Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Income
Diversified Income Trust (Class Y) (PDVYX)
Offering a diversified portfolio of income opportunities since 1988
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Highlights
Objective
The fund seeks as high a level of current income as Putnam management believes is consistent with preservation of capital.
Strategy and process
- Broad diversification: The fund seeks multiple sources of return outside the constraints of its benchmark, investing across traditional and alternative bond markets.
- Flexible risk allocations: The fund takes a unique approach to asset allocation, dynamically establishing diversified risk exposures rather than sector exposures.
- Active duration management: As the fund's duration is independent of any index, the fund employs strategies that seek to reduce interest-rate risk.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$6.74
0.00% | $0.00 |
$6.89
02/16/21 |
$5.99
04/21/20 |
Fund facts as of 03/31/21
Total net assets
$2,858.64M
$2,858.64M
Turnover (fiscal year end)
1,110%
1,110%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1998
1998
Fiscal year-end
September
September
CUSIP / Fund code
746704501 / 1822
746704501 / 1822
Inception date
07/01/96
07/01/96
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PDVYX
PDVYX
Management team
Co-Chief Investment Officer, Fixed Income
Co-Chief Investment Officer, Fixed Income
Head of Macro and Sovereign Credit
Head of Portfolio Construction
Portfolio Manager
Co-Head of Structured Credit
Co-Head of Corporate and Tax-exempt Credit
Manager commentary | February 2021
Michael Salm describes the fund's "go anywhere" approach to pursuing fixed income opportunities, and how to benefit from a reopening economy.
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Quarterly commentary (PDF) |
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Consistency of positive performance over five years
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
16.24%
Best 5-year annualized return
(for period ending 12/31/13)
-4.32%
Worst 5-year annualized return
(for period ending 12/31/08)
5.94%
Average 5-year annualized return
Total return (%) as of 03/31/21
Annual performance as of 03/31/21
Annualized Total return (%) as of 03/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 16.72% | 3.15% | 5.73% | 3.52% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 0.12% | 1.55% | 1.21% | 0.66% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 03/31/21 | -1.31% | - | |
| YTD as of 04/09/21 | 0.60% | - | |
Yield
| Distribution rate before sales charge as of 04/09/21 |
3.56% |
|---|---|
| Distribution rate after sales charge as of 04/09/21 |
3.56% |
| 30-day SEC yield as of 03/31/21 | 3.81% |
Volatility as of 02/28/21
| Standard deviation (3 yrs.) | 8.84% |
|---|
Fixed income statistics as of 02/28/21
| Average effective duration | -0.03 yrs. |
|---|
Lipper rankings as of 02/28/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 70/125 | 56% |
| 3 yrs. | 49/113 | 43% |
| 5 yrs. | 17/105 | 17% |
| 10 yrs. | 4/30 | 13% |
Morningstar Ratings™ as of 02/28/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 270 | |
| 3 yrs. | 270 | |
| 5 yrs. | 246 | |
| 10 yrs. | 98 |
Distributions
| Record/Ex dividend date | 03/18/21 |
|---|---|
| Payable date | 03/22/21 |
| Income | $0.02 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | 14.20% |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 03/01/2051 | 13.50% |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2051 | 5.05% |
| Gnma Gii30 Tba 04.0000 03/01/2051 | 2.31% |
| Republic Of Senegal Regs 06.7500 03/13/2048 | 1.12% |
| Fnma Fn30 Tba Umbs 05.5000 03/01/2051 | 0.88% |
| Ivory Coast Regs 06.1250 06/15/2033 | 0.88% |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | 0.84% |
| Cas 2017-C02 2b1 05.6176 09/25/2029 | 0.67% |
| Cas 2016-C02 1b 12.3676 09/25/2028 | 0.57% |
| Top 10 holdings, percent of portfolio | 40.02% |
| Top 10 holdings as of 02/28/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2051 | |
| Gnma Gii30 Tba 04.0000 03/01/2051 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Fnma Fn30 Tba Umbs 05.5000 03/01/2051 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Cas 2017-C02 2b1 05.6176 09/25/2029 | |
| Cas 2016-C02 1b 12.3676 09/25/2028 | |
| Holdings represent 40.02% of portfolio | |
| Top 10 holdings as of 01/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | |
| Gnma Gii30 Tba 04.0000 02/01/2051 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Fnma Fn30 Tba Umbs 05.5000 02/01/2051 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Holdings represent 47.23% of portfolio | |
| Top 10 holdings as of 12/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 01.5000 01/01/2051 | |
| Gnma Gii30 Tba 04.0000 01/01/2051 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Fnma Fn30 Tba Umbs 05.5000 01/01/2051 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Holdings represent 46.78% of portfolio | |
| Top 10 holdings as of 11/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 12/01/2050 | |
| Gnma Gii30 Tba 04.0000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 12/01/2050 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Holdings represent 52.63% of portfolio | |
| FNMA FN30 TBA UMBS 03.5000 03/01/2051 | 14.20% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 03/01/2051 | 13.50% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2051 | 5.05% |
| GNMA GII30 TBA 04.0000 03/01/2051 | 2.31% |
| REPO TRIPA MORTG 0.02 03/01/2021 | 1.89% |
| TREASURY BILL 00.0000 04/08/2021 | 1.84% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.56% |
| TREASURY BILL 00.0000 05/13/2021 | 1.46% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 1.14% |
| TREASURY BILL 00.0000 04/15/2021 | 1.12% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 1.08% |
| TREASURY BILL 00.0000 06/03/2021 | 1.01% |
| FNMA FN30 TBA UMBS 05.5000 03/01/2051 | 0.88% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.87% |
| ETP LEGACY LP 29277EQ15 DCP 03/01/2021 | 0.86% |
| GENERAL MOTORS FINANCIAL CO I 37046TQ15 DCP 03/01/2021 | 0.86% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.83% |
| SWPTN 3MX10Y P 0.9673 USD 03/22/2021 JP | 0.80% |
| ROMULUS FUNDING CORP 77619EQ11 DCP 03/01/2021 | 0.75% |
| CASH MGMT BILL 00.0000 06/01/2021 | 0.70% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.67% |
| CAS 2017-C02 2B1 05.6176 09/25/2029 | 0.67% |
| SWPTN 3MX10Y P 1.167 USD 04/13/2021 JP | 0.61% |
| TREASURY BILL 00.0000 03/18/2021 | 0.59% |
| CAS 2016-C02 1B 12.3676 09/25/2028 | 0.57% |
| TREASURY BILL 00.0000 03/25/2021 | 0.57% |
| FNMA FN30 TBA UMBS 04.5000 03/01/2051 | 0.56% |
| CAS 2015-C04 1M2 05.8176 04/25/2028 | 0.55% |
| SWPTN 3MX10Y P 0.964 USD 03/18/2021 JP | 0.54% |
| 0.968 R ISWP FWD US0003M P 04/08/2031 | 0.53% |
| CASH MGMT BILL 00.0000 05/25/2021 | 0.51% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.51% |
| REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.50% |
| 0.418 R ISWP US0003M P 01/15/2026 | 0.49% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.48% |
| CFCRE 2011-C2 E P/P 144A 05.7395 12/15/2047 | 0.47% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.47% |
| CWALT 2005-59 1A1 00.7711 11/20/2035 | 0.46% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.45% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.45% |
| PROVINCIA DE CORDOBA REGS 03.0000 06/01/2027 | 0.45% |
| OMIR 2018-1A M2 02.9676 07/25/2028 | 0.43% |
| STACR 2015-DNA3 B 09.4676 04/25/2028 | 0.42% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.42% |
| STACR 2015-DNA2 B 07.6676 12/25/2027 | 0.42% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.40% |
| FIDELITY NATIONAL INFORMATION 31621YQ51 DCP 03/05/2021 | 0.38% |
| WFRBS 2012-C10 D P/P 144A 04.4268 12/15/2045 | 0.37% |
| FHR 5051 BI IO 03.0000 11/25/2050 | 0.37% |
| SWPTN 3MX5Y P 0.615 USD 04/13/2021 BC | 0.36% |
| WFRBS 2013-C15 D P/P 144A 04.4912 08/15/2046 | 0.35% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.35% |
| FIDELITY NATIONAL INFORMATION 31621YQB8 DCP 03/11/2021 | 0.34% |
| MANHATTAN ASSET FUNDING CO LL 56274LQ80 DCP 03/08/2021 | 0.34% |
| NASDAQ INC 63111ER88 DCP 04/08/2021 | 0.34% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.34% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.34% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.34% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.34% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.33% |
| INTERCONTINENTAL EXCHANGE INC 45856WTN9 DCP 06/22/2021 | 0.32% |
| TREASURY BILL 00.0000 05/06/2021 | 0.32% |
| GNR 2018-H03 XI IO 00.9878 02/20/2068 | 0.32% |
| HVMLT 2005-2 1A 00.6310 05/19/2035 | 0.32% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.32% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.32% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.32% |
| SAMI 2006-AR7 A1A 00.3276 08/25/2036 | 0.32% |
| CAS 2016-C03 1B 11.8676 10/25/2028 | 0.32% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.32% |
| CWALT 2006-OA10 4A1 00.4976 08/25/2046 | 0.31% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.30% |
| GNR 2018-H02 EI IO 00.7362 01/20/2068 | 0.29% |
| GNR 2016-H23 NI IO 02.3532 10/20/2066 | 0.29% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.29% |
| FNR 2018-38 SA IO 06.0824 06/25/2048 | 0.29% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.29% |
| CMLTI 2007-AMC3 A2D 00.4676 03/25/2037 | 0.28% |
| GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.28% |
| CAS 2019-HRP1 B1 09.3800 11/25/2039 | 0.28% |
| FNR 2016-96 ST IO 05.9824 12/25/2046 | 0.28% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.28% |
| GNR 2018-H05 BI IO 01.3662 02/20/2068 | 0.28% |
| GNR 2020-7 SK IO 05.9389 01/20/2050 | 0.28% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.28% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.28% |
| SUNCOR ENERGY INC 86723AQG0 DCP 03/16/2021 | 0.27% |
| TURKEY GOVERNMENT BOND TRY 10.6000 02/11/2026 | 0.27% |
| JPMBB 2014-C25 D P/P 144A 03.9485 11/15/2047 | 0.27% |
| GNR 2018-164 AS IO 05.9889 12/20/2048 | 0.27% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.27% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.26% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.26% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.26% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.26% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.26% |
| ENTERGY CORP 29366EQ17 DCP 03/01/2021 | 0.26% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.26% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.25% |
| GNR 2018-H02 HI IO 00.7096 01/20/2068 | 0.25% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.24% |
| CWALT 2006-OA7 1A2 01.3184 06/25/2046 | 0.24% |
| WFCM 2013-LC12 D P/P 144A 04.2741 07/15/2046 | 0.24% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.24% |
| STACR 2015-HQA2 B 10.6176 05/25/2028 | 0.24% |
| SHERWIN-WILLIAMS CO/THE 82434TQW3 DCP 03/30/2021 | 0.24% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.23% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.23% |
| JPMBB 2014-C18 D P/P 144A 04.7942 02/15/2047 | 0.23% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.23% |
| GNR 2018-H05 AI IO 00.9675 02/20/2068 | 0.23% |
| CAS 2016-C01 1B 11.8676 08/25/2028 | 0.22% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.22% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.22% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.22% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.22% |
| -0.30 R ISWP FWD EUR006M P 03/17/2031 | 0.21% |
| GNR 2013-9 S IO 06.6389 01/20/2043 | 0.21% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.21% |
| GNR 2017-H10 MI IO 02.0754 04/20/2067 | 0.21% |
