04.4420 01/25/2049	0.12%
GNR 2016-H16 EI IO 02.4004 06/20/2066	0.12%
MSRR 2010-R4 4B 03.0270 02/26/2037	0.12%
GNR 2016-H03 DI IO 02.0121 12/20/2065	0.12%
GNR 2017-H11 TI IO 02.3752 04/20/2067	0.12%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027	0.12%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022	0.12%
MSC 2006-HQ10 B 05.4480 11/12/2041	0.12%
GNR 2016-42 IO IO 05.0000 02/20/2046	0.12%
GNR 2016-48 MI IO 03.5000 04/16/2046	0.12%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028	0.11%
GNR 2012-140 IC IO 03.5000 11/20/2042	0.11%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027	0.11%
DBALT 2006-AR4 A2 01.9820 12/25/2036	0.11%
DOMINICAN REPUBLIC REGS 06.0000 07/19/2028	0.11%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027	0.11%
BMIR 2017-1 B1 P/P 144A 06.5420 10/25/2027	0.11%
FNR 2016-102 JI IO 03.5000 02/25/2046	0.11%
UNITED MEXICAN STATES USD 04.0000 10/02/2023	0.11%
GNR 2016-H14 AI IO 02.5419 06/20/2066	0.11%
IOS.FN30.400.14 R USL1M P 01/12/45 GS	0.11%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049	0.11%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026	0.11%
GNR 2012-146 IO IO 05.0000 12/20/2042	0.11%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031	0.11%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.11%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027	0.11%
CAS 2018 - C01 1B1 05.3420 07/25/2030	0.11%
ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026	0.10%
GNR 2013-37 JI IO 03.5000 01/20/2043	0.10%
PRICELINE GRO CV 00.9000 09/15/2021	0.10%
UBS GROUP AG REGS 06.8750 12/29/2049	0.10%
CAS 2019-R04 2B1 07.0420 06/25/2039	0.10%
DISH NETWORK CV 03.3750 08/15/2026	0.10%
GNR 2013-151 IB IO 04.5000 02/20/2040	0.10%
GNR 2015-H25 EI IO 01.8891 10/20/2065	0.10%
CWALT 2006-OA10 2A1 01.9820 08/25/2046	0.10%
ON SEMICONDUC CV 01.6250 10/15/2023	0.10%
STAPLES INC P/P 144A 07.5000 04/15/2026	0.10%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025	0.10%
CEC ENTERTAINMENT INC L+650 08.2994 08/30/2026	0.10%
CENTENE CORP P/P 144A 04.6250 12/15/2029	0.10%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046	0.10%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049	0.10%
SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029	0.10%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025	0.10%
CAS 2019-R03 1B1 05.8920 09/25/2031	0.10%
GNMA GII30 BP3708 05.0000 08/20/2049	0.10%
GNR 2016-H03 AI IO 02.5383 01/20/2066	0.10%
GNR 2013-182 IQ IO 04.5000 12/16/2043	0.10%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027	0.10%
PALO ALTO NET CV 00.7500 07/01/2023	0.10%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022	0.10%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022	0.10%
GNR 2012-136 BI IO 03.5000 11/20/2042	0.10%
GNR 2010-35 QI IO 04.5000 03/20/2040	0.10%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.10%
STACR 2019-DNA2 M2 04.2420 03/25/2049	0.10%
TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027	0.10%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023	0.10%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049	0.10%
GNR 2012-47 CI IO 04.0000 03/20/2042	0.10%
LEVEL 3 FINANCING INC 05.2500 03/15/2026	0.10%
PENSKE AUTO GRP INC 05.7500 10/01/2022	0.10%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025	0.10%
SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS	0.10%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024	0.10%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024	0.10%
LIVE NATION CV 02.5000 03/15/2023	0.10%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027	0.10%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP	0.10%
1.80 R ISWP FWD US0003M P 03/18/2030	0.09%
DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027	0.09%
DOMINICAN REPUBLIC REGS 05.9500 01/25/2027	0.09%
FHR 4077 IK IO 05.0000 07/15/2042	0.09%
IAC FIN 2 P/P 144A CV 00.8750 06/15/2026	0.09%
STACR 2019-DNA2 B2 12.2920 03/25/2049	0.09%
FHR 4678 MS IO 05.1072 04/15/2047	0.09%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.09%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025	0.09%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP	0.09%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025	0.09%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021	0.09%
FHR 3065 DC 14.6408 03/15/2035	0.09%
GNR 2014-H21 BI IO 01.5721 10/20/2064	0.09%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028	0.09%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027	0.09%
GNR 2015-H10 BI IO 02.5582 04/20/2065	0.09%
GNR 2016-104 GI IO 04.5000 01/20/2046	0.09%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024	0.09%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027	0.09%
SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS	0.09%
TREASURY BILL 00.0000 06/11/2020	0.09%
UKRPI P 3.665 R 12/15/28	0.09%
CCMFC 2006-4A A2 01.9720 11/25/2047	0.09%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026	0.09%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024	0.09%
SPRINT CORP 07.2500 09/15/2021	0.09%
BSCMS 2006-PW11 B P/P 144A 05.7745 03/11/2039	0.09%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021	0.09%
GMAC CAPITAL TRUST I PCT 07.6948	0.09%
VIDEOTRON LTD USD 05.0000 07/15/2022	0.09%
GNR 2013-H08 CI IO 01.6767 02/20/2063	0.08%
GNR 2018-127 ID IO 05.0000 07/20/2045	0.08%
1.60 R ISWP FWD US0003M P 03/18/2022	0.08%
AKAMAI TECH CV 00.1250 05/01/2025	0.08%
GNR 2014-44 IA IO 03.5000 05/20/2028	0.08%
GNR 2016-H24 CI IO 01.7303 10/20/2066	0.08%
ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027	0.08%
BMC EAST LLC P/P 144A 05.5000 10/01/2024	0.08%
CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028	0.08%
GNR 2016-H17 KI IO 02.4536 07/20/2066	0.08%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027	0.08%
GNR 2017-42 IC IO 04.5000 08/20/2041	0.08%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.08%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.08%
PULTEGROUP INC 05.5000 03/01/2026	0.08%
UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027	0.08%
ITRON INC P/P 144A 05.0000 01/15/2026	0.08%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025	0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025	0.08%
CAS 2017-C05 1B1 05.3920 01/25/2030	0.08%
GNR 2015-64 YI IO 04.0000 11/20/2044	0.08%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025	0.08%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028	0.08%
1.50 R ISWP US0003M P 09/30/2024	0.08%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025	0.08%
FHR 4530 TI IO 04.0000 11/15/2045	0.08%
GNR 2010-35 AI IO 04.5000 03/20/2040	0.08%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028	0.08%
NETFLIX INC. 05.8750 11/15/2028	0.08%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027	0.08%
CROWN AMER/CAP 04.7500 02/01/2026	0.08%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027	0.08%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023	0.08%
CIT GROUP INC 05.0000 08/01/2023	0.08%
CWALT 2006-24CB A13 02.1420 08/25/2036	0.08%
GNR 2016-27 IB IO 04.0000 11/20/2045	0.08%
SS&C TECH INC P/P 144A 05.5000 09/30/2027	0.08%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027	0.08%
FHR 4122 TI IO 04.5000 10/15/2042	0.08%
JPALT 2007-A2 12A1 01.9920 06/25/2037	0.08%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026	0.08%
1.626 R ISWP FWD US0003M P 09/12/2052	0.07%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025	0.07%
BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042	0.07%
CSC HOLDINGS LLC 06.7500 11/15/2021	0.07%
FNR 2006-8 HP 17.9960 03/25/2036	0.07%
FORTIVE CORP P/P 144A CV 00.8750 02/15/2022	0.07%
GSR 2007-OA1 2A3A 02.1020 05/25/2037	0.07%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023	0.07%
STACR 2018-DNA3 B2 09.5420 09/25/2048	0.07%
STACR 2018-HQA2 B2 12.7920 10/25/2048	0.07%
STANDARD IND INC P/P 144A 05.3750 11/15/2024	0.07%
WFMBS 2006-AR5 1A1 05.1720 04/25/2036	0.07%
AKER BP ASA P/P 144A 06.0000 07/01/2022	0.07%
GNMA GII30 BP6877 05.0000 08/20/2049	0.07%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.07%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025	0.07%
GREAT LAKES D&D 08.0000 05/15/2022	0.07%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024	0.07%
WESTERN DIGITAL CORPORATION 04.7500 02/15/2026	0.07%
COMPASS MIN INTL P/P 144A 06.7500 12/01/2027	0.07%
CPTFEMU P 1.71 R 07/15/37	0.07%
DEXCOM INC CV 00.7500 12/01/2023	0.07%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA	0.07%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028	0.07%
GNR 2017-38 DI IO 05.0000 03/16/2047	0.07%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025	0.07%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.07%
NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027	0.07%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS	0.07%
TRANSDIGM INC P/P 144A 05.5000 11/15/2027	0.07%
TREASURY BILL 00.0000 06/04/2020	0.07%
UBSBB 2012-C2 F P/P 144A 04.8901 05/10/2063	0.07%
GNR 2013-3 IT IO 05.0000 01/20/2043	0.07%
HCA INC 05.2500 06/15/2026	0.07%
MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027	0.07%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP	0.07%
1.53 R ISWP US0003M P 10/01/2024	0.07%
INPHI CORP CV 00.7500 09/01/2021	0.07%
NUANCE COMM CV 01.2500 04/01/2025	0.07%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025	0.07%
CALPINE CORP P/P 144A 04.5000 02/15/2028	0.07%
FNR 2012-30 HI IO 04.5000 12/25/2040	0.07%
FNR 2017-7 JI IO 04.0000 02/25/2047	0.07%
GNR 2016-37 IW IO 04.5000 02/20/2046	0.07%
STANDARD IND INC P/P 144A 06.0000 10/15/2025	0.07%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027	0.07%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027	0.07%
HVMLT 2005-2 1A 02.2839 05/19/2035	0.07%
SERVICE CORP INTL 05.1250 06/01/2029	0.07%
T-MOBILE USA INC 06.3750 03/01/2025	0.07%
ASCEND LEARNING TLB L+300 04.7994 07/12/2024	0.06%
CENTENE CORP 04.7500 05/15/2022	0.06%
FHR 4000 LI IO 04.0000 02/15/2042	0.06%
GNR 2013-54 JI IO 03.5000 02/20/2043	0.06%
GNR 2014-76 IO IO 05.0000 05/20/2044	0.06%
GREIF INC P/P 144A 06.5000 03/01/2027	0.06%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026	0.06%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024	0.06%
SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB	0.06%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026	0.06%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024	0.06%
HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026	0.06%
INGEVITY CORP P/P 144A 04.5000 02/01/2026	0.06%
ISTAR INC 04.7500 10/01/2024	0.06%
MWST 2019-1 A 02.5920 06/25/2052	0.06%
PQ CORP P/P 144A 05.7500 12/15/2025	0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023	0.06%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP	0.06%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026	0.06%
CWALT 2007-OH1 A1D 02.0020 04/25/2047	0.06%
GNR 2017-63 PI IO 04.0000 12/20/2043	0.06%
ISTAR INC 04.2500 08/01/2025	0.06%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049	0.06%
ZENDESK INC CV 00.2500 03/15/2023	0.06%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027	0.06%
CAS 2015-C03 2M2 06.7920 07/25/2025	0.06%
EXACT SCIENCES CORP CV 00.3750 03/15/2027	0.06%
FHR 4024 PI IO 04.5000 12/15/2041	0.06%
FNR 2015-88 QI IO 04.0000 10/25/2044	0.06%
GNR 2016-H14 IO IO 01.7169 06/20/2066	0.06%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024	0.06%
NOK/USD 03/18/2020 GSFX	0.06%
SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025	0.06%
SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA	0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026	0.06%
VERTIV TLB L+400 05.9271 11/15/2023	0.06%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.06%
IOS.FN30.350.14 R USL1M P 01/12/45 CS	0.06%
IOS.FN30.400.14 R USL1M P 01/12/45 CS	0.06%
GNMA GII30 BP2045 05.0000 07/20/2049	0.06%
IOS.FN30.400.14 R USL1M P 01/12/45 GS	0.06%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026	0.06%
STARWOOD PROP TR 04.7500 03/15/2025	0.06%
CAS 2015-C04 2M2 07.3420 04/25/2028	0.06%
CHEGG INC P/P 144A CV 00.1250 03/15/2025	0.06%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026	0.06%
GNMA GII30 BO3369 05.0000 06/20/2049	0.06%
GNR 2015-H08 CI IO 01.8316 03/20/2065	0.06%
LIBERTY MEDIA CV 01.3750 10/15/2023	0.06%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022	0.06%
NRG ENERGY INC 05.7500 01/15/2028	0.06%
WMHE 2007-HE4 1A 01.9620 07/25/2047	0.06%
WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029	0.06%
DIAMOND SPORTS P/P 144A 05.3750 08/15/2026	0.06%
II-VI INC CV 00.2500 09/01/2022	0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026	0.06%
MICROCHIP TEC CV 01.6250 02/15/2027	0.06%
T-MOBILE USA INC 04.7500 02/01/2028	0.06%
TWITTER INC CV 01.0000 09/15/2021	0.06%
1.343 R ISWP FWD EUR006M P 11/29/2058	0.06%
CAS 2016-C05 2B 12.5420 01/25/2029	0.06%
DISH DBS CORP 05.8750 11/15/2024	0.06%
EQUINIX INC 05.3750 05/15/2027	0.06%
GNR 2009-121 BI IO 04.5000 12/16/2039	0.06%
GNR 2013-165 IL IO 04.0000 03/20/2043	0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024	0.06%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027	0.06%
RH P/P 144A CV 00.0000 09/15/2024	0.06%
US CONCRETE INC 06.3750 06/01/2024	0.06%
ZILLOW GRP P/P 144A CV 01.3750 09/01/2026	0.06%
CHENIERE CORP CHRIST 05.8750 03/31/2025	0.06%
FNR 2013-41 IP IO 04.0000 05/25/2043	0.06%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.06%
SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029	0.06%
FNR 2010-35 SG IO 04.6080 04/25/2040	0.06%
NRG ENERGY CV 02.7500 06/01/2048	0.06%
SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA	0.06%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023	0.05%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023	0.05%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025	0.05%
FHR 4403 CI IO 04.0000 10/15/2044	0.05%
GNR 2010-20 UI IO 05.0000 02/20/2040	0.05%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023	0.05%
0.233 R ISWP FWD EUR006M P 02/19/2050	0.05%
1.746 R ISWP US0003M P 12/27/2029	0.05%
BWAY CORP TLB L+325 05.2343 04/03/2024	0.05%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026	0.05%
CPG INTL TL L+375 05.9333 05/05/2024	0.05%
EUROPCAR MOBILITY GROUP REGS 04.1250 11/15/2024	0.05%
HCA INC 05.3750 09/01/2026	0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022	0.05%
MWST 2018-W1 A 02.6420 11/25/2051	0.05%
NRG P/P 144A 03.7500 06/15/2024	0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024	0.05%
STACR 2018-HQA2 M2 04.0920 10/25/2048	0.05%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026	0.05%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024	0.05%
GNMA GII30 BO2715 05.0000 07/20/2049	0.05%
GNMA GII30 BO4614 05.0000 06/20/2049	0.05%
GNMA GII30 BP3611 05.0000 07/20/2049	0.05%
GNMA GII30 BP3623 05.0000 08/20/2049	0.05%
GNR 2013-129 SN IO 04.3854 09/20/2043	0.05%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028	0.05%
UNIVISION COMM P/P 144A 05.1250 02/15/2025	0.05%
1.354 R ISWP FWD EUR006M P 02/19/2050	0.05%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027	0.05%
GNR 2010-9 QI IO 04.5000 01/20/2040	0.05%
IOS.FN30.400.13 R USL1M P 01/12/44 JP	0.05%
MBX.GII30.500.10 R USL1M P 01/12/41 BC	0.05%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025	0.05%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024	0.05%
ATOTECH TLB1 L+300 04.9446 01/31/2024	0.05%
BERRY GLOBAL INC 05.5000 05/15/2022	0.05%
CENTURYLINK TLB L+275 05.2724 01/31/2025	0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024	0.05%
FHR 3072 SM 04.2533 11/15/2035	0.05%
GFL ENVIRONMENTAL TLB L+300 04.7994 05/31/2025	0.05%
PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024	0.05%
SPRINGLEAF FINANCE CORP 05.3750 11/15/2029	0.05%
BERRY GLOBAL INC 05.1250 07/15/2023	0.05%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021	0.05%
FTI CONSULTIN CV 02.0000 08/15/2023	0.05%
GNMA GII30 BP5514 03.5000 09/20/2049	0.05%
GNR 2015-69 IK IO 03.5000 03/20/2038	0.05%
GNR 2018-127 IB IO 04.5000 06/20/2045	0.05%
HCA INC 05.0000 03/15/2024	0.05%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024	0.05%
LUMENTUM HOLD CV 00.2500 03/15/2024	0.05%
MHL 2005-3 M2 02.5870 08/25/2035	0.05%
NABORS INDUSTRIES INC. 05.7500 02/01/2025	0.05%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029	0.05%
VIAVI SOLUT CV 01.7500 06/01/2023	0.05%
COLONY STARWO CV 03.5000 01/15/2022	0.05%
DOCUSIGN INC CV 00.5000 09/15/2023	0.05%
ENERGY TRANSFER OPERA 05.8750 01/15/2024	0.05%
ENVESTNET INC CV 01.7500 06/01/2023	0.05%
FNR 2013-53 JI IO 03.0000 12/25/2041	0.05%
GARDA WORLD TLB L+475 06.6903 10/23/2026	0.05%
GNMA GII30 BO5417 05.0000 06/20/2049	0.05%
GNR 2013-28 IO IO 03.5000 02/20/2043	0.05%
HUSKY TLB L+300 04.7994 03/28/2025	0.05%
MARRIOTT VAC CV 01.5000 09/15/2022	0.05%
GFL ENVIRON INC P/P 144A 05.1250 12/15/2026	0.05%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025	0.05%
GNMA GII30 BO4634 05.0000 06/20/2049	0.05%
MEREDITH CORP 06.8750 02/01/2026	0.05%
AMERICAN INTL GROUP 08.1750 05/15/2058	0.05%
ASURION TLB7 L+300 04.7994 11/03/2024	0.05%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029	0.05%
FNR 2007-53 SP 17.6293 06/25/2037	0.05%
GOEASY LTD P/P 144A 05.3750 12/01/2024	0.05%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.05%
SINCLAIR TELE P/P 144A 05.5000 03/01/2030	0.05%
2.536 R ISWP FWD US0003M P 12/02/2023	0.04%
ALLY FINANCIAL INC 05.7500 11/20/2025	0.04%
AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030	0.04%
ANTERO RESOURCES 05.3750 11/01/2021	0.04%
BERRY GLOBAL TLU L+250 5.02189 07/01/2026	0.04%
CENOVUS ENERGY INC USD 06.7500 11/15/2039	0.04%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029	0.04%
GNR 2015-79 GI IO 05.0000 10/20/2039	0.04%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024	0.04%
LIBERTY MEDIA CV 01.0000 01/30/2023	0.04%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024	0.04%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027	0.04%
SQUARE INC CV 00.5000 05/15/2023	0.04%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026	0.04%
APERGY CORP 06.3750 05/01/2026	0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS	0.04%
GNMA GII30 BL2894 05.0000 04/20/2049	0.04%
ICAHN ENTER/FIN 06.2500 05/15/2026	0.04%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025	0.04%
NETFLIX INC 04.8750 04/15/2028	0.04%
SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI	0.04%
TALBOTS TLB L+700 08.7994 11/28/2022	0.04%
WAYFAIR INC CV 01.1250 11/01/2024	0.04%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024	0.04%
AKAMAI TECH P/P 144A CV 00.3750 09/01/2027	0.04%
BANK OF AMERICA CORP 06.5000 10/29/2049	0.04%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023	0.04%
ETSY INC P/P 144A CV 00.1250 10/01/2026	0.04%
GNMA GII30 BN1509 05.0000 05/20/2049	0.04%
GNR 2013-27 PI IO 03.5000 12/20/2042	0.04%
MATTEL INC P/P 144A 05.8750 12/15/2027	0.04%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP	0.04%
CIT GROUP INC. 05.0000 08/15/2022	0.04%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024	0.04%
FHR 4546 TI IO 04.0000 12/15/2045	0.04%
FNR 2013-44 PI IO 04.0000 01/25/2043	0.04%
NEUROCRINE CV 02.2500 05/15/2024	0.04%
NEWELL BRANDS INC 04.2000 04/01/2026	0.04%
OSHKOSH CORP 05.3750 03/01/2025	0.04%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023	0.04%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025	0.04%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP	0.04%
WIX LTD USD 00.0000 07/01/2023	0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026	0.04%
1.655 R ISWP US0003M P 11/29/2029	0.04%
CREE INC CV 00.8750 09/01/2023	0.04%
FNR 2010-140 GS IO 04.2080 07/25/2039	0.04%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025	0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032	0.04%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026	0.04%
IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9	0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025	0.04%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021	0.04%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025	0.04%
WERNER TLB L+400 05.7994 07/24/2024	0.04%
WPX ENERGY INC 05.2500 10/15/2027	0.04%
1.4925 R ISWP CDOR03 P 08/15/2029	0.04%
ARBY'S TLB L+325 05.2159 02/05/2025	0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023	0.04%
BIOMARIN PHARMA CV 00.5990 08/01/2024	0.04%
CBRE SERVICES INC 05.2500 03/15/2025	0.04%
FNR 2005-122 SE 16.8280 11/25/2035	0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033	0.04%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.04%
NATIONSTAR MORT/ 06.5000 07/01/2021	0.04%
PETSMART INC TLB L+400 05.7400 03/11/2022	0.04%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027	0.04%
SNAP INC P/P 144A CV 00.7500 08/01/2026	0.04%
SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS	0.04%
TENNANT CO 05.6250 05/01/2025	0.04%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027	0.04%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038	0.04%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025	0.04%
GNMA GII30 BP7527 03.5000 10/20/2049	0.04%
HCA INC. 07.5000 02/15/2022	0.04%
IHEARTMEDIA TL L+400 05.7809 05/01/2026	0.04%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.04%
JAZZ INVT I LTD USD 01.5000 08/15/2024	0.04%
NRG ENERGY INC. 07.2500 05/15/2026	0.04%
TELADOC INC CV 01.3750 05/15/2025	0.04%
TERRIER MEDIA TLB L+425 05.9898 12/12/2026	0.04%
TRANSOCEAN INC CV 00.5000 01/30/2023	0.04%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023	0.04%
WORKDAY INC CV 00.2500 10/01/2022	0.04%
1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028	0.04%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027	0.04%
DIAMOND SPORTS TLB L+325 05.0300 08/24/2026	0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.04%
QORVO INC 05.5000 07/15/2026	0.04%
VERINT SYSTEMS INC CV 01.5000 06/01/2021	0.04%
ZYNGA INC P/P 144A CV 00.2500 06/01/2024	0.04%
ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028	0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022	0.04%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025	0.04%
CINEWORLD TLB L+225 04.0494 02/28/2025	0.04%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025	0.04%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025	0.04%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026	0.04%
GNR 2010-35 UI IO 05.0000 03/20/2040	0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024	0.04%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.04%
LENNAR CORP 05.8750 11/15/2024	0.04%
NUTANIX INC CV 00.0000 01/15/2023	0.04%
Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026	0.04%
SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS	0.04%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025	0.04%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025	0.04%
TREASURY BILL 00.0000 02/20/2020	0.04%
0.49 R ISWP FWD EUR006M P 08/08/2054	0.04%
ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027	0.04%
MERCER INTL INC USD 06.5000 02/01/2024	0.04%
ORYX TLB L+400 06.0536 05/22/2026	0.04%
SM ENERGY CO 06.1250 11/15/2022	0.04%
SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA	0.04%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025	0.04%
FNR 2008-24 SP 16.7127 02/25/2038	0.04%
GARTNER INC P/P 144A 05.1250 04/01/2025	0.04%
GOLDEN NUGGET TL L+275 04.6923 10/04/2023	0.04%
MSC 2007-HQ11 C 05.5580 02/12/2044	0.04%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024	0.04%
PLURALSIGHT P/P 144A CV 00.3750 03/01/2024	0.04%
REGENCY ENERGY P 04.5000 11/01/2023	0.04%
THE AES CORPORATION 04.8750 05/15/2023	0.04%
CIT GROUP INC. 05.2500 03/07/2025	0.03%
CONMED CORP P/P 144A CV 02.6250 02/01/2024	0.03%
ENCORE CAPITA CV 03.2500 03/15/2022	0.03%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.03%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.03%
SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA	0.03%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022	0.03%
WPX ENERGY INC 05.7500 06/01/2026	0.03%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022	0.03%
CLEAR CHANNEL TLB L+350 05.5435 08/21/2026	0.03%
FHR 4000 PI IO 04.5000 01/15/2042	0.03%
IOS.FN30.400.11 R USL1M P 01/12/42 BC	0.03%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024	0.03%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026	0.03%
MESSER INDUST TLB L+250 04.4446 03/01/2026	0.03%
ROBERTSHAW US HOLDING L+325 05.0625 02/28/2025	0.03%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC	0.03%
WEEKLEY HOMES LLC 06.0000 02/01/2023	0.03%
WIDEOPENWEST TLB L+325 05.0299 08/19/2023	0.03%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023	0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026	0.03%
CBS OUT AMER CAP LLC 05.6250 02/15/2024	0.03%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027	0.03%
CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027	0.03%
ELDORADO RESORTS INC 07.0000 08/01/2023	0.03%
GNR 2013-183 JI IO 04.5000 02/16/2043	0.03%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027	0.03%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029	0.03%
SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS	0.03%
CINEMARK USA INC 04.8750 06/01/2023	0.03%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028	0.03%
FHR 3249 PS 16.5338 12/15/2036	0.03%
GNR 2015-H26 CI IO 00.3325 08/20/2065	0.03%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023	0.03%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026	0.03%
SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS	0.03%
VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024	0.03%
1.735 R ISWP NOKOIB6M P 07/01/2024	0.03%
1011778 BC ULC / P/P 144A 04.3750 01/15/2028	0.03%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026	0.03%
FNR 2005-83 QP 12.7348 11/25/2034	0.03%
FNR 2012-127 BI IO 04.5000 11/25/2042	0.03%
GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025	0.03%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.03%
LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049	0.03%
LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026	0.03%
PROVINCIA DE BUENOS 45.7248 05/31/2022	0.03%
STACR 2019-HQA1 M2 04.1420 02/25/2049	0.03%
SUPERNUS PH CV 00.6250 04/01/2023	0.03%
SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB	0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027	0.03%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026	0.03%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027	0.03%
WELLCARE HEALTH PLANS 05.2500 04/01/2025	0.03%
1.425 R ISWP FWD US0003M P 09/18/2024	0.03%
AIR TRANSPORT CV 01.1250 10/15/2024	0.03%
ANTERO RESOURCES FIN 05.1250 12/01/2022	0.03%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.03%
CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024	0.03%
EURONET WORLD P/P 144A CV 00.7500 03/15/2049	0.03%
J2 GLOBAL P/P 144A CV 01.7500 11/01/2026	0.03%
JELD-WEN INC P/P 144A 04.8750 12/15/2027	0.03%
PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022	0.03%
RINGCENTRAL CV 00.0000 03/15/2023	0.03%
-0.4047 R ISWP EUR006M P 10/11/2024	0.03%
1.43125 R ISWP FWD US0003M P 09/18/2024	0.03%
FNMA FN30 BO0212 UMBS 04.5000 05/01/2049	0.03%
GNR 2013-99 VS IO 04.3603 07/16/2043	0.03%
INSULET CORP P/P 144A CV 00.3750 09/01/2026	0.03%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.03%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026	0.03%
ROBERTSHAW TL 2L L+800 09.8125 02/28/2026	0.03%
SCIENTIFIC GAMES TLB5 L+275 04.5494 08/14/2024	0.03%
SESI LLC 07.1250 12/15/2021	0.03%
SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA	0.03%
SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB	0.03%
TABULA RASA H P/P 144A CV 01.7500 02/15/2026	0.03%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023	0.03%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027	0.03%
FNS 378 19 IO 05.0000 06/25/2035	0.03%
GATES GLOBAL TLB L+275 04.5494 03/31/2024	0.03%
GNR 2013-102 IP IO 03.5000 06/20/2043	0.03%
ICAHN ENTER P/P 144A 04.7500 09/15/2024	0.03%
ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027	0.03%
MERCER INTL INC USD 05.5000 01/15/2026	0.03%
NETFLIX INC. 06.3750 05/15/2029	0.03%
NEW RELIC INC CV 00.5000 05/01/2023	0.03%
NOK/USD 03/18/2020 RBSF	0.03%
REVLON CONS TLB L+350 05.4086 09/07/2023	0.03%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026	0.03%
SWPTN 3MX5Y P 2.18775 USD 03/17/2020 CI	0.03%
TARGA RESOURCES PART 05.0000 01/15/2028	0.03%
TENET HEALTHCARE 04.6250 07/15/2024	0.03%
0.20 R ISWP FWD EUR006M P 03/18/2030	0.03%
AIR METHODS TLB L+350 05.4446 04/21/2024	0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049	0.03%
CAS 2015-C02 2M2 05.7920 05/25/2025	0.03%
FHR 4105 HI IO 03.5000 07/15/2041	0.03%
GENESEE & WYOMING TL L+200 03.7743 11/05/2026	0.03%
GNMA GII30 BO6603 05.0000 07/20/2049	0.03%
IHS MARKIT LTD USD 04.7500 08/01/2028	0.03%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026	0.03%
INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023	0.03%
SOLENIS 1STL L+400 05.9086 06/26/2025	0.03%
STACR 2018-HQA2 B1 06.0420 10/25/2048	0.03%
SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI	0.03%
TRAVELPORT TLB L+500 07.5413 05/30/2026	0.03%
0.616 R ISWP FWD GBL6M P 09/18/2029	0.02%
AES CORP/THE 05.1250 09/01/2027	0.02%
BOYD GAMING CORPORATION 06.0000 08/15/2026	0.02%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026	0.02%
CINEMARK USA INC 05.1250 12/15/2022	0.02%
FHS 304 C37 IO 03.5000 12/15/2027	0.02%
FNR 2013-35 IP IO 03.0000 06/25/2042	0.02%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.02%
JO-ANN STORES 2NDL L+925 11.0420 05/21/2024	0.02%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022	0.02%
LEVEL 3 FINANCING INC 05.6250 02/01/2023	0.02%
NETFLIX INC P/P 144A 05.3750 11/15/2029	0.02%
NOK/USD 03/18/2020 SSBT	0.02%
SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024	0.02%
SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029	0.02%
TRANSDIGM INC 06.3750 06/15/2026	0.02%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027	0.02%
1.668 R ISWP FWD US0003M P 01/06/2030	0.02%
1.9185 R ISWP FWD US0003M P 08/08/2052	0.02%
8X8 INC P/P 144A CV 00.5000 02/01/2024	0.02%
AES CORP/THE 04.5000 03/15/2023	0.02%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028	0.02%
DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026	0.02%
FNR 2006-62 PS 29.1480 07/25/2036	0.02%
GNMA GII30 BO8266 05.0000 07/20/2049	0.02%
GNR 2019-78 SJ IO 04.2854 06/20/2049	0.02%
HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028	0.02%
IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024	0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026	0.02%
SILICON LABOR CV 01.3750 03/01/2022	0.02%
2.806 R ISWP FWD US0003M P 03/05/2030	0.02%
BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026	0.02%
BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027	0.02%
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%
CHEMOURS CO 07.0000 05/15/2025	0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024	0.02%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026	0.02%
GNMA GII30 BP7627 03.5000 11/20/2049	0.02%
LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024	0.02%
NZD/USD 01/15/2020 UBS	0.02%
REFINITIV TLB L+325 05.0494 10/01/2025	0.02%
STEEL DYNAMICS INC 05.0000 12/15/2026	0.02%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027	0.02%
TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028	0.02%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027	0.02%
1.6675 R ISWP US0003M P 12/31/2029	0.02%
ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028	0.02%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022	0.02%
BOYD GAMING CORP P/P 144A 04.7500 12/01/2027	0.02%
CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024	0.02%
FIVE9 INC CV 00.1250 05/01/2023	0.02%
GNMA GII30 BN1507 05.0000 05/20/2049	0.02%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027	0.02%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.02%
ISTAR INC. 05.2500 09/15/2022	0.02%
LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027	0.02%
MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024	0.02%
NOK/USD 03/18/2020 BANKAM	0.02%
T-MOBILE USA INC 04.5000 02/01/2026	0.02%
YUM! BRANDS INC P/P 144A 04.7500 01/15/2030	0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024	0.02%
FNMA FN30 BN9825 UMBS 05.0000 05/01/2049	0.02%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024	0.02%
GNMA GII30 BN1508 05.0000 05/20/2049	0.02%
GNMA GII30 BP3716 05.0000 08/20/2049	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 BC	0.02%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.02%
UKRPI P 3.4025 R 03/15/28	0.02%
BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028	0.02%
BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030	0.02%
BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026	0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021	0.02%
CPURNSA R 1.71 P 11/21/24	0.02%
FRONTIER COMM P/P 144A 08.5000 04/01/2026	0.02%
GNMA GII30 BN1510 05.5000 05/20/2049	0.02%
GNMA GII30 BP7505 03.5000 10/20/2049	0.02%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.02%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025	0.02%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028	0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026	0.02%
NZD/USD 01/15/2020 SSBT	0.02%
OASIS PETROLEUM INC 06.8750 03/15/2022	0.02%
RAPID7 INC CV 01.2500 08/01/2023	0.02%
REDFIN CORP CV 01.7500 07/15/2023	0.02%
TWILIO INC CV 00.2500 06/01/2023	0.02%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026	0.02%
2.32 R ISWP FWD US0003M P 02/09/2024	0.02%
BLACKLINE INC P/P 144A CV 00.1250 08/01/2024	0.02%
CALPINE CORP P/P 144A 05.8750 01/15/2024	0.02%
JELD-WEN INC P/P 144A 04.6250 12/15/2025	0.02%
JO-ANN STORES TL L+500 06.9340 10/16/2023	0.02%
MOOG INC P/P 144A 04.2500 12/15/2027	0.02%
PRECISION DRILL P/P 144A 07.1250 01/15/2026	0.02%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023	0.02%
SM ENERGY CO 06.7500 09/15/2026	0.02%
SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP	0.02%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029	0.02%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029	0.02%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026	0.02%
FHR 3408 EK 18.7925 04/15/2037	0.02%
FNMA FN30 BO0182 UMBS 05.0000 05/01/2049	0.02%
MASONITE INTL C P/P 144A 05.3750 02/01/2028	0.02%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023	0.02%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025	0.02%
0.65 R ISWP FWD SES3M P 03/18/2030	0.02%
AKER BP ASA P/P 144A 05.8750 03/31/2025	0.02%
ALBERTSON'S TLB7 L+275 04.5494 11/17/2025	0.02%
HUB INTL TLB L+400 05.9274 04/25/2025	0.02%
ILLUMINA INC CV 00.0000 08/15/2023	0.02%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.02%
KRONOS TLB L+300 04.9091 11/01/2023	0.02%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023	0.02%
SERVICE CORPORATION INTL 04.6250 12/15/2027	0.02%
SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB	0.02%
1.98 R ISWP FWD US0003M P 03/18/2050	0.02%
2.00 R ISWP FWD NOKOIB6M P 03/18/2030	0.02%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026	0.02%
CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9	0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP	0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS	0.02%
GNMA GII30 BP7740 03.5000 11/20/2049	0.02%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024	0.02%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026	0.02%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029	0.02%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026	0.02%
CALIFORNIA RESOURC TL L+475 06.5548 12/31/2022	0.02%
CAS 2017-C06 2B1 06.2420 02/25/2030	0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	0.02%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024	0.02%
EQUINIX INC 05.8750 01/15/2026	0.02%
FHR 4210 PI IO 03.0000 12/15/2041	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.02%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.02%
LIVE NATION ENT P/P 144A 04.7500 10/15/2027	0.02%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038	0.02%
TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030	0.02%
VIPER ENERGY P/P 144A 05.3750 11/01/2027	0.02%
1.6875 R ISWP CDOR03 P 10/09/2029	0.01%
FNMA FN30 BN3050 UMBS 05.0000 01/01/2049	0.01%
JC PENNEY CORP INC 07.4000 04/01/2037	0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025	0.01%
NETFLIX INC. P/P 144A 04.8750 06/15/2030	0.01%
OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030	0.01%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026	0.01%
RACKSPACE HOSTING INC L+300 04.9023 11/03/2023	0.01%
TRIBUNE CLASS 1C LITIGAT	0.01%
UKRPI P 3.385 R 11/15/24	0.01%
0.35 R ISWP FWD SES3M P 03/18/2025	0.01%
1.75 R ISWP FWD NFIX3MID P 03/18/2030	0.01%
2.3075 R ISWP FWD US0003M P 02/02/2024	0.01%
CAS 2015-C02 1M2 05.7920 05/25/2025	0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML	0.01%
EUR/NOK PUT 9.85 20200121 GSFX	0.01%
FNR 2013-23 PI IO 03.0000 10/25/2041	0.01%
GNR 2019-99 KS IO 04.2854 08/20/2049	0.01%
OPTN FN30 3.0 01/07/20 CALL 101.34375 JPMC	0.01%
UKRPI P 3.34 R 03/15/28	0.01%
1.40 R ISWP FWD NFIX3MID P 03/18/2025	0.01%
CHEMOURS CO 05.3750 05/15/2027	0.01%
DIVERSEY TL L+300 04.9271 09/06/2024	0.01%
GNR 2014-108 IP IO 04.5000 12/20/2042	0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026	0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025	0.01%
MSC 2007-HQ11 B 05.5380 02/12/2044	0.01%
NRG ENERGY INC 06.6250 01/15/2027	0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026	0.01%
VALARIS PLC USD 07.7500 02/01/2026	0.01%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024	0.01%
WPX ENERGY INC 08.2500 08/01/2023	0.01%
CAS 2017-C07 2B1 06.2420 05/25/2030	0.01%
CPURNSA R 1.703 P 11/29/24	0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024	0.01%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027	0.01%
PQ CORP TLB L+250 04.4271 02/08/2025	0.01%
1.77 R ISWP FWD US0003M P 12/27/2029	0.01%
2.57 R ISWP FWD US0003M P 02/02/2024	0.01%
ELDORADO RESORTS INC 06.0000 09/15/2026	0.01%
FREEPORT-MCMORAN INC 05.4500 03/15/2043	0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040	0.01%
INSTALLED BUILDI P/P 144A 05.7500 02/01/2028	0.01%
MERCER INTL INC USD 07.3750 01/15/2025	0.01%
PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028	0.01%
SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI	0.01%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP	0.01%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP	0.01%
UKRPI P 3.34 R 02/15/28	0.01%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022	0.01%
FNS 374 6 IO 05.5000 08/25/2036	0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026	0.01%
SM ENERGY CO 05.0000 01/15/2024	0.01%
SM ENERGY CO 06.6250 01/15/2027	0.01%
SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB	0.01%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI	0.01%
1.632 R ISWP US0003M P 12/17/2024	0.01%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026	0.01%
AUD/USD 01/15/2020 UBS	0.01%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.01%
STEEL DYNAMICS INC 04.1250 09/15/2025	0.01%
SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS	0.01%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS	0.01%
T-MOBILE USA INC 05.3750 04/15/2027	0.01%
TIAAC 2003-1A E 144A 08.0000 12/28/2038	0.01%
1.6445 R ISWP US0003M P 12/13/2024	0.01%
2.2225 R ISWP FWD US0003M P 06/05/2029	0.01%
2.55 R ISWP FWD US0003M P 11/20/2039	0.01%
2.86 R ISWP US0003M P 01/22/2020	0.01%
FNGT 2000-T6 IO IO 00.7166 11/25/2040	0.01%
GBP/USD 03/18/2020 BANKAM	0.01%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021	0.01%
NABORS INDUSTRIES INC. 05.5000 01/15/2023	0.01%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025	0.01%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS	0.01%
SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS	0.01%
SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS	0.01%
UKRPI P 3.381 R 11/15/24	0.01%
UKRPI P 3.3875 R 03/15/28	0.01%
BRL/USD 02/04/2020 GSFX	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.01%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP	0.01%
CPURNSA R 1.7625 P 12/10/24	0.01%
FHR 3300 PO PO 00.0000 02/15/2037	0.01%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022	0.01%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.01%
0.80 R ISWP AUDBB3M P 10/30/2021	0.00%
2.10 R ISWP FWD CDOR03 P 03/18/2030	0.00%
2.5725 R ISWP FWD US0003M P 02/02/2024	0.00%
ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS	0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027	0.00%
FNR 2011-98 AI IO 03.5000 11/25/2037	0.00%
GBP/USD 03/18/2020 RBSF	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.00%
NOK/USD 03/18/2020 CITI	0.00%
PULTEGROUP INC. 07.8750 06/15/2032	0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028	0.00%
SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB	0.00%
TXU TCEH RIGHTS	0.00%
UKRPI P 3.42 R 12/15/24	0.00%
0.81 R ISWP AUDBB3M P 10/30/2021	0.00%
1.6815 R ISWP US0003M P 12/18/2024	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS	0.00%
CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039	0.00%
FSPC T-57 1AX IO 00.3749 07/25/2043	0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024	0.00%
SWPTN 1MX10Y R 1.695 USD 01/13/2020 UB	0.00%
0.90 R ISWP FWD GBL6M P 03/18/2025	0.00%
1.80 R ISWP FWD US0003M P 01/15/2030	0.00%
1.95 R ISWP FWD NOKOIB6M P 03/18/2025	0.00%
CHC GRP LLC P/P CV 00.0000 10/01/2020	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024	0.00%
OPTN FN30 3.5 01/07/20 CALL 102.8125 JPMC	0.00%
SWPTN 3MX2Y P 1.715 USD 01/10/2020 TD	0.00%
SWPTN 4WX10Y R 1.71875 USD 01/09/2020 GS	0.00%
-0.10 R ISWP FWD EUR006M P 03/18/2025	0.00%
-0.40 R ISWP FWD CHL6M P 03/18/2025	0.00%
1.81875 R ISWP FWD US0003M P 01/13/2030	0.00%
1.875 R ISWP FWD US0003M P 12/31/2029	0.00%
AUD/JPY PUT 70.00 20200214 CITI	0.00%
AUD/JPY PUT 70.00 20200214 GSFX	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CSMC 2006-C5 AX IO 00.8836 12/15/2039	0.00%
CZK/USD 03/18/2020 BANKAM	0.00%
FNR 1999-51 N PO 00.0000 09/17/2029	0.00%
MWO HOLDINGS LLC	0.00%
SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB	0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023	0.00%
1.8765 R ISWP FWD US0003M P 12/31/2029	0.00%
ADVANZ PHARMA CORP SEDOL BH4P601	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS	0.00%
EUR/USD 03/18/2020 CSI-FX	0.00%
EUR/USD 03/18/2020 RBSF	0.00%
EUR/USD 03/18/2020 TDBK	0.00%
EUR/USD 03/18/2020 WPAC	0.00%
FRAC TECH INTL TLB L+475 06.5494 04/16/2021	0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.00%
NINE POINT ENERGY CNV PRF	0.00%
NINE POINT ENERGY COM	0.00%
SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS	0.00%
SWPTN 2WX10Y R 1.81 USD 01/13/2020 CI	0.00%
SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB	0.00%
SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB	0.00%
TERVITA CORP SEDOL BD1DCC4	0.00%
1.00 R ISWP FWD AUDBB6M P 03/18/2025	0.00%
1.10 R ISWP FWD GBL6M P 03/18/2030	0.00%
1.40 R ISWP FWD AUDBB6M P 03/18/2030	0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051	0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044	0.00%
CHC GROUP LLC P/P SEDOL BYXD3K4	0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG	0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS	0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022	0.00%
EUR/USD 03/18/2020 GSFX	0.00%
EUR/USD 03/18/2020 HSBCB	0.00%
FHR 3326 WF 00.0000 10/15/2035	0.00%
FNS 366 22 IO 04.5000 10/25/2035	0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.3683 07/10/2039	0.00%
JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051	0.00%
JPY/USD 02/19/2020 GSFX	0.00%
JPY/USD 02/19/2020 UBS	0.00%
MEZZ 2007-C5 X IO P/P 144A 05.8113 12/15/2049	0.00%
SEK/USD 03/18/2020 JPMCB	0.00%
STRIP 2003-1A N P/P 144A 05.0000 03/24/2020	0.00%
SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP	0.00%
SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP	0.00%
SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS	0.00%
SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS	0.00%
SWPTN 5WX10Y R 1.598 USD 01/02/2020 MS	0.00%
SWPTN 5WX10Y R 1.621 USD 01/06/2020 CI	0.00%
SWPTN 5WX10Y R 1.668 USD 01/02/2020 MS	0.00%
SWPTN 5WX10Y R 1.706 USD 01/06/2020 CI	0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020	0.00%
WBCMT 2007-C34 IO IO 00.0852 05/15/2046	0.00%
-0.10 R ISWP FWD CHL6M P 03/18/2030	-0.00%
1.733 R ISWP FWD US0003M P 02/07/2024	-0.00%
BRL/USD 02/04/2020 CITI	-0.00%
CHF/USD 03/18/2020 JPMCB	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML	-0.00%
JPY/USD 02/19/2020 BANKAM	-0.00%
JPY/USD 02/19/2020 JPMCB	-0.00%
SEK/USD 03/18/2020 BCAP-FX	-0.00%
SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP	-0.00%
SWPTN 2WX10Y P 1.99 USD 01/13/2020 CI	-0.00%
SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP	-0.00%
1.9665 R ISWP FWD US0003M P 07/06/2030	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
EUR/USD 03/18/2020 BANKAM	-0.00%
JPY/USD 02/19/2020 SSBT	-0.00%
OPTN FN30 3.5 01/07/20 PUT 102.8125 JPMC	-0.00%
SEK/USD 03/18/2020 RBSF	-0.00%
1.39 R ISWP NFIX3MID P 12/17/2024	-0.00%
1.88 R ISWP FWD US0003M P 12/21/2030	-0.00%
2.035 R ISWP FWD US0003M P 01/22/2031	-0.00%
2.3075 R ISWP FWD US0003M P 06/22/2052	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
FEDL01 P ISWP SOFRRATE R 11/29/2020	-0.00%
FEDL01 P ISWP SOFRRATE R 12/05/2020	-0.00%
GBP/USD 03/18/2020 UBS	-0.00%
GBP/USD 03/18/2020 WPAC	-0.00%
NOK/USD 03/18/2020 HSBCB	-0.00%
SEK/USD 03/18/2020 TDBK	-0.00%
SEK/USD 03/18/2020 UBS	-0.00%
1.70 R ISWP FWD US0003M P 03/18/2025	-0.00%
CAD/USD 01/15/2020 SSBT	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
EUR/USD 03/18/2020 CITI	-0.00%
EUR/USD 03/18/2020 JPMCB	-0.00%
GBP/USD 03/18/2020 SSBT	-0.00%
NOK/USD 03/18/2020 BCAP-FX	-0.00%
SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB	-0.00%
0.712 R ISWP FWD GBL6M P 09/18/2021	-0.00%
1.15 R ISWP NFIX3MID P 08/07/2021	-0.00%
1.36 R ISWP NFIX3MID P 12/18/2024	-0.00%
1.3625 R ISWP NFIX3MID P 12/13/2024	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
OPTN FN30 3.0 01/07/20 PUT 101.34375 JPMC	-0.00%
SEK/USD 03/18/2020 BANKAM	-0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP	-0.01%
EUR/USD 03/18/2020 BCAP-FX	-0.01%
GBP/USD 03/18/2020 HSBCB	-0.01%
0.80 R ISWP FWD EUR006M P 02/21/2050	-0.01%
1.73 R ISWP FWD US0003M P 03/18/2030	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 MS	-0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.01%
SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB	-0.01%
SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS	-0.01%
SWPTN 4WX10Y R 1.81875 USD 01/09/2020 GS	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 BA	-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 MS	-0.01%
GBP/USD 03/18/2020 GSFX	-0.01%
SWPTN 1MX10Y R 1.8 USD 01/13/2020 UB	-0.01%
-0.765 R ISWP CHL6M P 09/13/2024	-0.01%
0.7495 R ISWP FWD JPL6M P 08/29/2043	-0.01%
2.25 R ISWP FWD US0003M P 07/05/2052	-0.01%
CAD/USD 01/15/2020 TDBK	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.01%
SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS	-0.01%
SWPTN 5WX10Y P 1.868 USD 01/02/2020 MS	-0.01%
SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA	-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 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
SEK/USD 03/18/2020 HSBCB	-0.01%
SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	-0.01%
SEK/USD 03/18/2020 GSFX	-0.01%
1.325 R ISWP AUDBB6M P 10/30/2029	-0.01%
BRL/USD 02/04/2020 BANKAM	-0.01%
EUR/USD 03/18/2020 SSBT	-0.01%
SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA	-0.01%
SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS	-0.01%
1.305 R ISWP AUDBB6M P 10/30/2029	-0.01%
2.528 R ISWP FWD US0003M P 02/02/2024	-0.01%
SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS	-0.01%
SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS	-0.01%
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%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.02%
0.9035 R ISWP FWD EUR006M P 02/19/2050	-0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.02%
SEK/USD 03/18/2020 SSBT	-0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS	-0.02%
SWPTN 3MX10Y P 1.8055 USD 01/10/2020 TD	-0.02%
SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS	-0.02%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.02%
SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP	-0.02%
2.0625 R ISWP FWD US0003M P 06/22/2030	-0.02%
CPTFEMU R 1.4 P 07/15/27	-0.02%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP	-0.02%
-0.8475 R ISWP CHL6M P 08/09/2024	-0.02%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP	-0.02%
0.595 R ISWP FWD EUR006M P 02/19/2050	-0.02%
1.054 R ISWP FWD EUR006M P 06/07/2054	-0.02%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI	-0.02%
SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS	-0.02%
IOS.FN30.350.12 P USL1M R 01/12/43 JP	-0.03%
1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029	-0.03%
IOS.FN30.400.10 P USL1M R 01/12/41 BC	-0.03%
2.184 R ISWP FWD US0003M P 12/07/2030	-0.03%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS	-0.03%
1.82 R ISWP NOKOIB6M P 07/01/2029	-0.03%
SWPTN 3MX5Y P 1.999 USD 03/17/2020 CI	-0.03%
SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI	-0.03%
SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI	-0.03%
SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS	-0.03%
2.00 R ISWP FWD CDOR03 P 03/18/2025	-0.03%
SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS	-0.03%
SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB	-0.03%
2.00 R ISWP FWD US0003M P 03/18/2050	-0.03%
2.2685 R ISWP FWD US0003M P 07/22/2052	-0.03%
AUD/USD 01/15/2020 SSBT	-0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.03%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP	-0.04%
2.647 R ISWP FWD US0003M P 03/16/2030	-0.04%
1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021	-0.04%
1.484 R ISWP FWD EUR006M P 11/29/2058	-0.04%
SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS	-0.04%
SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP	-0.04%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.04%
1.61 R ISWP CDOR03 P 08/15/2021	-0.04%
1.638 R ISWP FWD CDOR03 P 09/18/2024	-0.04%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS	-0.04%
1.63 R ISWP FWD CDOR03 P 09/18/2024	-0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS	-0.04%
1.051 R ISWP FWD EUR006M P 02/19/2050	-0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.04%
SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA	-0.04%
2.6785 R ISWP US0003M P 02/13/2029	-0.04%
SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS	-0.04%
1.2115 R ISWP FWD EUR006M P 03/12/2050	-0.04%
IOS.FN30.350.12 P USL1M R 01/12/43 GS	-0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS	-0.04%
1.113 R ISWP FWD EUR006M P 03/26/2050	-0.05%
SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI	-0.05%
SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS	-0.05%
SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS	-0.05%
0.207 R ISWP FWD EUR006M P 06/06/2054	-0.05%
IOS.FN30.300.13 P USL1M R 01/12/44 GS	-0.05%
IOS.FN30.350.12 P USL1M R 01/12/43 BC	-0.05%
1.267 R ISWP FWD EUR006M P 03/11/2050	-0.05%
2.67 R ISWP FWD US0003M P 03/28/2052	-0.05%
SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI	-0.05%
CPTFEMU R 1.4275 P 08/15/27	-0.05%
CPTFEMU R 1.4375 P 09/15/23	-0.05%
CPTFEMU R 1.4413 P 09/15/23	-0.05%
CPTFEMU R 1.4425 P 09/15/23	-0.05%
1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024	-0.06%
CPTFEMU R 1.4438 P 09/15/23	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 BC	-0.06%
1.60 R ISWP FWD US0003M P 12/18/2021	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 GS	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 JP	-0.06%
SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB	-0.06%
IOS.FN30.400.10 P USL1M R 01/12/41 CS	-0.06%
2.793 R ISWP FWD US0003M P 11/29/2053	-0.07%
SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB	-0.07%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.07%
SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS	-0.08%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.08%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.09%
SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS	-0.09%
SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB	-0.09%
1.58 R ISWP FWD US0003M P 03/18/2025	-0.09%
SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI	-0.09%
UKRPI R 3.4425 P 07/15/49	-0.10%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.10%
SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS	-0.11%
SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS	-0.11%
MBX.FN30.600.08 P USL1M R 01/12/39 BC	-0.13%
IOS.GII30.500.10 P USL1M R 01/12/41 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 CS	-0.15%
MBX.FN30.650.67 P USL1M R 01/12/38 DE	-0.15%
IOS.FN30.400.10 P USL1M R 01/12/41 GS	-0.15%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP	-0.16%
SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP	-0.17%
SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS	-0.18%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.18%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.18%
SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS	-0.22%
SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS	-0.22%
SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS	-0.22%
1.75 R ISWP FWD US0003M P 03/18/2030	-0.22%
IOS.FN30.350.13 P US0001M R 01/12/44 JP	-0.23%
1.30 R ISWP FWD US0003M P 12/18/2026	-0.24%
IOS.FN30.400.11 P USL1M R 01/12/42 JP	-0.40%
3.065 R ISWP FWD US0003M P 01/03/2029	-0.45%
MBX.FN30.650.67 P USL1M R 01/12/38 BC	-2.17%
EURO-SCHATZ FUT MAR20 DUH0	-2.27%
US 5YR NOTE (CBT) MAR20 FVH0	-3.78%