| FHR 4265 SD IO 05.9878 01/15/2035 | 0.21% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.21% |
| HUMANA INC 44486HRF2 DCP 04/15/2021 | 0.20% |
| INTERCONTINENTAL EXCHANGE INC 45856WTM1 DCP 06/21/2021 | 0.20% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.20% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.20% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.20% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.20% |
| BCAP 2011-RR3 3A6 02.6445 11/27/2036 | 0.20% |
| GNR 2015-H12 AI IO 01.8589 05/20/2065 | 0.20% |
| VERTIV TLB L+300 03.1185 03/02/2027 | 0.20% |
| REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.19% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.19% |
| GNR 2015-H15 BI IO 02.5865 06/20/2065 | 0.19% |
| CPTFEMU R 0.961 P 05/15/40 | 0.19% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.19% |
| FNMA FN30 TBA UMBS 05.0000 03/01/2051 | 0.19% |
| CPTFEMU R 0.655 P 05/15/30 | 0.19% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.19% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.19% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.18% |
| FNR 2016-62 GS IO 05.9824 09/25/2046 | 0.18% |
| GNR 2018-105 SG IO 06.1389 08/20/2048 | 0.18% |
| CAS 2017-C03 1B1 04.9676 10/25/2029 | 0.18% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.18% |
| PLAINS MIDSTREAM CANADA ULC 72651VQ13 DCP 03/01/2021 | 0.18% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.18% |
| GNR 2019-6 SM IO 05.9389 01/20/2049 | 0.18% |
| CARMX 2020-2 D 06.8700 05/17/2027 | 0.18% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.18% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.18% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.18% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.17% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.17% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.17% |
| AMERICAN HONDA FINANCE CORP 02665JQ52 DCP 03/05/2021 | 0.17% |
| SHELL INTERNATIONAL FINANCE B 8225X2TB0 DCP 06/11/2021 | 0.17% |
| NAVISTAR INTL TLB L+350 03.6200 11/06/2024 | 0.17% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.17% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.17% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.17% |
| GNR 2017-H06 BI IO 01.7474 02/20/2067 | 0.17% |
| GNR 2018-H04 IO IO 00.9963 02/20/2068 | 0.17% |
| GSR 2007-OA1 2A3A 00.4276 05/25/2037 | 0.17% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.17% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.16% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.16% |
| GNR 2017-160 S IO 06.0889 10/20/2043 | 0.16% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.16% |
| DBALT 2006-AR4 A2 00.4976 12/25/2036 | 0.16% |
| AHM 2007-1 GA1C 00.3076 05/25/2047 | 0.16% |
| FNR 2019-34 SL IO 05.9324 07/25/2049 | 0.16% |
| GNR 2018-H01 XI IO 02.3060 01/20/2068 | 0.16% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.16% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.16% |
| GNR 2017-H18 FI IO 02.3202 09/20/2067 | 0.16% |
| GNR 2018-104 SD IO 06.0889 08/20/2048 | 0.16% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.16% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.16% |
| FNR 2019-47 SA IO 05.9324 08/25/2049 | 0.16% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.16% |
| CSAIL 2015-C1 D P/P 144A 03.7638 04/15/2050 | 0.16% |
| GNR 2018-H15 EI IO 01.7211 08/20/2068 | 0.16% |
| CWALT 2006-OA10 3A1 00.4976 08/25/2046 | 0.15% |
| GNR 2017-H08 NI IO 02.0570 03/20/2067 | 0.15% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.15% |
| GNR 2015-H03 CI IO 01.7147 01/20/2065 | 0.15% |
| HCA INC. 05.3750 09/01/2026 | 0.15% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.15% |
| 0.70 R ISWP FWD SOFRRATE P 03/17/2031 | 0.15% |
| CAS 2017-C01 1B1 05.8676 07/25/2029 | 0.15% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.15% |
| GNR 2015-H23 BI IO 01.7518 09/20/2065 | 0.15% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.15% |
| BSMF 2006-AR2 2A1 00.3476 09/25/2046 | 0.15% |
| GNR 2013-152 SJ IO 06.0389 05/20/2041 | 0.15% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.15% |
| UKRPI P 3.665 R 12/15/28 | 0.15% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.14% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.14% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.14% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.14% |
| WFRBS 2012-C9 E P/P 144A 04.8138 11/15/2045 | 0.14% |
| GNR 2015-H08 CI IO 01.7950 03/20/2065 | 0.14% |
| GNR 2017-H03 HI IO 01.5727 01/20/2067 | 0.14% |
| GNR 2017-H16 JI IO 02.5289 08/20/2067 | 0.14% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.14% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.14% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.14% |
| GNR 2016-77 SC IO 05.9889 10/20/2045 | 0.14% |
| GNR 2018-100 S IO 06.0889 07/20/2048 | 0.14% |
| ARAB REP OF EGYPT P/P 144A 05.8750 02/16/2031 | 0.14% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.14% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.14% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.14% |
| GNR 2017-H12 QI IO 02.5620 05/20/2067 | 0.14% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.14% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.14% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.14% |
| INTERCONTINENTAL EXCHANGE INC 45856WSB6 DCP 05/11/2021 | 0.14% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.14% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.14% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.14% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.14% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.14% |
| GNR 2017-H20 HI IO 02.1829 10/20/2067 | 0.13% |
| STACR 2020-HQA3 B2 10.1176 07/25/2050 | 0.13% |
| GNR 2017-H16 IO 02.4928 08/20/2067 | 0.13% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.13% |
| COMM 2014-UBS3 D P/P 144A 04.7682 06/10/2047 | 0.13% |
| GNR 2018-91 SH IO 06.1389 07/20/2048 | 0.13% |
| GNR 2016-H22 AI IO 02.3083 10/20/2066 | 0.13% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.13% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.13% |
| GNR 2015-H15 AI IO 01.8066 06/20/2065 | 0.13% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.13% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.13% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.13% |
| HUMANA INC 44486HQC0 DCP 03/12/2021 | 0.13% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.13% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.12% |
| GNR 2017-H06 MI IO 01.3055 02/20/2067 | 0.12% |
| GSAA 2006-8 2A2 00.4776 05/25/2036 | 0.12% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.12% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.12% |
| MSC 2012-C4 E P/P 144A 05.4184 03/15/2045 | 0.12% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.12% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.12% |
| CAS 2016-C06 1B 09.3676 04/25/2029 | 0.12% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.12% |
| CAS 2017-C06 2M2 02.9176 02/25/2030 | 0.12% |
| COMM 2012-CR3 E P/P 144A 04.7501 10/15/2045 | 0.12% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.12% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.12% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.12% |
| GNR 2016-H12 AI IO 01.6533 07/20/2065 | 0.12% |
| FNR 2018-44 SA IO 06.0824 06/25/2048 | 0.12% |
| MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.12% |
| STACR 2018-HQA2 B2 11.1176 10/25/2048 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| GNR 2014-4 SG IO 05.9889 01/20/2044 | 0.12% |
| GNR 2015-H20 BI IO 02.0886 08/20/2065 | 0.12% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.11% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.11% |
| GNR 2017-H11 TI IO 02.6218 04/20/2067 | 0.11% |
| STACR 2019-DNA2 B2 10.6176 03/25/2049 | 0.11% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.11% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.11% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.11% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.11% |
| STACR 2017-DNA1 B1 05.0676 07/25/2029 | 0.11% |
| STACR 2018-DNA3 B2 07.8676 09/25/2048 | 0.11% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.11% |
| GNR 2016-H04 HI IO 02.3843 07/20/2065 | 0.11% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.11% |
| JPMBB 2014-C18 E P/P 144A 04.2942 02/15/2047 | 0.11% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.11% |
| STACR 2016-HQA3 M3 03.9676 03/25/2029 | 0.11% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.11% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.11% |
| ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.11% |
| CPTFEMU P 1.71 R 07/15/37 | 0.11% |
| GNR 2016-H16 EI IO 02.4883 06/20/2066 | 0.11% |
| GNR 2017-H03 EI IO 02.4528 01/20/2067 | 0.11% |
| GNR 2018-67 SC IO 06.0889 05/20/2048 | 0.11% |
| GNR 2017-H09 IO IO 02.1896 04/20/2067 | 0.11% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.11% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.11% |
| CAS 2017-C06 2B1 04.5676 02/25/2030 | 0.11% |
| CWALT 2006-OA10 1A1 01.3384 08/25/2046 | 0.11% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.11% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.11% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.11% |
| GNR 2017-H05 CI IO 02.5970 02/20/2067 | 0.11% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.10% |
| GNR 2016-H08 AI IO 02.5052 08/20/2065 | 0.10% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.10% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.10% |
| FHR 4731 QS IO 06.0878 11/15/2047 | 0.10% |
| FHR 4742 S IO 06.0878 12/15/2047 | 0.10% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.10% |
| MSBAM 2015-C23 D P/P 144A 04.1444 07/15/2050 | 0.10% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.10% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.10% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.10% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.10% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.10% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.10% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.10% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.10% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.10% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.10% |
| GNR 2015-H18 BI IO 02.3848 07/20/2065 | 0.10% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.10% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.10% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.10% |
| CENTENE CORP 04.6250 12/15/2029 | 0.10% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.10% |
| GNR 2019-125 SG IO 05.9389 10/20/2049 | 0.10% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.10% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.10% |
| GNR 2015-H10 BI IO 03.0213 04/20/2065 | 0.10% |
| GNR 2015-H23 DI IO 01.8547 09/20/2065 | 0.10% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.10% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.10% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.10% |
| COMM 2013-CR9 D P/P 144A 04.2425 07/10/2045 | 0.09% |
| GNR 2016-H18 IO IO 01.6515 08/20/2066 | 0.09% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.09% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.09% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.09% |
| GNR 2014-119 SA IO 05.4889 08/20/2044 | 0.09% |
| GNR 2014-H25 BI IO 01.6899 12/20/2064 | 0.09% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.09% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.09% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.09% |
| GNR 2016-H27 EI IO 01.9813 12/20/2066 | 0.09% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.09% |
| ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.09% |