FNMA FN30 TBA UMBS 03.0000 01/01/2050	13.71%
FNMA FN30 TBA UMBS 03.5000 01/01/2050	13.39%
FNMA FN30 TBA UMBS 04.0000 12/01/2049	9.02%
FNMA FN30 TBA UMBS 02.5000 12/01/2049	3.82%
MBX.FN30.500.10 R USL1M P 01/12/41 BC	3.56%
US 2YR NOTE (CBT) MAR20 TUH0	3.33%
FNMA FN30 TBA UMBS 05.5000 12/01/2049	1.56%
GNMA GII30 TBA 04.5000 12/01/2049	1.51%
GNMA GII30 TBA 04.0000 01/01/2050	1.50%
TREASURY BILL 00.0000 04/02/2020	1.19%
UNITED MEXICAN STATES USD 05.5500 01/21/2045	1.05%
WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045	0.96%
TREASURY BILL 00.0000 03/12/2020	0.80%
SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP	0.72%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030	0.71%
TREASURY BILL 00.0000 05/07/2020	0.68%
CAS 2016-C02 1B 13.9580 09/25/2028	0.67%
CWALT 2006-OA10 4A1 01.8980 08/25/2046	0.65%
US ULTRA BOND CBT MAR20 WNH0	0.64%
FNR 2017-32 SA IO 04.4420 05/25/2047	0.63%
CAS 2015-C03 1M2 06.7080 07/25/2025	0.62%
CAS 2016-C03 2M2 07.6080 10/25/2028	0.59%
IVORY COAST REGS 06.1250 06/15/2033	0.56%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026	0.56%
WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044	0.53%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022	0.52%
GNR 2016-H23 NI IO 02.1562 10/20/2066	0.51%
CAS 2015-C04 1M2 07.4080 04/25/2028	0.50%
STACR 2016-DNA1 B 11.7080 07/25/2028	0.50%
GNR 2019-96 SY IO 04.3764 08/20/2049	0.49%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022	0.49%
SPST 2019-7 A 02.4080 09/24/2020	0.49%
WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046	0.48%
SPST 2019-3 A 02.4080 06/24/2020	0.48%
WFRBS 2012-C10 D P/P 144A 04.5825 12/15/2045	0.48%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033	0.47%
GNR 2019-83 SY IO 04.3764 07/20/2049	0.47%
SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP	0.47%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028	0.46%
JPMBB 2014-C18 D P/P 144A 04.9728 02/15/2047	0.45%
MBX.FN30.500.09 R USL1M P 01/12/40 BC	0.43%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029	0.41%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023	0.40%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029	0.40%
REPUBLIC OF ANGOLA P/P 144A 08.0000 11/26/2029	0.39%
SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP	0.39%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047	0.38%
BSCMS 2007-T26 AJ 05.5617 01/12/2045	0.37%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025	0.36%
WFRBS 2012-C7 E P/P 144A 04.9681 06/15/2045	0.36%
FHR 4839 WS IO 04.3346 08/15/2056	0.36%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026	0.36%
CAS 2016-C03 1B 13.4580 10/25/2028	0.34%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028	0.34%
CMLTI 2007-AMC3 A2D 02.0580 03/25/2037	0.34%
CWALT 2006-OA7 1A1 03.0460 06/25/2046	0.33%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.33%
GNR 2018-94 AI IO 04.5000 07/20/2048	0.33%
CAS 2018-C05 1B1 05.9580 01/25/2031	0.32%
STACR 2015-DNA3 B 11.0580 04/25/2028	0.32%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027	0.31%
STACR 2016-HQA2 M3 06.8580 11/25/2028	0.31%
TREASURY BILL 00.0000 12/05/2019	0.31%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050	0.31%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026	0.31%
FNR 2018-20 SB IO 04.5420 03/25/2048	0.30%
HELLENIC REPUBLIC REGS 03.4500 04/02/2024	0.30%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046	0.30%
3.073 R ISWP FWD US0003M P 03/04/2029	0.30%
GNR 2014-60 SD IO 04.4564 04/20/2044	0.30%
WFCM 2013-LC12 D P/P 144A 04.4199 07/15/2046	0.29%
SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS	0.29%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS	0.29%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS	0.29%
WAMU 2005-AR17 A1B3 02.0580 12/25/2045	0.29%
FNR 2019-43 JS IO 04.3420 08/25/2049	0.29%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037	0.28%
GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047	0.28%
FNR 2015-42 LS IO 04.4920 06/25/2045	0.27%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.27%
BSCMS 2005-PWR7 B 05.2140 02/11/2041	0.26%
ALLY FINANCIAL INC 08.0000 11/01/2031	0.26%
1.45 R ISWP FWD US0003M P 12/18/2024	0.26%
3.312 R ISWP US0003M P 11/08/2048	0.25%
TREASURY BILL 00.0000 04/09/2020	0.25%
GNR 2015-186 AI IO 04.0000 12/20/2045	0.25%
REPUBLIC OF ECUADOR P/P 144A 09.5000 03/27/2030	0.25%
SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS	0.25%
GNR 2010-9 UI IO 05.0000 01/20/2040	0.25%
STACR 2015-DNA2 B 09.2580 12/25/2027	0.24%
CAS 2017-C03 1B1 06.5580 10/25/2029	0.24%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA	0.24%
SERVICE CORP INTL 05.3750 05/15/2024	0.24%
GNR 2017-H16 JI IO 02.7126 08/20/2067	0.24%
GNR 2018-127 IC IO 05.0000 10/20/2044	0.24%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024	0.23%
CPTFEMU P 1.7138 R 08/15/37	0.23%
MSBAM 2013-C10 D P/P 144A 04.2175 07/15/2046	0.23%
CAS 2017-C02 2B1 07.2080 09/25/2029	0.23%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047	0.23%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026	0.22%
SPST 2019-11 A 02.4580 10/24/2020	0.22%
MBX.FN30.450.09 R USL1M P 01/12/40 BC	0.22%
GNR 2017-H10 MI IO 01.8331 04/20/2067	0.22%
FNR 2015-30 IO IO 05.5000 05/25/2045	0.22%
GNR 2018-H05 BI IO 02.3097 02/20/2068	0.22%
FNR 2015-83 IO IO 04.0000 10/25/2043	0.21%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.21%
GNR 2017-26 MI IO 05.0000 11/20/2039	0.21%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027	0.21%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025	0.21%
NHLT 2019-2A M4 05.6822 11/26/2029	0.20%
COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045	0.20%
GNR 2016-H09 BI IO 02.4250 04/20/2066	0.20%
COMM 2013-CR9 D P/P 144A 04.3965 07/10/2045	0.20%
GNR 2017-H08 NI IO 02.2059 03/20/2067	0.20%
RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029	0.20%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026	0.20%
NOVELIS CORP P/P 144A 06.2500 08/15/2024	0.20%
GNR 2018-H03 XI IO 02.3679 02/20/2068	0.19%
FNR 2016-96 ST IO 04.3920 12/25/2046	0.19%
SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS	0.19%
FNR 2018-86 DS IO 04.3920 12/25/2048	0.19%
SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS	0.19%
MSBAM 2013-C11 D P/P 144A 04.4987 08/15/2046	0.19%
RALI 2006-QO10 A1 01.8680 01/25/2037	0.19%
JPMCC 2007-CB20 E P/P 144A 06.3895 02/12/2051	0.19%
ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032	0.19%
BCAP 2011-RR3 3A6 03.9009 11/27/2036	0.19%
CAS 2016-C01 1B 13.4580 08/25/2028	0.19%
JPMCC 2011-C3 F P/P 144A 05.8527 02/15/2046	0.18%
GNR 2015-H25 AI IO 01.6608 09/20/2065	0.18%
FNR 2013-90 SD IO 04.8920 09/25/2043	0.18%
JPMCC 2013-LC11 D 04.3067 04/15/2046	0.18%
SAMI 2007-AR1 2A1 01.8880 01/25/2037	0.18%
TENET HEALTHCARE P/P 144A 04.8750 01/01/2026	0.18%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023	0.18%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026	0.18%
GNR 2016-H06 DI IO 02.0735 07/20/2065	0.18%
GNR 2016-H24 JI IO 02.1328 11/20/2066	0.17%
SPRINT CORP 07.8750 09/15/2023	0.17%
GNR 2016-H22 AI IO 02.0867 10/20/2066	0.17%
CWALT 2005-59 1A1 02.0536 11/20/2035	0.17%
DOMINICAN REPUBLIC REGS 07.4500 04/30/2044	0.17%
FHR 4604 QI IO 03.5000 07/15/2046	0.17%
FHR 4742 S IO 04.4346 12/15/2047	0.17%
GNR 2015-79 CI IO 04.0000 05/20/2045	0.17%
GNR 2018-H05 AI IO 02.4162 02/20/2068	0.17%
FHR 4425 IO IO 04.0000 01/15/2045	0.17%
ARAB REP OF EGYPT P/P 144A 04.5500 11/20/2023	0.16%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037	0.16%
CWALT 2005-38 A3 02.0580 09/25/2035	0.16%
GNR 2016-H06 CI IO 01.8032 02/20/2066	0.16%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031	0.16%
GNR 2017-H09 IO IO 01.8617 04/20/2067	0.16%
GNR 2017-H12 QI IO 02.3462 05/20/2067	0.16%
PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050	0.16%
CHENIERE CORP CHRIST 05.1250 06/30/2027	0.16%
CFCRE 2011-C2 E P/P 144A 05.9326 12/15/2047	0.16%
GNR 2016-H10 AI IO 02.1438 04/20/2066	0.16%
JPMBB 2014-C18 E P/P 144A 04.4728 02/15/2047	0.16%
GNR 2012-8 PI IO 04.0000 05/20/2041	0.16%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022	0.16%
IOS.FN30.400.14 R USL1M P 01/12/45 CS	0.16%
SPRINT CORP TLB L+300 04.7500 02/03/2024	0.16%
GNR 2017-H06 BI IO 02.3313 02/20/2067	0.16%
PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030	0.16%
FHR 4452 QI IO 04.0000 11/15/2044	0.15%
GNR 2012-128 IA IO 03.5000 10/20/2042	0.15%
GNR 2013-76 IO IO 03.5000 05/20/2043	0.15%
GNR 2013-34 IH IO 04.5000 03/20/2043	0.15%
GNR 2017-H02 BI IO 02.3175 01/20/2067	0.15%
GNR 2017-H16 IB IO 02.1333 08/20/2067	0.15%
GNR 2018-127 IE IO 03.5000 01/20/2046	0.15%
CWALT 2006-OA7 1A2 03.2664 06/25/2046	0.15%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024	0.15%
BALTA 2005-8 21A1 04.1755 10/25/2035	0.15%
WAMU 2005-AR10 1A3 04.1661 09/25/2035	0.15%
GNR 2017-H16 IG IO 02.1674 07/20/2067	0.14%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023	0.14%
CSAIL 2015-C1 D P/P 144A 03.9163 04/15/2050	0.14%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047	0.14%
OMIR 2017-1A B1 P/P 144A 07.4580 04/25/2027	0.14%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027	0.14%
AES CORP/THE 05.5000 04/15/2025	0.14%
JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046	0.14%
MBX.FN30.500.10 R USL1M P 01/12/41 CS	0.14%
DOMINICAN REPUBLIC REGS 05.5000 01/27/2025	0.14%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP	0.14%
CWALT 2006-OA10 3A1 01.8980 08/25/2046	0.14%
GNR 2017-H11 DI IO 01.9205 05/20/2067	0.14%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023	0.14%
SPST 2019-WL1 A 02.3580 08/25/2052	0.14%
FHR 4580 ID IO 03.5000 08/15/2045	0.14%
IVORY COAST REGS 05.3750 07/23/2024	0.14%
FNR 2013-107 SB IO 04.2420 02/25/2043	0.14%
FNR 2016-3 NI IO 06.0000 02/25/2046	0.14%
GNR 2009-121 UI IO 05.0000 12/20/2039	0.14%
GNR 2015-H24 AI IO 02.0291 09/20/2065	0.14%
SPLUNK INC CV 01.1250 09/15/2025	0.14%
GNR 2015-H23 BI IO 01.7902 09/20/2065	0.13%
GNR 2016-H02 HI IO 02.2569 01/20/2066	0.13%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.13%
IVORY COAST REGS 05.2500 03/22/2030	0.13%
IVORY COAST P/P 144A 05.2500 03/22/2030	0.13%
WAMU 2005-AR19 A1C4 02.6228 12/25/2045	0.13%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026	0.13%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.13%
UNITED MEXICAN STATES USD 04.1500 03/28/2027	0.13%
GNR 2014-119 SA IO 03.8764 08/20/2044	0.13%
TREASURY BILL 00.0000 01/02/2020	0.13%
COMM 2012-CR3 E P/P 144A 04.9101 10/15/2045	0.13%
GNR 2016-H16 EI IO 02.3967 06/20/2066	0.13%
CWALT 2005-38 A1 03.8264 09/25/2035	0.12%
GSAA 2006-8 2A2 01.8880 05/25/2036	0.12%
LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059	0.12%
MSRR 2010-R4 4B 04.5986 02/26/2037	0.12%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025	0.12%
SCRT 2019-2 M 04.7500 08/25/2058	0.12%
BRAND ENERGY TL L+425 06.2356 06/21/2024	0.12%
DBALT 2006-AR4 A2 01.8980 12/25/2036	0.12%
GNR 2016-75 EI IO 03.5000 08/20/2045	0.12%
GNR 2016-H03 DI IO 02.0098 12/20/2065	0.12%
GNR 2017-H11 TI IO 02.3812 04/20/2067	0.12%
NAVISTAR INTL TLB L+350 05.2700 11/06/2024	0.12%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021	0.12%
STACR 2019-DNA1 M2 04.3580 01/25/2049	0.12%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022	0.12%
GNR 2016-42 IO IO 05.0000 02/20/2046	0.12%
MSC 2006-HQ10 B 05.4480 11/12/2041	0.12%
GNR 2012-140 IC IO 03.5000 11/20/2042	0.12%
GNR 2016-H14 AI IO 02.4528 06/20/2066	0.12%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027	0.12%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP	0.12%
GNR 2016-48 MI IO 03.5000 04/16/2046	0.12%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027	0.12%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP	0.12%
IOS.FN30.400.14 R USL1M P 01/12/45 GS	0.11%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028	0.11%
UNITED MEXICAN STATES USD 04.0000 10/02/2023	0.11%
BMIR 2017-1 B1 P/P 144A 06.4580 10/25/2027	0.11%
DOMINICAN REPUBLIC REGS 06.0000 07/19/2028	0.11%
GNR 2015-H25 EI IO 01.9079 10/20/2065	0.11%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.11%
UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063	0.11%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027	0.11%
GNR 2012-146 IO IO 05.0000 12/20/2042	0.11%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049	0.11%
SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS	0.11%
CWALT 2006-OA10 2A1 01.8980 08/25/2046	0.11%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026	0.11%
CAS 2018 - C01 1B1 05.2580 07/25/2030	0.11%
GNR 2016-H03 AI IO 02.4930 01/20/2066	0.11%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031	0.11%
STAPLES INC P/P 144A 07.5000 04/15/2026	0.11%
UBS GROUP AG REGS 06.8750 12/29/2049	0.11%
ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026	0.10%
CAS 2019-R04 2B1 06.9580 06/25/2039	0.10%
GNR 2013-151 IB IO 04.5000 02/20/2040	0.10%
GNR 2013-37 JI IO 03.5000 01/20/2043	0.10%
CENTENE CORP P/P 144A 04.6250 12/15/2029	0.10%
PRICELINE GRO CV 00.9000 09/15/2021	0.10%
STACR 2019-DNA2 M2 04.1580 03/25/2049	0.10%
CEC ENTERTAINMENT INC L+650 08.2016 08/30/2026	0.10%
DISH NETWORK CV 03.3750 08/15/2026	0.10%
GNMA GII30 BP3708 05.0000 08/20/2049	0.10%
GNR 2013-182 IQ IO 04.5000 12/16/2043	0.10%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049	0.10%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025	0.10%
CAS 2019-R03 1B1 05.8080 09/25/2031	0.10%
FNR 2016-102 JI IO 03.5000 02/25/2046	0.10%
GNR 2012-136 BI IO 03.5000 11/20/2042	0.10%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022	0.10%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025	0.10%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046	0.10%
GNR 2010-35 QI IO 04.5000 03/20/2040	0.10%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027	0.10%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.10%
PALO ALTO NET CV 00.7500 07/01/2023	0.10%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022	0.10%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023	0.10%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049	0.10%
FHR 4678 MS IO 05.1072 04/15/2047	0.10%
GNR 2012-47 CI IO 04.0000 03/20/2042	0.10%
LEVEL 3 FINANCING INC 05.2500 03/15/2026	0.10%
PENSKE AUTO GRP INC 05.7500 10/01/2022	0.10%
TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027	0.10%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024	0.10%
GNR 2014-H21 BI IO 01.5896 10/20/2064	0.10%
ON SEMICONDUC CV 01.6250 10/15/2023	0.10%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025	0.10%
DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027	0.10%
FHR 4077 IK IO 05.0000 07/15/2042	0.10%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.10%
LIVE NATION CV 02.5000 03/15/2023	0.10%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025	0.10%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS	0.10%
FHR 3065 DC 14.5639 03/15/2035	0.10%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024	0.10%
DOMINICAN REPUBLIC REGS 05.9500 01/25/2027	0.09%
GNR 2015-H10 BI IO 02.4679 04/20/2065	0.09%
1.512 R ISWP US0003M P 10/04/2021	0.09%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025	0.09%
CPTFEMU P 1.71 R 07/15/37	0.09%
DEXCOM INC CV 00.7500 12/01/2023	0.09%
STACR 2019-DNA2 B2 12.2080 03/25/2049	0.09%
BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039	0.09%
GNR 2016-104 GI IO 04.5000 01/20/2046	0.09%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027	0.09%
MGM RESORTS INTL 06.6250 12/15/2021	0.09%
CCMFC 2006-4A A2 01.8880 11/25/2047	0.09%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024	0.09%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028	0.09%
GNR 2013-H08 CI IO 01.6929 02/20/2063	0.09%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024	0.09%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027	0.09%
SPRINT CORP 07.2500 09/15/2021	0.09%
IAC FIN 2 P/P 144A CV 00.8750 06/15/2026	0.09%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026	0.09%
GNR 2014-44 IA IO 03.5000 05/20/2028	0.09%
GNR 2016-H24 CI IO 01.7465 10/20/2066	0.09%
GNR 2018-127 ID IO 05.0000 07/20/2045	0.09%
SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA	0.09%
SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA	0.09%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021	0.09%
GMAC CAPITAL TRUST I PCT 07.6948	0.09%
GNR 2016-H17 KI IO 02.3677 07/20/2066	0.09%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP	0.09%
VIDEOTRON LTD USD 05.0000 07/15/2022	0.09%
AKAMAI TECH CV 00.1250 05/01/2025	0.09%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.09%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.09%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021	0.09%
SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB	0.09%
SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS	0.09%
GNR 2017-42 IC IO 04.5000 08/20/2041	0.08%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027	0.08%
BMC EAST LLC P/P 144A 05.5000 10/01/2024	0.08%
CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028	0.08%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027	0.08%
1.675 R ISWP US0003M P 10/04/2049	0.08%
PULTEGROUP INC 05.5000 03/01/2026	0.08%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025	0.08%
ITRON INC P/P 144A 05.0000 01/15/2026	0.08%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025	0.08%
-0.35 R ISWP FWD EUR006M P 12/18/2024	0.08%
CAS 2017-C05 1B1 05.3080 01/25/2030	0.08%
GNR 2015-64 YI IO 04.0000 11/20/2044	0.08%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028	0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025	0.08%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025	0.08%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027	0.08%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023	0.08%
CROWN AMER/CAP 04.7500 02/01/2026	0.08%
NETFLIX INC. 05.8750 11/15/2028	0.08%
CIT GROUP INC 05.0000 08/01/2023	0.08%
CWALT 2006-24CB A13 02.0580 08/25/2036	0.08%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.08%
SS&C TECH INC P/P 144A 05.5000 09/30/2027	0.08%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027	0.08%
FHR 4122 TI IO 04.5000 10/15/2042	0.08%
FHR 4530 TI IO 04.0000 11/15/2045	0.08%
FNR 2006-8 HP 18.3040 03/25/2036	0.08%
UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027	0.08%
WFMBS 2006-AR5 1A1 05.1832 04/25/2036	0.08%
CSC HOLDINGS LLC 06.7500 11/15/2021	0.08%
GNR 2016-27 IB IO 04.0000 11/20/2045	0.08%
GSR 2007-OA1 2A3A 02.0180 05/25/2037	0.08%
JPALT 2007-A2 12A1 02.0228 06/25/2037	0.08%
UKRPI P 3.665 R 12/15/28	0.08%
1.343 R ISWP FWD EUR006M P 11/29/2058	0.08%
AKER BP ASA P/P 144A 06.0000 07/01/2022	0.08%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025	0.08%
BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042	0.08%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023	0.08%
STANDARD IND INC P/P 144A 05.3750 11/15/2024	0.08%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026	0.08%
FORTIVE CORP P/P 144A CV 00.8750 02/15/2022	0.07%
GNMA GII30 BP6877 05.0000 08/20/2049	0.07%
GNR 2010-35 AI IO 04.5000 03/20/2040	0.07%
GREAT LAKES D&D 08.0000 05/15/2022	0.07%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.07%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024	0.07%
STACR 2018-DNA3 B2 09.4580 09/25/2048	0.07%
STACR 2018-HQA2 B2 12.7080 10/25/2048	0.07%
GNR 2013-3 IT IO 05.0000 01/20/2043	0.07%
GNR 2017-38 DI IO 05.0000 03/16/2047	0.07%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025	0.07%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025	0.07%
WESTERN DIGITAL CORPORATION 04.7500 02/15/2026	0.07%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028	0.07%
NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027	0.07%
COMPASS MIN INTL P/P 144A 06.7500 12/01/2027	0.07%
FNR 2012-30 HI IO 04.5000 12/25/2040	0.07%
HCA INC 05.2500 06/15/2026	0.07%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027	0.07%
SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029	0.07%
TRANSDIGM INC P/P 144A 05.5000 11/15/2027	0.07%
GNR 2016-37 IW IO 04.5000 02/20/2046	0.07%
HVMLT 2005-2 1A 02.2533 05/19/2035	0.07%
MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027	0.07%
NUANCE COMM CV 01.2500 04/01/2025	0.07%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025	0.07%
FHR 4000 LI IO 04.0000 02/15/2042	0.07%
STANDARD IND INC P/P 144A 06.0000 10/15/2025	0.07%
T-MOBILE USA INC 06.3750 03/01/2025	0.07%
CENTENE CORP 04.7500 05/15/2022	0.07%
FNR 2017-7 JI IO 04.0000 02/25/2047	0.07%
GNR 2013-27 PI IO 03.5000 12/20/2042	0.07%
GNR 2014-76 IO IO 05.0000 05/20/2044	0.07%
SERVICE CORP INTL 05.1250 06/01/2029	0.07%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA	0.07%
ASCEND LEARNING TLB L+300 04.7016 07/12/2024	0.07%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024	0.07%
CAS 2015-C03 2M2 06.7080 07/25/2025	0.07%
FNR 2015-88 QI IO 04.0000 10/25/2044	0.07%
GNR 2017-63 PI IO 04.0000 12/20/2043	0.07%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027	0.07%
INPHI CORP CV 00.7500 09/01/2021	0.07%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026	0.07%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027	0.07%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049	0.07%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026	0.07%
1.354 R ISWP FWD EUR006M P 02/19/2050	0.06%
CWALT 2007-OH1 A1D 01.9180 04/25/2047	0.06%
GREIF INC P/P 144A 06.5000 03/01/2027	0.06%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026	0.06%
MWST 2019-1 A 02.5080 06/25/2052	0.06%
PQ CORP P/P 144A 05.7500 12/15/2025	0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023	0.06%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027	0.06%
ZENDESK INC CV 00.2500 03/15/2023	0.06%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026	0.06%
GNMA GII30 BP2045 05.0000 07/20/2049	0.06%
GNR 2013-54 JI IO 03.5000 02/20/2043	0.06%
GNR 2016-H14 IO IO 01.7330 06/20/2066	0.06%
INGEVITY CORP P/P 144A 04.5000 02/01/2026	0.06%
IOS.FN30.400.14 R USL1M P 01/12/45 CS	0.06%
ISTAR INC 04.7500 10/01/2024	0.06%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024	0.06%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027	0.06%
CAS 2015-C04 2M2 07.2580 04/25/2028	0.06%
COMMSCOPE INC P/P 144A 08.2500 03/01/2027	0.06%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.06%
IOS.FN30.350.14 R USL1M P 01/12/45 CS	0.06%
IOS.FN30.400.14 R USL1M P 01/12/45 GS	0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026	0.06%
CBS OUT AMER CAP LLC 05.8750 03/15/2025	0.06%
FHR 4024 PI IO 04.5000 12/15/2041	0.06%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026	0.06%
GNR 2015-H08 CI IO 01.8479 03/20/2065	0.06%
VERTIV TLB L+400 05.9271 11/15/2023	0.06%
CHEGG INC P/P 144A CV 00.1250 03/15/2025	0.06%
GNMA GII30 BO3369 05.0000 06/20/2049	0.06%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024	0.06%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022	0.06%
NRG ENERGY INC 05.7500 01/15/2028	0.06%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026	0.06%
PLURALSIGHT P/P 144A CV 00.3750 03/01/2024	0.06%
STARWOOD PROP TR 04.7500 03/15/2025	0.06%
DIAMOND SPORTS P/P 144A 05.3750 08/15/2026	0.06%
FNR 2010-35 SG IO 04.6920 04/25/2040	0.06%
GNR 2009-121 BI IO 04.5000 12/16/2039	0.06%
GNR 2013-165 IL IO 04.0000 03/20/2043	0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026	0.06%
LIBERTY MEDIA CV 01.3750 10/15/2023	0.06%
SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA	0.06%
T-MOBILE USA INC 04.7500 02/01/2028	0.06%
WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029	0.06%
ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027	0.06%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026	0.06%
DOCUSIGN INC CV 00.5000 09/15/2023	0.06%
EQUINIX INC 05.3750 05/15/2027	0.06%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024	0.06%
TWITTER INC CV 01.0000 09/15/2021	0.06%
US CONCRETE INC 06.3750 06/01/2024	0.06%
CAS 2016-C05 2B 12.4580 01/25/2029	0.06%
CHENIERE CORP CHRIST 05.8750 03/31/2025	0.06%
SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029	0.06%
DISH DBS CORP 05.8750 11/15/2024	0.06%
FNR 2013-41 IP IO 04.0000 05/25/2043	0.06%
GNR 2010-20 UI IO 05.0000 02/20/2040	0.06%
II-VI INC CV 00.2500 09/01/2022	0.06%
NRG ENERGY CV 02.7500 06/01/2048	0.06%
RH P/P 144A CV 00.0000 09/15/2024	0.06%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023	0.06%
FHR 4403 CI IO 04.0000 10/15/2044	0.06%
GNR 2013-129 SN IO 04.4264 09/20/2043	0.06%
SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB	0.06%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023	0.05%
EXACT SCIENCES CORP CV 00.3750 03/15/2027	0.05%
IOS.FN30.400.13 R USL1M P 01/12/44 JP	0.05%
MICROCHIP TEC CV 01.6250 02/15/2027	0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022	0.05%
MWST 2018-W1 A 02.5580 11/25/2051	0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024	0.05%
STACR 2018-HQA2 M2 04.0080 10/25/2048	0.05%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026	0.05%
2.536 R ISWP FWD US0003M P 12/02/2023	0.05%
BWAY CORP TLB L+325 05.2343 04/03/2024	0.05%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026	0.05%
CPG INTL TL L+375 05.9333 05/05/2024	0.05%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024	0.05%
FHR 3072 SM 04.2533 11/15/2035	0.05%
GNMA GII30 BO2715 05.0000 07/20/2049	0.05%
GNMA GII30 BO4614 05.0000 06/20/2049	0.05%
GNMA GII30 BP3611 05.0000 07/20/2049	0.05%
GNMA GII30 BP3623 05.0000 08/20/2049	0.05%
GNR 2010-9 QI IO 04.5000 01/20/2040	0.05%
HCA INC 05.3750 09/01/2026	0.05%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023	0.05%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026	0.05%
SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS	0.05%
WORKDAY INC CV 00.2500 10/01/2022	0.05%
ZILLOW GRP P/P 144A CV 01.3750 09/01/2026	0.05%
EUROPCAR MOBILITY GROUP REGS 04.1250 11/15/2024	0.05%
MBX.GII30.500.10 R USL1M P 01/12/41 BC	0.05%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025	0.05%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028	0.05%
BERRY GLOBAL INC 05.5000 05/15/2022	0.05%
CENTURYLINK TLB L+275 05.2724 01/31/2025	0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS	0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024	0.05%
GENON 939CER907	0.05%
GNMA GII30 BP5514 03.5000 09/20/2049	0.05%
GNR 2015-69 IK IO 03.5000 03/20/2038	0.05%
GNR 2018-127 IB IO 04.5000 06/20/2045	0.05%
MHL 2005-3 M2 02.5030 08/25/2035	0.05%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024	0.05%
SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB	0.05%
SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS	0.05%
TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030	0.05%
UNIVISION COMM P/P 144A 05.1250 02/15/2025	0.05%
ATOTECH TLB1 L+300 05.1044 01/31/2024	0.05%
BERRY GLOBAL INC 05.1250 07/15/2023	0.05%
FNR 2013-53 JI IO 03.0000 12/25/2041	0.05%
FTI CONSULTIN CV 02.0000 08/15/2023	0.05%
GFL ENVIRONMENTAL TLB L+300 04.7016 05/31/2025	0.05%
HCA INC 05.0000 03/15/2024	0.05%
HOUSTON FUEL TLB L+175 07.0000 06/26/2025	0.05%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024	0.05%
SPRINGLEAF FINANCE CORP 05.3750 11/15/2029	0.05%
VIAVI SOLUT CV 01.7500 06/01/2023	0.05%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025	0.05%
COLONY STARWO CV 03.5000 01/15/2022	0.05%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025	0.05%
ENVESTNET INC CV 01.7500 06/01/2023	0.05%
GNMA 10000 BO5417 05.0000 06/20/2049	0.05%
GNMA GII30 BL2894 05.0000 04/20/2049	0.05%
GNR 2013-28 IO IO 03.5000 02/20/2043	0.05%
JAZZ INVT I LTD USD 01.5000 08/15/2024	0.05%
NRG ENERGY INC 06.6250 01/15/2027	0.05%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029	0.05%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021	0.05%
ENERGY TRANSFER OPERA 05.8750 01/15/2024	0.05%
FNR 2007-53 SP 17.9373 06/25/2037	0.05%
GARDA WORLD TLB L+475 06.6903 10/23/2026	0.05%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025	0.05%
GNMA GII30 BO4634 05.0000 06/20/2049	0.05%
LUMENTUM HOLD CV 00.2500 03/15/2024	0.05%
MARRIOTT VAC CV 01.5000 09/15/2022	0.05%
AMERICAN INTL GROUP 08.1750 05/15/2058	0.05%
ASURION TLB7 L+300 04.7016 11/03/2024	0.05%
CONMED CORP P/P 144A CV 02.6250 02/01/2024	0.05%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.05%
MEREDITH CORP 06.8750 02/01/2026	0.05%
SQUARE INC CV 00.5000 05/15/2023	0.05%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029	0.05%
BERRY GLOBAL TLU L+250 5.02189 07/01/2026	0.05%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027	0.05%
GNR 2015-79 GI IO 05.0000 10/20/2039	0.05%
GOEASY LTD P/P 144A 05.3750 12/01/2024	0.05%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024	0.05%
LIBERTY MEDIA CV 01.0000 01/30/2023	0.05%
NEUROCRINE CV 02.2500 05/15/2024	0.05%
SINCLAIR TELE P/P 144A 05.5000 03/01/2030	0.05%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026	0.05%
ALLY FINANCIAL INC 05.7500 11/20/2025	0.04%
ANTERO RESOURCES 05.3750 11/01/2021	0.04%
CENOVUS ENERGY INC USD 06.7500 11/15/2039	0.04%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029	0.04%
ICAHN ENTER/FIN 06.2500 05/15/2026	0.04%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025	0.04%
NETFLIX INC 04.8750 04/15/2028	0.04%
TALBOTS TLB L+700 08.7016 11/28/2022	0.04%
BANK OF AMERICA CORP 06.5000 10/29/2049	0.04%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038	0.04%
FHR 4546 TI IO 04.0000 12/15/2045	0.04%
GNMA GII30 BN1509 05.0000 05/20/2049	0.04%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027	0.04%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024	0.04%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023	0.04%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023	0.04%
CIT GROUP INC. 05.0000 08/15/2022	0.04%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024	0.04%
ETSY INC P/P 144A CV 00.1250 10/01/2026	0.04%
FNR 2013-44 PI IO 04.0000 01/25/2043	0.04%
HUSKY TLB L+300 04.7016 03/28/2025	0.04%
NABORS INDUSTRIES INC. 05.7500 02/01/2025	0.04%
PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024	0.04%
WAYFAIR INC CV 01.1250 11/01/2024	0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026	0.04%
1.626 R ISWP FWD US0003M P 09/12/2052	0.04%
APERGY CORP 06.3750 05/01/2026	0.04%
FNR 2005-122 SE 17.1220 11/25/2035	0.04%
FNR 2010-140 GS IO 04.2920 07/25/2039	0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025	0.04%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.04%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021	0.04%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024	0.04%
NEWELL BRANDS INC 04.2000 04/01/2026	0.04%
OSHKOSH CORP 05.3750 03/01/2025	0.04%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025	0.04%
SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA	0.04%
WIX LTD USD 00.0000 07/01/2023	0.04%
ARBY'S TLB L+325 05.2158 02/05/2025	0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023	0.04%
CBRE SERVICES INC 05.2500 03/15/2025	0.04%
CREE INC CV 00.8750 09/01/2023	0.04%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025	0.04%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026	0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.04%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.04%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP	0.04%
SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI	0.04%
WERNER TLB L+400 05.7016 07/24/2024	0.04%
BIOMARIN PHARMA CV 00.5990 08/01/2024	0.04%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025	0.04%
GNMA GII30 BP7527 03.5000 10/20/2049	0.04%
HCA INC. 07.5000 02/15/2022	0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032	0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033	0.04%
IHEARTMEDIA TL L+400 05.6911 05/01/2026	0.04%
NATIONSTAR MORT/ 06.5000 07/01/2021	0.04%
NRG ENERGY INC. 07.2500 05/15/2026	0.04%
NUTANIX INC CV 00.0000 01/15/2023	0.04%
PETSMART INC TLB L+300 05.7700 03/11/2022	0.04%
SNAP INC P/P 144A CV 00.7500 08/01/2026	0.04%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC	0.04%
TELADOC INC CV 01.3750 05/15/2025	0.04%
TENNANT CO 05.6250 05/01/2025	0.04%
1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028	0.04%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027	0.04%