| FNR 2011-101 SA IO 05.7824 10/25/2041 | 0.09% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.09% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.09% |
| SPRINT CORP 07.6250 03/01/2026 | 0.09% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.09% |
| 1.5945 R ISWP US0003M P 01/15/2051 | 0.09% |
| STACR 2016-HQA2 M3 05.2676 11/25/2028 | 0.09% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.09% |
| GNR 2017-H11 DI IO 01.9042 05/20/2067 | 0.09% |
| GNR 2018-H01 IO IO 02.3307 12/20/2067 | 0.09% |
| CWALT 2006-OA10 2A1 00.4976 08/25/2046 | 0.09% |
| STACR 2019-DNA1 B2 10.8676 01/25/2049 | 0.09% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.09% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.09% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.09% |
| GNR 2016-H14 IO IO 01.6840 06/20/2066 | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.09% |
| UKRPI P 3.385 R 11/15/24 | 0.09% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.09% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.09% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.09% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.08% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.08% |
| CCMFC 2006-4A A2 00.2976 11/25/2047 | 0.08% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% |
| JPALT 2007-A2 12A1 00.3176 06/25/2037 | 0.08% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.08% |
| BMIR 2017-1 B1 P/P 144A 04.8676 10/25/2027 | 0.08% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.08% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.08% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.08% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.08% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.08% |
| CWALT 2006-OA7 1A1 02.3227 06/25/2046 | 0.08% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.08% |
| 1.6355 R ISWP US0003M P 02/04/2051 | 0.08% |
| BACM 2005-1 C 05.6647 11/10/2042 | 0.08% |
| GNR 2015-H24 AI IO 02.1420 09/20/2065 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| MICROSTRATEGY P/P 144A CV 00.0000 02/15/2027 | 0.08% |
| STACR 2016-DNA1 B 10.1300 07/25/2028 | 0.08% |
| STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.08% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.08% |
| ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.08% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.08% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.08% |
| ORTHO-CLINICAL TLB L+325 03.3626 06/30/2025 | 0.08% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.08% |
| BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.08% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.08% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.08% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.08% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.08% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.08% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.08% |
| DOMINION ENERGY INC 2574P0RS5 DCP 04/26/2021 | 0.08% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.08% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.08% |
| GNR 2017-H06 DI IO 01.7842 02/20/2067 | 0.07% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.07% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.07% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.07% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.07% |
| CAS 2017-C03 1M2 03.1176 10/25/2029 | 0.07% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.07% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.07% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.07% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.07% |
| 0.30 R ISWP FWD SES3M P 03/17/2031 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| GNR 2016-H06 CI IO 01.6493 02/20/2066 | 0.07% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.07% |
| SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.07% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.07% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.07% |
| GNR 2016-H17 KI IO 02.5137 07/20/2066 | 0.07% |
| GNR 2017-H02 BI IO 02.4844 01/20/2067 | 0.07% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.07% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.07% |
| STACR 2017-DNA2 B1 05.2676 10/25/2029 | 0.07% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.07% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.07% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.07% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.07% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.07% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.07% |
| CAS 2016-C03 1M2 05.4176 10/25/2028 | 0.07% |
| DOCUSIGN INC P/P 144A CV 00.0000 01/15/2024 | 0.07% |
| ENVISION HEALTHCARE TL L+375 03.8645 10/10/2025 | 0.07% |
| GNR 2014-46 SA IO 05.9889 03/20/2044 | 0.07% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.07% |
| SPRINT CORP 07.8750 09/15/2023 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.07% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.07% |
| GNR 2016-H24 JI IO 02.1868 11/20/2066 | 0.07% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.07% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.07% |
| HMIR 2019-1 M2 P/P 144A 03.3676 05/25/2029 | 0.07% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.07% |
| STACR 2020-HQA2 M2 03.2176 03/25/2050 | 0.07% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.07% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.07% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.07% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.07% |
| SOLENIS 1STL L+400 04.2272 06/26/2025 | 0.07% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.07% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.07% |
| BWAY CORP TLB L+325 03.4425 04/03/2024 | 0.07% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.07% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.07% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.07% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.07% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.07% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.07% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.06% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.06% |
| BALTA 2005-7 21A1 02.9947 09/25/2035 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.06% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.06% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.06% |
| GNR 2015-H01 BI IO 01.5584 01/20/2065 | 0.06% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.06% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.06% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.06% |
| 1.621 R ISWP US0003M P 02/02/2051 | 0.06% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.06% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.06% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.06% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.06% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.06% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.06% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.06% |
| STACR 2019-DNA3 B2 08.2676 07/25/2049 | 0.06% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.06% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.06% |
| STACR 2018-HQA1 M2 02.4176 09/25/2030 | 0.06% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 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% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.06% |
| UKRPI P 3.34 R 03/15/28 | 0.06% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.06% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.06% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.06% |
| SWPTN 4WX5Y P 0.5996 USD 03/05/2021 GS | 0.06% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.06% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.06% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% |
| FHR 3919 SA IO 06.3878 09/15/2041 | 0.06% |
| SYNAPTICS INC CV 00.5000 06/15/2022 | 0.06% |
| VONAGE HLDGS CV 01.7500 06/01/2024 | 0.06% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.06% |
| BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.06% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.06% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.06% |
| L BRANDS INC. 06.8750 11/01/2035 | 0.06% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.06% |
| LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.06% |
| NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.06% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.06% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.06% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.06% |
| UKRPI P 3.4025 R 03/15/28 | 0.06% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.06% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.06% |
| MOTION BONDCO DAC REGS 04.5000 11/15/2027 | 0.06% |
| STACR 2017-DNA3 B1 04.5676 03/25/2030 | 0.06% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.06% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.06% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.06% |
| CAS 2017-C05 1B1 03.7176 01/25/2030 | 0.06% |
| CAS 2017-C07 1B1 04.1176 05/25/2030 | 0.06% |
| CAS 2018-C06 2B1 04.2176 03/25/2031 | 0.06% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.06% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.06% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.06% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.06% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.06% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.06% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.06% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% |
| CIRSA FINANCE INTER REGS 06.2500 12/20/2023 | 0.06% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.06% |
| GNR 2014-H06 BI IO 01.4604 02/20/2064 | 0.06% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.06% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.06% |
| ZILLOW GRP CV 01.3750 09/01/2026 | 0.06% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.05% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.05% |
| DATADOG INC P/P 144A CV 00.1250 06/15/2025 | 0.05% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.05% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.05% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.05% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.05% |
| GNR 2014-60 SE IO 05.9889 04/20/2044 | 0.05% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.05% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.05% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.05% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.05% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.05% |
| UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.05% |
| CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.05% |
| CAS 2020-SBT1 1B1 06.8676 02/25/2040 | 0.05% |
| COX MEDIA TL L+350 03.6145 12/17/2026 | 0.05% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| INTEGRA LIFE P/P CV 00.5000 08/15/2025 | 0.05% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.05% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.05% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.05% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.05% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.05% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.05% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.05% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.05% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.05% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.05% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.05% |
| SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.05% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.05% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.05% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.05% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.05% |
| FHS 311 S1 IO 05.8378 08/15/2043 | 0.05% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.05% |
| LIBERTY MEDIA | 0.05% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.05% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.05% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.05% |
| SWPTN 4WX10Y P 1.222 USD 03/11/2021 CI | 0.05% |
| SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.05% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.05% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.05% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.05% |
| PEGASYSTEMS P/P CV 00.7500 03/01/2025 | 0.05% |
| PG&E CORPORATION 05.0000 07/01/2028 | 0.05% |
| QVC INC 04.3750 09/01/2028 | 0.05% |
| STACR 2020-DNA3 B1 05.2176 06/25/2050 | 0.05% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.05% |
| BENTLEY SYSTE P/P 144A CV 00.1250 01/15/2026 | 0.05% |
| CLUBCORP TLB L+275 03.0039 09/18/2024 | 0.05% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.05% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.05% |
| FHS 326 S2 IO 05.8378 03/15/2044 | 0.05% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.05% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.05% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.05% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.05% |
| CPURNSA R 1.703 P 11/29/24 | 0.05% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.05% |
| FNR 2010-35 SG IO 06.2824 04/25/2040 | 0.05% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.05% |
| ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.05% |
| L BRANDS INC 07.5000 06/15/2029 | 0.05% |
| LOUISIANA-PACIFI P/P 144A 03.6250 03/15/2029 | 0.05% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.05% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.05% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.05% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.05% |
| CLEAR CHANNEL TLB L+350 03.7114 08/21/2026 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.05% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.05% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% |
| FHR 5011 SA IO 06.1324 09/25/2050 | 0.05% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.05% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.05% |
| ISTAR INC 04.7500 10/01/2024 | 0.05% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.05% |
| ZSCALER INC. P/P 144A CV 00.1250 07/01/2025 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.04% |
| EPICOR SOFTWARE TLB L+325 04.0000 07/30/2027 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.04% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.04% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.04% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.04% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.04% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.04% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.04% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.04% |
| GNR 2013-182 SY IO 05.9889 12/20/2043 | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.04% |
| PELOTON INTER P/P 144A CV 00.0000 02/15/2026 | 0.04% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.04% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.04% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.04% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.04% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| GNR 2014-58 SA IO 05.9889 04/20/2044 | 0.04% |
| GNR 2020-15 CS IO 05.9389 02/20/2050 | 0.04% |
| ISTAR INC 05.5000 02/15/2026 | 0.04% |
| STACR 2019-FTR3 B2 04.9300 09/25/2047 | 0.04% |
| STACR 2019-HQA2 B2 11.3676 04/25/2049 | 0.04% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.04% |
| UKRPI P 3.381 R 11/15/24 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.04% |
| CAS 2017-C07 2B1 04.5676 05/25/2030 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| GBP/USD 03/17/2021 RBSF | 0.04% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.04% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.04% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.04% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.04% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.04% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.04% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.04% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.04% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.04% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.04% |
| FHR 5004 SG IO 05.9824 08/25/2050 | 0.04% |
| GFL ENVIORNMENTAL TLB L+300 03.5000 05/31/2025 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% |
| JPY/USD 05/19/2021 SSBT | 0.04% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.04% |
| PINDUODUO INC USD 00.0000 12/01/2025 | 0.04% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% |
| SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.04% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.04% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.04% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.04% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% |
| CAS 2016-C04 1B 10.3676 01/25/2029 | 0.04% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.04% |
| CPURNSA R 1.7625 P 12/10/24 | 0.04% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.04% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.04% |
| UKRPI P 3.42 R 12/15/24 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.04% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.04% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.04% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.04% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.04% |
| CMLTI 2007-AMC3 A2B 00.2976 03/25/2037 | 0.04% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.04% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.04% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.04% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.04% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.04% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| ELANCO ANIMAL HLTH TLB L+175 01.8651 02/04/2027 | 0.04% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| UKRPI P 3.34 R 02/15/28 | 0.04% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.04% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.04% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.04% |
| CAS 2017-C07 2M2 02.6176 05/25/2030 | 0.04% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.04% |
| GNR 2010-20 SC IO 06.0389 02/20/2040 | 0.04% |
| OMIR 2017-1A M2 P/P 144A 04.1176 04/25/2027 | 0.04% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.04% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.04% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.04% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% |
| CFMT 2019-HB1 M5 P/P 144A 06.0000 12/25/2029 | 0.04% |
| DELIVERY HERO AG REGS 01.5000 01/15/2028 | 0.04% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.04% |
| FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| GNR 2019-78 SJ IO 05.9389 06/20/2049 | 0.04% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.04% |
| RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.04% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.04% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.04% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.04% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.03% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.03% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% |
| GNR 2013-129 SN IO 06.0389 09/20/2043 | 0.03% |
| GNR 2013-99 VS IO 05.9926 07/16/2043 | 0.03% |
| GNR 2020-63 PS IO 05.9889 04/20/2050 | 0.03% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.03% |
| SNAP INC CV 00.7500 08/01/2026 | 0.03% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.03% |
| 1.12792 R ISWP US0003M P 01/13/2031 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.03% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.03% |
| GNR 2019-99 KS IO 05.9389 08/20/2049 | 0.03% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.03% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.03% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.03% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% |
| APACHE CORP 05.1000 09/01/2040 | 0.03% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.03% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.03% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.03% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.03% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.03% |
| STRU BMOC-8710 SA IO 06.0389 07/20/2050 | 0.03% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.03% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.03% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.03% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.03% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.03% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.03% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.03% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.03% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.03% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.03% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| NEVRO CORP CV 01.7500 06/01/2021 | 0.03% |
| REVANCE THERA P/P CV 01.7500 02/15/2027 | 0.03% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.03% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% |
| TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.03% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.03% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| FHR 4969 IO IO 03.0000 04/25/2050 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| GARDA WORLD TLB L+475 04.9900 10/30/2026 | 0.03% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% |
| ZAYO GROUP HLDG INC L+300 03.1145 03/09/2027 | 0.03% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.03% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.03% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.03% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.03% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.03% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.03% |
| SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.03% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.03% |
| TOTAL SE REGS 00.5000 12/02/2022 | 0.03% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.03% |
| 1.204 R ISWP US0003M P 02/16/2031 | 0.03% |
| ASURION TLB7 L+300 03.1145 11/03/2024 | 0.03% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.03% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.03% |
| FHR 4945 SL IO 05.9324 01/25/2050 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.03% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.03% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.03% |
| CEMEX SAB DE CV P/P 144A 07.3750 06/05/2027 | 0.03% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.03% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.03% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.03% |
| EUR/USD 03/17/2021 SSBT | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.03% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.03% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.03% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.03% |