DIAMOND SPORTS TLB L+325 04.9600 08/24/2026	0.04%
QORVO INC 05.5000 07/15/2026	0.04%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP	0.04%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023	0.04%
WPX ENERGY INC 05.2500 10/15/2027	0.04%
AKAMAI TECH P/P 144A CV 00.3750 09/01/2027	0.04%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027	0.04%
CINEWORLD TLB L+225 03.9516 02/28/2025	0.04%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025	0.04%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026	0.04%
GNR 2010-35 UI IO 05.0000 03/20/2040	0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024	0.04%
IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9	0.04%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.04%
Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026	0.04%
TREASURY BILL 00.0000 02/20/2020	0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022	0.04%
FIVE9 INC CV 00.1250 05/01/2023	0.04%
FNR 2008-24 SP 17.0207 02/25/2038	0.04%
GNR 2015-H26 CI IO 00.2007 08/20/2065	0.04%
GOLDEN NUGGET TL L+275 04.6834 10/04/2023	0.04%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022	0.04%
LENNAR CORP 05.8750 11/15/2024	0.04%
MERCER INTL INC USD 06.5000 02/01/2024	0.04%
SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB	0.04%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025	0.04%
VERINT SYSTEMS INC CV 01.5000 06/01/2021	0.04%
1.58 R ISWP FWD US0003M P 12/18/2021	0.04%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025	0.04%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025	0.04%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.04%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023	0.04%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023	0.04%
THE AES CORPORATION 04.8750 05/15/2023	0.04%
ZYNGA INC P/P 144A CV 00.2500 06/01/2024	0.04%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025	0.04%
CIT GROUP INC. 05.2500 03/07/2025	0.04%
ENCORE CAPITA CV 03.2500 03/15/2022	0.04%
GARTNER INC P/P 144A 05.1250 04/01/2025	0.04%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.04%
MSC 2007-HQ11 C 05.5580 02/12/2044	0.04%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024	0.04%
ORYX TLB L+400 06.0536 05/22/2026	0.04%
REGENCY ENERGY P 04.5000 11/01/2023	0.04%
SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029	0.04%
SM ENERGY CO 06.1250 11/15/2022	0.04%
1.50 R ISWP US0003M P 09/30/2024	0.03%
CLEAR CHANNEL TLB L+350 05.5435 08/21/2026	0.03%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021	0.03%
IOS.FN30.400.11 R USL1M P 01/12/42 BC	0.03%
MESSER INDUST TLB L+250 04.6044 03/01/2026	0.03%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027	0.03%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028	0.03%
WEEKLEY HOMES LLC 06.0000 02/01/2023	0.03%
WPX ENERGY INC 05.7500 06/01/2026	0.03%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023	0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026	0.03%
CBS OUT AMER CAP LLC 05.6250 02/15/2024	0.03%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027	0.03%
CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027	0.03%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.03%
ELDORADO RESORTS INC 07.0000 08/01/2023	0.03%
FHR 4000 PI IO 04.5000 01/15/2042	0.03%
GNR 2013-183 JI IO 04.5000 02/16/2043	0.03%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027	0.03%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024	0.03%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026	0.03%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029	0.03%
OPTN FN30 3.0 01/07/20 CALL 101.34375 JPMC	0.03%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027	0.03%
TRANSOCEAN INC CV 00.5000 01/30/2023	0.03%
WIDEOPENWEST TLB L+325 04.9528 08/19/2023	0.03%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022	0.03%
CINEMARK USA INC 04.8750 06/01/2023	0.03%
FHR 3249 PS 16.4492 12/15/2036	0.03%
FNR 2005-83 QP 12.9532 11/25/2034	0.03%
GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025	0.03%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.03%
RAPID7 INC CV 01.2500 08/01/2023	0.03%
ROBERTSHAW US HOLDING L+325 05.0000 02/28/2025	0.03%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022	0.03%
0.233 R ISWP FWD EUR006M P 02/19/2050	0.03%
1011778 BC ULC / P/P 144A 04.3750 01/15/2028	0.03%
CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024	0.03%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028	0.03%
FNMA FN30 BO0212 UMBS 04.5000 05/01/2049	0.03%
FNR 2012-127 BI IO 04.5000 11/25/2042	0.03%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023	0.03%
STACR 2019-HQA1 M2 04.0580 02/25/2049	0.03%
SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS	0.03%
SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA	0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027	0.03%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026	0.03%
VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024	0.03%
0.05 R ISWP FWD SES3M P 12/18/2024	0.03%
AIR TRANSPORT CV 01.1250 10/15/2024	0.03%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026	0.03%
GNR 2013-99 VS IO 04.3375 07/16/2043	0.03%
INSULET CORP P/P 144A CV 00.3750 09/01/2026	0.03%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.03%
LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049	0.03%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026	0.03%
RINGCENTRAL CV 00.0000 03/15/2023	0.03%
SUPERNUS PH CV 00.6250 04/01/2023	0.03%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027	0.03%
WELLCARE HEALTH PLANS 05.2500 04/01/2025	0.03%
1.00 R ISWP FWD NFIX3MID P 12/18/2024	0.03%
EURONET WORLD P/P 144A CV 00.7500 03/15/2049	0.03%
GNR 2013-102 IP IO 03.5000 06/20/2043	0.03%
J2 GLOBAL P/P 144A CV 01.7500 11/01/2026	0.03%
JELD-WEN INC P/P 144A 04.8750 12/15/2027	0.03%
PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022	0.03%
ROBERTSHAW TL 2L L+800 09.7500 02/28/2026	0.03%
SCIENTIFIC GAMES TLB5 L+275 04.4516 08/14/2024	0.03%
SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB	0.03%
SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS	0.03%
2.806 R ISWP FWD US0003M P 03/05/2030	0.03%
CAS 2015-C02 2M2 05.7080 05/25/2025	0.03%
FNS 378 19 IO 05.0000 06/25/2035	0.03%
NEW RELIC INC CV 00.5000 05/01/2023	0.03%
SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025	0.03%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026	0.03%
SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB	0.03%
TABULA RASA H P/P 144A CV 01.7500 02/15/2026	0.03%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023	0.03%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027	0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049	0.03%
FHR 4105 HI IO 03.5000 07/15/2041	0.03%
FNR 2013-35 IP IO 03.0000 06/25/2042	0.03%
GATES GLOBAL TLB L+275 04.4516 03/31/2024	0.03%
GBP/USD CALL 1.33 20200123 BANKAM	0.03%
GENESEE & WYOMING TL L+200 03.7743 11/05/2026	0.03%
GNMA 10000 BO6603 05.0000 07/20/2049	0.03%
ICAHN ENTER P/P 144A 04.7500 09/15/2024	0.03%
IHS MARKIT LTD USD 04.7500 08/01/2028	0.03%
JO-ANN STORES 2NDL L+925 10.9580 05/21/2024	0.03%
MERCER INTL INC USD 05.5000 01/15/2026	0.03%
NETFLIX INC. 06.3750 05/15/2029	0.03%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026	0.03%
REVLON CONS TLB L+350 05.4091 09/07/2023	0.03%
TARGA RESOURCES PART 05.0000 01/15/2028	0.03%
TENET HEALTHCARE 04.6250 07/15/2024	0.03%
AES CORP/THE 05.1250 09/01/2027	0.03%
ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028	0.03%
BOYD GAMING CORPORATION 06.0000 08/15/2026	0.03%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026	0.03%
FHS 304 C37 IO 03.5000 12/15/2027	0.03%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026	0.03%
INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023	0.03%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.03%
LEVEL 3 FINANCING INC 05.6250 02/01/2023	0.03%
SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024	0.03%
STACR 2018-HQA2 B1 05.9580 10/25/2048	0.03%
TRAVELPORT TLB L+500 07.5413 05/30/2026	0.03%
1.4925 R ISWP CDOR03 P 08/15/2029	0.02%
8X8 INC P/P 144A CV 00.5000 02/01/2024	0.02%
AES CORP/THE 04.5000 03/15/2023	0.02%
AIR METHODS TLB L+350 05.6044 04/21/2024	0.02%
CINEMARK USA INC 05.1250 12/15/2022	0.02%
FNR 2006-62 PS 29.6520 07/25/2036	0.02%
GNMA GII30 BO8266 05.0000 07/20/2049	0.02%
GNR 2019-78 SJ IO 04.3264 06/20/2049	0.02%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022	0.02%
LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024	0.02%
NETFLIX INC P/P 144A 05.3750 11/15/2029	0.02%
SESI LLC 07.1250 12/15/2021	0.02%
SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029	0.02%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP	0.02%
TRANSDIGM INC 06.3750 06/15/2026	0.02%
2.32 R ISWP FWD US0003M P 02/09/2024	0.02%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028	0.02%
DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026	0.02%
HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028	0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026	0.02%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027	0.02%
1.30 R ISWP FWD NFIX3MID P 12/18/2029	0.02%
1.53 R ISWP US0003M P 10/01/2024	0.02%
BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026	0.02%
BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027	0.02%
BROOKFIELD RESID P/P 144A 06.2500 09/15/2027	0.02%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024	0.02%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026	0.02%
GNMA GII30 BP7627 03.5000 11/20/2049	0.02%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027	0.02%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 BC	0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.02%
IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024	0.02%
REFINITIV TLB L+375 05.4516 10/01/2025	0.02%
SILICON LABOR CV 01.3750 03/01/2022	0.02%
STEEL DYNAMICS INC 05.0000 12/15/2026	0.02%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI	0.02%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027	0.02%
TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028	0.02%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027	0.02%
ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028	0.02%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022	0.02%
BOYD GAMING CORP P/P 144A 04.7500 12/01/2027	0.02%
CHEMOURS CO 07.0000 05/15/2025	0.02%
GNMA GII30 BN1507 05.0000 05/20/2049	0.02%
ISTAR INC. 05.2500 09/15/2022	0.02%
LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027	0.02%
MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024	0.02%
T-MOBILE USA INC 04.5000 02/01/2026	0.02%
YUM! BRANDS INC P/P 144A 04.7500 01/15/2030	0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024	0.02%
FNMA FN30 BN9825 UMBS 05.0000 05/01/2049	0.02%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024	0.02%
GNMA GII30 BN1508 05.0000 05/20/2049	0.02%
GNMA GII30 BN1510 05.5000 05/20/2049	0.02%
GNMA GII30 BP3716 05.0000 08/20/2049	0.02%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.02%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.02%
JO-ANN STORES TL L+500 06.9340 10/16/2023	0.02%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS	0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025	0.02%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026	0.02%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021	0.02%
BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026	0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021	0.02%
CALPINE CORP P/P 144A 05.8750 01/15/2024	0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP	0.02%
FRONTIER COMM P/P 144A 08.5000 04/01/2026	0.02%
GNMA GII30 BP7505 03.5000 10/20/2049	0.02%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025	0.02%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028	0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026	0.02%
NRG P/P 144A 03.7500 06/15/2024	0.02%
OASIS PETROLEUM INC 06.8750 03/15/2022	0.02%
REDFIN CORP CV 01.7500 07/15/2023	0.02%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029	0.02%
0.616 R ISWP FWD GBL6M P 09/18/2029	0.02%
ANTERO RESOURCES FIN 05.1250 12/01/2022	0.02%
FHR 3408 EK 18.6894 04/15/2037	0.02%
JELD-WEN INC P/P 144A 04.6250 12/15/2025	0.02%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023	0.02%
-0.4047 R ISWP EUR006M P 10/11/2024	0.02%
1.9425 R ISWP US0003M P 11/15/2049	0.02%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029	0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS	0.02%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026	0.02%
FNMA FN30 BO0182 UMBS 05.0000 05/01/2049	0.02%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.02%
MASONITE INTL C P/P 144A 05.3750 02/01/2028	0.02%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023	0.02%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025	0.02%
SERVICE CORPORATION INTL 04.6250 12/15/2027	0.02%
SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI	0.02%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP	0.02%
1.425 R ISWP FWD US0003M P 09/18/2024	0.02%
2.86 R ISWP US0003M P 01/22/2020	0.02%
AKER BP ASA P/P 144A 05.8750 03/31/2025	0.02%
ALBERTSON'S TLB7 L+275 04.4516 11/17/2025	0.02%
GBP/USD 12/18/2019 SSBT	0.02%
HUB INTL TLB L+400 05.9274 04/25/2025	0.02%
ILLUMINA INC CV 00.0000 08/15/2023	0.02%
KRONOS TLB L+300 04.9091 11/01/2023	0.02%
PRECISION DRILL P/P 144A 07.1250 01/15/2026	0.02%
SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI	0.02%
TIAAC 2003-1A E 144A 08.0000 12/28/2038	0.02%
0.40 R ISWP FWD SES3M P 12/18/2029	0.02%
1.43125 R ISWP FWD US0003M P 09/18/2024	0.02%
1.735 R ISWP NOKOIB6M P 07/01/2024	0.02%
2.2225 R ISWP FWD US0003M P 06/05/2029	0.02%
2.3075 R ISWP FWD US0003M P 02/02/2024	0.02%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026	0.02%
CAS 2017-C06 2B1 06.1580 02/25/2030	0.02%
FHR 4210 PI IO 03.0000 12/15/2041	0.02%
FNMA FN30 BN3050 UMBS 05.0000 01/01/2049	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.02%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.02%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024	0.02%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023	0.02%
PROVINCIA DE BUENOS 48.5536 05/31/2022	0.02%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS	0.02%
SWPTN 1MX10Y P 1.746 USD 12/23/2019 JP	0.02%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029	0.02%
1.80 R ISWP FWD NOKOIB6M P 12/18/2029	0.02%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026	0.02%
CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9	0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	0.02%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024	0.02%
EQUINIX INC 05.8750 01/15/2026	0.02%
LIVE NATION ENT P/P 144A 04.7500 10/15/2027	0.02%
NETFLIX INC. P/P 144A 04.8750 06/15/2030	0.02%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038	0.02%
SWPTN 1MX10Y R 1.5925 USD 12/27/2019 GS	0.02%
TRIBUNE CLASS 1C LITIGAT	0.02%
VIPER ENERGY P/P 144A 05.3750 11/01/2027	0.02%
2.55 R ISWP FWD US0003M P 11/20/2039	0.01%
CALIFORNIA RESOURC TL L+475 06.4516 12/31/2022	0.01%
CAS 2015-C02 1M2 05.7080 05/25/2025	0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML	0.01%
FNR 2013-23 PI IO 03.0000 10/25/2041	0.01%
GNR 2019-99 KS IO 04.3264 08/20/2049	0.01%
JC PENNEY CORP INC 07.4000 04/01/2037	0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025	0.01%
RACKSPACE HOSTING INC L+300 04.9021 11/03/2023	0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026	0.01%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026	0.01%
SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI	0.01%
1.62779 R ISWP US0003M P 10/15/2029	0.01%
1.6486 R ISWP US0003M P 11/25/2029	0.01%
2.57 R ISWP FWD US0003M P 02/02/2024	0.01%
CAS 2017-C07 2B1 06.1580 05/25/2030	0.01%
CHEMOURS CO 05.3750 05/15/2027	0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	0.01%
DIVERSEY TL L+300 04.9270 09/06/2024	0.01%
GNR 2014-108 IP IO 04.5000 12/20/2042	0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025	0.01%
MSC 2007-HQ11 B 05.5380 02/12/2044	0.01%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024	0.01%
WPX ENERGY INC 08.2500 08/01/2023	0.01%
AUD/USD 01/15/2020 UBS	0.01%
ELDORADO RESORTS INC 06.0000 09/15/2026	0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024	0.01%
PQ CORP TLB L+250 04.4271 02/08/2025	0.01%
SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS	0.01%
UKRPI P 3.4025 R 03/15/28	0.01%
0.49 R ISWP FWD EUR006M P 08/08/2054	0.01%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040	0.01%
INSTALLED BUILDI P/P 144A 05.7500 02/01/2028	0.01%
MATTEL INC P/P 144A 05.8750 12/15/2027	0.01%
MERCER INTL INC USD 07.3750 01/15/2025	0.01%
MXN/USD 01/15/2020 BANKAM	0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026	0.01%
OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030	0.01%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027	0.01%
PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028	0.01%
VALARIS PLC USD 07.7500 02/01/2026	0.01%
1.655 R ISWP US0003M P 11/29/2029	0.01%
AUD/JPY PUT 70.00 20200214 CITI	0.01%
AUD/JPY PUT 70.00 20200214 GSFX	0.01%
AUD/USD 01/15/2020 RBSF	0.01%
AUD/USD 01/15/2020 SSBT	0.01%
FNS 374 6 IO 05.5000 08/25/2036	0.01%
FREEPORT-MCMORAN INC 05.4500 03/15/2043	0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026	0.01%
1.325 R ISWP AUDBB6M P 10/30/2029	0.01%
1.85 R ISWP FWD CDOR03 P 12/18/2029	0.01%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026	0.01%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP	0.01%
STEEL DYNAMICS INC 04.1250 09/15/2025	0.01%
T-MOBILE USA INC 05.3750 04/15/2027	0.01%
1.30 R ISWP FWD AUDBB6M P 12/18/2029	0.01%
1.6875 R ISWP CDOR03 P 10/09/2029	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.01%
FNGT 2000-T6 IO IO 00.7166 11/25/2040	0.01%
FNR 2011-98 AI IO 03.5000 11/25/2037	0.01%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025	0.01%
SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB	0.01%
SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS	0.01%
SWPTN 5WX5Y P 1.815 CAD 12/23/2019 TD	0.01%
1.305 R ISWP AUDBB6M P 10/30/2029	0.01%
1.7485 R ISWP US0003M P 11/01/2029	0.01%
2.5725 R ISWP FWD US0003M P 02/02/2024	0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.01%
FHR 3300 PO PO 00.0000 02/15/2037	0.01%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022	0.01%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.01%
NABORS INDUSTRIES INC. 05.5000 01/15/2023	0.01%
PULTEGROUP INC. 07.8750 06/15/2032	0.01%
SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS	0.01%
SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS	0.01%
0.05 R ISWP FWD EUR006M P 12/18/2029	0.00%
1.70 R ISWP FWD US0003M P 12/18/2029	0.00%
ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027	0.00%
BRL/USD 02/04/2020 GSFX	0.00%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027	0.00%
EUR/USD 12/18/2019 SSBT	0.00%
GBP/USD 12/18/2019 BANKAM	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028	0.00%
SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP	0.00%
SWPTN 5WX5Y R 1.815 CAD 12/23/2019 TD	0.00%
TREASURY BILL 00.0000 12/12/2019	0.00%
1.6675 R ISWP US0003M P 12/31/2029	0.00%
1.668 R ISWP FWD US0003M P 01/06/2030	0.00%
1.8525 R ISWP US0003M P 10/18/2049	0.00%
AUD/USD 01/15/2020 WPAC	0.00%
CHC GRP LLC P/P CV 00.0000 10/01/2020	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039	0.00%
EUR/USD 12/18/2019 CITI	0.00%
FSPC T-57 1AX IO 00.3763 07/25/2043	0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024	0.00%
NZD/USD 01/15/2020 UBS	0.00%
SWPTN 3MX2Y P 1.715 USD 01/10/2020 TD	0.00%
SWPTN 5WX10Y R 1.668 USD 01/02/2020 MS	0.00%
TXU TCEH RIGHTS	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024	0.00%
OPTN FN30 3.5 12/05/19 CALL 102.53125 JPMC	0.00%
SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB	0.00%
UKRPI P 3.3875 R 03/15/28	0.00%
ADVANZ PHARMA CORP SEDOL BH4P601	0.00%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CSMC 2006-C5 AX IO 01.0922 12/15/2039	0.00%
EUR/NOK PUT 9.85 20200121 GSFX	0.00%
FNR 1999-51 N PO 00.0000 09/17/2029	0.00%
GBP/USD 12/18/2019 HSBCB	0.00%
JPY/USD 02/19/2020 GSFX	0.00%
JPY/USD 02/19/2020 SSBT	0.00%
MWO HOLDINGS LLC	0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023	0.00%
UKRPI P 3.34 R 02/15/28	0.00%
1.15 R ISWP NFIX3MID P 08/07/2021	0.00%
1.60 R ISWP FWD US0003M P 12/18/2024	0.00%
AUD/USD 01/15/2020 GSFX	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.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP	0.00%
CZK/USD 12/18/2019 BANKAM	0.00%
FRAC TECH INTL TLB L+475 06.4516 04/16/2021	0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.00%
NINE POINT ENERGY CNV PRF	0.00%
NINE POINT ENERGY COM	0.00%
TERVITA CORP SEDOL BD1DCC4	0.00%
0.80 R ISWP FWD GBL6M P 12/18/2029	0.00%
1.00 R ISWP FWD AUDBB6M P 12/18/2024	0.00%
1.70334 R ISWP US0003M P 10/24/2029	0.00%
AVAYA HOLDINGS CORP SEDOL BD9G9B3	0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051	0.00%
BRL/USD 02/04/2020 CITI	0.00%
CAD/USD 01/15/2020 HSBCB	0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044	0.00%
CHC GROUP LLC P/P SEDOL BYXD3K4	0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG	0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS	0.00%
CPURNSA R 1.703 P 11/29/24	0.00%
DISH NETWORK CORP-RTS SEDOL BL0L9Q8	0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022	0.00%
EUR/USD 12/18/2019 BCAP-FX	0.00%
EUR/USD 12/18/2019 HSBCB	0.00%
FEDL01 P ISWP SOFRRATE R 11/29/2020	0.00%
FHR 3326 WF 00.0000 10/15/2035	0.00%
FNS 366 22 IO 04.5000 10/25/2035	0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.5898 07/10/2039	0.00%
JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051	0.00%
MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049	0.00%
SEK/USD 03/18/2020 GSFX	0.00%
SEK/USD 03/18/2020 HSBCB	0.00%
SEK/USD 03/18/2020 SSBT	0.00%
SEK/USD 12/18/2019 JPMCB	0.00%
STRIP 2003-1A N P/P 144A 05.0000 03/24/2020	0.00%
SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS	0.00%
SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS	0.00%
SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP	0.00%
SWPTN 1YX30Y P 1.288 EUR 02/17/2020 JP	0.00%
SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP	0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020	0.00%
UKRPI P 3.385 R 11/15/24	0.00%
WBCMT 2007-C34 IO IO 00.0964 05/15/2046	0.00%
CAD/USD 01/15/2020 TDBK	-0.00%
CLP/USD 01/15/2020 GSFX	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS	-0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS	-0.00%
NOK/USD 03/18/2020 SSBT	-0.00%
NOK/USD 12/18/2019 CITI	-0.00%
OPTN FN30 3.5 12/05/19 PUT 102.53125 JPMC	-0.00%
UKRPI P 3.381 R 11/15/24	-0.00%
1.6937 R ISWP US0003M P 11/21/2029	-0.00%
1.9185 R ISWP FWD US0003M P 08/08/2052	-0.00%
CAD/USD 01/15/2020 BCAP-FX	-0.00%
CHF/USD 12/18/2019 JPMCB	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
EUR/USD 12/18/2019 BANKAM	-0.00%
EUR/USD 12/18/2019 CSI-FX	-0.00%
GBP/USD 12/18/2019 GSFX	-0.00%
NOK/USD 03/18/2020 GSFX	-0.00%
NOK/USD 12/18/2019 RBSF	-0.00%
NZD/USD 01/15/2020 HSBCB	-0.00%
SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS	-0.00%
SWPTN 5WX10Y P 1.868 USD 01/02/2020 MS	-0.00%
UKRPI P 3.34 R 03/15/28	-0.00%
1.618 R ISWP US0003M P 11/08/2024	-0.00%
1.75 R ISWP FWD NOKOIB6M P 12/18/2024	-0.00%
AUD/USD 01/15/2020 HSBCB	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CPURNSA R 1.71 P 11/21/24	-0.00%
0.712 R ISWP FWD GBL6M P 09/18/2021	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
EUR/USD 12/18/2019 JPMCB	-0.00%
SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB	-0.00%
SWPTN 5WX5Y R 1.545 USD 12/23/2019 TD	-0.00%
-0.765 R ISWP CHL6M P 09/13/2024	-0.00%
1.733 R ISWP FWD US0003M P 02/07/2024	-0.00%
CAD/USD 01/15/2020 CITI	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
NZD/USD 01/15/2020 CITI	-0.00%
SEK/USD 12/18/2019 BANKAM	-0.00%
SEK/USD 12/18/2019 HSBCB	-0.00%
SEK/USD 12/18/2019 RBSF	-0.00%
0.80 R ISWP AUDBB3M P 10/30/2021	-0.01%
2.3075 R ISWP FWD US0003M P 06/22/2052	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 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 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
SWPTN 1MX10Y P 1.8675 USD 12/27/2019 GS	-0.01%
SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS	-0.01%
0.81 R ISWP AUDBB3M P 10/30/2021	-0.01%
1.60 R ISWP FWD US0003M P 12/18/2021	-0.01%
1.82 R ISWP NOKOIB6M P 07/01/2029	-0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP	-0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 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%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.01%
SWPTN 5WX10Y R 1.598 USD 01/02/2020 MS	-0.01%
1.9665 R ISWP FWD US0003M P 07/06/2030	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 MS	-0.01%
SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB	-0.01%
SWPTN 1MX10Y R 1.586 USD 12/23/2019 JP	-0.01%
SWPTN 3MX10Y P 1.8055 USD 01/10/2020 TD	-0.01%
SWPTN 5WX5Y P 1.545 USD 12/23/2019 TD	-0.01%
1.6428 R ISWP US0003M P 11/04/2029	-0.01%
1.6915 R ISWP US0003M P 11/12/2024	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 MS	-0.01%
2.035 R ISWP FWD US0003M P 01/22/2031	-0.01%
BRL/USD 02/04/2020 BANKAM	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
NOK/USD 12/18/2019 BANKAM	-0.01%
NZD/USD 01/15/2020 BCAP-FX	-0.01%
SEK/USD 12/18/2019 SSBT	-0.01%
SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS	-0.01%
1.92276 R ISWP US0003M P 11/08/2049	-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 BA	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.01%
SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS	-0.01%
0.7495 R ISWP FWD JPL6M P 08/29/2043	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
1.612 R ISWP US0003M P 11/05/2029	-0.01%
GBP/USD CALL 1.36 20200123 BANKAM	-0.01%
SWPTN 1MX10Y R 1.6675 USD 12/27/2019 GS	-0.01%
-0.65 R ISWP FWD CHL6M P 12/18/2024	-0.02%
1.80 R ISWP FWD CDOR03 P 12/18/2024	-0.02%
1.8356 R ISWP US0003M P 11/12/2029	-0.02%
1.8358 R ISWP US0003M P 11/12/2029	-0.02%
CAD/USD 01/15/2020 SSBT	-0.02%
NZD/USD 01/15/2020 JPMCB	-0.02%
-0.8475 R ISWP CHL6M P 08/09/2024	-0.02%
0.80 R ISWP FWD EUR006M P 02/21/2050	-0.02%
2.528 R ISWP FWD US0003M P 02/02/2024	-0.02%
NOK/USD 12/18/2019 GSFX	-0.02%
SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS	-0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.02%
NZD/USD 01/15/2020 GSFX	-0.02%
-0.35 R ISWP FWD CHL6M P 12/18/2029	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.02%
SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI	-0.02%
1.638 R ISWP FWD CDOR03 P 09/18/2024	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS	-0.02%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC	-0.02%
1.63 R ISWP FWD CDOR03 P 09/18/2024	-0.02%
SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA	-0.02%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.02%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP	-0.03%
SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS	-0.03%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI	-0.03%
IOS.FN30.350.12 P USL1M R 01/12/43 JP	-0.03%
IOS.FN30.400.10 P USL1M R 01/12/41 BC	-0.03%
1.61 R ISWP CDOR03 P 08/15/2021	-0.03%
2.25 R ISWP FWD US0003M P 07/05/2052	-0.03%
CPTFEMU R 1.4 P 07/15/27	-0.03%
OPTN FN30 3.0 01/07/20 PUT 101.34375 JPMC	-0.03%
0.75 R ISWP FWD GBL6M P 12/18/2024	-0.03%
0.9035 R ISWP FWD EUR006M P 02/19/2050	-0.03%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS	-0.03%
0.207 R ISWP FWD EUR006M P 06/06/2054	-0.03%
SWPTN 2YX5Y R 1.3 USD 08/27/2021 UB	-0.03%
SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP	-0.03%
1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021	-0.03%
SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS	-0.04%
SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS	-0.04%
1.054 R ISWP FWD EUR006M P 06/07/2054	-0.04%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP	-0.04%
1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024	-0.04%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.04%
SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB	-0.04%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS	-0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS	-0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.04%
SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP	-0.04%
2.647 R ISWP FWD US0003M P 03/16/2030	-0.05%
IOS.FN30.350.12 P USL1M R 01/12/43 GS	-0.05%
IOS.FN30.500.10 P USL1M R 01/12/41 CS	-0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.05%
SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA	-0.05%
1.484 R ISWP FWD EUR006M P 11/29/2058	-0.05%
IOS.FN30.350.12 P USL1M R 01/12/43 BC	-0.05%
2.0625 R ISWP FWD US0003M P 06/22/2030	-0.05%
IOS.FN30.300.13 P USL1M R 01/12/44 GS	-0.05%
2.184 R ISWP FWD US0003M P 12/07/2030	-0.05%
2.6785 R ISWP US0003M P 02/13/2029	-0.06%
SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS	-0.06%
SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB	-0.06%
SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 BC	-0.06%
SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS	-0.06%
1.051 R ISWP FWD EUR006M P 02/19/2050	-0.06%
1.2115 R ISWP FWD EUR006M P 03/12/2050	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 GS	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 JP	-0.06%
SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS	-0.06%
SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI	-0.06%
1.267 R ISWP FWD EUR006M P 03/11/2050	-0.06%
CPTFEMU R 1.4375 P 09/15/23	-0.06%
CPTFEMU R 1.4413 P 09/15/23	-0.06%
CPTFEMU R 1.4425 P 09/15/23	-0.06%
1.113 R ISWP FWD EUR006M P 03/26/2050	-0.06%
CPTFEMU R 1.4438 P 09/15/23	-0.06%
1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029	-0.07%
IOS.FN30.400.10 P USL1M R 01/12/41 CS	-0.07%
SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI	-0.07%
SWPTN 2YX5Y P 1.3 USD 08/27/2021 UB	-0.07%
CPTFEMU R 1.4275 P 08/15/27	-0.07%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.08%
SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS	-0.08%
2.67 R ISWP FWD US0003M P 03/28/2052	-0.08%
SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB	-0.08%
SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB	-0.08%
SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS	-0.08%
SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI	-0.08%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.09%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.10%
2.2685 R ISWP FWD US0003M P 07/22/2052	-0.10%
2.793 R ISWP FWD US0003M P 11/29/2053	-0.10%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.11%
UKRPI R 3.4425 P 07/15/49	-0.11%
1.65 R ISWP FWD US0003M P 12/18/2049	-0.13%
1.4925 R ISWP US0003M P 10/04/2029	-0.13%
MBX.FN30.600.08 P USL1M R 01/12/39 BC	-0.13%
SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS	-0.13%
1.396 R ISWP US0003M P 10/04/2024	-0.13%
SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS	-0.13%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.15%
IOS.GII30.500.10 P USL1M R 01/12/41 JP	-0.15%
MBX.FN30.650.67 P USL1M R 01/12/38 CS	-0.15%
MBX.FN30.650.67 P USL1M R 01/12/38 DE	-0.15%
IOS.FN30.400.10 P USL1M R 01/12/41 GS	-0.16%
1.30 R ISWP FWD US0003M P 12/18/2026	-0.16%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP	-0.17%
SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP	-0.19%
SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP	-0.20%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.22%
SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS	-0.23%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.23%
IOS.FN30.350.13 P US0001M R 01/12/44 JP	-0.24%
1.525 R ISWP FWD US0003M P 12/18/2029	-0.27%
SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS	-0.28%
SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS	-0.28%
SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS	-0.28%
IOS.FN30.400.11 P USL1M R 01/12/42 JP	-0.41%
3.065 R ISWP FWD US0003M P 01/03/2029	-0.53%
SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP	-0.58%
MBX.FN30.650.67 P USL1M R 01/12/38 BC	-2.25%
EURO-SCHATZ FUT DEC19 DUZ9	-2.56%
US 5YR NOTE (CBT) MAR20 FVH0	-3.85%