| STACR 2018-HQA2 B1 04.3676 10/25/2048 | 0.03% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.03% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.03% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CAS 2018-C04 2B1 04.6176 12/25/2030 | 0.03% |
| CAS 2018-C06 2M2 02.2176 03/25/2031 | 0.03% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.03% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.03% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.03% |
| FNR 2019-57 KS IO 05.9324 10/25/2049 | 0.03% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.03% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.03% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.03% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.03% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.02% |
| BMIR 2018-2A B1 P/P 144A 02.7676 08/25/2028 | 0.02% |
| CAS 2015-C01 2M2 04.6800 02/25/2025 | 0.02% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.02% |
| CENTENE CORP 03.0000 10/15/2030 | 0.02% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.02% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.02% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% |
| GATES GLOBAL 1L TL L+275 03.5000 03/31/2027 | 0.02% |
| GBP/USD 03/17/2021 MSCIL | 0.02% |
| HUB INTERNATIONAL TLB L+325 04.0000 04/25/2025 | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% |
| WELBILT TLB L+250 02.6145 10/23/2025 | 0.02% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.02% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.02% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.02% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.02% |
| SEK/USD 03/17/2021 MSCIL | 0.02% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% |
| THYELE TL B 1L USD L+425 04.5384 07/31/2027 | 0.02% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.02% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% |
| FNR 2012-36 SN IO 06.3324 04/25/2042 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.02% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% |
| SWPTN 3MX2Y R 0.213 USD 03/23/2021 BC | 0.02% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.02% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 0.02% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.02% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% |
| 1.6125 R ISWP US0003M P 01/15/2051 | 0.02% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.02% |
| CAS 2019-R04 2B1 05.3676 06/25/2039 | 0.02% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| EMIR 2020-1 B1 02.9676 01/25/2030 | 0.02% |
| FHR 4839 WS IO 05.9878 08/15/2056 | 0.02% |
| FNR 2020-12 SK IO 05.9324 03/25/2050 | 0.02% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% |
| STACR 2018-HQA2 M2 02.4176 10/25/2048 | 0.02% |
| STACR 2019-HQA1 B2 12.3676 02/25/2049 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.02% |
| CAS 2015-C02 2M2 04.1300 05/25/2025 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CWALT 2005-38 A3 00.8176 09/25/2035 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| FNR 2006-8 HP 24.1354 03/25/2036 | 0.02% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% |
| GENESEE & WYOMING TL L+200 02.2539 11/05/2026 | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.02% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| GNR 2019-83 SY IO 05.9889 07/20/2049 | 0.02% |
| GNR 2019-96 SY IO 05.9889 08/20/2049 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| MCAS 2020-01 M10 P/P 144A 03.8676 03/25/2050 | 0.02% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| SWPTN 4WX5Y P 0.6175 USD 03/12/2021 WE | 0.02% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.02% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% |
| APACHE CORP 04.3750 10/15/2028 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% |
| CAS 2018-C02 2M2 02.3176 08/25/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| MESSER INDUST TLB L+250 02.7539 03/01/2026 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% |
| UKRPI P 3.3875 R 03/15/28 | 0.02% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% |
| CAS 2016-C05 2B 10.8676 01/25/2029 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.02% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| NIO INC P/P 144A 00.5000 02/01/2027 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.02% |
| SEA LTD P/P 144A 02.3750 12/01/2025 | 0.02% |
| SPST 2020-2 A 00.9445 03/24/2021 | 0.02% |
| STACR 2020-DNA4 B2 10.1176 08/25/2050 | 0.02% |
| WIX LTD P/P 144A 00.0000 08/15/2025 | 0.02% |
| -0.33 R ISWP FWD CHL6M P 03/17/2031 | 0.02% |
| 1.431 R ISWP US0003M P 02/24/2031 | 0.02% |
| 21VIANET GROUP INC P/P 144A 00.0000 02/01/2026 | 0.02% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.02% |
| BSCMS 2007-T26 AJ 05.4315 01/12/2045 | 0.02% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.02% |
| CAS 2016-C03 2M2 06.0176 10/25/2028 | 0.02% |
| CAS 2018-C03 1B1 03.8676 10/25/2030 | 0.02% |
| CAS 2019-R01 2M2 02.5676 07/25/2031 | 0.02% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.02% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2012-H29 AI IO 01.4037 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.4037 10/20/2062 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| GNR 2018-139 SA IO 06.0389 10/20/2048 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% |
| SPST 2020-WL1 A 01.2676 06/25/2051 | 0.02% |
| YANDEX NV REGS 00.7500 03/03/2025 | 0.02% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% |
| AUD/USD 04/21/2021 UBS | 0.02% |
| CHF/USD 03/17/2021 MSCIL | 0.02% |
| FNR 2015-42 LS IO 06.0824 06/25/2045 | 0.02% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.02% |
| FNR 2019-5 SA IO 05.9824 03/25/2049 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.02% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.02% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.02% |
| CAS 2018-C05 1B1 04.3676 01/25/2031 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.02% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.02% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% |
| NOK/USD 03/17/2021 TDBK | 0.02% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.02% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.01% |
| EUR/USD 03/17/2021 BCAP-FX | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.01% |
| CAS 2015-C02 1M2 04.1300 05/25/2025 | 0.01% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.01% |
| FNR 2019-43 JS IO 05.9324 08/25/2049 | 0.01% |
| GBP/USD 03/17/2021 GSFX | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.01% |
| OMIR 2019-1A B1B 04.4676 07/25/2029 | 0.01% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.01% |
| SEK/USD 03/17/2021 UBS | 0.01% |
| STACR 2014-DN1 M3 04.6176 02/25/2024 | 0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% |
| ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| EUR/USD 03/17/2021 CITI | 0.01% |
| EUR/USD 03/17/2021 TDBK | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| FNR 2019-73 SC IO 05.9324 12/25/2049 | 0.01% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| JPMCC 2013-LC11 D 04.1669 04/15/2046 | 0.01% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.01% |
| STACR 2017-HQA1 M2 03.6676 08/25/2029 | 0.01% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| 1.4292 R ISWP US0003M P 02/24/2031 | 0.01% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.01% |
| CAS 2018-C06 1B1 03.8676 03/25/2031 | 0.01% |
| CHF/USD 03/17/2021 HSBCB | 0.01% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.01% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.01% |
| FIVERR INTL LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| OMIR 2019-1A B1A 03.6176 07/25/2029 | 0.01% |
| STACR 2020-DNA5 B2 11.5447 10/25/2050 | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.01% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.01% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| STACR 2020-DNA3 B2 09.4676 06/25/2050 | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.01% |
| CAS 2015-C03 2M2 05.1300 07/25/2025 | 0.01% |
| CAS 2017-C04 2M2 02.9676 11/25/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| DIVERSEY TL L+300 03.1145 09/06/2024 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.01% |
| FHR 4937 MS IO 05.9324 12/25/2049 | 0.01% |
| FNR 2019-38 SC IO 05.9324 07/25/2049 | 0.01% |
| GBP/USD 03/17/2021 WPAC | 0.01% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.01% |
| GNR 2010-68 SD IO 06.4689 06/20/2040 | 0.01% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.01% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% |
| MTW FOODSERVICE ESCR 09.5000 02/15/2024 | 0.01% |
| NZD/USD 04/21/2021 GSFX | 0.01% |
| NZD/USD 04/21/2021 RBSF | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| SPST 2020-6 A 01.8649 09/07/2021 | 0.01% |
| STACR 2014-HQ3 M3 04.8676 10/25/2024 | 0.01% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.01% |
| TALEND SA P/P CV 01.7500 09/01/2024 | 0.01% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.01% |
| 1.1749 R ISWP US0003M P 01/14/2031 | 0.01% |
| 1.3905 R ISWP US0003M P 02/19/2031 | 0.01% |
| 1.3956 R ISWP US0003M P 02/19/2031 | 0.01% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% |
| CAS 2020-SBT1 1M2 03.7676 02/25/2040 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% |
| CHEVRON USA INC 06.0000 03/01/2041 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| COMM 2014-CR16 C 04.9374 04/10/2047 | 0.01% |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| FHR 3408 EK 25.3414 04/15/2037 | 0.01% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.4019 02/10/2046 | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| IQIYI INC P/P USD 02.0000 04/01/2025 | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| NEXITY SA CV PFD | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| SWPTN 3MX10Y R 1.13 USD 04/28/2021 CI | 0.01% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.01% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.01% |
| 1.443 R ISWP US0003M P 02/25/2031 | 0.01% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.01% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 0.01% |
| 1.8835 R ISWP US0003M P 02/22/2051 | 0.01% |
| 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| CHF/USD 03/17/2021 CSI-FX | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| DBUBS 2011-LC2A D P/P 144A 05.4578 07/10/2044 | 0.01% |
| EUR/USD 03/17/2021 WPAC | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JPMBB 2013-C12 C 04.0992 07/15/2045 | 0.01% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.01% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.01% |
| SEK/USD 03/17/2021 GSFX | 0.01% |
| STEARNS HLDG LLC CLASS B WTS | 0.01% |
| SWPTN 4WX5Y P 0.753 USD 03/23/2021 TD | 0.01% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.01% |
| 1.438 R ISWP US0003M P 02/25/2031 | 0.01% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| AUD/USD 04/21/2021 BCAP-FX | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| COMM 2014-CR17 E P/P 144A 04.8468 05/10/2047 | 0.01% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.01% |
| EUR/USD 03/17/2021 GSFX | 0.01% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.01% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.01% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.01% |
| GNR 2016-77 SL IO 06.0389 03/20/2043 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.01% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.01% |
| NZD/USD 04/21/2021 CITI | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| RMIR 2020-2 B1 07.7176 10/25/2030 | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| STACR 2019-DNA1 M2 02.7676 01/25/2049 | 0.01% |
| WAMU 2005-AR10 1A3 03.0850 09/25/2035 | 0.01% |
| 1.2215 R ISWP US0003M P 02/12/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.4518 R ISWP US0003M P 02/25/2031 | 0.00% |
| 1.452 R ISWP US0003M P 02/25/2031 | 0.00% |
| CAD/USD 04/21/2021 JPMCB | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FNR 2013-18 SB IO 06.0324 10/25/2041 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.00% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.00% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.00% |
| OPTN FN30 2.5 04/07/21 CALL 104.34375 JPMC | 0.00% |
| OVINTIV EXPLORATION INC 05.7500 01/30/2022 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.00% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.00% |
| SPRINT CORP 07.2500 09/15/2021 | 0.00% |
| STACR 2018-DNA1 B1 03.2676 07/25/2030 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.00% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.00% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.00% |
| WAMU 2005-AR13 A1C3 01.0976 10/25/2045 | 0.00% |
| 0.2005 R ISWP US0003M P 01/28/2023 | 0.00% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| 1.489 R ISWP US0003M P 03/01/2031 | 0.00% |
| 1.5125 R ISWP US0003M P 01/08/2051 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CAS 2015-C01 1M2 04.4300 02/25/2025 | 0.00% |
| CAS 2020-R02 2B1 03.1176 01/25/2040 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| GBP/USD 03/17/2021 BCAP-FX | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.00% |
| MRAFT 2020-4 A1 01.4705 04/23/2023 | 0.00% |
| MWST 2019-1 A 00.9176 06/25/2052 | 0.00% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 12/10/2025 | 0.00% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.00% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| 1.35468 R ISWP US0003M P 02/18/2031 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.7705 R ISWP US0003M P 02/10/2051 | 0.00% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.00% |
| AUD/USD 04/21/2021 BANKAM | 0.00% |
| BERRY PLASTICS TLY L+200 02.1205 07/01/2026 | 0.00% |
| BLACKLINE INC CV 00.1250 08/01/2024 | 0.00% |
| CAD/USD 04/21/2021 BANKAM | 0.00% |
| CAD/USD 04/21/2021 TDBK | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| EQUINIX INC 05.3750 05/15/2027 | 0.00% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.00% |
| FNR 2005-83 QP 17.0882 11/25/2034 | 0.00% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2018-86 DS IO 05.9824 12/25/2048 | 0.00% |
| FSPC T-57 1AX IO 00.3796 07/25/2043 | 0.00% |
| GBP/USD 03/17/2021 JPMCB | 0.00% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| HCA INC 05.2500 06/15/2026 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| JPY/USD 05/19/2021 WPAC | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.00% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.0813 07/15/2046 | 0.00% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.00% |
| NETFLIX INC 04.8750 04/15/2028 | 0.00% |
| NZD/USD 04/21/2021 HSBCB | 0.00% |
| NZD/USD 04/21/2021 JPMCB | 0.00% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.00% |
| SCIENTIFIC GAMES TLB5 L+275 02.8645 08/14/2024 | 0.00% |
| STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.00% |
| SWPTN 3MX10Y R 1.065 USD 04/13/2021 GS | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| 0.051 R ISWP FWD EUR006M P 12/16/2050 | 0.00% |
| 0.1906 R ISWP US0003M P 02/02/2023 | 0.00% |
| 1.2145 R ISWP US0003M P 02/08/2031 | 0.00% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| BALTA 2005-8 21A1 02.6309 10/25/2035 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.00% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.00% |
| CAS 2016-C05 2M2 04.5676 01/25/2029 | 0.00% |
| CAS 2018-C01 1M2 02.3676 07/25/2030 | 0.00% |
| CHF/USD 03/17/2021 GSFX | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DIAMOND SPORTS TLB L+325 03.3700 08/24/2026 | 0.00% |
| EUR/USD 03/17/2021 CSI-FX | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3002 06/25/2042 | 0.00% |
| GBP/USD 03/17/2021 TDBK | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| IHEARTMEDIA TLB L+300 03.1145 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| MSBAM 2013-C11 D P/P 144A 04.3519 08/15/2046 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.00% |
| REYNOLDS GROUP TL L+275 02.8645 02/05/2023 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SWPTN 3MX10Y R 0.9215 USD 04/28/2021 BA | 0.00% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TENNANT CO 05.6250 05/01/2025 | 0.00% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.00% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.00% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.00% |
| -0.151 R ISWP FWD EUR006M P 12/16/2030 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/16/2025 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 1.70 R ISWP FWD US0003M P 03/17/2041 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| AUD/USD 04/21/2021 CITI | 0.00% |
| AUD/USD 04/21/2021 SSBT | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAD/USD 04/21/2021 BCAP-FX | 0.00% |
| CAD/USD 04/21/2021 CITI | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 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 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EUR/USD 03/17/2021 RBSF | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MWST 2020-2 A 00.9176 11/25/2053 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| NZD/USD 04/21/2021 UBS | 0.00% |
| SAILPOINT TCH CV 00.1250 09/15/2024 | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.00% |
| -0.451 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.188 R ISWP US0003M P 01/07/2023 | 0.00% |
| 0.205 R ISWP US0003M P 01/08/2023 | 0.00% |
| 0.2095 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.211 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/13/2023 | 0.00% |
| 0.2205 R ISWP US0003M P 01/15/2023 | 0.00% |
| 0.2235 R ISWP US0003M P 01/15/2023 | 0.00% |
| 0.228 R ISWP US0003M P 01/14/2023 | 0.00% |
| 0.877 R ISWP US0003M P 03/01/2026 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| CAD/USD 04/21/2021 CSI-FX | 0.00% |
| CHC GROUP LLC SEDOL BYXD3K4 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 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 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSMC 2006-C5 AX IO 01.2507 12/15/2039 | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3878 10/25/2041 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| GBP/USD 03/17/2021 BANKAM | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 GSFX | 0.00% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| NZD/USD 04/21/2021 BANKAM | 0.00% |
| NZD/USD 04/21/2021 BCAP-FX | 0.00% |
| NZD/USD 04/21/2021 TDBK | 0.00% |
| OPTN FN30 2.0 03/04/21 CALL 102.875 JPMC | 0.00% |
| OPTN FN30 2.0 03/04/21 CALL 103.0625 JPMC | 0.00% |
| OPTN FN30 2.5 03/04/21 CALL 105.109375 JPMC | 0.00% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | 0.00% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX10Y R 0.964 USD 03/18/2021 JP | 0.00% |
| SWPTN 4WX5Y R 0.5996 USD 03/05/2021 GS | 0.00% |
| SWPTN 4WX5Y R 0.6175 USD 03/12/2021 WE | 0.00% |
| SWPTN 4WX5Y R 0.984 CAD 03/12/2021 TD | 0.00% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | -0.00% |
| 1.5865 R ISWP US0003M P 01/21/2051 | -0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | -0.00% |
| AUD/USD 04/21/2021 WPAC | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 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 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% |
| CPURNSA P 2.278 R 02/25/31 | -0.00% |
| CPURNSA P 2.28 R 02/25/31 | -0.00% |
| CPURNSA P 2.281 R 02/24/31 | -0.00% |
| CPURNSA P 2.286 R 02/24/31 | -0.00% |
| JPY/USD 05/19/2021 RBSF | -0.00% |
| NZD/USD 04/21/2021 CSI-FX | -0.00% |
| NZD/USD 04/21/2021 WPAC | -0.00% |
| SEK/USD 03/17/2021 JPMCB | -0.00% |
| SEK/USD 03/17/2021 SSBT | -0.00% |
| SWPTN 3MX10Y R 0.9673 USD 03/22/2021 JP | -0.00% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.00% |
| 1.1075 R ISWP US0003M P 01/19/2031 | -0.00% |
| 1.4375 R ISWP US0003M P 01/04/2051 | -0.00% |
| CAD/USD 04/21/2021 HSBCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| CPURNSA P 2.2675 R 02/25/31 | -0.00% |
| JPY/USD 05/19/2021 JPMCB | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 3MX10Y R 0.93 USD 04/28/2021 CI | -0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.255 R ISWP US0003M P 02/10/2031 | -0.00% |
| 1.559 R ISWP US0003M P 01/28/2051 | -0.00% |
| CAD/USD 04/21/2021 MSCIL | -0.00% |
| CAD/USD 04/21/2021 WPAC | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| GBP/USD 03/17/2021 HSBCB | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NZD/USD 04/21/2021 MSCIL | -0.00% |
| SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 4WX5Y R 0.753 USD 03/23/2021 TD | -0.00% |
| CAD/USD 04/21/2021 RBSF | -0.00% |
| CAD/USD 04/21/2021 SSBT | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 03/17/2021 BANKAM | -0.00% |
| GBP/USD 03/17/2021 UBS | -0.00% |
| JPY/USD 05/19/2021 GSFX | -0.00% |
| NZD/USD 04/21/2021 SSBT | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.00% |
| 0.9305 R ISWP US0003M P 01/06/2031 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| AUD/USD 04/21/2021 CSI-FX | -0.00% |
| AUD/USD 04/21/2021 TDBK | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| AUD/USD 04/21/2021 JPMCB | -0.01% |
| JPY/USD 05/19/2021 CITI | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 11MX10Y P 2.7725 USD 02/26/2021 MS | -0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% |
| 1.4432 R ISWP US0003M P 02/26/2031 | -0.01% |
| AUD/USD 04/21/2021 HSBCB | -0.01% |
| CAD/USD 04/21/2021 UBS | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| JPY/USD 05/19/2021 TDBK | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.4389 R ISWP US0003M P 02/26/2031 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 03/17/2021 HSBCB | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.01% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 05/19/2021 BANKAM | -0.01% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| CHF/USD 03/17/2021 TDBK | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 03/17/2021 MSCIL | -0.01% |
| GBP/USD 03/17/2021 CSI-FX | -0.01% |
| NOK/USD 03/17/2021 UBS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 1.404 R ISWP US0003M P 02/23/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| CAD/USD 04/21/2021 GSFX | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| JPY/USD 05/19/2021 BCAP-FX | -0.01% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -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 4WX10Y R 1.222 USD 03/11/2021 CI | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.02% |
| JPY/USD 05/19/2021 HSBCB | -0.02% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.02% |
| NOK/USD 03/17/2021 GSFX | -0.02% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.02% |
| AUD/USD 04/21/2021 RBSF | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD 03/17/2021 UBS | -0.02% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% |
| AUD/USD 04/21/2021 MSCIL | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| EUR/USD 03/17/2021 JPMCB | -0.02% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| JPY/USD 05/19/2021 MSCIL | -0.02% |
| JPY/USD 05/19/2021 UBS | -0.02% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.02% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.02% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.02% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| SWPTN 3MX5Y R 0.615 USD 04/13/2021 BC | -0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.02% |
| 1.1355 R ISWP US0003M P 01/13/2031 | -0.02% |
| 1.3692 R ISWP US0003M P 02/19/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| SWPTN 3MX10Y R 1.167 USD 04/13/2021 JP | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.02% |