90DAY EURO$ FUTR MAR20 EDH0	23.46%
FNMA FN30 TBA UMBS 03.5000 11/01/2049	13.49%
FNMA FN30 TBA UMBS 03.0000 12/01/2049	11.36%
FNMA FN30 TBA UMBS 04.0000 11/01/2049	9.09%
US 2YR NOTE (CBT) DEC19 TUZ9	3.88%
FNMA FN30 TBA UMBS 02.5000 11/01/2049	3.87%
MBX.FN30.500.10 R USL1M P 01/12/41 BC	3.66%
FNMA FN30 TBA UMBS 05.5000 11/01/2049	1.57%
GNMA GII30 TBA 04.5000 11/01/2049	1.53%
GNMA GII30 TBA 04.0000 11/01/2049	1.52%
TREASURY BILL 00.0000 04/02/2020	1.20%
UNITED MEXICAN STATES USD 05.5500 01/21/2045	1.06%
WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045	0.95%
TREASURY BILL 00.0000 11/07/2019	0.93%
TREASURY BILL 00.0000 03/12/2020	0.80%
SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP	0.79%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030	0.74%
CAS 2016-C02 1B 14.0728 09/25/2028	0.68%
CWALT 2006-OA10 4A1 02.0128 08/25/2046	0.66%
FNR 2017-32 SA IO 04.3273 05/25/2047	0.66%
US ULTRA BOND CBT DEC19 WNZ9	0.65%
CAS 2015-C03 1M2 06.8228 07/25/2025	0.63%
CAS 2016-C03 2M2 07.7228 10/25/2028	0.62%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026	0.56%
WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044	0.53%
GNR 2016-H23 NI IO 02.1442 10/20/2066	0.53%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022	0.52%
GNR 2019-96 SY IO 04.2536 08/20/2049	0.51%
CAS 2015-C04 1M2 07.5228 04/25/2028	0.51%
SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP	0.51%
STACR 2016-DNA1 B 11.8228 07/25/2028	0.51%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022	0.50%
SPST 2019-7 A 02.7459 09/24/2020	0.49%
WFRBS 2012-C10 D P/P 144A 04.4349 12/15/2045	0.49%
WFRBS 2013-C15 D P/P 144A 04.4938 08/15/2046	0.49%
SPST 2019-3 A 02.7459 06/24/2020	0.48%
GNR 2019-83 SY IO 04.2536 07/20/2049	0.47%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028	0.46%
JPMBB 2014-C18 D P/P 144A 04.8124 02/15/2047	0.45%
MBX.FN30.500.09 R USL1M P 01/12/40 BC	0.44%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029	0.42%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023	0.42%
SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP	0.41%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029	0.41%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047	0.39%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025	0.38%
BSCMS 2007-T26 AJ 05.4502 01/12/2045	0.38%
FHR 4839 WS IO 04.1788 08/15/2056	0.37%
WFRBS 2012-C7 E P/P 144A 04.8139 06/15/2045	0.37%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028	0.36%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026	0.35%
CAS 2016-C03 1B 13.5728 10/25/2028	0.35%
CWALT 2006-OA7 1A1 03.0629 06/25/2046	0.35%
CMLTI 2007-AMC3 A2D 02.1728 03/25/2037	0.34%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.34%
GNR 2018-94 AI IO 04.5000 07/20/2048	0.33%
3.073 R ISWP FWD US0003M P 03/04/2029	0.33%
STACR 2015-DNA3 B 11.1728 04/25/2028	0.33%
CAS 2018-C05 1B1 06.0728 01/25/2031	0.33%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026	0.32%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027	0.32%
FNR 2018-20 SB IO 04.4273 03/25/2048	0.32%
SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS	0.32%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS	0.32%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS	0.32%
STACR 2016-HQA2 M3 06.9728 11/25/2028	0.31%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050	0.31%
HELLENIC REPUBLIC REGS 03.4500 04/02/2024	0.31%
TREASURY BILL 00.0000 12/05/2019	0.31%
GNR 2014-60 SD IO 04.3336 04/20/2044	0.31%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046	0.30%
WAMU 2005-AR17 A1B3 02.1728 12/25/2045	0.30%
WFCM 2013-LC12 D P/P 144A 04.2847 07/15/2046	0.30%
FNR 2019-43 JS IO 04.2273 08/25/2049	0.29%
BSCMS 2005-PWR7 B 05.2140 02/11/2041	0.29%
REPUBLIC OF ECUADOR P/P 144A 09.5000 03/27/2030	0.29%
FNR 2015-42 LS IO 04.3773 06/25/2045	0.28%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.28%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037	0.28%
3.312 R ISWP US0003M P 11/08/2048	0.28%
GSMS 2014-GC24 D P/P 144A 04.5336 09/10/2047	0.28%
SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS	0.27%
ALLY FINANCIAL INC 08.0000 11/01/2031	0.26%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA	0.26%
TREASURY BILL 00.0000 04/09/2020	0.26%
GNR 2015-186 AI IO 04.0000 12/20/2045	0.25%
GNR 2010-9 UI IO 05.0000 01/20/2040	0.25%
STACR 2015-DNA2 B 09.3728 12/25/2027	0.25%
GNR 2017-H16 JI IO 02.7279 08/20/2067	0.25%
IVORY COAST P/P 144A 06.1250 06/15/2033	0.25%
CAS 2017-C03 1B1 06.6728 10/25/2029	0.24%
CPTFEMU P 1.7138 R 08/15/37	0.24%
SERVICE CORP INTL 05.3750 05/15/2024	0.24%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024	0.24%
MSBAM 2013-C10 D P/P 144A 04.0817 07/15/2046	0.23%
CAS 2017-C02 2B1 07.3228 09/25/2029	0.23%
MBX.FN30.450.09 R USL1M P 01/12/40 BC	0.23%
GNR 2018-127 IC IO 05.0000 10/20/2044	0.23%
GNR 2017-H10 MI IO 01.8447 04/20/2067	0.23%
FNR 2015-30 IO IO 05.5000 05/25/2045	0.23%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047	0.23%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026	0.22%
SPST 2019-11 A 02.5718 10/24/2020	0.22%
COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045	0.22%
GNR 2018-H05 BI IO 02.3567 02/20/2068	0.22%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.22%
FNR 2015-83 IO IO 04.0000 10/25/2043	0.22%
GNR 2017-26 MI IO 05.0000 11/20/2039	0.21%
SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS	0.21%
SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS	0.21%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025	0.21%
GNR 2016-H09 BI IO 02.2862 04/20/2066	0.21%
GNR 2017-H08 NI IO 02.2174 03/20/2067	0.21%
FNR 2018-86 DS IO 04.2773 12/25/2048	0.21%
COMM 2013-CR9 D P/P 144A 04.2549 07/10/2045	0.20%
FNR 2016-96 ST IO 04.2773 12/25/2046	0.20%
RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029	0.20%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026	0.20%
CPTFEMU P 1.71 R 07/15/37	0.20%
GNR 2018-H03 XI IO 02.3752 02/20/2068	0.20%
NOVELIS CORP P/P 144A 06.2500 08/15/2024	0.20%
RALI 2006-QO10 A1 01.9828 01/25/2037	0.19%
BCAP 2011-RR3 3A6 03.9150 11/27/2036	0.19%
MSBAM 2013-C11 D P/P 144A 04.3537 08/15/2046	0.19%
CAS 2016-C01 1B 13.5728 08/25/2028	0.19%
JPMCC 2007-CB20 E P/P 144A 06.1834 02/12/2051	0.19%
FNR 2013-90 SD IO 04.7773 09/25/2043	0.19%
GNR 2015-H25 AI IO 01.6179 09/20/2065	0.19%
JPMCC 2011-C3 F P/P 144A 05.6639 02/15/2046	0.18%
GNR 2018-H05 AI IO 02.4185 02/20/2068	0.18%
FHR 4425 IO IO 04.0000 01/15/2045	0.18%
JPMCC 2013-LC11 D 04.1679 04/15/2046	0.18%
SAMI 2007-AR1 2A1 02.0028 01/25/2037	0.18%
GNR 2016-H06 DI IO 01.9331 07/20/2065	0.18%
GNR 2016-H24 JI IO 02.1222 11/20/2066	0.18%
CWALT 2005-59 1A1 02.1803 11/20/2035	0.18%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026	0.18%
FHR 4742 S IO 04.2788 12/15/2047	0.18%
DOMINICAN REPUBLIC REGS 07.4500 04/30/2044	0.18%
FHR 4604 QI IO 03.5000 07/15/2046	0.18%
GNR 2016-H22 AI IO 02.0456 10/20/2066	0.18%
SPRINT CORP 07.8750 09/15/2023	0.18%
TENET HEALTHCARE P/P 144A 04.8750 01/01/2026	0.18%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023	0.17%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP	0.17%
GNR 2015-79 CI IO 04.0000 05/20/2045	0.17%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037	0.17%
CWALT 2005-38 A3 02.1728 09/25/2035	0.17%
GNR 2017-H12 QI IO 02.3504 05/20/2067	0.17%
GNR 2016-H06 CI IO 01.7907 02/20/2066	0.16%
GNR 2017-H09 IO IO 01.8622 04/20/2067	0.16%
PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050	0.16%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031	0.16%
GNR 2016-H10 AI IO 02.0160 04/20/2066	0.16%
GNR 2017-H06 BI IO 02.3452 02/20/2067	0.16%
CFCRE 2011-C2 E P/P 144A 05.7412 12/15/2047	0.16%
GNR 2012-8 PI IO 04.0000 05/20/2041	0.16%
CHENIERE CORP CHRIST 05.1250 06/30/2027	0.16%
JPMBB 2014-C18 E P/P 144A 04.3124 02/15/2047	0.16%
PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030	0.16%
SPRINT CORP TLB L+300 04.8125 02/03/2024	0.16%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022	0.16%
IOS.FN30.400.14 R USL1M P 01/12/45 CS	0.16%
GNR 2012-128 IA IO 03.5000 10/20/2042	0.16%
CWALT 2006-OA7 1A2 03.3299 06/25/2046	0.15%
FHR 4452 QI IO 04.0000 11/15/2044	0.15%
GNR 2013-34 IH IO 04.5000 03/20/2043	0.15%
GNR 2017-H16 IB IO 02.1449 08/20/2067	0.15%
WAMU 2005-AR10 1A3 04.1917 09/25/2035	0.15%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027	0.15%
GNR 2017-H02 BI IO 02.3350 01/20/2067	0.15%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024	0.15%
BALTA 2005-8 21A1 04.2252 10/25/2035	0.15%
GNR 2017-H16 IG IO 02.1878 07/20/2067	0.15%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023	0.15%
CWALT 2006-OA10 3A1 02.0128 08/25/2046	0.14%
OMIR 2017-1A B1 P/P 144A 07.5728 04/25/2027	0.14%
CSAIL 2015-C1 D P/P 144A 03.7740 04/15/2050	0.14%
MBX.FN30.500.10 R USL1M P 01/12/41 CS	0.14%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047	0.14%
GNR 2013-76 IO IO 03.5000 05/20/2043	0.14%
GNR 2017-H11 DI IO 01.9232 05/20/2067	0.14%
AES CORP/THE 05.5000 04/15/2025	0.14%
JPMBB 2013-C14 D P/P 144A 04.7019 08/15/2046	0.14%
FNR 2013-107 SB IO 04.1273 02/25/2043	0.14%
GNR 2009-121 UI IO 05.0000 12/20/2039	0.14%
IVORY COAST REGS 06.1250 06/15/2033	0.14%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027	0.14%
DOMINICAN REPUBLIC REGS 05.5000 01/27/2025	0.14%
GNR 2016-H02 HI IO 02.1367 01/20/2066	0.14%
FNR 2016-3 NI IO 06.0000 02/25/2046	0.14%
GNR 2018-127 IE IO 03.5000 01/20/2046	0.14%
IVORY COAST REGS 05.3750 07/23/2024	0.14%
SPST 2019-WL1 A 02.4728 08/25/2052	0.14%
GNR 2015-H23 BI IO 01.7469 09/20/2065	0.14%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025	0.14%
GNR 2015-H24 AI IO 01.9079 09/20/2065	0.14%
UBSBB 2012-C2 F P/P 144A 04.8904 05/10/2063	0.14%
WAMU 2005-AR19 A1C4 02.2228 12/25/2045	0.14%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.14%
GNR 2014-119 SA IO 03.7536 08/20/2044	0.13%
IVORY COAST REGS 05.2500 03/22/2030	0.13%
IVORY COAST P/P 144A 05.2500 03/22/2030	0.13%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.13%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026	0.13%
FHR 4580 ID IO 03.5000 08/15/2045	0.13%
GNR 2016-H16 EI IO 02.3945 06/20/2066	0.13%
UNITED MEXICAN STATES USD 04.1500 03/28/2027	0.13%
GNR 2017-H11 TI IO 02.3845 04/20/2067	0.13%
GSAA 2006-8 2A2 02.0028 05/25/2036	0.13%
MSRR 2010-R4 4B 03.1086 02/26/2037	0.13%
TREASURY BILL 00.0000 01/02/2020	0.13%
CWALT 2005-38 A1 03.8899 09/25/2035	0.13%
SWPTN 3MX5Y P 1.3 USD 12/05/2019 CI	0.13%
GNR 2016-75 EI IO 03.5000 08/20/2045	0.13%
LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059	0.13%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025	0.13%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP	0.13%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021	0.12%
SCRT 2019-2 M 04.7500 08/25/2058	0.12%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP	0.12%
DBALT 2006-AR4 A2 02.0128 12/25/2036	0.12%
GNR 2016-H03 DI IO 02.0076 12/20/2065	0.12%
STACR 2019-DNA1 M2 04.4728 01/25/2049	0.12%
BRAND ENERGY TL L+425 06.2356 06/21/2024	0.12%
SPLUNK INC CV 01.1250 09/15/2025	0.12%
GNR 2016-42 IO IO 05.0000 02/20/2046	0.12%
GNR 2016-H14 AI IO 02.3151 06/20/2066	0.12%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022	0.12%
GNR 2012-140 IC IO 03.5000 11/20/2042	0.12%
MSC 2006-HQ10 B 05.4480 11/12/2041	0.12%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028	0.12%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026	0.12%
SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS	0.12%
NAVISTAR INTL TLB L+350 05.4200 11/06/2024	0.12%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027	0.12%
CWALT 2006-OA10 2A1 02.0128 08/25/2046	0.11%
GNR 2015-H25 EI IO 01.8627 10/20/2065	0.11%
IOS.FN30.400.14 R USL1M P 01/12/45 GS	0.11%
GNR 2016-48 MI IO 03.5000 04/16/2046	0.11%
UNITED MEXICAN STATES USD 04.0000 10/02/2023	0.11%
GNR 2012-146 IO IO 05.0000 12/20/2042	0.11%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031	0.11%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.11%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027	0.11%
BMIR 2017-1 B1 P/P 144A 06.5728 10/25/2027	0.11%
GNR 2016-H03 AI IO 02.3783 01/20/2066	0.11%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049	0.11%
PRICELINE GRO CV 00.9000 09/15/2021	0.11%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033	0.11%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027	0.11%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS	0.11%
CAS 2018 - C01 1B1 05.3728 07/25/2030	0.11%
GNR 2013-151 IB IO 04.5000 02/20/2040	0.11%
ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026	0.11%
CAS 2019-R04 2B1 07.0728 06/25/2039	0.11%
GNR 2013-182 IQ IO 04.5000 12/16/2043	0.11%
STAPLES INC P/P 144A 07.5000 04/15/2026	0.11%
UBS GROUP AG REGS 06.8750 12/29/2049	0.11%
CEC ENTERTAINMENT INC L+650 08.2859 08/30/2026	0.10%
COMM 2012-CR3 E P/P 144A 04.7518 10/15/2045	0.10%
GNMA GII30 BP3708 05.0000 08/20/2049	0.10%
GNR 2012-136 BI IO 03.5000 11/20/2042	0.10%
STACR 2019-DNA2 M2 04.2728 03/25/2049	0.10%
CAS 2019-R03 1B1 05.9228 09/25/2031	0.10%
DISH NETWORK CV 03.3750 08/15/2026	0.10%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022	0.10%
SCIENTIFIC GAMES INT 10.0000 12/01/2022	0.10%
DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027	0.10%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046	0.10%
GNR 2010-35 QI IO 04.5000 03/20/2040	0.10%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049	0.10%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.10%
PALO ALTO NET CV 00.7500 07/01/2023	0.10%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025	0.10%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022	0.10%
GNR 2013-37 JI IO 03.5000 01/20/2043	0.10%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027	0.10%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023	0.10%
FHR 4678 MS IO 05.1072 04/15/2047	0.10%
GNR 2014-H21 BI IO 01.5480 10/20/2064	0.10%
GNR 2012-47 CI IO 04.0000 03/20/2042	0.10%
LEVEL 3 FINANCING INC 05.2500 03/15/2026	0.10%
PENSKE AUTO GRP INC 05.7500 10/01/2022	0.10%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049	0.10%
SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA	0.10%
TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027	0.10%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024	0.10%
FHR 3065 DC 14.0963 03/15/2035	0.10%
GNR 2015-H10 BI IO 02.3248 04/20/2065	0.10%
LIVE NATION CV 02.5000 03/15/2023	0.10%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025	0.10%
SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA	0.10%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.10%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024	0.10%
FHR 4077 IK IO 05.0000 07/15/2042	0.10%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025	0.10%
TREASURY BILL 00.0000 11/14/2019	0.10%
FNR 2016-102 JI IO 03.5000 02/25/2046	0.10%
GNR 2016-104 GI IO 04.5000 01/20/2046	0.10%
WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029	0.09%
BSCMS 2006-PW11 B P/P 144A 05.7745 03/11/2039	0.09%
CCMFC 2006-4A A2 02.0028 11/25/2047	0.09%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025	0.09%
GNR 2014-44 IA IO 03.5000 05/20/2028	0.09%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027	0.09%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028	0.09%
STACR 2019-DNA2 B2 12.3228 03/25/2049	0.09%
GNR 2013-H08 CI IO 01.6530 02/20/2063	0.09%
GNR 2016-H24 CI IO 01.7027 10/20/2066	0.09%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024	0.09%
IAC FIN 2 P/P 144A CV 00.8750 06/15/2026	0.09%
MGM RESORTS INTL 06.6250 12/15/2021	0.09%
GNR 2016-H17 KI IO 02.2288 07/20/2066	0.09%
LIBERTY MEDIA CV 01.3750 10/15/2023	0.09%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027	0.09%
SPRINT CORP 07.2500 09/15/2021	0.09%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP	0.09%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024	0.09%
GMAC CAPITAL TRUST I PCT 07.9431	0.09%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024	0.09%
ON SEMICONDUC CV 01.6250 10/15/2023	0.09%
GNR 2017-42 IC IO 04.5000 08/20/2041	0.09%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026	0.09%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021	0.09%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027	0.09%
VIDEOTRON LTD USD 05.0000 07/15/2022	0.09%
AKAMAI TECH CV 00.1250 05/01/2025	0.09%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.09%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.09%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021	0.09%
TWITTER INC CV 01.0000 09/15/2021	0.09%
BMC EAST LLC P/P 144A 05.5000 10/01/2024	0.08%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027	0.08%
CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028	0.08%
GNR 2015-64 YI IO 04.0000 11/20/2044	0.08%
PULTEGROUP INC 05.5000 03/01/2026	0.08%
ITRON INC P/P 144A 05.0000 01/15/2026	0.08%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025	0.08%
CAS 2017-C05 1B1 05.4228 01/25/2030	0.08%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028	0.08%
JAZZ INVT I LTD USD 01.5000 08/15/2024	0.08%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025	0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025	0.08%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025	0.08%
FNR 2006-8 HP 17.8833 03/25/2036	0.08%
GNR 2018-127 ID IO 05.0000 07/20/2045	0.08%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027	0.08%
NETFLIX INC. 05.8750 11/15/2028	0.08%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027	0.08%
SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB	0.08%
SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS	0.08%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023	0.08%
WFMBS 2006-AR5 1A1 05.1922 04/25/2036	0.08%
1.343 R ISWP FWD EUR006M P 11/29/2058	0.08%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020	0.08%
CIT GROUP INC 05.0000 08/01/2023	0.08%
CROWN AMER/CAP 04.7500 02/01/2026	0.08%
CWALT 2006-24CB A13 02.1728 08/25/2036	0.08%
SS&C TECH INC P/P 144A 05.5000 09/30/2027	0.08%
CENTENE CORP 06.1250 02/15/2024	0.08%
GSR 2007-OA1 2A3A 02.1328 05/25/2037	0.08%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.08%
JPALT 2007-A2 12A1 02.0228 06/25/2037	0.08%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027	0.08%
CSC HOLDINGS LLC 06.7500 11/15/2021	0.08%
FHR 4122 TI IO 04.5000 10/15/2042	0.08%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025	0.08%
BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042	0.08%
FHR 4530 TI IO 04.0000 11/15/2045	0.08%
GNR 2016-27 IB IO 04.0000 11/20/2045	0.08%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023	0.08%
STANDARD IND INC P/P 144A 05.3750 11/15/2024	0.08%
WFMBS 2006-AR2 1A1 04.9163 03/25/2036	0.08%
AKER BP ASA P/P 144A 06.0000 07/01/2022	0.08%
GNMA GII30 BP6877 05.0000 08/20/2049	0.08%
SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA	0.08%
DEXCOM INC P/P 144A CV 00.7500 12/01/2023	0.07%
FORTIVE CORP P/P 144A CV 00.8750 02/15/2022	0.07%
GNR 2017-38 DI IO 05.0000 03/16/2047	0.07%
GREAT LAKES D&D 08.0000 05/15/2022	0.07%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024	0.07%
STACR 2018-DNA3 B2 09.5728 09/25/2048	0.07%
STACR 2018-HQA2 B2 12.8228 10/25/2048	0.07%
GNR 2013-3 IT IO 05.0000 01/20/2043	0.07%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.07%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026	0.07%
GNR 2010-35 AI IO 04.5000 03/20/2040	0.07%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025	0.07%
HVMLT 2005-2 1A 02.3664 05/19/2035	0.07%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025	0.07%
WESTERN DIGITAL CORPORATION 04.7500 02/15/2026	0.07%
FNR 2012-30 HI IO 04.5000 12/25/2040	0.07%
GNR 2016-37 IW IO 04.5000 02/20/2046	0.07%
HCA INC 05.2500 06/15/2026	0.07%
CAS 2015-C03 2M2 06.8228 07/25/2025	0.07%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027	0.07%
STANDARD IND INC P/P 144A 06.0000 10/15/2025	0.07%
1.354 R ISWP FWD EUR006M P 02/19/2050	0.07%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025	0.07%
GNR 2014-76 IO IO 05.0000 05/20/2044	0.07%
INPHI CORP CV 00.7500 09/01/2021	0.07%
T-MOBILE USA INC 06.3750 03/01/2025	0.07%
CENTENE CORP 04.7500 05/15/2022	0.07%
FNR 2017-7 JI IO 04.0000 02/25/2047	0.07%
GNR 2017-63 PI IO 04.0000 12/20/2043	0.07%
SERVICE CORP INTL 05.1250 06/01/2029	0.07%
ASCEND LEARNING TLB L+300 04.7859 07/12/2024	0.07%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024	0.07%
CAS 2015-C04 2M2 07.3728 04/25/2028	0.07%
CWALT 2007-OH1 A1D 02.0328 04/25/2047	0.07%
FNR 2015-88 QI IO 04.0000 10/25/2044	0.07%
GREIF INC P/P 144A 06.5000 03/01/2027	0.07%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026	0.07%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026	0.07%
MWST 2019-1 A 02.6228 06/25/2052	0.07%
NUANCE COMM CV 01.2500 04/01/2025	0.07%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049	0.07%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027	0.07%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026	0.07%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026	0.06%
GNR 2016-H14 IO IO 01.6895 06/20/2066	0.06%
INGEVITY CORP P/P 144A 04.5000 02/01/2026	0.06%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024	0.06%
PQ CORP P/P 144A 05.7500 12/15/2025	0.06%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027	0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023	0.06%
FHR 4024 PI IO 04.5000 12/15/2041	0.06%
GNMA GII30 BP2045 05.0000 07/20/2049	0.06%
GNR 2013-27 PI IO 03.5000 12/20/2042	0.06%
GNR 2015-H08 CI IO 01.8054 03/20/2065	0.06%
IOS.FN30.350.14 R USL1M P 01/12/45 CS	0.06%
IOS.FN30.400.14 R USL1M P 01/12/45 CS	0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026	0.06%
UKRPI P 3.665 R 12/15/28	0.06%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027	0.06%
CBS OUT AMER CAP LLC 05.8750 03/15/2025	0.06%
GNR 2009-121 BI IO 04.5000 12/16/2039	0.06%
GNR 2013-54 JI IO 03.5000 02/20/2043	0.06%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.06%
IOS.FN30.400.14 R USL1M P 01/12/45 GS	0.06%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA	0.06%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS	0.06%
CPURNSA P 2.19 R 12/06/27	0.06%
FHR 4000 LI IO 04.0000 02/15/2042	0.06%
REFINITIV TLB L+375 05.5359 10/01/2025	0.06%
SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS	0.06%
TELADOC INC CV 01.3750 05/15/2025	0.06%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026	0.06%
DIAMOND SPORTS P/P 144A 05.3750 08/15/2026	0.06%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028	0.06%
FNR 2010-35 SG IO 04.5773 04/25/2040	0.06%
GNMA GII30 BO3369 05.0000 06/20/2049	0.06%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022	0.06%
NRG ENERGY INC 05.7500 01/15/2028	0.06%
PLURALSIGHT P/P 144A CV 00.3750 03/01/2024	0.06%
STARWOOD PROP TR 04.7500 03/15/2025	0.06%
ZENDESK INC CV 00.2500 03/15/2023	0.06%
FNR 2013-41 IP IO 04.0000 05/25/2043	0.06%
ISTAR INC 04.7500 10/01/2024	0.06%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026	0.06%
2.536 R ISWP FWD US0003M P 12/02/2023	0.06%
EQUINIX INC 05.3750 05/15/2027	0.06%
GNR 2013-165 IL IO 04.0000 03/20/2043	0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026	0.06%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024	0.06%
T-MOBILE USA INC 04.7500 02/01/2028	0.06%
VERTIV TLB L+400 05.9271 11/15/2023	0.06%
CAS 2016-C05 2B 12.5728 01/25/2029	0.06%
GENON 939CER907	0.06%
II-VI INC CV 00.2500 09/01/2022	0.06%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024	0.06%
US CONCRETE INC 06.3750 06/01/2024	0.06%
CHENIERE CORP CHRIST 05.8750 03/31/2025	0.06%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026	0.06%
DISH DBS CORP 05.8750 11/15/2024	0.06%
DOCUSIGN INC CV 00.5000 09/15/2023	0.06%
GNR 2010-20 UI IO 05.0000 02/20/2040	0.06%
NRG ENERGY CV 02.7500 06/01/2048	0.06%
EXACT SCIENCES CORP CV 00.3750 03/15/2027	0.06%
FHR 4403 CI IO 04.0000 10/15/2044	0.06%
GNR 2013-129 SN IO 04.3036 09/20/2043	0.06%
LIBERTY MEDIA CV 01.0000 01/30/2023	0.06%
SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB	0.06%
SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS	0.06%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023	0.06%
CHEGG INC P/P 144A CV 00.1250 03/15/2025	0.06%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023	0.05%
CPG INTL TL L+375 05.9333 05/05/2024	0.05%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025	0.05%
FHR 3072 SM 04.2533 11/15/2035	0.05%
GNR 2010-9 QI IO 04.5000 01/20/2040	0.05%
IOS.FN30.400.13 R USL1M P 01/12/44 JP	0.05%
MBX.GII30.500.10 R USL1M P 01/12/41 BC	0.05%
MICROCHIP TEC CV 01.6250 02/15/2027	0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022	0.05%
MWST 2018-W1 A 02.6728 11/25/2051	0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024	0.05%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028	0.05%
STACR 2018-HQA2 M2 04.1228 10/25/2048	0.05%
SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB	0.05%
BWAY CORP TLB L+325 05.2343 04/03/2024	0.05%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024	0.05%
GNMA GII30 BL2894 05.0000 04/20/2049	0.05%
GNMA GII30 BO2715 05.0000 07/20/2049	0.05%
GNMA GII30 BO4614 05.0000 06/20/2049	0.05%
GNMA GII30 BP3611 05.0000 07/20/2049	0.05%
GNMA GII30 BP3623 05.0000 08/20/2049	0.05%
MHL 2005-3 M2 02.6178 08/25/2035	0.05%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026	0.05%
BERRY GLOBAL INC 05.5000 05/15/2022	0.05%
GNR 2015-69 IK IO 03.5000 03/20/2038	0.05%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023	0.05%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025	0.05%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025	0.05%
UNIVISION COMM P/P 144A 05.1250 02/15/2025	0.05%
VIAVI SOLUT CV 01.7500 06/01/2023	0.05%
1.45 R ISWP FWD US0003M P 12/18/2024	0.05%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026	0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024	0.05%
GFL ENVIRONMENTAL TLB L+300 04.7859 05/31/2025	0.05%
GNMA GII30 BP5514 03.5000 09/20/2049	0.05%
HOUSTON FUEL TLB L+275 04.5400 06/26/2025	0.05%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024	0.05%
ATOTECH TLB1 L+300 05.1044 01/31/2024	0.05%
BERRY GLOBAL INC 05.1250 07/15/2023	0.05%
CENTURYLINK TLB L+275 05.2724 01/31/2025	0.05%
COLONY STARWO CV 03.5000 01/15/2022	0.05%
FNR 2007-53 SP 17.5166 06/25/2037	0.05%
FNR 2013-53 JI IO 03.0000 12/25/2041	0.05%
FTI CONSULTIN CV 02.0000 08/15/2023	0.05%
GNR 2018-127 IB IO 04.5000 06/20/2045	0.05%
HCA INC 05.0000 03/15/2024	0.05%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024	0.05%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029	0.05%
TALBOTS TLB L+700 08.7859 11/28/2022	0.05%
WORKDAY INC CV 00.2500 10/01/2022	0.05%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025	0.05%
ENERGY TRANSFER OPERA 05.8750 01/15/2024	0.05%
GNMA 10000 BO5417 05.0000 06/20/2049	0.05%
IHEARTMEDIA TL L+400 05.7814 05/01/2026	0.05%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.05%
NRG ENERGY INC 06.6250 01/15/2027	0.05%
SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI	0.05%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC	0.05%
1.512 R ISWP US0003M P 10/04/2021	0.05%
1.675 R ISWP US0003M P 10/04/2049	0.05%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025	0.05%
GARDA WORLD TLB L+475 06.6903 10/23/2026	0.05%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025	0.05%
GNMA GII30 BO4634 05.0000 06/20/2049	0.05%
MEREDITH CORP 06.8750 02/01/2026	0.05%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024	0.05%
TRAVELPORT TLB L+500 07.5413 05/30/2026	0.05%
ZILLOW GRP P/P 144A CV 01.3750 09/01/2026	0.05%
AMERICAN INTL GROUP 08.1750 05/15/2058	0.05%
ASURION TLB7 L+300 04.7859 11/03/2024	0.05%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021	0.05%
CONMED CORP P/P 144A CV 02.6250 02/01/2024	0.05%
GNR 2015-79 GI IO 05.0000 10/20/2039	0.05%
MARRIOTT VAC CV 01.5000 09/15/2022	0.05%
SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA	0.05%
ALLY FINANCIAL INC 05.7500 11/20/2025	0.05%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029	0.05%
BERRY GLOBAL TLU L+250 5.02189 07/01/2026	0.05%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029	0.05%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027	0.05%
ENVESTNET INC CV 01.7500 06/01/2023	0.05%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024	0.05%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025	0.05%
SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS	0.05%
TRANSDIGM INC P/P 144A 05.5000 11/15/2027	0.05%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026	0.05%
CENOVUS ENERGY INC USD 06.7500 11/15/2039	0.04%
FNR 2010-140 GS IO 04.1773 07/25/2039	0.04%
FNR 2013-44 PI IO 04.0000 01/25/2043	0.04%
GNR 2013-28 IO IO 03.5000 02/20/2043	0.04%
ICAHN ENTER/FIN 06.2500 05/15/2026	0.04%
NETFLIX INC 04.8750 04/15/2028	0.04%
SQUARE INC CV 00.5000 05/15/2023	0.04%
BANK OF AMERICA CORP 06.5000 10/29/2049	0.04%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023	0.04%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038	0.04%
ETSY INC P/P 144A CV 00.1250 10/01/2026	0.04%
FHR 4546 TI IO 04.0000 12/15/2045	0.04%
FNR 2005-122 SE 16.7204 11/25/2035	0.04%
GBP/USD CALL 1.33 20200123 BANKAM	0.04%
GNMA GII30 BN1509 05.0000 05/20/2049	0.04%
LUMENTUM HOLD CV 00.2500 03/15/2024	0.04%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027	0.04%
WAYFAIR INC P/P 144A CV 01.1250 11/01/2024	0.04%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024	0.04%
1.1575 R ISWP SES3M P 11/13/2027	0.04%
1.16 R ISWP SES3M P 11/13/2027	0.04%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023	0.04%
CIT GROUP INC. 05.0000 08/15/2022	0.04%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024	0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032	0.04%
HUSKY TLB L+300 04.7859 03/28/2025	0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025	0.04%
NEWELL BRANDS INC 04.2000 04/01/2026	0.04%
OSHKOSH CORP 05.3750 03/01/2025	0.04%
PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024	0.04%
WIX LTD USD 00.0000 07/01/2023	0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026	0.04%
EURONET WORLD P/P 144A CV 00.7500 03/15/2049	0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033	0.04%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.04%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021	0.04%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024	0.04%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.04%
NABORS INDUSTRIES INC. 05.7500 02/01/2025	0.04%
TARGA RESOURCES PART 05.0000 01/15/2028	0.04%
1.13 R ISWP SES3M P 11/10/2027	0.04%
1.60 R ISWP FWD US0003M P 12/18/2021	0.04%
APERGY CORP 06.3750 05/01/2026	0.04%
ARBY'S TLB L+325 05.2158 02/05/2025	0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023	0.04%
CBRE SERVICES INC 05.2500 03/15/2025	0.04%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025	0.04%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026	0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.04%
NATIONSTAR MORT/ 06.5000 07/01/2021	0.04%
NEUROCRINE CV 02.2500 05/15/2024	0.04%
RH CV 00.0000 06/15/2023	0.04%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022	0.04%
WERNER TLB L+400 05.7859 07/24/2024	0.04%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027	0.04%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025	0.04%
HCA INC. 07.5000 02/15/2022	0.04%
NRG ENERGY INC. 07.2500 05/15/2026	0.04%
PETSMART INC TLB L+300 05.9300 03/11/2022	0.04%
SNAP INC P/P 144A CV 00.7500 08/01/2026	0.04%
SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB	0.04%
TENNANT CO 05.6250 05/01/2025	0.04%
1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028	0.04%
AKAMAI TECH P/P 144A CV 00.3750 09/01/2027	0.04%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027	0.04%
BIOMARIN PHARMA CV 00.5990 08/01/2024	0.04%
DIAMOND SPORTS TLB L+325 05.0800 08/24/2026	0.04%
GNR 2015-H26 CI IO 00.2912 08/20/2065	0.04%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.04%
PLANTRONICS INC P/P 144A 05.5000 05/31/2023	0.04%