| 1.36253 R ISWP US0003M P 02/19/2031 | -0.02% |
| CHF/USD 03/17/2021 JPMCB | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| 1.35734 R ISWP US0003M P 02/19/2031 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 4WX5Y P 0.984 CAD 03/12/2021 TD | -0.02% |
| 1.35001 R ISWP US0003M P 02/19/2031 | -0.03% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.03% |
| AUD/USD 04/21/2021 GSFX | -0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.03% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% |
| 1.2165 R ISWP US0003M P 02/08/2031 | -0.03% |
| CHF/USD 03/17/2021 SSBT | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| 1.20 R ISWP FWD NOKOIB6M P 03/17/2031 | -0.03% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.03% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% |
| 1.173 R ISWP US0003M P 01/14/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.03% |
| 0.12 R ISWP FWD SONIA P 03/17/2031 | -0.03% |
| 1.07 R ISWP US0003M P 01/11/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.03% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.03% |
| 1.0275 R ISWP US0003M P 01/08/2031 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| 0.9355 R ISWP US0003M P 01/07/2031 | -0.04% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.04% |
| GBP/USD 03/17/2021 CITI | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.04% |
| 0.90 R ISWP FWD NFIX3MID P 03/17/2031 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CPTFEMU R 1.4 P 07/15/27 | -0.04% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.04% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.04% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.04% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.04% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% |
| 1.0991 R ISWP US0003M P 01/15/2031 | -0.04% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.05% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.05% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.05% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.05% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.05% |
| 1.1185 R ISWP US0003M P 01/15/2031 | -0.05% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.06% |
| 0.6875 R ISWP US0003M P 02/22/2026 | -0.06% |
| 1.0905 R ISWP US0003M P 01/12/2031 | -0.06% |
| SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -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% |
| OPTN FN30 2.5 04/07/21 PUT 104.34375 JPMC | -0.06% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.06% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.06% |
| SWPTN 3MX5Y P 2.243 USD 04/28/2021 BA | -0.06% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.06% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.06% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.06% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.06% |
| OPTN FN30 2.0 03/04/21 PUT 103.0625 JPMC | -0.06% |
| 1.181 R ISWP US0003M P 02/05/2031 | -0.06% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.07% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.07% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.07% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.07% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.07% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.07% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.07% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.07% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.07% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.07% |
| 0.70 R ISWP FWD US0003M P 03/17/2028 | -0.08% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.08% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.08% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.08% |
| SWPTN 3MX2Y P 0.213 USD 03/23/2021 BC | -0.08% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.09% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.09% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.09% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.09% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.09% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.09% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.09% |
| 1.589 R ISWP FWD US0003M P 01/26/2051 | -0.09% |
| UKRPI R 3.4425 P 07/15/49 | -0.09% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.09% |
| 1.20 R ISWP FWD CDOR03 P 03/17/2031 | -0.10% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.10% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.10% |
| GBP/USD 03/17/2021 SSBT | -0.10% |
| SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.10% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.10% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.10% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.10% |
| 0.90 R ISWP FWD AUDBB6M P 03/17/2031 | -0.10% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.10% |
| 0.549 R ISWP US0003M P 02/04/2026 | -0.11% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.11% |
| GNMA GII30 TBA 03.5000 03/01/2051 | -0.11% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.11% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.11% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.11% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.12% |
| 1.535 R ISWP US0003M P 02/01/2051 | -0.12% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.12% |
| SWPTN 3MX10Y R 0.968 USD 04/06/2021 BC | -0.12% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.12% |
| US 10YR ULTRA FUT JUN21 UXYM1 | -0.13% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.13% |
| SWPTN 3MX5Y P 1.969 USD 04/28/2021 JP | -0.13% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.13% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.14% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.14% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.14% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.15% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.15% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.15% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.16% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.16% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.17% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.18% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.18% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.20% |
| OPTN FN30 2.0 03/04/21 PUT 102.875 JPMC | -0.20% |
| OPTN FN30 2.5 03/04/21 PUT 105.109375 JPMC | -0.20% |
| SWPTN 11MX10Y R 2.7725 USD 02/26/2021 MS | -0.21% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.22% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.24% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.25% |
| CPTFEMU P 1.13 R 05/15/50 | -0.30% |
| CPURNSA P 1.6625 R 07/10/30 | -0.32% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.32% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.32% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.34% |
| 0.615 R ISWP FWD US0003M P 04/15/2026 | -0.35% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.38% |
| CPURNSA P 1.586 R 06/30/30 | -0.39% |
| SWPTN 3MX10Y P 0.968 USD 04/06/2021 BC | -0.40% |
| CPTFEMU P 0.935 R 05/15/40 | -0.40% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.41% |
| CPTFEMU P 0.93 R 05/15/40 | -0.41% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.62% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.80% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | -1.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.10% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -1.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.22% |
| FNMA FN30 TBA UMBS 02.5000 03/01/2051 | -1.38% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.54% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.64% |
| FNMA FN30 TBA UMBS 02.0000 03/01/2051 | -3.86% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -136.38% |
| FNMA FN30 TBA UMBS 03.5000 02/01/2051 | 19.50% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 02/01/2051 | 13.60% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2051 | 5.12% |
| FNMA FN30 TBA UMBS 02.5000 02/01/2051 | 2.84% |
| GNMA GII30 TBA 04.0000 02/01/2051 | 2.33% |
| TREASURY BILL 00.0000 04/08/2021 | 1.86% |
| REPO TRIPA MORTG 0.06 02/01/2021 | 1.69% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.62% |
| TREASURY BILL 00.0000 05/13/2021 | 1.47% |
| TREASURY BILL 00.0000 02/09/2021 | 1.17% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 1.14% |
| TREASURY BILL 00.0000 04/15/2021 | 1.13% |
| TREASURY BILL 00.0000 02/16/2021 | 0.94% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.90% |
| FNMA FN30 TBA UMBS 05.5000 02/01/2051 | 0.89% |
| GENERAL MOTORS FINANCIAL CO I 37046TP16 DCP 02/01/2021 | 0.86% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.85% |
| TREASURY BILL 00.0000 02/02/2021 | 0.69% |
| CAS 2017-C02 2B1 05.6300 09/25/2029 | 0.67% |
| TREASURY BILL 00.0000 03/18/2021 | 0.60% |
| CAS 2016-C02 1B 12.3800 09/25/2028 | 0.59% |
| TREASURY BILL 00.0000 03/25/2021 | 0.57% |
| FNMA FN30 TBA UMBS 04.5000 02/01/2051 | 0.56% |
| CAS 2015-C04 1M2 05.8300 04/25/2028 | 0.55% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.52% |
| PLAINS MIDSTREAM CANADA ULC 72651VP89 DCP 02/08/2021 | 0.52% |
| REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.51% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.50% |
| PROVINCIA DE CORDOBA REGS 03.0000 06/01/2027 | 0.48% |
| CWALT 2005-59 1A1 00.7895 11/20/2035 | 0.48% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.47% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.47% |
| CFCRE 2011-C2 E P/P 144A 05.7395 12/15/2047 | 0.47% |
| ENGIE SA 29287APN4 DCP 02/22/2021 | 0.47% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.46% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.44% |
| STACR 2015-DNA3 B 09.4800 04/25/2028 | 0.43% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.43% |
| OMIR 2018-1A M2 02.9800 07/25/2028 | 0.43% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.43% |
| STACR 2015-DNA2 B 07.6800 12/25/2027 | 0.42% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.42% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.40% |
| NATIONAL GRID PLC 63627TP84 DCP 02/08/2021 | 0.38% |
| WFRBS 2013-C15 D P/P 144A 04.4898 08/15/2046 | 0.36% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.36% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.35% |
| CWALT 2006-OA10 4A1 00.5100 08/25/2046 | 0.35% |
| ETP LEGACY LP 29277EP16 DCP 02/01/2021 | 0.35% |
| MANHATTAN ASSET FUNDING CO LL 56274LQ80 DCP 03/08/2021 | 0.35% |
| REALTY INCOME CORP 75611MPK4 DCP 02/19/2021 | 0.35% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.34% |
| FHR 5051 BI IO 03.0000 11/25/2050 | 0.34% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.34% |
| GNR 2018-H03 XI IO 01.7622 02/20/2068 | 0.34% |
| CROWN CASTLE INTERNATIONAL CO 22823PPH0 DCP 02/17/2021 | 0.34% |
| HUMANA INC 44486HP31 DCP 02/03/2021 | 0.34% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.33% |
| HVMLT 2005-2 1A 00.6495 05/19/2035 | 0.33% |
| SAMI 2006-AR7 A1A 00.3400 08/25/2036 | 0.33% |
| INTERCONTINENTAL EXCHANGE INC 45856WTN9 DCP 06/22/2021 | 0.33% |
| TREASURY BILL 00.0000 05/06/2021 | 0.33% |
| CAS 2016-C03 1B 11.8800 10/25/2028 | 0.32% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.32% |
| SWPTN 3MX10Y P 0.9673 USD 03/22/2021 JP | 0.32% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.32% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.32% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.31% |
| GNR 2016-H23 NI IO 02.3678 10/20/2066 | 0.31% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.31% |
| GNR 2018-H02 EI IO 00.9116 01/20/2068 | 0.30% |