QORVO INC 05.5000 07/15/2026	0.04%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP	0.04%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023	0.04%
CINEWORLD TLB L+225 04.0359 02/28/2025	0.04%
FNR 2008-24 SP 16.5999 02/25/2038	0.04%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026	0.04%
GNR 2010-35 UI IO 05.0000 03/20/2040	0.04%
GOEASY LTD P/P 144A 07.8750 11/01/2022	0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024	0.04%
SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029	0.04%
SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI	0.04%
SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB	0.04%
TREASURY BILL 00.0000 02/20/2020	0.04%
WPX ENERGY INC 05.2500 10/15/2027	0.04%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025	0.04%
GOLDEN NUGGET TL L+275 04.6866 10/04/2023	0.04%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022	0.04%
LENNAR CORP 05.8750 11/15/2024	0.04%
MERCER INTL INC USD 06.5000 02/01/2024	0.04%
SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029	0.04%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP	0.04%
TRANSDIGM INC 06.3750 06/15/2026	0.04%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025	0.04%
VERINT SYSTEMS INC CV 01.5000 06/01/2021	0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022	0.04%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025	0.04%
GARTNER INC P/P 144A 05.1250 04/01/2025	0.04%
IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9	0.04%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.04%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023	0.04%
MSC 2007-HQ11 C 05.5580 02/12/2044	0.04%
NUTANIX INC CV 00.0000 01/15/2023	0.04%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023	0.04%
REGENCY ENERGY P 04.5000 11/01/2023	0.04%
THE AES CORPORATION 04.8750 05/15/2023	0.04%
WRIGHT MEDICA CV 01.6250 06/15/2023	0.04%
ZYNGA INC P/P 144A CV 00.2500 06/01/2024	0.04%
ALBERTSON'S TLB7 L+275 04.5359 11/17/2025	0.04%
CIT GROUP INC. 05.2500 03/07/2025	0.04%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.04%
CREE INC CV 00.8750 09/01/2023	0.04%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.04%
IOS.FN30.400.11 R USL1M P 01/12/42 BC	0.04%
ORYX TLB L+400 06.0536 05/22/2026	0.04%
Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026	0.04%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028	0.04%
CLEAR CHANNEL TLB L+350 05.5435 08/21/2026	0.03%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025	0.03%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021	0.03%
ENCORE CAPITA CV 03.2500 03/15/2022	0.03%
FHR 4000 PI IO 04.5000 01/15/2042	0.03%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024	0.03%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026	0.03%
MESSER INDUST TLB L+250 04.6044 03/01/2026	0.03%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029	0.03%
SM ENERGY CO 06.1250 11/15/2022	0.03%
VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024	0.03%
WEEKLEY HOMES LLC 06.0000 02/01/2023	0.03%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023	0.03%
CABLEVISION SYS CORP 08.0000 04/15/2020	0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026	0.03%
CBS OUT AMER CAP LLC 05.6250 02/15/2024	0.03%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027	0.03%
CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027	0.03%
ELDORADO RESORTS INC 07.0000 08/01/2023	0.03%
FHR 3249 PS 15.9349 12/15/2036	0.03%
FNR 2005-83 QP 12.6549 11/25/2034	0.03%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027	0.03%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027	0.03%
RINGCENTRAL CV 00.0000 03/15/2023	0.03%
ROBERTSHAW US HOLDING L+325 05.0625 02/28/2025	0.03%
TRANSOCEAN INC CV 00.5000 01/30/2023	0.03%
WIDEOPENWEST TLB L+325 05.0543 08/19/2023	0.03%
WPX ENERGY INC 05.7500 06/01/2026	0.03%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022	0.03%
CINEMARK USA INC 04.8750 06/01/2023	0.03%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028	0.03%
FIVE9 INC CV 00.1250 05/01/2023	0.03%
GNR 2013-183 JI IO 04.5000 02/16/2043	0.03%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.03%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026	0.03%
2.806 R ISWP FWD US0003M P 03/05/2030	0.03%
FNMA FN30 BO0212 UMBS 04.5000 05/01/2049	0.03%
GNR 2013-99 VS IO 04.2093 07/16/2043	0.03%
GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025	0.03%
INTELSAT SA USD 04.5000 06/15/2025	0.03%
STACR 2019-HQA1 M2 04.1728 02/25/2049	0.03%
SUPERNUS PH CV 00.6250 04/01/2023	0.03%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP	0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027	0.03%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026	0.03%
WELLCARE HEALTH PLANS 05.2500 04/01/2025	0.03%
1.626 R ISWP FWD US0003M P 09/12/2052	0.03%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026	0.03%
FNR 2012-127 BI IO 04.5000 11/25/2042	0.03%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.03%
RAPID7 INC CV 01.2500 08/01/2023	0.03%
ROBERTSHAW TL 2L L+800 09.8125 02/28/2026	0.03%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024	0.03%
SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS	0.03%
TABULA RASA H P/P 144A CV 01.7500 02/15/2026	0.03%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027	0.03%
0.233 R ISWP FWD EUR006M P 02/19/2050	0.03%
CAS 2015-C02 2M2 05.8228 05/25/2025	0.03%
FNR 2013-35 IP IO 03.0000 06/25/2042	0.03%
FNS 378 19 IO 05.0000 06/25/2035	0.03%
JELD-WEN INC P/P 144A 04.8750 12/15/2027	0.03%
PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022	0.03%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023	0.03%
REVLON CONS TLB L+350 05.6241 09/07/2023	0.03%
SCIENTIFIC GAMES TLB5 L+275 04.5359 08/14/2024	0.03%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027	0.03%
2.32 R ISWP FWD US0003M P 02/09/2024	0.03%
AIR TRANSPORT CV 01.1250 10/15/2024	0.03%
AUD/USD 01/15/2020 RBSF	0.03%
FHR 4105 HI IO 03.5000 07/15/2041	0.03%
FHS 304 C37 IO 03.5000 12/15/2027	0.03%
GNR 2013-102 IP IO 03.5000 06/20/2043	0.03%
NEW RELIC INC CV 00.5000 05/01/2023	0.03%
SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025	0.03%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026	0.03%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI	0.03%
TENET HEALTHCARE 04.6250 07/15/2024	0.03%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023	0.03%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022	0.03%
2.86 R ISWP US0003M P 01/22/2020	0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049	0.03%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025	0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP	0.03%
GATES GLOBAL TLB L+275 04.5359 03/31/2024	0.03%
GNMA 10000 BO6603 05.0000 07/20/2049	0.03%
ICAHN ENTER P/P 144A 04.7500 09/15/2024	0.03%
IHS MARKIT LTD USD 04.7500 08/01/2028	0.03%
INSULET CORP P/P 144A CV 00.3750 09/01/2026	0.03%
INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023	0.03%
J2 GLOBAL COMM CV 03.2500 06/15/2029	0.03%
NETFLIX INC. 06.3750 05/15/2029	0.03%
SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB	0.03%
SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA	0.03%
AES CORP/THE 05.1250 09/01/2027	0.03%
ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028	0.03%
BOYD GAMING CORPORATION 06.0000 08/15/2026	0.03%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026	0.03%
CINEMARK USA INC 05.1250 12/15/2022	0.03%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026	0.03%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.03%
JO-ANN STORES 2NDL L+925 11.0730 05/21/2024	0.03%
LEVEL 3 FINANCING INC 05.6250 02/01/2023	0.03%
MERCER INTL INC USD 05.5000 01/15/2026	0.03%
NETFLIX INC P/P 144A 05.3750 11/15/2029	0.03%
OASIS PETROLEUM INC 06.8750 03/15/2022	0.03%
STACR 2018-HQA2 B1 06.0728 10/25/2048	0.03%
SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI	0.03%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS	0.03%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024	0.02%
8X8 INC P/P 144A CV 00.5000 02/01/2024	0.02%
AES CORP/THE 04.5000 03/15/2023	0.02%
FNR 2006-62 PS 28.9635 07/25/2036	0.02%
GNMA GII30 BO8266 05.0000 07/20/2049	0.02%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022	0.02%
LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024	0.02%
SESI LLC 07.1250 12/15/2021	0.02%
SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029	0.02%
AIR METHODS TLB L+350 05.6044 04/21/2024	0.02%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028	0.02%
CALIFORNIA RESOURCES L+1038 12.1746 12/31/2021	0.02%
DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026	0.02%
GNR 2019-78 SJ IO 04.2036 06/20/2049	0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026	0.02%
SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS	0.02%
TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028	0.02%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027	0.02%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022	0.02%
BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026	0.02%
BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027	0.02%
CALIFORNIA RESOURC TL L+475 06.5496 12/31/2022	0.02%
CHEMOURS CO 07.0000 05/15/2025	0.02%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026	0.02%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027	0.02%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 BC	0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.02%
NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027	0.02%
SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024	0.02%
SILICON LABOR CV 01.3750 03/01/2022	0.02%
STEEL DYNAMICS INC 05.0000 12/15/2026	0.02%
T-MOBILE USA INC 04.5000 02/01/2026	0.02%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027	0.02%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027	0.02%
YUM! BRANDS INC P/P 144A 04.7500 01/15/2030	0.02%
1.4925 R ISWP CDOR03 P 08/15/2029	0.02%
ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028	0.02%
BROOKFIELD RESID P/P 144A 06.2500 09/15/2027	0.02%
GNMA GII30 BN1507 05.0000 05/20/2049	0.02%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.02%
ISTAR INC. 05.2500 09/15/2022	0.02%
LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027	0.02%
MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024	0.02%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026	0.02%
1.7485 R ISWP US0003M P 11/01/2029	0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024	0.02%
CARBONITE INC CV 02.5000 04/01/2022	0.02%
CHESAPEAKE EN CV 05.5000 09/15/2026	0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	0.02%
FNMA FN30 BN9825 UMBS 05.0000 05/01/2049	0.02%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024	0.02%
GNMA GII30 BN1508 05.0000 05/20/2049	0.02%
GNMA GII30 BN1510 05.5000 05/20/2049	0.02%
GNMA GII30 BP3716 05.0000 08/20/2049	0.02%
GNMA GII30 BP7505 03.5000 10/20/2049	0.02%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.02%
IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024	0.02%
JO-ANN STORES TL L+500 06.9340 10/16/2023	0.02%
PROVINCIA DE BUENOS 60.8205 05/31/2022	0.02%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP	0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025	0.02%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026	0.02%
1.00 R ISWP FWD NFIX3MID P 12/18/2024	0.02%
2.2225 R ISWP FWD US0003M P 06/05/2029	0.02%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021	0.02%
BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026	0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021	0.02%
CALPINE CORP P/P 144A 05.8750 01/15/2024	0.02%
FRONTIER COMM P/P 144A 08.5000 04/01/2026	0.02%
GBP/USD 12/18/2019 SSBT	0.02%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025	0.02%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028	0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026	0.02%
NRG P/P 144A 03.7500 06/15/2024	0.02%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS	0.02%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029	0.02%
2.3075 R ISWP FWD US0003M P 02/02/2024	0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS	0.02%
FHR 3408 EK 18.0622 04/15/2037	0.02%
FHR 4210 PI IO 03.0000 12/15/2041	0.02%
FNMA FN30 BO0182 UMBS 05.0000 05/01/2049	0.02%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023	0.02%
REDFIN CORP CV 01.7500 07/15/2023	0.02%
AUD/USD 01/15/2020 UBS	0.02%
CHEMOURS CO 05.3750 05/15/2027	0.02%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029	0.02%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026	0.02%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.02%
JELD-WEN INC P/P 144A 04.6250 12/15/2025	0.02%
MASONITE INTL C P/P 144A 05.3750 02/01/2028	0.02%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025	0.02%
SERVICE CORPORATION INTL 04.6250 12/15/2027	0.02%
TIAAC 2003-1A E 144A 08.0000 12/28/2038	0.02%
2.55 R ISWP FWD US0003M P 11/20/2039	0.02%
AKER BP ASA P/P 144A 05.8750 03/31/2025	0.02%
ANTERO RESOURCES 05.3750 11/01/2021	0.02%
AUD/JPY PUT 70.00 20200214 CITI	0.02%
AUD/JPY PUT 70.00 20200214 GSFX	0.02%
HUB INTL TLB L+400 05.9274 04/25/2025	0.02%
ILLUMINA INC CV 00.0000 08/15/2023	0.02%
KRONOS TLB L+300 04.9091 11/01/2023	0.02%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023	0.02%
PRECISION DRILL P/P 144A 07.1250 01/15/2026	0.02%
1.30 R ISWP US0003M P 12/09/2024	0.02%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026	0.02%
CAS 2017-C06 2B1 06.2728 02/25/2030	0.02%
EQUINIX INC 05.8750 01/15/2026	0.02%
FNMA FN30 BN3050 UMBS 05.0000 01/01/2049	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.02%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.02%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024	0.02%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023	0.02%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029	0.02%
-0.4047 R ISWP EUR006M P 10/11/2024	0.02%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026	0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML	0.02%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024	0.02%
FNR 2013-23 PI IO 03.0000 10/25/2041	0.02%
LIVE NATION ENT P/P 144A 04.7500 10/15/2027	0.02%
NETFLIX INC P/P 144A 04.8750 06/15/2030	0.02%
RUB/USD 12/18/2019 BANKAM	0.02%
RUB/USD 12/18/2019 GSFX	0.02%
TRIBUNE CLASS 1C LITIGAT	0.02%
VIPER ENERGY P/P 144A 05.3750 11/01/2027	0.02%
1.80 R ISWP FWD CDOR03 P 12/18/2024	0.01%
2.57 R ISWP FWD US0003M P 02/02/2024	0.01%
ANTERO RESOURCES COR 05.6250 06/01/2023	0.01%
CAS 2015-C02 1M2 05.8228 05/25/2025	0.01%
CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9	0.01%
GNR 2019-99 KS IO 04.2036 08/20/2049	0.01%
JC PENNEY CORP INC 07.4000 04/01/2037	0.01%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025	0.01%
0.616 R ISWP FWD GBL6M P 09/18/2029	0.01%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027	0.01%
GNR 2014-108 IP IO 04.5000 12/20/2042	0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026	0.01%
MSC 2007-HQ11 B 05.5380 02/12/2044	0.01%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024	0.01%
RACKSPACE HOSTING INC L+300 04.9021 11/03/2023	0.01%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038	0.01%
1.735 R ISWP NOKOIB6M P 07/01/2024	0.01%
AUD/USD 01/15/2020 WPAC	0.01%
CAS 2017-C07 2B1 06.2728 05/25/2030	0.01%
DIVERSEY TL L+300 04.9270 09/06/2024	0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025	0.01%
OPTN FN30 3.0 11/06/19 CALL 101.625 JPMC	0.01%
PQ CORP TLB L+250 04.4271 02/08/2025	0.01%
SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI	0.01%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024	0.01%
WPX ENERGY INC 08.2500 08/01/2023	0.01%
ELDORADO RESORTS INC 06.0000 09/15/2026	0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040	0.01%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026	0.01%
VALARIS PLC USD 07.7500 02/01/2026	0.01%
1.30 R ISWP FWD NFIX3MID P 12/18/2029	0.01%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.01%
INSTALLED BUILDI P/P 144A 05.7500 02/01/2028	0.01%
MERCER INTL INC USD 07.3750 01/15/2025	0.01%
MXN/USD 01/15/2020 BANKAM	0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	0.01%
FNS 374 6 IO 05.5000 08/25/2036	0.01%
FREEPORT-MCMORAN INC 05.4500 03/15/2043	0.01%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027	0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026	0.01%
WASTE PRO USA INC P/P 144A 05.5000 02/15/2026	0.01%
0.05 R ISWP FWD SES3M P 12/18/2024	0.01%
1.15 R ISWP NFIX3MID P 08/07/2021	0.01%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026	0.01%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.01%
FNR 2011-98 AI IO 03.5000 11/25/2037	0.01%
JPY/USD 11/20/2019 GSFX	0.01%
STEEL DYNAMICS INC 04.1250 09/15/2025	0.01%
T-MOBILE USA INC 05.3750 04/15/2027	0.01%
0.49 R ISWP FWD EUR006M P 08/08/2054	0.01%
1.425 R ISWP FWD US0003M P 09/18/2024	0.01%
2.5725 R ISWP FWD US0003M P 02/02/2024	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.01%
FNGT 2000-T6 IO IO 00.7166 11/25/2040	0.01%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025	0.01%
SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB	0.01%
SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS	0.01%
SWPTN 3MX2Y P 1.715 USD 01/10/2020 TD	0.01%
1.43125 R ISWP FWD US0003M P 09/18/2024	0.01%
1.75 R ISWP FWD NOKOIB6M P 12/18/2024	0.01%
1.8125 R ISWP NOKOIB6M P 09/18/2021	0.01%
BRL/USD 02/04/2020 GSFX	0.01%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022	0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP	0.01%
FHR 3300 PO PO 00.0000 02/15/2037	0.01%
GBP/USD 12/18/2019 BANKAM	0.01%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022	0.01%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.01%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.01%
NABORS INDUSTRIES INC. 05.5000 01/15/2023	0.01%
PULTEGROUP INC. 07.8750 06/15/2032	0.01%
SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS	0.01%
0.05 R ISWP FWD EUR006M P 12/18/2029	0.00%
1.416 R ISWP FWD US0003M P 12/09/2024	0.00%
1.6875 R ISWP CDOR03 P 10/09/2029	0.00%
AUD/USD 01/15/2020 HSBCB	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027	0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028	0.00%
SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS	0.00%
SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS	0.00%
TREASURY BILL 00.0000 12/12/2019	0.00%
CHC GRP LLC P/P CV 00.0000 10/01/2020	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039	0.00%
FSPC T-57 1AX IO 00.3754 07/25/2043	0.00%
GBP/USD 12/18/2019 HSBCB	0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024	0.00%
NZD/USD 01/15/2020 UBS	0.00%
SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP	0.00%
TXU TCEH RIGHTS	0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CZK/USD 12/18/2019 BANKAM	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024	0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022	0.00%
0.80 R ISWP AUDBB3M P 10/30/2021	0.00%
1.325 R ISWP AUDBB6M P 10/30/2029	0.00%
1.527 R ISWP FWD US0003M P 12/09/2024	0.00%
1.80 R ISWP FWD NOKOIB6M P 12/18/2029	0.00%
ADVANZ PHARMA CORP SEDOL BH4P601	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
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%
CSMC 2006-C5 AX IO 00.8810 12/15/2039	0.00%
EUR/NOK PUT 9.85 20200121 GSFX	0.00%
EUR/USD PUT 1.08 20200103 BANKAM	0.00%
FNR 1999-51 N PO 00.0000 09/17/2029	0.00%
MWO HOLDINGS LLC	0.00%
OPTN FN30 3.0 11/06/19 PUT 101.2421875 JPMC	0.00%
SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB	0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023	0.00%
0.75 R ISWP FWD GBL6M P 12/18/2024	0.00%
0.81 R ISWP AUDBB3M P 10/30/2021	0.00%
1.305 R ISWP AUDBB6M P 10/30/2029	0.00%
AUD/USD PUT 0.655 20200109 UBS	0.00%
CHF/USD 12/18/2019 BCAP-FX	0.00%
CHF/USD 12/18/2019 JPMCB	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.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML	0.00%
FRAC TECH INTL TLB L+475 06.5359 04/16/2021	0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.00%
NINE POINT ENERGY CNV PRF	0.00%
NINE POINT ENERGY COM	0.00%
OPTN FN30 3.5 11/06/19 CALL 102.71875 JPMC	0.00%
SWPTN 1YX30Y P 1.288 EUR 02/17/2020 JP	0.00%
1.60 R ISWP FWD US0003M P 12/18/2024	0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020	0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051	0.00%
CAD/USD 01/15/2020 CITI	0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044	0.00%
CHC GROUP LLC P/P SEDOL BYXD3K4	0.00%
CHF/USD 12/18/2019 UBS	0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG	0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS	0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022	0.00%
EUR/SEK PUT 10.50 20191121 CITI	0.00%
EUR/USD 12/18/2019 GSFX	0.00%
EUR/USD 12/18/2019 WPAC	0.00%
FHR 3326 WF 00.0000 10/15/2035	0.00%
FNS 366 22 IO 04.5000 10/25/2035	0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.3684 07/10/2039	0.00%
JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051	0.00%
MEZZ 2007-C5 X IO P/P 144A 05.8113 12/15/2049	0.00%
NOK/USD 12/18/2019 HSBCB	0.00%
OPTN FN30 3.0 11/06/19 PUT 100.2421875 JPMC	0.00%
OPTN FN30 3.0 11/06/19 PUT 100.7421875 JPMC	0.00%
OPTN FN30 3.0 11/06/19 PUT 99.7421875 JPMC	0.00%
OPTN FN30 4.0 11/06/19 CALL 104.0 JPMC	0.00%
OPTN FN30 4.0 11/06/19 CALL 104.09375 JPMC	0.00%
OPTN FN30 4.0 11/06/19 CALL 104.1875 JPMC	0.00%
SEK/USD 12/18/2019 JPMCB	0.00%
STRIP 2003-1A N P/P 144A 05.0000 03/24/2020	0.00%
SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS	0.00%
SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS	0.00%
SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP	0.00%
SWPTN 1YX2Y P 3.095 USD 11/19/2019 JP	0.00%
SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS	0.00%
SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS	0.00%
SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP	0.00%
SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP	0.00%
TERVITA CORP SEDOL BD1DCC4	0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020	0.00%
UKRPI P 3.4025 R 03/15/28	0.00%
WBCMT 2007-C34 IO IO 00.0854 05/15/2046	0.00%
1.30 R ISWP FWD AUDBB6M P 12/18/2029	-0.00%
1.85 R ISWP FWD CDOR03 P 12/18/2029	-0.00%
BRL/USD 02/04/2020 CITI	-0.00%
CLP/USD 01/15/2020 GSFX	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS	-0.00%
EUR/USD 12/18/2019 CSI-FX	-0.00%
NOK/USD 12/18/2019 SSBT	-0.00%
SEK/USD 12/18/2019 UBS	-0.00%
UKRPI P 3.3875 R 03/15/28	-0.00%
1.00 R ISWP FWD AUDBB6M P 12/18/2024	-0.00%
1.50 R ISWP US0003M P 09/30/2024	-0.00%
1.82 R ISWP NOKOIB6M P 07/01/2029	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
EUR/USD 12/18/2019 CITI	-0.00%
NZD/USD 01/15/2020 HSBCB	-0.00%
OPTN FN30 3.5 11/06/19 PUT 102.71875 JPMC	-0.00%
0.712 R ISWP FWD GBL6M P 09/18/2021	-0.00%
0.80 R ISWP FWD GBL6M P 12/18/2029	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
SEK/USD 12/18/2019 BANKAM	-0.00%
SEK/USD 12/18/2019 GSFX	-0.00%
SEK/USD 12/18/2019 HSBCB	-0.00%
SEK/USD 12/18/2019 RBSF	-0.00%
0.40 R ISWP FWD SES3M P 12/18/2029	-0.00%
1.53 R ISWP FWD US0003M P 12/09/2024	-0.00%
1.62779 R ISWP US0003M P 10/15/2029	-0.00%
CAD/USD 01/15/2020 SSBT	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS	-0.00%
EUR/USD 12/18/2019 BANKAM	-0.00%
EUR/USD 12/18/2019 UBS	-0.00%
SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB	-0.00%
CAD/USD 01/15/2020 BCAP-FX	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS	-0.00%
NZD/USD 01/15/2020 CITI	-0.00%
SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS	-0.00%
-0.765 R ISWP CHL6M P 09/13/2024	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB	-0.01%
UKRPI P 3.34 R 02/15/28	-0.01%
1.5775 R ISWP FWD US0003M P 12/09/2024	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.01%
SEK/USD 12/18/2019 SSBT	-0.01%
2.3075 R ISWP FWD US0003M P 06/22/2052	-0.01%
AUD/JPY PUT 66.00 20200214 GSFX	-0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
NOK/USD 12/18/2019 BANKAM	-0.01%
SWPTN 3MX10Y P 1.8055 USD 01/10/2020 TD	-0.01%
1.733 R ISWP FWD US0003M P 02/07/2024	-0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 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 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
EUR/USD 12/18/2019 BCAP-FX	-0.01%
SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI	-0.01%
AUD/USD CALL 0.6898 20200109 UBS	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
NZD/USD 01/15/2020 BCAP-FX	-0.01%
OPTN FN30 3.0 11/06/19 PUT 101.625 JPMC	-0.01%
1.605 R ISWP FWD US0003M P 12/09/2024	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 CG	-0.01%
SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS	-0.01%
SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS	-0.01%
-0.35 R ISWP FWD EUR006M P 12/18/2024	-0.01%
1.9185 R ISWP FWD US0003M P 08/08/2052	-0.01%
1.9665 R ISWP FWD US0003M P 07/06/2030	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
NOK/USD 12/18/2019 GSFX	-0.01%
1.638 R ISWP FWD CDOR03 P 09/18/2024	-0.01%
1.8525 R ISWP US0003M P 10/18/2049	-0.01%
BRL/USD 02/04/2020 BANKAM	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS	-0.01%
1.53 R ISWP US0003M P 10/01/2024	-0.01%
1.63 R ISWP FWD CDOR03 P 09/18/2024	-0.01%
2.035 R ISWP FWD US0003M P 01/22/2031	-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 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
EUR/USD 12/18/2019 JPMCB	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.02%
NZD/USD 01/15/2020 JPMCB	-0.02%
0.7495 R ISWP FWD JPL6M P 08/29/2043	-0.02%
1.70334 R ISWP US0003M P 10/24/2029	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.02%
JPY/USD 11/20/2019 SSBT	-0.02%
0.80 R ISWP FWD EUR006M P 02/21/2050	-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%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.02%
SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA	-0.02%
-0.8475 R ISWP CHL6M P 08/09/2024	-0.02%
2.528 R ISWP FWD US0003M P 02/02/2024	-0.02%
NZD/USD 01/15/2020 GSFX	-0.02%
UKRPI P 3.34 R 03/15/28	-0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.02%
-0.65 R ISWP FWD CHL6M P 12/18/2024	-0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS	-0.02%
SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS	-0.02%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC	-0.02%
CPURNSA R 2.05 P 12/06/22	-0.02%
SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA	-0.02%
1.61 R ISWP CDOR03 P 08/15/2021	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.02%
EUR/USD 12/18/2019 SSBT	-0.02%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.03%
EUR/USD CALL 1.1291 20200103 BANKAM	-0.03%
IOS.FN30.350.12 P USL1M R 01/12/43 JP	-0.03%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP	-0.03%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI	-0.03%
1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021	-0.03%
GBP/USD CALL 1.36 20200123 BANKAM	-0.03%
IOS.FN30.400.10 P USL1M R 01/12/41 BC	-0.03%
0.207 R ISWP FWD EUR006M P 06/06/2054	-0.03%
SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP	-0.03%
0.9035 R ISWP FWD EUR006M P 02/19/2050	-0.03%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS	-0.03%
1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024	-0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.03%
-0.35 R ISWP FWD CHL6M P 12/18/2029	-0.04%
SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS	-0.04%
2.25 R ISWP FWD US0003M P 07/05/2052	-0.04%
SWPTN 2YX5Y R 1.3 USD 08/27/2021 UB	-0.04%
SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP	-0.04%
1.054 R ISWP FWD EUR006M P 06/07/2054	-0.04%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.04%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP	-0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS	-0.04%
SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS	-0.04%
SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB	-0.04%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS	-0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS	-0.05%
IOS.FN30.350.12 P USL1M R 01/12/43 GS	-0.05%
1.484 R ISWP FWD EUR006M P 11/29/2058	-0.05%
IOS.FN30.350.12 P USL1M R 01/12/43 BC	-0.05%
2.647 R ISWP FWD US0003M P 03/16/2030	-0.05%
IOS.FN30.300.13 P USL1M R 01/12/44 GS	-0.05%
SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA	-0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.06%
SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB	-0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 BC	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 GS	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 JP	-0.06%
SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS	-0.06%
SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS	-0.06%
2.6785 R ISWP US0003M P 02/13/2029	-0.06%
1.2115 R ISWP FWD EUR006M P 03/12/2050	-0.06%
SWPTN 2YX5Y P 1.3 USD 08/27/2021 UB	-0.06%
1.051 R ISWP FWD EUR006M P 02/19/2050	-0.06%
CPTFEMU R 1.4 P 07/15/27	-0.06%
2.0625 R ISWP FWD US0003M P 06/22/2030	-0.07%
1.396 R ISWP US0003M P 10/04/2024	-0.07%
2.184 R ISWP FWD US0003M P 12/07/2030	-0.07%
1.267 R ISWP FWD EUR006M P 03/11/2050	-0.07%
IOS.FN30.400.10 P USL1M R 01/12/41 CS	-0.07%
SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS	-0.07%
1.113 R ISWP FWD EUR006M P 03/26/2050	-0.07%
SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS	-0.07%
1.4925 R ISWP US0003M P 10/04/2029	-0.07%
SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI	-0.07%
1.58 R ISWP FWD US0003M P 12/18/2021	-0.07%
SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI	-0.07%
CPTFEMU R 1.4375 P 09/15/23	-0.08%
CPTFEMU R 1.4413 P 09/15/23	-0.08%
CPTFEMU R 1.4425 P 09/15/23	-0.08%
CPTFEMU R 1.4438 P 09/15/23	-0.08%
SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB	-0.08%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.08%
SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS	-0.08%
1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029	-0.08%
SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI	-0.08%
CPTFEMU R 1.4275 P 08/15/27	-0.08%
2.67 R ISWP FWD US0003M P 03/28/2052	-0.09%
SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB	-0.09%
SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS	-0.09%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.09%
1.65 R ISWP FWD US0003M P 12/18/2049	-0.10%
SWPTN 3MX5Y P 1.475 USD 12/05/2019 CI	-0.11%
1.30 R ISWP FWD US0003M P 12/18/2026	-0.11%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.11%
1.70 R ISWP FWD US0003M P 12/18/2029	-0.11%
2.793 R ISWP FWD US0003M P 11/29/2053	-0.11%
1.525 R ISWP FWD US0003M P 12/18/2029	-0.12%
2.2685 R ISWP FWD US0003M P 07/22/2052	-0.12%
UKRPI R 3.4425 P 07/15/49	-0.12%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.13%
MBX.FN30.600.08 P USL1M R 01/12/39 BC	-0.14%
SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS	-0.15%
SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS	-0.15%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.15%
IOS.GII30.500.10 P USL1M R 01/12/41 JP	-0.15%
MBX.FN30.650.67 P USL1M R 01/12/38 CS	-0.16%
MBX.FN30.650.67 P USL1M R 01/12/38 DE	-0.16%
IOS.FN30.400.10 P USL1M R 01/12/41 GS	-0.16%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP	-0.18%
SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP	-0.21%
SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP	-0.21%
IOS.FN30.350.13 P US0001M R 01/12/44 JP	-0.24%
SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS	-0.25%
CDX CDX.NA.HY.33 500.0 12/20/2024	-0.26%
SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS	-0.30%
SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS	-0.30%
SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS	-0.30%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.31%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.32%
IOS.FN30.400.11 P USL1M R 01/12/42 JP	-0.42%
3.065 R ISWP FWD US0003M P 01/03/2029	-0.58%
SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP	-0.62%
MBX.FN30.650.67 P USL1M R 01/12/38 BC	-2.31%
EURO-SCHATZ FUT DEC19 DUZ9	-2.62%
US 5YR NOTE (CBT) DEC19 FVZ9	-4.12%
EURO-BUND FUTURE DEC19 RXZ9	-8.95%
90DAY EURO$ FUTR MAR21 EDH1	-23.51%

90DAY EURO$ FUTR MAR20 EDH0	23.42%
FNMA FN30 TBA UMBS 03.5000 10/01/2049	13.46%
FNMA FN30 TBA UMBS 03.0000 10/01/2049	11.34%
FNMA FN30 TBA UMBS 04.0000 10/01/2049	9.08%
US 2YR NOTE (CBT) DEC19 TUZ9	3.88%
FNMA FN30 TBA UMBS 02.5000 11/01/2049	3.87%
MBX.FN30.500.10 R USL1M P 01/12/41 BC	3.73%
GNMA GII30 TBA 04.5000 10/01/2049	3.05%
FNMA FN30 TBA UMBS 05.5000 10/01/2049	1.58%
GNMA GII30 TBA 04.0000 10/01/2049	1.52%
TREASURY BILL 00.0000 10/10/2019	1.14%
UNITED MEXICAN STATES USD 05.5500 01/21/2045	1.05%
WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045	0.94%
TREASURY BILL 00.0000 11/07/2019	0.92%
SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP	0.82%
TREASURY BILL 00.0000 03/12/2020	0.80%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030	0.72%
CAS 2016-C02 1B 14.2684 09/25/2028	0.68%
CWALT 2006-OA10 4A1 02.2084 08/25/2046	0.67%
FNR 2017-32 SA IO 04.1316 05/25/2047	0.66%
US ULTRA BOND CBT DEC19 WNZ9	0.65%
CAS 2015-C03 1M2 07.0184 07/25/2025	0.65%
CAS 2016-C03 2M2 07.9184 10/25/2028	0.63%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP	0.59%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026	0.56%
GNR 2016-H23 NI IO 02.2585 10/20/2066	0.53%
WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044	0.52%
CAS 2015-C04 1M2 07.7184 04/25/2028	0.52%
GNR 2019-96 SY IO 04.0558 08/20/2049	0.52%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022	0.52%
SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP	0.52%
SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP	0.52%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP	0.51%
STACR 2016-DNA1 B 12.0184 07/25/2028	0.51%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022	0.49%
SPST 2019-7 A 02.7365 09/24/2020	0.49%
SPST 2019-3 A 02.7365 06/24/2020	0.48%
WFRBS 2013-C15 D P/P 144A 04.6242 08/15/2046	0.48%
WFRBS 2012-C10 D P/P 144A 04.5851 12/15/2045	0.48%
GNR 2019-83 SY IO 04.0558 07/20/2049	0.48%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028	0.46%
JPMBB 2014-C18 D P/P 144A 04.9728 02/15/2047	0.45%
MBX.FN30.500.09 R USL1M P 01/12/40 BC	0.45%
CPTFEMU P 1.71 R 07/15/37	0.44%
CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029	0.41%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023	0.41%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029	0.40%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047	0.38%
BSCMS 2007-T26 AJ 05.5660 01/12/2045	0.38%
2.776 R ISWP FWD US0003M P 03/21/2029	0.38%
WFRBS 2012-C7 E P/P 144A 04.9687 06/15/2045	0.37%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025	0.36%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026	0.36%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.35%
CWALT 2006-OA7 1A1 03.0864 06/25/2046	0.35%
CAS 2016-C03 1B 13.7684 10/25/2028	0.35%
CMLTI 2007-AMC3 A2D 02.3684 03/25/2037	0.35%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028	0.34%
SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS	0.34%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS	0.34%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS	0.34%
3.073 R ISWP FWD US0003M P 03/04/2029	0.34%
GNR 2018-94 AI IO 04.5000 07/20/2048	0.33%
CAS 2018-C05 1B1 06.2684 01/25/2031	0.33%
STACR 2015-DNA3 B 11.3684 04/25/2028	0.33%
FNR 2018-20 SB IO 04.2316 03/25/2048	0.32%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027	0.32%
STACR 2016-HQA2 M3 07.1684 11/25/2028	0.31%
TREASURY BILL 00.0000 12/05/2019	0.31%
GNR 2014-60 SD IO 04.1358 04/20/2044	0.31%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050	0.31%
WAMU 2005-AR17 A1B3 02.3684 12/25/2045	0.31%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026	0.30%
HELLENIC REPUBLIC REGS 03.4500 04/02/2024	0.30%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046	0.30%
WFCM 2013-LC12 D P/P 144A 04.4203 07/15/2046	0.30%
BSCMS 2005-PWR7 B 05.2140 02/11/2041	0.29%
3.312 R ISWP US0003M P 11/08/2048	0.29%
SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS	0.29%
FNR 2019-43 JS IO 04.0316 08/25/2049	0.29%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.28%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA	0.28%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037	0.28%
GSMS 2014-GC24 D P/P 144A 04.6665 09/10/2047	0.28%
FNR 2015-42 LS IO 04.1816 06/25/2045	0.27%
COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045	0.27%
CPTFEMU P 1.7138 R 08/15/37	0.27%
ALLY FINANCIAL INC 08.0000 11/01/2031	0.26%
GNR 2015-186 AI IO 04.0000 12/20/2045	0.26%
GNR 2010-9 UI IO 05.0000 01/20/2040	0.25%
GNR 2017-H16 JI IO 02.7333 08/20/2067	0.25%
STACR 2015-DNA2 B 09.5684 12/25/2027	0.25%
CAS 2017-C03 1B1 06.8684 10/25/2029	0.24%
IVORY COAST P/P 144A 06.1250 06/15/2033	0.24%
SERVICE CORP INTL 05.3750 05/15/2024	0.24%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024	0.24%
MBX.FN30.450.09 R USL1M P 01/12/40 BC	0.23%
GNR 2017-H10 MI IO 01.8534 04/20/2067	0.23%
MSBAM 2013-C10 D P/P 144A 04.2179 07/15/2046	0.23%
FNR 2015-30 IO IO 05.5000 05/25/2045	0.23%
CAS 2017-C02 2B1 07.5184 09/25/2029	0.23%
GNR 2018-127 IC IO 05.0000 10/20/2044	0.23%
GNR 2018-H05 BI IO 02.3582 02/20/2068	0.23%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047	0.22%
SPST 2019-11 A 02.7865 10/24/2020	0.22%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.22%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026	0.22%
SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS	0.22%
FNR 2015-83 IO IO 04.0000 10/25/2043	0.22%
FNR 2018-86 DS IO 04.0816 12/25/2048	0.22%
SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS	0.22%
GNR 2017-26 MI IO 05.0000 11/20/2039	0.21%
GNR 2016-H09 BI IO 02.1348 04/20/2066	0.21%
GNR 2017-H08 NI IO 02.2255 03/20/2067	0.21%
FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025	0.21%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP	0.20%
COMM 2013-CR9 D P/P 144A 04.3969 07/10/2045	0.20%
BCAP 2011-RR3 3A6 04.0903 11/27/2036	0.20%
GNR 2018-H03 XI IO 02.3803 02/20/2068	0.20%
RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029	0.20%
FNR 2016-96 ST IO 04.0816 12/25/2046	0.20%
RALI 2006-QO10 A1 02.1784 01/25/2037	0.20%
NOVELIS CORP P/P 144A 06.2500 08/15/2024	0.20%
ARAB REP OF EGYPT P/P 144A 05.5770 02/21/2023	0.19%
MSBAM 2013-C11 D P/P 144A 04.4989 08/15/2046	0.19%
FHR 4425 IO IO 04.0000 01/15/2045	0.19%
CAS 2016-C01 1B 13.7684 08/25/2028	0.19%
JPMCC 2007-CB20 E P/P 144A 06.3895 02/12/2051	0.19%
GNR 2015-H25 AI IO 01.6297 09/20/2065	0.19%
TRANSDIGM INC P/P 144A 06.2500 03/15/2026	0.19%
FNR 2013-90 SD IO 04.5816 09/25/2043	0.19%
JPMCC 2011-C3 F P/P 144A 05.8526 02/15/2046	0.18%
FHR 4742 S IO 04.1725 12/15/2047	0.18%
GNR 2016-H06 DI IO 01.7825 07/20/2065	0.18%
GNR 2016-H24 JI IO 02.1586 11/20/2066	0.18%
GNR 2018-H05 AI IO 02.4156 02/20/2068	0.18%
FHR 4604 QI IO 03.5000 07/15/2046	0.18%
SAMI 2007-AR1 2A1 02.1984 01/25/2037	0.18%
CWALT 2005-59 1A1 02.3743 11/20/2035	0.18%
GNR 2016-H22 AI IO 02.3858 10/20/2066	0.18%
JPMCC 2013-LC11 D 04.3069 04/15/2046	0.18%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023	0.18%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026	0.18%
DOMINICAN REPUBLIC REGS 07.4500 04/30/2044	0.18%
SPRINT CORP 07.8750 09/15/2023	0.18%
TENET HEALTHCARE P/P 144A 04.8750 01/01/2026	0.18%
GNR 2015-79 CI IO 04.0000 05/20/2045	0.17%
CWALT 2005-38 A3 02.3684 09/25/2035	0.17%
GNR 2017-H12 QI IO 02.3523 05/20/2067	0.17%
GNR 2016-H06 CI IO 01.6957 02/20/2066	0.17%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037	0.17%
GNR 2017-H09 IO IO 01.8613 04/20/2067	0.17%
GNR 2016-H10 AI IO 01.8733 04/20/2066	0.16%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031	0.16%
GNR 2017-H06 BI IO 02.3547 02/20/2067	0.16%
GNR 2012-8 PI IO 04.0000 05/20/2041	0.16%
CFCRE 2011-C2 E P/P 144A 05.9394 12/15/2047	0.16%
CHENIERE CORP CHRIST 05.1250 06/30/2027	0.16%
IOS.FN30.400.14 R USL1M P 01/12/45 CS	0.16%
CWALT 2006-OA7 1A2 03.3861 06/25/2046	0.16%
JPMBB 2014-C18 E P/P 144A 04.4728 02/15/2047	0.16%
SPRINT CORP TLB L+300 05.0625 02/03/2024	0.16%
GNR 2012-128 IA IO 03.5000 10/20/2042	0.16%
GNR 2017-H16 IB IO 02.1548 08/20/2067	0.16%
BALTA 2005-8 21A1 04.1831 10/25/2035	0.16%
FHR 4452 QI IO 04.0000 11/15/2044	0.16%
GNR 2017-H02 BI IO 02.3414 01/20/2067	0.16%
GNR 2017-H16 IG IO 02.2017 07/20/2067	0.16%
PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030	0.16%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045	0.16%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022	0.16%
WAMU 2005-AR10 1A3 04.1759 09/25/2035	0.15%
GNR 2013-34 IH IO 04.5000 03/20/2043	0.15%
SWPTN 3MX5Y P 1.3 USD 12/05/2019 CI	0.15%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027	0.15%
CWALT 2006-OA10 3A1 02.2084 08/25/2046	0.15%
SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA	0.15%
MBX.FN30.500.10 R USL1M P 01/12/41 CS	0.15%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023	0.15%
CSAIL 2015-C1 D P/P 144A 03.9167 04/15/2050	0.14%
OMIR 2017-1A B1 P/P 144A 07.7684 04/25/2027	0.14%
GNR 2013-76 IO IO 03.5000 05/20/2043	0.14%
GNR 2016-H02 HI IO 01.9929 01/20/2066	0.14%
GNR 2009-121 UI IO 05.0000 12/20/2039	0.14%
GNR 2015-H23 BI IO 01.7561 09/20/2065	0.14%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047	0.14%
GNR 2015-H24 AI IO 01.7741 09/20/2065	0.14%
GNR 2017-H11 DI IO 01.9269 05/20/2067	0.14%
JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046	0.14%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027	0.14%
STACR 2019-DNA1 M2 04.6684 01/25/2049	0.14%
AES CORP/THE 05.5000 04/15/2025	0.14%
FNR 2013-107 SB IO 03.9316 02/25/2043	0.14%
FNR 2016-3 NI IO 06.0000 02/25/2046	0.14%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024	0.14%
SPST 2019-WL1 A 02.6684 08/25/2052	0.14%
WAMU 2005-AR19 A1C4 02.4184 12/25/2045	0.14%
DOMINICAN REPUBLIC REGS 05.5000 01/27/2025	0.14%
FHR 4580 ID IO 03.5000 08/15/2045	0.14%
IVORY COAST REGS 06.1250 06/15/2033	0.14%
IVORY COAST REGS 05.3750 07/23/2024	0.14%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP	0.14%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025	0.14%
GNR 2018-127 IE IO 03.5000 01/20/2046	0.14%
MBX.FN30.500.10 R USL1M P 01/12/41 CI	0.14%
GNR 2014-119 SA IO 03.5558 08/20/2044	0.13%
GNR 2017-H11 TI IO 02.3866 04/20/2067	0.13%
IVORY COAST REGS 05.2500 03/22/2030	0.13%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP	0.13%
GNR 2016-H16 EI IO 02.3966 06/20/2066	0.13%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.13%
CWALT 2005-38 A1 03.9461 09/25/2035	0.13%
GSAA 2006-8 2A2 02.1984 05/25/2036	0.13%
IVORY COAST P/P 144A 05.2500 03/22/2030	0.13%
MSRR 2010-R4 4B 02.9746 02/26/2037	0.13%
UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063	0.13%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026	0.13%
UNITED MEXICAN STATES USD 04.1500 03/28/2027	0.13%
TREASURY BILL 00.0000 01/02/2020	0.13%
LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059	0.13%
SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS	0.13%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026	0.12%
GNR 2016-75 EI IO 03.5000 08/20/2045	0.12%
GNR 2016-H03 DI IO 02.0013 12/20/2065	0.12%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025	0.12%
SCRT 2019-2 M 04.7500 08/25/2058	0.12%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021	0.12%
BRAND ENERGY TL L+425 06.4076 06/21/2024	0.12%
CALPINE CORPORATION 05.7500 01/15/2025	0.12%
DBALT 2006-AR4 A2 02.2084 12/25/2036	0.12%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027	0.12%
GNR 2016-42 IO IO 05.0000 02/20/2046	0.12%
GNR 2016-H14 AI IO 02.1652 06/20/2066	0.12%
GNR 2012-140 IC IO 03.5000 11/20/2042	0.12%
GNR 2015-H25 EI IO 01.8744 10/20/2065	0.12%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022	0.12%
SPLUNK INC CV 01.1250 09/15/2025	0.12%
0.05 R ISWP FWD EUR006M P 12/18/2029	0.12%
CHENIERE CORP CHRIST 05.8750 03/31/2025	0.12%
MSC 2006-HQ10 B 05.4480 11/12/2041	0.12%
NAVISTAR INTL TLB L+350 05.5300 11/06/2024	0.12%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS	0.12%
AKAMAI TECH CV 00.1250 05/01/2025	0.12%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028	0.12%
CWALT 2006-OA10 2A1 02.2084 08/25/2046	0.12%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.12%
IOS.FN30.400.14 R USL1M P 01/12/45 GS	0.12%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027	0.12%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP	0.12%
GNR 2016-H03 AI IO 02.2288 01/20/2066	0.11%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021	0.11%
GNR 2012-146 IO IO 05.0000 12/20/2042	0.11%
UNITED MEXICAN STATES USD 04.0000 10/02/2023	0.11%
SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA	0.11%
BMIR 2017-1 B1 P/P 144A 06.7684 10/25/2027	0.11%
GNR 2016-48 MI IO 03.5000 04/16/2046	0.11%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027	0.11%
GNR 2013-182 IQ IO 04.5000 12/16/2043	0.11%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031	0.11%
PRICELINE GRO CV 00.9000 09/15/2021	0.11%
CAS 2018 - C01 1B1 05.5684 07/25/2030	0.11%
CEC ENTERTAINMENT INC L+650 08.5435 08/30/2026	0.11%
GNR 2013-151 IB IO 04.5000 02/20/2040	0.11%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027	0.11%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033	0.11%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049	0.11%
ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026	0.10%
CAS 2019-R04 2B1 07.2684 06/25/2039	0.10%
GNR 2012-136 BI IO 03.5000 11/20/2042	0.10%
GNR 2014-H21 BI IO 01.5593 10/20/2064	0.10%
STAPLES INC P/P 144A 07.5000 04/15/2026	0.10%
1.343 R ISWP FWD EUR006M P 11/29/2058	0.10%
CAS 2019-R03 1B1 06.1184 09/25/2031	0.10%
COMM 2012-CR3 E P/P 144A 04.9103 10/15/2045	0.10%
GNMA GII30 BP3708 05.0000 08/20/2049	0.10%
SCIENTIFIC GAMES INT 10.0000 12/01/2022	0.10%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049	0.10%
GNR 2010-35 QI IO 04.5000 03/20/2040	0.10%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022	0.10%
DISH NETWORK CV 03.3750 08/15/2026	0.10%
GNR 2013-37 JI IO 03.5000 01/20/2043	0.10%
GNR 2013-H08 CI IO 01.6655 02/20/2063	0.10%
GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027	0.10%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049	0.10%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023	0.10%
ALTICE FRANCE SA P/P 144A 06.2500 05/15/2024	0.10%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022	0.10%
FNR 2016-102 JI IO 03.5000 02/25/2046	0.10%
GNR 2015-H10 BI IO 02.1737 04/20/2065	0.10%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.10%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022	0.10%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023	0.10%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025	0.10%
DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027	0.10%
FHR 3065 DC 13.7775 03/15/2035	0.10%
GNR 2012-47 CI IO 04.0000 03/20/2042	0.10%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.10%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049	0.10%
FHR 4678 MS IO 05.1072 04/15/2047	0.10%
LEVEL 3 FINANCING INC 05.2500 03/15/2026	0.10%
PALO ALTO NET CV 00.7500 07/01/2023	0.10%
PENSKE AUTO GRP INC 05.7500 10/01/2022	0.10%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024	0.10%
TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027	0.10%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024	0.10%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024	0.10%
FORTIVE CORP P/P 144A CV 00.8750 02/15/2022	0.10%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025	0.10%
FHR 4077 IK IO 05.0000 07/15/2042	0.10%
TREASURY BILL 00.0000 11/14/2019	0.10%
DEXCOM INC P/P 144A CV 00.7500 12/01/2023	0.10%
GNR 2014-44 IA IO 03.5000 05/20/2028	0.10%
GNR 2016-104 GI IO 04.5000 01/20/2046	0.10%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025	0.10%
CCMFC 2006-4A A2 02.1984 11/25/2047	0.09%
GNR 2016-H24 CI IO 01.7120 10/20/2066	0.09%
BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039	0.09%
DIGICEL LTD P/P 144A 06.7500 03/01/2023	0.09%
LIVE NATION CV 02.5000 03/15/2023	0.09%
GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046	0.09%
GNR 2016-H17 KI IO 02.0772 07/20/2066	0.09%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027	0.09%
MGM RESORTS INTL 06.6250 12/15/2021	0.09%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025	0.09%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024	0.09%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028	0.09%
SPRINT CORP 07.2500 09/15/2021	0.09%
GNR 2017-42 IC IO 04.5000 08/20/2041	0.09%
GMAC CAPITAL TRUST I PCT 07.9431	0.09%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024	0.09%
IAC FIN 2 P/P 144A CV 00.8750 06/15/2026	0.09%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.09%
IOS.FN30.400.11 R USL1M P 01/12/42 GS	0.09%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021	0.09%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026	0.09%
VIDEOTRON LTD USD 05.0000 07/15/2022	0.09%
LIBERTY MEDIA CV 01.3750 10/15/2023	0.09%
TWITTER INC CV 01.0000 09/15/2021	0.09%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021	0.09%
ON SEMICONDUC CV 01.6250 10/15/2023	0.09%
1.354 R ISWP FWD EUR006M P 02/19/2050	0.08%
BMC EAST LLC P/P 144A 05.5000 10/01/2024	0.08%
GNR 2015-64 YI IO 04.0000 11/20/2044	0.08%
STACR 2019-DNA2 M2 04.4684 03/25/2049	0.08%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027	0.08%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024	0.08%
CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028	0.08%
ITRON INC P/P 144A 05.0000 01/15/2026	0.08%
JAZZ INVT I LTD USD 01.5000 08/15/2024	0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025	0.08%
CAS 2017-C05 1B1 05.6184 01/25/2030	0.08%
MWST 2018-W1 A 02.8684 11/25/2051	0.08%
NRG ENERGY CV 02.7500 06/01/2048	0.08%
PULTEGROUP INC 05.5000 03/01/2026	0.08%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020	0.08%
FNR 2006-8 HP 17.1659 03/25/2036	0.08%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025	0.08%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025	0.08%
WFMBS 2006-AR5 1A1 05.1915 04/25/2036	0.08%
CWALT 2006-24CB A13 02.3684 08/25/2036	0.08%
GNR 2018-127 ID IO 05.0000 07/20/2045	0.08%
IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027	0.08%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023	0.08%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025	0.08%
CROWN AMER/CAP 04.7500 02/01/2026	0.08%
FHR 4122 TI IO 04.5000 10/15/2042	0.08%
GSR 2007-OA1 2A3A 02.3284 05/25/2037	0.08%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.08%
JPALT 2007-A2 12A1 02.2184 06/25/2037	0.08%
NETFLIX INC. 05.8750 11/15/2028	0.08%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027	0.08%
WFMBS 2006-AR2 1A1 04.9647 03/25/2036	0.08%
CENTENE CORP 06.1250 02/15/2024	0.08%
CIT GROUP INC 05.0000 08/01/2023	0.08%
SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA	0.08%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027	0.08%
FHR 4530 TI IO 04.0000 11/15/2045	0.08%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027	0.08%
SS&C TECH INC P/P 144A 05.5000 09/30/2027	0.08%
SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB	0.08%
SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS	0.08%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025	0.08%
BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042	0.08%
CSC HOLDINGS LLC 06.7500 11/15/2021	0.08%
STANDARD IND INC P/P 144A 05.3750 11/15/2024	0.08%
AKER BP ASA P/P 144A 06.0000 07/01/2022	0.08%
GNMA GII30 BP6877 05.0000 08/20/2049	0.08%
GNR 2016-27 IB IO 04.0000 11/20/2045	0.08%
GNR 2017-38 DI IO 05.0000 03/16/2047	0.08%
GREAT LAKES D&D 08.0000 05/15/2022	0.08%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023	0.08%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.07%
FNR 2012-30 HI IO 04.5000 12/25/2040	0.07%
GNR 2013-3 IT IO 05.0000 01/20/2043	0.07%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026	0.07%
GNR 2016-37 IW IO 04.5000 02/20/2046	0.07%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025	0.07%
HVMLT 2005-2 1A 02.5770 05/19/2035	0.07%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025	0.07%
WESTERN DIGITAL CORPORATION 04.7500 02/15/2026	0.07%
CAS 2015-C03 2M2 07.0184 07/25/2025	0.07%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025	0.07%
GNR 2010-35 AI IO 04.5000 03/20/2040	0.07%
SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA	0.07%
HCA INC 05.2500 06/15/2026	0.07%
FHR 4024 PI IO 04.5000 12/15/2041	0.07%
GNR 2014-76 IO IO 05.0000 05/20/2044	0.07%
GNR 2017-63 PI IO 04.0000 12/20/2043	0.07%
STANDARD IND INC P/P 144A 06.0000 10/15/2025	0.07%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025	0.07%
CAS 2015-C04 2M2 07.5684 04/25/2028	0.07%
FNR 2017-7 JI IO 04.0000 02/25/2047	0.07%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027	0.07%
SERVICE CORP INTL 05.1250 06/01/2029	0.07%
T-MOBILE USA INC 06.3750 03/01/2025	0.07%
1.45 R ISWP FWD US0003M P 12/18/2024	0.07%
CENTENE CORP 04.7500 05/15/2022	0.07%
GNR 2015-H08 CI IO 01.8149 03/20/2065	0.07%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027	0.07%
ASCEND LEARNING TLB L+300 05.0435 07/12/2024	0.07%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024	0.07%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026	0.07%
CWALT 2007-OH1 A1D 02.2284 04/25/2047	0.07%
DOCUSIGN INC P/P 144A CV 00.5000 09/15/2023	0.07%
GNR 2016-H14 IO IO 01.6976 06/20/2066	0.07%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026	0.07%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026	0.07%
MWST 2019-1 A 02.8184 06/25/2052	0.07%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026	0.07%
FNR 2015-88 QI IO 04.0000 10/25/2044	0.06%
GREIF INC P/P 144A 06.5000 03/01/2027	0.06%
IOS.FN30.400.14 R USL1M P 01/12/45 CS	0.06%
IOS.FN30.400.14 R USL1M P 01/12/45 GS	0.06%
MARRIOTT VAC CV 01.5000 09/15/2022	0.06%
PQ CORP P/P 144A 05.7500 12/15/2025	0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023	0.06%
BOYD GAMING CORPORATION 06.0000 08/15/2026	0.06%
CPURNSA P 2.19 R 12/06/27	0.06%
CPURNSA P 2.1939 R 12/21/27	0.06%
EURONET WORLD P/P 144A CV 00.7500 03/15/2049	0.06%
GNMA GII30 BP2045 05.0000 07/20/2049	0.06%
GNR 2009-121 BI IO 04.5000 12/16/2039	0.06%
GNR 2013-27 PI IO 03.5000 12/20/2042	0.06%
GNR 2013-54 JI IO 03.5000 02/20/2043	0.06%
INGEVITY CORP P/P 144A 04.5000 02/01/2026	0.06%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024	0.06%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049	0.06%
SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS	0.06%
SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB	0.06%
SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS	0.06%
BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027	0.06%
CBS OUT AMER CAP LLC 05.8750 03/15/2025	0.06%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS	0.06%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.06%
IOS.FN30.350.14 R USL1M P 01/12/45 CS	0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026	0.06%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027	0.06%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028	0.06%
REFINITIV TLB L+375 05.7935 10/01/2025	0.06%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA	0.06%
BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026	0.06%
DIAMOND SPORTS P/P 144A 05.3750 08/15/2026	0.06%
FNR 2010-35 SG IO 04.3816 04/25/2040	0.06%
FNR 2013-41 IP IO 04.0000 05/25/2043	0.06%
GNMA GII30 BO3369 05.0000 06/20/2049	0.06%
INPHI CORP CV 00.7500 09/01/2021	0.06%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024	0.06%
NUANCE COMM CV 01.2500 04/01/2025	0.06%
FHR 4000 LI IO 04.0000 02/15/2042	0.06%
GNR 2013-165 IL IO 04.0000 03/20/2043	0.06%
II-VI INC CV 00.2500 09/01/2022	0.06%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022	0.06%
NRG ENERGY INC 05.7500 01/15/2028	0.06%
PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026	0.06%
PLURALSIGHT P/P 144A CV 00.3750 03/01/2024	0.06%
STARWOOD PROP TR 04.7500 03/15/2025	0.06%
VERTIV TLB L+400 06.0435 11/15/2023	0.06%
0.75 R ISWP FWD GBL6M P 12/18/2024	0.06%
2.536 R ISWP FWD US0003M P 12/02/2023	0.06%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.06%
ISTAR INC 04.7500 10/01/2024	0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026	0.06%
T-MOBILE USA INC 04.7500 02/01/2028	0.06%
CAS 2016-C05 2B 12.7684 01/25/2029	0.06%
CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026	0.06%
EQUINIX INC 05.3750 05/15/2027	0.06%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024	0.06%
SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI	0.06%
US CONCRETE INC 06.3750 06/01/2024	0.06%
WORKDAY INC CV 00.2500 10/01/2022	0.06%
GNR 2010-20 UI IO 05.0000 02/20/2040	0.06%
TELADOC INC CV 01.3750 05/15/2025	0.06%
ZENDESK INC CV 00.2500 03/15/2023	0.06%
DISH DBS CORP 05.8750 11/15/2024	0.06%
FHR 4403 CI IO 04.0000 10/15/2044	0.06%
GNR 2013-129 SN IO 04.1058 09/20/2043	0.06%
IOS.FN30.400.13 R USL1M P 01/12/44 JP	0.06%
FHR 3072 SM 04.2533 11/15/2035	0.06%
IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028	0.06%
LIBERTY MEDIA CV 01.0000 01/30/2023	0.06%
SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS	0.06%
ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023	0.05%
BWAY CORP TLB L+325 05.5895 04/03/2024	0.05%
CPG INTL TL L+375 05.9333 05/05/2024	0.05%
GENON 939CER907	0.05%
GNR 2010-9 QI IO 04.5000 01/20/2040	0.05%
GNR 2015-69 IK IO 03.5000 03/20/2038	0.05%
MBX.GII30.500.10 R USL1M P 01/12/41 BC	0.05%
MHL 2005-3 M2 02.8134 08/25/2035	0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022	0.05%
NORDEX SE REGS 06.5000 02/01/2023	0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024	0.05%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028	0.05%
STACR 2018-HQA2 M2 04.3184 10/25/2048	0.05%
1.1575 R ISWP SES3M P 11/13/2027	0.05%
1.16 R ISWP SES3M P 11/13/2027	0.05%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023	0.05%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024	0.05%
GNMA GII30 BL2894 05.0000 04/20/2049	0.05%
GNMA GII30 BO2715 05.0000 07/20/2049	0.05%
GNMA GII30 BO4614 05.0000 06/20/2049	0.05%
GNMA GII30 BP3611 05.0000 07/20/2049	0.05%
GNMA GII30 BP3623 05.0000 08/20/2049	0.05%
MICROCHIP TEC CV 01.6250 02/15/2027	0.05%
BERRY GLOBAL INC 05.5000 05/15/2022	0.05%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021	0.05%
FNR 2013-53 JI IO 03.0000 12/25/2041	0.05%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023	0.05%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026	0.05%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025	0.05%
UNIVISION COMM P/P 144A 05.1250 02/15/2025	0.05%
WAYFAIR INC P/P 144A CV 01.1250 11/01/2024	0.05%
1.13 R ISWP SES3M P 11/10/2027	0.05%
CENTURYLINK TLB L+275 05.2724 01/31/2025	0.05%
CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026	0.05%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025	0.05%
CSC HOLDINGS LLC 05.2500 06/01/2024	0.05%
FNR 2007-53 SP 16.7993 06/25/2037	0.05%
GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025	0.05%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024	0.05%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025	0.05%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024	0.05%
ATOTECH TLB1 L+300 05.1044 01/31/2024	0.05%
BERRY GLOBAL INC 05.1250 07/15/2023	0.05%
GFL ENVIRONMENTAL TLB L+300 05.0435 05/31/2025	0.05%
GNR 2018-127 IB IO 04.5000 06/20/2045	0.05%
HCA INC 05.0000 03/15/2024	0.05%
HOUSTON FUEL TLB L+275 04.8000 06/26/2025	0.05%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024	0.05%
NRG ENERGY INC P/P 144A 05.2500 06/15/2029	0.05%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024	0.05%
SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB	0.05%
TALBOTS TLB L+700 09.0435 11/28/2022	0.05%
ZILLOW GROUP INC CV 01.5000 07/01/2023	0.05%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025	0.05%
CHEGG INC P/P 144A CV 00.1250 03/15/2025	0.05%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038	0.05%
ENERGY TRANSFER OPERA 05.8750 01/15/2024	0.05%
FTI CONSULTIN CV 02.0000 08/15/2023	0.05%
GNMA 10000 BO5417 05.0000 06/20/2049	0.05%
IHEARTMEDIA TL L+400 06.0315 05/01/2026	0.05%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.05%
NRG ENERGY INC 06.6250 01/15/2027	0.05%
ASURION TLB7 L+300 05.0435 11/03/2024	0.05%
COLONY STARWO CV 03.5000 01/15/2022	0.05%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025	0.05%
GNMA GII30 BO4634 05.0000 06/20/2049	0.05%
GNR 2015-79 GI IO 05.0000 10/20/2039	0.05%
NEW RELIC INC CV 00.5000 05/01/2023	0.05%
VIAVI SOLUT CV 01.7500 06/01/2023	0.05%
MEREDITH CORP 06.8750 02/01/2026	0.05%
NZD/USD 10/16/2019 JPMCB	0.05%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC	0.05%
ALLY FINANCIAL INC 05.7500 11/20/2025	0.05%
AMERICAN INTL GROUP 08.1750 05/15/2058	0.05%
BERRY GLOBAL TLU L+250 5.02189 05/15/2026	0.05%
ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027	0.05%
FNR 2005-122 SE 16.0357 11/25/2035	0.05%
FNR 2010-140 GS IO 03.9816 07/25/2039	0.05%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024	0.05%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026	0.05%
LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024	0.05%
TRAVELPORT TLB L+500 07.5413 05/30/2026	0.05%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026	0.05%
WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029	0.05%
BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029	0.04%
CENOVUS ENERGY INC USD 06.7500 11/15/2039	0.04%
CNO FINANCIAL GROUP INC 05.2500 05/30/2029	0.04%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025	0.04%
NETFLIX INC 04.8750 04/15/2028	0.04%
SQUARE INC CV 00.5000 05/15/2023	0.04%
BEACON ROOFING SUPPL 06.3750 10/01/2023	0.04%
FHR 4546 TI IO 04.0000 12/15/2045	0.04%
FNR 2013-44 PI IO 04.0000 01/25/2043	0.04%
GNMA GII30 BN1509 05.0000 05/20/2049	0.04%
GNR 2013-28 IO IO 03.5000 02/20/2043	0.04%
HUSKY TLB L+300 05.0435 03/28/2025	0.04%
ICAHN ENTER/FIN P/P 144A 06.2500 05/15/2026	0.04%
PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027	0.04%
SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB	0.04%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023	0.04%
BANK OF AMERICA CORP 06.5000 10/29/2049	0.04%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023	0.04%
CIT GROUP INC. 05.0000 08/15/2022	0.04%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.04%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021	0.04%
MBX.FN30.400.09 R USL1M P 01/12/40 BC	0.04%
NEWELL BRANDS INC 04.2000 04/01/2026	0.04%
OSHKOSH CORP 05.3750 03/01/2025	0.04%
TARGA RESOURCES PART 05.0000 01/15/2028	0.04%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024	0.04%
APERGY CORP 06.3750 05/01/2026	0.04%
CONMED CORP P/P 144A CV 02.6250 02/01/2024	0.04%
ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024	0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032	0.04%
IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026	0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025	0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.04%
PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022	0.04%
PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024	0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026	0.04%
ARBY'S TLB L+325 05.5495 02/05/2025	0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023	0.04%
CBRE SERVICES INC 05.2500 03/15/2025	0.04%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025	0.04%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.04%
IOS.GII30.500.10 R USL1M P 01/12/41 CS	0.04%
NABORS INDUSTRIES INC. 05.7500 02/01/2025	0.04%
ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022	0.04%
WERNER TLB L+400 06.0435 07/24/2024	0.04%
WIX LTD USD 00.0000 07/01/2023	0.04%
AKAMAI TECH P/P 144A CV 00.3750 09/01/2027	0.04%
ENVESTNET INC CV 01.7500 12/15/2019	0.04%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025	0.04%
HCA INC. 07.5000 02/15/2022	0.04%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033	0.04%
ILLUMINA INC CV 00.0000 08/15/2023	0.04%
LUMENTUM HOLD CV 00.2500 03/15/2024	0.04%
NATIONSTAR MORT/ 06.5000 07/01/2021	0.04%
NRG ENERGY INC. 07.2500 05/15/2026	0.04%
PETSMART INC TLB L+300 06.0400 03/11/2022	0.04%
SNAP INC P/P 144A CV 00.7500 08/01/2026	0.04%
TENNANT CO 05.6250 05/01/2025	0.04%
WPX ENERGY INC 05.2500 10/15/2027	0.04%
AUD/JPY PUT 70.00 20200214 CITI	0.04%
AUD/JPY PUT 70.00 20200214 GSFX	0.04%
BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027	0.04%
DIAMOND SPORTS TLB L+325 05.3000 08/24/2026	0.04%
GNR 2010-35 UI IO 05.0000 03/20/2040	0.04%
INSULET CORP P/P 144A CV 00.3750 09/01/2026	0.04%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.04%
NEUROCRINE CV 02.2500 05/15/2024	0.04%
RH CV 00.0000 06/15/2023	0.04%
TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023	0.04%
AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027	0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022	0.04%
AVAYA TLB L+425 06.3343 12/15/2024	0.04%
BIOMARIN PHARMA CV 00.5990 08/01/2024	0.04%
CINEWORLD TLB L+225 04.2935 02/28/2025	0.04%
FNR 2008-24 SP 15.8826 02/25/2038	0.04%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026	0.04%
GNR 2015-H26 CI IO 00.0902 08/20/2065	0.04%
GOEASY LTD P/P 144A 07.8750 11/01/2022	0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024	0.04%
IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9	0.04%
QORVO INC 05.5000 07/15/2026	0.04%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025	0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	0.04%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021	0.04%
EUR/USD PUT 1.097 20191017 BANKAM	0.04%
EXACT SCIENCES CORP CV 00.3750 03/15/2027	0.04%
GOLDEN NUGGET TL L+275 04.7995 10/04/2023	0.04%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022	0.04%
LENNAR CORP 05.8750 11/15/2024	0.04%
MERCER INTL INC USD 06.5000 02/01/2024	0.04%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP	0.04%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP	0.04%
TRANSDIGM INC 06.3750 06/15/2026	0.04%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025	0.04%
VERINT SYSTEMS INC CV 01.5000 06/01/2021	0.04%
CREE INC CV 00.8750 09/01/2023	0.04%
GARTNER INC P/P 144A 05.1250 04/01/2025	0.04%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023	0.04%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.04%
IOS.FN30.350.13 R USL1M P 01/12/44 GS	0.04%
IOS.FN30.400.11 R USL1M P 01/12/42 BC	0.04%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023	0.04%
MSC 2007-HQ11 C 05.5580 02/12/2044	0.04%
ORYX TLB L+400 06.0536 05/09/2026	0.04%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023	0.04%
REGENCY ENERGY P 04.5000 11/01/2023	0.04%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP	0.04%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028	0.04%
THE AES CORPORATION 04.8750 05/15/2023	0.04%
WRIGHT MEDICA CV 01.6250 06/15/2023	0.04%
ALBERTSON'S TLB7 L+275 04.7935 11/17/2025	0.04%
FHR 4000 PI IO 04.5000 01/15/2042	0.04%
NUTANIX INC CV 00.0000 01/15/2023	0.04%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027	0.04%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI	0.04%
ZYNGA INC P/P 144A CV 00.2500 06/01/2024	0.04%
CIT GROUP INC. 05.2500 03/07/2025	0.03%
CLEAR CHANNEL TLB L+350 05.5435 08/09/2026	0.03%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025	0.03%
ENCORE CAPITA CV 03.2500 03/15/2022	0.03%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024	0.03%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026	0.03%
MESSER INDUST TLB L+250 04.6044 03/01/2026	0.03%
SM ENERGY CO 06.1250 11/15/2022	0.03%
WEEKLEY HOMES LLC 06.0000 02/01/2023	0.03%
WPX ENERGY INC 05.7500 06/01/2026	0.03%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023	0.03%
CABLEVISION SYS CORP 08.0000 04/15/2020	0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026	0.03%
CAS 2016-C06 1M2 06.2684 04/25/2029	0.03%
CBS OUT AMER CAP LLC 05.6250 02/15/2024	0.03%
CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027	0.03%
CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027	0.03%
ELDORADO RESORTS INC 07.0000 08/01/2023	0.03%
FHR 3249 PS 15.5843 12/15/2036	0.03%
FNR 2005-83 QP 12.1462 11/25/2034	0.03%
GNR 2013-183 JI IO 04.5000 02/16/2043	0.03%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027	0.03%
NRG ENERGY INC P/P 144A 04.4500 06/15/2029	0.03%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026	0.03%
RINGCENTRAL CV 00.0000 03/15/2023	0.03%
ROBERTSHAW US HOLDING L+325 05.3125 02/28/2025	0.03%
TRANSOCEAN INC CV 00.5000 01/30/2023	0.03%
2.806 R ISWP FWD US0003M P 03/05/2030	0.03%
CINEMARK USA INC 04.8750 06/01/2023	0.03%
FAIRFAX FINL HLDGS USD 04.8500 04/17/2028	0.03%
SUPERNUS PH CV 00.6250 04/01/2023	0.03%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS	0.03%
TABULA RASA H P/P 144A CV 01.7500 02/15/2026	0.03%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022	0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP	0.03%
FIVE9 INC CV 00.1250 05/01/2023	0.03%
FNMA FN30 BO0212 UMBS 04.5000 05/01/2049	0.03%
GNR 2013-99 VS IO 04.0725 07/16/2043	0.03%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.03%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023	0.03%
ROBERTSHAW TL 2L L+800 10.0625 02/28/2026	0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027	0.03%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026	0.03%
CALIFORNIA RESOURCES L+1038 12.4185 12/31/2021	0.03%
CAS 2015-C02 2M2 06.0184 05/25/2025	0.03%
CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025	0.03%
COMMSCOPE INC P/P 144A 06.0000 03/01/2026	0.03%
FHR 4105 HI IO 03.5000 07/15/2041	0.03%
FNR 2012-127 BI IO 04.5000 11/25/2042	0.03%
FNR 2013-35 IP IO 03.0000 06/25/2042	0.03%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.03%
OASIS PETROLEUM INC 06.8750 03/15/2022	0.03%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026	0.03%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024	0.03%
VISTRA OPERATION P/P 144A 05.0000 07/31/2027	0.03%
WELLCARE HEALTH PLANS 05.2500 04/01/2025	0.03%
2.32 R ISWP FWD US0003M P 02/09/2024	0.03%
2.86 R ISWP US0003M P 01/22/2020	0.03%
AIR TRANSPORT CV 01.1250 10/15/2024	0.03%
FHS 304 C37 IO 03.5000 12/15/2027	0.03%
FNS 378 19 IO 05.0000 06/25/2035	0.03%
INTELSAT SA USD 04.5000 06/15/2025	0.03%
JELD-WEN INC P/P 144A 04.8750 12/15/2027	0.03%
SCIENTIFIC GAMES TLB5 L+275 04.8758 08/14/2024	0.03%
SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS	0.03%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023	0.03%
VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027	0.03%
VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024	0.03%
ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028	0.03%
GNR 2013-102 IP IO 03.5000 06/20/2043	0.03%
RAPID7 INC CV 01.2500 08/01/2023	0.03%
REVLON CONS TLB L+350 05.6241 09/07/2023	0.03%
SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025	0.03%
SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA	0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049	0.03%
GATES GLOBAL TLB L+275 04.7935 03/31/2024	0.03%
GNMA 10000 BO6603 05.0000 07/20/2049	0.03%
ICAHN ENTER P/P 144A 04.7500 09/15/2024	0.03%
IHS MARKIT LTD USD 04.7500 08/01/2028	0.03%
INTELSAT S.A. TLB3 L+375 05.8036 11/27/2023	0.03%
NETFLIX INC. P/P 144A 06.3750 05/15/2029	0.03%
OASIS PETROLEUM INC 06.8750 01/15/2023	0.03%
SPRINGLEAF FINANCE CORP 07.1250 03/15/2026	0.03%
SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS	0.03%
TENET HEALTHCARE 04.6250 07/15/2024	0.03%
AES CORP/THE 05.1250 09/01/2027	0.03%
CINEMARK USA INC 05.1250 12/15/2022	0.03%
IOS.FN30.350.12 R USL1M P 01/12/43 CS	0.03%
JO-ANN STORES 2NDL L+925 11.5094 05/21/2024	0.03%
KRW/USD 11/20/2019 GSFX	0.03%
LEVEL 3 FINANCING INC 05.6250 02/01/2023	0.03%
MERCER INTL INC USD 05.5000 01/15/2026	0.03%
QUOTIENT TECH CV 01.7500 12/01/2022	0.03%
8X8 INC P/P 144A CV 00.5000 02/01/2024	0.02%
AES CORP/THE 04.5000 03/15/2023	0.02%
AIR METHODS TLB L+350 05.6044 04/21/2024	0.02%
AUD/USD 10/16/2019 GSFX	0.02%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026	0.02%
FNR 2006-62 PS 27.7897 07/25/2036	0.02%
FRONTIER COMM P/P 144A 08.5000 04/01/2026	0.02%
GNMA GII30 BO8266 05.0000 07/20/2049	0.02%
J2 GLOBAL COMM CV 03.2500 06/15/2029	0.02%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022	0.02%
SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029	0.02%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP	0.02%
TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027	0.02%
0.40 R ISWP FWD SES3M P 12/18/2029	0.02%
AVAYA HOLDINGS CORP SEDOL BD9G9B3	0.02%
BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028	0.02%
CALIFORNIA RESOURC TL L+475 06.7935 12/31/2022	0.02%
DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026	0.02%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.02%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026	0.02%
SILICON LABOR CV 01.3750 03/01/2022	0.02%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS	0.02%
TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027	0.02%
TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028	0.02%
0.80 R ISWP FWD GBL6M P 12/18/2029	0.02%
1.60 R ISWP FWD US0003M P 12/18/2021	0.02%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022	0.02%
BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026	0.02%
BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027	0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS	0.02%
CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026	0.02%
GNR 2019-78 SJ IO 04.0058 06/20/2049	0.02%
GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027	0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.02%
LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024	0.02%
NEXSTAR ESCROW INC P/P 144A 05.6250 07/15/2027	0.02%
NZD/USD 10/16/2019 BCAP-FX	0.02%
SESI LLC 07.1250 12/15/2021	0.02%
STEEL DYNAMICS INC 05.0000 12/15/2026	0.02%
T-MOBILE USA INC 04.5000 02/01/2026	0.02%
TENET HEALTHCARE P/P 144A 06.2500 02/01/2027	0.02%
YUM! BRANDS INC P/P 144A 04.7500 01/15/2030	0.02%
2.2225 R ISWP FWD US0003M P 06/05/2029	0.02%
BROOKFIELD RESID P/P 144A 06.2500 09/15/2027	0.02%
CHEMOURS CO 07.0000 05/15/2025	0.02%
CHESAPEAKE EN CV 05.5000 09/15/2026	0.02%
GNMA GII30 BN1507 05.0000 05/20/2049	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 BC	0.02%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.02%
ISTAR INC. 05.2500 09/15/2022	0.02%
LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027	0.02%
MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024	0.02%
NZD/USD 10/16/2019 GSFX	0.02%
OPTN FN30 3.0 11/06/19 PUT 101.2421875 JPMC	0.02%
PROVINCIA DE BUENOS 63.0419 05/31/2022	0.02%
SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024	0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021	0.02%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024	0.02%
FNMA FN30 BN9825 UMBS 05.0000 05/01/2049	0.02%
GNMA GII30 BN1508 05.0000 05/20/2049	0.02%
GNMA GII30 BN1510 05.5000 05/20/2049	0.02%
GNMA GII30 BP3716 05.0000 08/20/2049	0.02%
IOS.FN30.400.10 R USL1M P 01/12/41 JP	0.02%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025	0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025	0.02%
WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026	0.02%
BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026	0.02%
CALPINE CORP P/P 144A 05.8750 01/15/2024	0.02%
CARBONITE INC CV 02.5000 04/01/2022	0.02%
FHR 4210 PI IO 03.0000 12/15/2041	0.02%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024	0.02%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025	0.02%
MGM GROWTH/MGM FINANCE 04.5000 01/15/2028	0.02%
NOVELIS CORP P/P 144A 05.8750 09/30/2026	0.02%
NRG P/P 144A 03.7500 06/15/2024	0.02%
VISTRA OPERATION P/P 144A 04.3000 07/15/2029	0.02%
2.3075 R ISWP FWD US0003M P 02/02/2024	0.02%
2.55 R ISWP FWD US0003M P 11/20/2039	0.02%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021	0.02%
ANTERO RESOURCES 05.3750 11/01/2021	0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS	0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP	0.02%
FHR 3408 EK 17.6347 04/15/2037	0.02%
FNMA FN30 BO0182 UMBS 05.0000 05/01/2049	0.02%
IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024	0.02%
JELD-WEN INC P/P 144A 04.6250 12/15/2025	0.02%
JO-ANN STORES TL L+500 07.2516 10/16/2023	0.02%
MERCER INTL INC USD 07.7500 12/01/2022	0.02%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025	0.02%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023	0.02%
REDFIN CORP CV 01.7500 07/15/2023	0.02%
SWPTN 3MX5Y P -0.46 EUR 12/05/2019 BC	0.02%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025	0.02%
BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027	0.02%
CHEMOURS CO 05.3750 05/15/2027	0.02%
CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029	0.02%
ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026	0.02%
IOS.FN30.350.13 R USL1M P 01/12/44 CS	0.02%
IOS.GII30.500.10 R USL1M P 01/12/41 BC	0.02%
MASONITE INTL C P/P 144A 05.3750 02/01/2028	0.02%
NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023	0.02%
PRECISION DRILL P/P 144A 07.1250 01/15/2026	0.02%
SERVICE CORPORATION INTL 04.6250 12/15/2027	0.02%
1.626 R ISWP FWD US0003M P 09/12/2052	0.02%
1.80 R ISWP FWD CDOR03 P 12/18/2024	0.02%
AKER BP ASA P/P 144A 05.8750 03/31/2025	0.02%
ANTERO RESOURCES COR 05.6250 06/01/2023	0.02%
EUR/USD 12/18/2019 SSBT	0.02%
GNR 2019-99 KS IO 04.0058 08/20/2049	0.02%
KRONOS TLB L+300 05.2531 11/01/2023	0.02%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023	0.02%
TIAAC 2003-1A E 144A 08.0000 12/28/2038	0.02%
1.30 R ISWP FWD AUDBB6M P 12/18/2029	0.02%
1.30 R ISWP US0003M P 12/09/2024	0.02%
1.4925 R ISWP CDOR03 P 08/15/2029	0.02%
1.82 R ISWP NOKOIB6M P 07/01/2029	0.02%
EQUINIX INC 05.8750 01/15/2026	0.02%
FNMA FN30 BN3050 UMBS 05.0000 01/01/2049	0.02%
FNR 2013-23 PI IO 03.0000 10/25/2041	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.02%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.02%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.02%
KRW/USD 11/20/2019 HSBCB	0.02%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024	0.02%
NZD/USD 10/16/2019 CITI	0.02%
TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029	0.02%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026	0.02%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026	0.02%
CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9	0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML	0.02%
COMMSCOPE INC P/P 144A 05.5000 03/01/2024	0.02%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024	0.02%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026	0.02%
TRIBUNE CLASS 1C LITIGAT	0.02%
2.57 R ISWP FWD US0003M P 02/02/2024	0.01%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022	0.01%
CAS 2015-C02 1M2 06.0184 05/25/2025	0.01%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027	0.01%
JC PENNEY CORP INC 07.4000 04/01/2037	0.01%
GNR 2014-108 IP IO 04.5000 12/20/2042	0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026	0.01%
MSC 2007-HQ11 B 05.5380 02/12/2044	0.01%
RACKSPACE HOSTING INC L+300 05.2868 11/03/2023	0.01%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038	0.01%
1.15 R ISWP NFIX3MID P 08/07/2021	0.01%
CAD/USD 10/16/2019 BCAP-FX	0.01%
CAS 2017-C07 2B1 06.4684 05/25/2030	0.01%
DIVERSEY TL L+300 05.2555 09/06/2024	0.01%
IDR/USD 11/20/2019 GSFX	0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025	0.01%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027	0.01%
PQ CORP TLB L+250 04.7555 02/08/2025	0.01%
VALARIS PLC USD 07.7500 02/01/2026	0.01%
VISTRA OPERATION P/P 144A 03.5500 07/15/2024	0.01%
WPX ENERGY INC 08.2500 08/01/2023	0.01%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.01%
ELDORADO RESORTS INC 06.0000 09/15/2026	0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040	0.01%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	0.01%
INSTALLED BUILDI P/P 144A 05.7500 02/01/2028	0.01%
MERCER INTL INC USD 07.3750 01/15/2025	0.01%
RUB/USD 12/18/2019 GSFX	0.01%
SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI	0.01%
-0.35 R ISWP FWD CHL6M P 12/18/2029	0.01%
1.425 R ISWP FWD US0003M P 09/18/2024	0.01%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026	0.01%
AUD/USD 10/16/2019 HSBCB	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.01%
FNR 2011-98 AI IO 03.5000 11/25/2037	0.01%
FNS 374 6 IO 05.5000 08/25/2036	0.01%
FREEPORT-MCMORAN INC 05.4500 03/15/2043	0.01%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026	0.01%
RUB/USD 12/18/2019 BANKAM	0.01%
SESI LLC 07.7500 09/15/2024	0.01%
SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS	0.01%
1.175 R ISWP NFIX3MID P 08/08/2021	0.01%
1.43125 R ISWP FWD US0003M P 09/18/2024	0.01%
1.534 R ISWP US0003M P 09/26/2029	0.01%
CAD/USD 10/16/2019 JPMCB	0.01%
CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.01%
EUR/USD 12/18/2019 BCAP-FX	0.01%
JPY/USD 11/20/2019 JPMCB	0.01%
OASIS PETROLEUM INC CV 02.6250 09/15/2023	0.01%
STEEL DYNAMICS INC 04.1250 09/15/2025	0.01%
T-MOBILE USA INC 05.3750 04/15/2027	0.01%
1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028	0.01%
2.5725 R ISWP FWD US0003M P 02/02/2024	0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.01%
FHR 3300 PO PO 00.0000 02/15/2037	0.01%
FNGT 2000-T6 IO IO 00.7166 11/25/2040	0.01%
REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025	0.01%
AUD/USD 10/16/2019 SSBT	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.01%
EUR/USD 12/18/2019 CITI	0.01%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022	0.01%
IOS.FN30.600.08 R USL1M P 01/12/39 GS	0.01%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.01%
NABORS INDUSTRIES INC. 05.5000 01/15/2023	0.01%
SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS	0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027	0.00%
OPTN FN30 3.0 10/03/19 CALL 101.71875 JPMC	0.00%
PULTEGROUP INC. 07.8750 06/15/2032	0.00%
SEK/USD 12/18/2019 UBS	0.00%
STANDARD IND INC P/P 144A 04.7500 01/15/2028	0.00%
SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS	0.00%
SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS	0.00%
SWPTN 6MX2Y P -0.337 EUR 01/16/2020 UB	0.00%
TREASURY BILL 00.0000 12/12/2019	0.00%
CHC GRP LLC P/P CV 00.0000 10/01/2020	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML	0.00%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML	0.00%
CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039	0.00%
FSPC T-57 1AX IO 00.3744 07/25/2043	0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024	0.00%
JPY/USD 11/20/2019 GSFX	0.00%
JPY/USD 11/20/2019 HSBCB	0.00%
OPTN FN30 3.0 11/06/19 PUT 99.7421875 JPMC	0.00%
SEK/USD 12/18/2019 HSBCB	0.00%
SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP	0.00%
TXU TCEH RIGHTS	0.00%
-0.65 R ISWP FWD CHL6M P 12/18/2024	0.00%
0.712 R ISWP FWD GBL6M P 09/18/2021	0.00%
1.30 R ISWP FWD NFIX3MID P 12/18/2029	0.00%
1.50 R ISWP US0003M P 09/30/2024	0.00%
ADVANZ PHARMA CORP SEDOL BH4P601	0.00%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS	0.00%
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
EUR/USD 12/18/2019 JPMCB	0.00%
EUR/USD 12/18/2019 UBS	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC	0.00%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024	0.00%
SEK/USD 12/18/2019 BANKAM	0.00%
SEK/USD 12/18/2019 RBSF	0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022	0.00%
SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB	0.00%
0.616 R ISWP FWD GBL6M P 09/18/2029	0.00%
1.8125 R ISWP NOKOIB6M P 09/18/2021	0.00%
AUD/USD 10/16/2019 CITI	0.00%
CHF/USD 12/18/2019 BCAP-FX	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML	0.00%
CSMC 2006-C5 AX IO 01.0895 12/15/2039	0.00%
FNR 1999-51 N PO 00.0000 09/17/2029	0.00%
MWO HOLDINGS LLC	0.00%
SEK/USD 12/18/2019 GSFX	0.00%
TRANSOCEAN INC P/P 144A 09.0000 07/15/2023	0.00%
CAD/USD 10/16/2019 CSI-FX	0.00%
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS	0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS	0.00%
FRAC TECH INTL TLB L+475 06.7935 04/16/2021	0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036	0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS	0.00%
JPY/USD 11/20/2019 UBS	0.00%
NINE POINT ENERGY CNV PRF	0.00%
NINE POINT ENERGY COM	0.00%
SWPTN 1YX30Y P 1.288 EUR 02/17/2020 JP	0.00%
TERVITA CORP SEDOL BD1DCC4	0.00%
UKRPI P 3.665 R 12/15/28	0.00%
-0.35 R ISWP FWD EUR006M P 12/18/2024	0.00%
0.233 R ISWP FWD EUR006M P 02/19/2050	0.00%
1.00 R ISWP FWD AUDBB6M P 12/18/2024	0.00%
1.00 R ISWP FWD NFIX3MID P 12/18/2024	0.00%
1.60 R ISWP FWD US0003M P 12/18/2024	0.00%
1.75 R ISWP FWD NOKOIB6M P 12/18/2024	0.00%
1.80 R ISWP FWD NOKOIB6M P 12/18/2029	0.00%
AUD/USD 10/16/2019 CSI-FX	0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020	0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051	0.00%
BRL/USD 02/04/2020 CITI	0.00%
BRL/USD 02/04/2020 GSFX	0.00%
CAD/USD 10/16/2019 GSFX	0.00%
CAD/USD 10/16/2019 WPAC	0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044	0.00%
CHC GROUP LLC P/P SEDOL BYXD3K4	0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG	0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS	0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022	0.00%
EUR/USD 12/18/2019 GSFX	0.00%
FHR 3326 WF 00.0000 10/15/2035	0.00%
FNS 366 22 IO 04.5000 10/25/2035	0.00%
GBP/USD 12/18/2019 BANKAM	0.00%
GBP/USD 12/18/2019 HSBCB	0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.5898 07/10/2039	0.00%
JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051	0.00%
MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049	0.00%
NOK/USD 12/18/2019 HSBCB	0.00%
OPTN FN30 3.0 10/03/19 PUT 100.1171875 JPMC	0.00%
OPTN FN30 3.0 10/03/19 PUT 100.3046875 JPMC	0.00%
OPTN FN30 3.0 10/03/19 PUT 100.4921875 JPMC	0.00%
OPTN FN30 3.0 10/03/19 PUT 99.0546875 JPMC	0.00%
OPTN FN30 3.0 10/03/19 PUT 99.2421875 JPMC	0.00%
OPTN FN30 3.0 10/03/19 PUT 99.4296875 JPMC	0.00%
OPTN FN30 3.0 10/03/19 PUT 99.5859375 JPMC	0.00%
OPTN FN30 3.0 10/03/19 PUT 99.7734375 JPMC	0.00%
OPTN FN30 3.0 10/03/19 PUT 99.9609375 JPMC	0.00%
OPTN FN30 3.5 10/03/19 CALL 102.9375 JPMC	0.00%
SEK/USD 12/18/2019 JPMCB	0.00%
SEK/USD 12/18/2019 SSBT	0.00%
STRIP 2003-1A N P/P 144A 05.0000 03/24/2020	0.00%
SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB	0.00%
SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS	0.00%
SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS	0.00%
SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP	0.00%
SWPTN 1YX2Y P 3.095 USD 11/19/2019 JP	0.00%
SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS	0.00%
SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS	0.00%
SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP	0.00%
SWPTN 4MX10Y P 2.265 USD 10/03/2019 MS	0.00%
SWPTN 4MX10Y P 2.401 USD 09/30/2019 BA	0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020	0.00%
WBCMT 2007-C34 IO IO 00.0966 05/15/2046	0.00%
CHF/USD 12/18/2019 JPMCB	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CZK/USD 12/18/2019 BANKAM	-0.00%
GBP/USD 12/18/2019 SSBT	-0.00%
NOK/USD 12/18/2019 SSBT	-0.00%
SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB	-0.00%
SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP	-0.00%
SWPTN 6MX10Y P 0.498 EUR 01/16/2020 UB	-0.00%
-0.765 R ISWP CHL6M P 09/13/2024	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
EUR/USD 12/18/2019 CSI-FX	-0.00%
NOK/USD 12/18/2019 BANKAM	-0.00%
OPTN FN30 4.0 11/06/19 CALL 104.09375 JPMC	-0.00%
SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB	-0.00%
1.735 R ISWP NOKOIB6M P 07/01/2024	-0.00%
AUD/USD 10/16/2019 JPMCB	-0.00%
CAD/USD 10/16/2019 BANKAM	-0.00%
CAD/USD 10/16/2019 SSBT	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
EUR/USD 12/18/2019 BANKAM	-0.00%
IDR/USD 11/20/2019 HSBCB	-0.00%
NOK/USD 12/18/2019 GSFX	-0.00%
OPTN FN30 4.0 11/06/19 CALL 104.1875 JPMC	-0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS	-0.00%
INR/USD 11/20/2019 GSFX	-0.00%
BRL/USD 02/04/2020 BANKAM	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.00%
MXN/USD 10/16/2019 BANKAM	-0.00%
OPTN FN30 3.5 10/03/19 PUT 102.9375 JPMC	-0.00%
SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS	-0.00%
CAD/USD 10/16/2019 CITI	-0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
OPTN FN30 4.0 11/06/19 CALL 104.0 JPMC	-0.01%
CAD/USD 10/16/2019 RBSF	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.01%
OPTN FN30 3.0 11/06/19 PUT 100.2421875 JPMC	-0.01%
1.53 R ISWP US0003M P 10/01/2024	-0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
-0.8475 R ISWP CHL6M P 08/09/2024	-0.01%
1.733 R ISWP FWD US0003M P 02/07/2024	-0.01%
2.3075 R ISWP FWD US0003M P 06/22/2052	-0.01%
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
JPY/USD 11/20/2019 BCAP-FX	-0.01%
0.207 R ISWP FWD EUR006M P 06/06/2054	-0.01%
1.638 R ISWP FWD CDOR03 P 09/18/2024	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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%
SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI	-0.01%
SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS	-0.01%
1.63 R ISWP FWD CDOR03 P 09/18/2024	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG	-0.01%
INR/USD 11/20/2019 RBSF	-0.01%
NZD/USD 10/16/2019 HSBCB	-0.01%
SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS	-0.01%
SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS	-0.01%
0.05 R ISWP FWD SES3M P 12/18/2024	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
OPTN FN30 3.0 11/06/19 PUT 100.7421875 JPMC	-0.01%
1.85 R ISWP FWD CDOR03 P 12/18/2029	-0.01%
1.9665 R ISWP FWD US0003M P 07/06/2030	-0.01%
AUD/USD 10/16/2019 UBS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS	-0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.01%
TWD/USD 11/20/2019 GSFX	-0.01%
TWD/USD 11/20/2019 RBSF	-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 CG	-0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS	-0.01%
0.7495 R ISWP FWD JPL6M P 08/29/2043	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA	-0.02%
JPY/USD 11/20/2019 SSBT	-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%
AUD/USD 10/16/2019 BANKAM	-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%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS	-0.02%
UKRPI P 3.3875 R 03/15/28	-0.02%
2.528 R ISWP FWD US0003M P 02/02/2024	-0.02%
JPY/USD 11/20/2019 CITI	-0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.02%
AUD/JPY PUT 66.00 20200214 CITI	-0.02%
AUD/JPY PUT 66.00 20200214 GSFX	-0.02%
1.9185 R ISWP FWD US0003M P 08/08/2052	-0.02%
OPTN FN30 3.0 10/03/19 PUT 101.71875 JPMC	-0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS	-0.02%
SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC	-0.02%
SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS	-0.02%
CPURNSA R 2.05 P 12/06/22	-0.02%
JPY/USD 11/20/2019 RBSF	-0.02%
SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS	-0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP	-0.02%
CPURNSA R 2.068 P 12/21/22	-0.02%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.02%
SWPTN 3MX5Y P 1.482 USD 12/05/2019 BC	-0.02%
SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP	-0.02%
IOS.FN30.350.12 P USL1M R 01/12/43 JP	-0.03%
0.80 R ISWP FWD EUR006M P 02/21/2050	-0.03%
IOS.FN30.400.10 P USL1M R 01/12/41 BC	-0.03%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI	-0.03%
0.49 R ISWP FWD EUR006M P 08/08/2054	-0.03%
SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS	-0.03%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP	-0.03%
SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA	-0.03%
1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024	-0.03%
1.61 R ISWP CDOR03 P 08/15/2021	-0.03%
1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021	-0.03%
1.58 R ISWP FWD US0003M P 12/18/2021	-0.03%
1.655 R ISWP US0003M P 09/24/2029	-0.03%
AUD/USD 10/16/2019 RBSF	-0.03%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS	-0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS	-0.03%
AUD/USD 10/16/2019 WPAC	-0.04%
UKRPI P 3.34 R 02/15/28	-0.04%
SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP	-0.04%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.04%
SWPTN 2YX5Y R 1.3 USD 08/27/2021 UB	-0.04%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS	-0.04%
2.25 R ISWP FWD US0003M P 07/05/2052	-0.04%
IOS.FN30.500.10 P USL1M R 01/12/41 CS	-0.04%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP	-0.04%
IOS.FN30.350.12 P USL1M R 01/12/43 GS	-0.05%
UKRPI P 3.4025 R 03/15/28	-0.05%
IOS.FN30.500.10 P USL1M R 01/12/41 CS	-0.05%
SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB	-0.05%
0.9035 R ISWP FWD EUR006M P 02/19/2050	-0.05%
1.65 R ISWP FWD US0003M P 12/18/2049	-0.05%
IOS.FN30.350.12 P USL1M R 01/12/43 BC	-0.05%
SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS	-0.05%
SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA	-0.05%
IOS.FN30.300.13 P USL1M R 01/12/44 GS	-0.05%
2.647 R ISWP FWD US0003M P 03/16/2030	-0.05%
SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB	-0.06%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG	-0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML	-0.06%
1.054 R ISWP FWD EUR006M P 06/07/2054	-0.06%
1.525 R ISWP FWD US0003M P 12/18/2029	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 BC	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 GS	-0.06%
IOS.FN30.500.10 P USL1M R 01/12/41 JP	-0.06%
SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS	-0.06%
SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI	-0.06%
2.6785 R ISWP US0003M P 02/13/2029	-0.06%
SWPTN 2YX5Y P 1.3 USD 08/27/2021 UB	-0.06%
1.484 R ISWP FWD EUR006M P 11/29/2058	-0.06%
SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS	-0.06%
SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS	-0.06%
IOS.FN30.400.10 P USL1M R 01/12/41 CS	-0.07%
SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS	-0.07%
2.0625 R ISWP FWD US0003M P 06/22/2030	-0.07%
2.184 R ISWP FWD US0003M P 12/07/2030	-0.07%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.08%
CPTFEMU R 1.4375 P 09/15/23	-0.08%
1.2115 R ISWP FWD EUR006M P 03/12/2050	-0.08%
1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029	-0.08%
CPTFEMU R 1.4413 P 09/15/23	-0.08%
CPTFEMU R 1.4425 P 09/15/23	-0.08%
CPTFEMU R 1.4438 P 09/15/23	-0.08%
UKRPI R 3.4425 P 07/15/49	-0.08%
UKRPI P 3.34 R 03/15/28	-0.08%
1.267 R ISWP FWD EUR006M P 03/11/2050	-0.09%
1.051 R ISWP FWD EUR006M P 02/19/2050	-0.09%
1.113 R ISWP FWD EUR006M P 03/26/2050	-0.09%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.09%
2.67 R ISWP FWD US0003M P 03/28/2052	-0.09%
CPTFEMU R 1.4275 P 08/15/27	-0.10%
SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS	-0.10%
SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS	-0.10%
1.30 R ISWP FWD US0003M P 12/18/2026	-0.10%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.11%
2.793 R ISWP FWD US0003M P 11/29/2053	-0.12%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG	-0.13%
MBX.FN30.600.08 P USL1M R 01/12/39 BC	-0.14%
2.2685 R ISWP FWD US0003M P 07/22/2052	-0.15%
CPTFEMU R 1.4 P 07/15/27	-0.15%
1.70 R ISWP FWD US0003M P 12/18/2029	-0.15%
IOS.GII30.500.10 P USL1M R 01/12/41 JP	-0.15%
MBX.FN30.650.67 P USL1M R 01/12/38 GS	-0.15%
SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS	-0.15%
SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS	-0.15%
IOS.FN30.400.10 P USL1M R 01/12/41 GS	-0.16%
MBX.FN30.650.67 P USL1M R 01/12/38 CS	-0.16%
MBX.FN30.650.67 P USL1M R 01/12/38 DE	-0.16%
SWPTN 3MX5Y P 1.475 USD 12/05/2019 CI	-0.16%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP	-0.17%
SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP	-0.21%
SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP	-0.24%
CDX CDX.NA.HY.33 500.0 12/20/2024	-0.25%
IOS.FN30.350.13 P US0001M R 01/12/44 JP	-0.25%
SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS	-0.27%
1.104 R ISWP FWD EUR006M P 03/21/2029	-0.27%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS	-0.30%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP	-0.32%
SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS	-0.32%
SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS	-0.32%
SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS	-0.32%
IOS.FN30.400.11 P USL1M R 01/12/42 JP	-0.43%
3.065 R ISWP FWD US0003M P 01/03/2029	-0.60%
SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP	-0.65%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP	-1.09%
FNMA FN30 TBA UMBS 04.5000 10/01/2049	-1.54%
MBX.FN30.650.67 P USL1M R 01/12/38 BC	-2.34%
EURO-SCHATZ FUT DEC19 DUZ9	-2.56%
US 5YR NOTE (CBT) DEC19 FVZ9	-4.11%
EURO-BUND FUTURE DEC19 RXZ9	-6.65%
90DAY EURO$ FUTR MAR21 EDH1	-23.48%

Sector Weightings as of 12/31/19

	Cash Investment		Non-Cash Investment		Total Portfolio
	Weight	Spread Duration	Weight	Spread Duration	Weight	Spread Duration
Agency pass-through	1.05%	0.03	47.97%	2.01	49.02%	2.04
Commercial MBS	8.24%	0.28	13.62%	0.25	21.86%	0.53
Net cash	21.59%	0.00	0.00%	0.00	21.59%	0.00
Agency CMO	17.78%	0.64	0.49%	0.02	18.27%	0.66
High-yield corporate bonds	15.39%	0.44	0.00%	0.00	15.39%	0.44
Residential MBS (non-agency)	11.13%	0.46	0.00%	0.00	11.13%	0.46
Emerging-market bonds	10.29%	0.64	0.00%	0.00	10.29%	0.64
Convertible securities	3.77%	0.07	0.00%	0.00	3.77%	0.07
International Treasury/agency	3.67%	0.22	0.00%	-0.04	3.67%	0.18
Investment-grade corporate bonds	3.09%	0.15	0.00%	0.00	3.09%	0.15
Bank loans	2.01%	0.08	0.00%	0.00	2.01%	0.08
Asset-backed securities (ABS)	1.82%	0.07	0.00%	0.00	1.82%	0.07
Equity investments	0.17%	0.00	0.00%	0.00	0.17%	0.00
Interest rate swaps	0.00%	0.00	0.00%	-3.05	0.00%	-3.05
U.S. Treasury/agency	0.00%	0.00	0.00%	0.01	0.00%	0.01

Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.

Portfolio allocations will vary over time. The unclassified sector (where applicable) includes exchange traded funds and other securities not able to be classified by sector.

Maturity detail includes only cash bonds and cash equivalents.

Country Allocation as of 12/31/19

United States	84.08%
Greece	3.67%
Brazil	2.01%
Mexico	1.46%
Indonesia	1.21%
Argentina	1.07%
Dominican Republic	1.00%
Ivory Coast	0.99%
Canada	0.64%
Other	3.87%

United Kingdom	0.58%
Egypt	0.56%
Senegal	0.48%
Angola	0.42%
Ecuador	0.29%
Russia	0.27%
Bermuda	0.25%
Norway	0.25%
Ireland	0.23%
Luxembourg	0.22%
Israel	0.17%
Venezuela	0.16%
South Africa	0.14%
El Salvador	0.13%
Cayman Islands	0.12%
Italy	0.10%
Netherlands	0.08%
Switzerland	0.08%
New Zealand	0.06%
France	0.05%
Sweden	-0.03%
Australia	-0.04%
Japan	-0.06%
Czech Republic	-0.15%
European Community	-0.49%

Expenses

Sales Charges/Fees

Breakpoint	Sales Charge	Dealer Allowance	CDSC Liab
$0 - $0	0.00%	0.00%	N

Maturity detail includes only cash bonds and cash equivalents.

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%

Putnam Allstate Advisor Plus

Putnam Diversified Income Subaccount

Fund description

Sales story

Management team

Daily pricing as of 01/24/20

Lipper ranking ‡ as of 12/31/19

Category: General Bond Funds

Quick facts as of 12/31/19

Performance

Performance as of 12/31/19

Annual Performance at NAV

Restated performance

Monthly as of 12/31/19

YTD as of 01/24/20

With optional enhanced death benefit

Monthly as of 12/31/19

YTD as of 01/24/20

Risk Characteristics as of 12/31/19

Maturity Details

Quality Ratings

Holdings

Top 10 holdings as of 12/31/19

Sector Weightings as of 12/31/19

Country Allocation as of 12/31/19

Expenses

Sales Charges/Fees

CDSC