| FNR 2016-96 ST IO 05.9700 12/25/2046 | 0.30% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.30% |
| WFRBS 2012-C10 D P/P 144A 04.4270 12/15/2045 | 0.30% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.30% |
| FNR 2018-38 SA IO 06.0700 06/25/2048 | 0.30% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.29% |
| CMLTI 2007-AMC3 A2D 00.4800 03/25/2037 | 0.29% |
| SHRP 2020-1 NOTE 03.1178 07/25/2024 | 0.29% |
| GNR 2018-H05 BI IO 01.5317 02/20/2068 | 0.29% |
| CAS 2019-HRP1 B1 09.3800 11/25/2039 | 0.29% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.29% |
| TURKEY GOVERNMENT BOND TRY 10.6000 02/11/2026 | 0.28% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.28% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.28% |
| GNR 2020-7 SK IO 05.9191 01/20/2050 | 0.28% |
| GNR 2018-164 AS IO 05.9691 12/20/2048 | 0.28% |
| SUNCOR ENERGY INC 86723AQG0 DCP 03/16/2021 | 0.28% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.28% |
| JPMBB 2014-C25 D P/P 144A 03.9479 11/15/2047 | 0.27% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.27% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.27% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.27% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.27% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.26% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.26% |
| ENTERGY CORP 29366EQ17 DCP 03/01/2021 | 0.26% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.26% |
| GNR 2018-H02 HI IO 01.1786 01/20/2068 | 0.26% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.25% |
| CWALT 2006-OA7 1A2 01.4391 06/25/2046 | 0.25% |
| STACR 2015-HQA2 B 10.6300 05/25/2028 | 0.24% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.24% |
| NATIONAL GRID PLC 63627TPB7 DCP 02/11/2021 | 0.24% |
| GNR 2018-H05 AI IO 01.6952 02/20/2068 | 0.24% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.23% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.23% |
| CAS 2016-C01 1B 11.8800 08/25/2028 | 0.23% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.23% |
| JPMBB 2014-C18 D P/P 144A 04.7942 02/15/2047 | 0.23% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.23% |
| GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.23% |
| FHR 4265 SD IO 05.9735 01/15/2035 | 0.22% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.22% |
| GNR 2017-H10 MI IO 02.1269 04/20/2067 | 0.22% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.22% |
| GNR 2013-9 S IO 06.6191 01/20/2043 | 0.22% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.22% |
| SWPTN 3MX10Y P 0.964 USD 03/18/2021 JP | 0.22% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.21% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.21% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.21% |
| INTERCONTINENTAL EXCHANGE INC 45856WTM1 DCP 06/21/2021 | 0.21% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.20% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.20% |
| BCAP 2011-RR3 3A6 02.6447 11/27/2036 | 0.20% |
| GNR 2015-H12 AI IO 01.8731 05/20/2065 | 0.20% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.20% |
| FNR 2016-62 GS IO 05.9700 09/25/2046 | 0.20% |
| REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.20% |
| VERTIV TLB L+300 03.1195 03/02/2027 | 0.20% |
| GNR 2015-H15 BI IO 02.5953 06/20/2065 | 0.20% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.20% |
| WFCM 2013-LC12 D P/P 144A 04.2744 07/15/2046 | 0.20% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.19% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.19% |
| FNMA FN30 TBA UMBS 05.0000 02/01/2051 | 0.19% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.19% |
| GNR 2018-105 SG IO 06.1191 08/20/2048 | 0.19% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.19% |
| CPTFEMU R 0.961 P 05/15/40 | 0.19% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.19% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.19% |
| UKRPI P 3.665 R 12/15/28 | 0.18% |
| CAS 2017-C03 1B1 04.9800 10/25/2029 | 0.18% |
| 0.968 R ISWP FWD US0003M P 04/08/2031 | 0.18% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.18% |
| SWPTN 3MX10Y P 1.167 USD 04/13/2021 JP | 0.18% |
| CPTFEMU R 0.655 P 05/15/30 | 0.18% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.18% |
| SUNCOR ENERGY INC 86723APJ5 DCP 02/18/2021 | 0.18% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.18% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.18% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.18% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.18% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.18% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.18% |
| GNR 2017-160 S IO 06.0691 10/20/2043 | 0.17% |
| GNR 2018-H04 IO IO 01.0461 02/20/2068 | 0.17% |
| AMERICAN HONDA FINANCE CORP 02665JPS3 DCP 02/26/2021 | 0.17% |
| AMERICAN HONDA FINANCE CORP 02665JQ52 DCP 03/05/2021 | 0.17% |
| SHELL INTERNATIONAL FINANCE B 8225X2TB0 DCP 06/11/2021 | 0.17% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.17% |
| GNR 2017-H06 BI IO 02.1298 02/20/2067 | 0.17% |
| NAVISTAR INTL TLB L+350 03.6300 11/06/2024 | 0.17% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.17% |
| GNR 2018-104 SD IO 06.0691 08/20/2048 | 0.17% |
| GSR 2007-OA1 2A3A 00.4400 05/25/2037 | 0.17% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.17% |
| CARMX 2020-2 D 06.8700 05/17/2027 | 0.17% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.17% |
| GNR 2018-H01 XI IO 01.1019 01/20/2068 | 0.17% |
| GNR 2017-H18 FI IO 02.3309 09/20/2067 | 0.17% |
| DBALT 2006-AR4 A2 00.5100 12/25/2036 | 0.16% |
| GNR 2018-H15 EI IO 01.7222 08/20/2068 | 0.16% |
| FNR 2019-34 SL IO 05.9200 07/25/2049 | 0.16% |
| GNR 2017-H08 NI IO 02.2098 03/20/2067 | 0.16% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.16% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.16% |
| AHM 2007-1 GA1C 00.3200 05/25/2047 | 0.16% |
| FNR 2019-47 SA IO 05.9200 08/25/2049 | 0.16% |
| GNR 2015-H23 BI IO 01.7646 09/20/2065 | 0.16% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.16% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.16% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.16% |
| GNR 2015-H03 CI IO 01.7283 01/20/2065 | 0.16% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.16% |
| GNR 2013-152 SJ IO 06.0191 05/20/2041 | 0.16% |
| HCA INC. 05.3750 09/01/2026 | 0.15% |
| CAS 2017-C01 1B1 05.8800 07/25/2029 | 0.15% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.15% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.15% |
| CSAIL 2015-C1 D P/P 144A 03.7640 04/15/2050 | 0.15% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.15% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.15% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.15% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.15% |
| BSMF 2006-AR2 2A1 00.3600 09/25/2046 | 0.15% |
| GNR 2018-100 S IO 06.0691 07/20/2048 | 0.15% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.15% |
| CWALT 2006-OA10 3A1 00.5100 08/25/2046 | 0.15% |
| GNR 2017-H16 JI IO 02.7133 08/20/2067 | 0.15% |
| GNR 2017-H03 HI IO 01.5690 01/20/2067 | 0.15% |
| GNR 2017-H12 QI IO 02.6020 05/20/2067 | 0.15% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.14% |
| GNR 2015-H08 CI IO 01.8072 03/20/2065 | 0.14% |
| GNR 2016-77 SC IO 05.9691 10/20/2045 | 0.14% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.14% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.14% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.14% |
| WFRBS 2012-C9 E P/P 144A 04.8105 11/15/2045 | 0.14% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| GNR 2017-H20 HI IO 02.1796 10/20/2067 | 0.14% |
| 0.418 R ISWP US0003M P 01/15/2026 | 0.14% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.14% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.14% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.14% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.14% |
| AMCOR FINANCE USA INC 0234D4PH9 DCP 02/17/2021 | 0.14% |
| INTERCONTINENTAL EXCHANGE INC 45856WPQ6 DCP 02/24/2021 | 0.14% |
| INTERCONTINENTAL EXCHANGE INC 45856WSB6 DCP 05/11/2021 | 0.14% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.14% |
| GNR 2016-H22 AI IO 02.3199 10/20/2066 | 0.14% |
| GNR 2017-H16 IO 02.7299 08/20/2067 | 0.14% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.14% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.14% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.14% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.14% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.14% |
| COMM 2012-CR3 E P/P 144A 04.7502 10/15/2045 | 0.14% |
| STACR 2020-HQA3 B2 10.1300 07/25/2050 | 0.14% |
| GNR 2015-H15 AI IO 01.8197 06/20/2065 | 0.13% |
| GNR 2018-91 SH IO 06.1191 07/20/2048 | 0.13% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.13% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.13% |
| ORTHO-CLINICAL TLB L+325 03.3940 06/30/2025 | 0.13% |
| CASH MGMT BILL 00.0000 05/25/2021 | 0.13% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.13% |
| COMM 2014-UBS3 D P/P 144A 04.7683 06/10/2047 | 0.13% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.13% |
| GNR 2017-H06 MI IO 01.8464 02/20/2067 | 0.13% |
| GSAA 2006-8 2A2 00.4900 05/25/2036 | 0.13% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.13% |
| HUMANA INC 44486HQC0 DCP 03/12/2021 | 0.13% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.13% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.13% |
| MSC 2012-C4 E P/P 144A 05.4185 03/15/2045 | 0.12% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.12% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.12% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.12% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.12% |
| CAS 2016-C06 1B 09.3800 04/25/2029 | 0.12% |
| CPTFEMU P 1.71 R 07/15/37 | 0.12% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.12% |
| GNR 2015-H20 BI IO 02.1187 08/20/2065 | 0.12% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.12% |
| CAS 2017-C06 2M2 02.9300 02/25/2030 | 0.12% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.12% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.12% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.12% |
| GNR 2016-H12 AI IO 01.6712 07/20/2065 | 0.12% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.12% |
| GNR 2014-4 SG IO 05.9691 01/20/2044 | 0.12% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.12% |
| GNR 2016-H04 HI IO 02.3827 07/20/2065 | 0.12% |
| GNR 2016-H16 EI IO 02.4937 06/20/2066 | 0.12% |
| GNR 2017-H11 TI IO 02.6425 04/20/2067 | 0.12% |
| GNR 2017-H09 IO IO 02.1887 04/20/2067 | 0.12% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.12% |
| MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.11% |
| GNR 2017-H05 CI IO 03.2952 02/20/2067 | 0.11% |
| STACR 2018-DNA3 B2 07.8800 09/25/2048 | 0.11% |
| FNR 2018-44 SA IO 06.0700 06/25/2048 | 0.11% |
| GNR 2017-H03 EI IO 01.8397 01/20/2067 | 0.11% |
| STACR 2017-DNA1 B1 05.0800 07/25/2029 | 0.11% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.11% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.11% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.11% |
| GNR 2018-67 SC IO 06.0691 05/20/2048 | 0.11% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.11% |
| STACR 2016-HQA3 M3 03.9800 03/25/2029 | 0.11% |
| UKRPI P 3.385 R 11/15/24 | 0.11% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.11% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.11% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.11% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.11% |
| FHR 4742 S IO 06.0735 12/15/2047 | 0.11% |
| JPMBB 2014-C18 E P/P 144A 04.2942 02/15/2047 | 0.11% |
| CAS 2017-C06 2B1 04.5800 02/25/2030 | 0.11% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.11% |
| STACR 2019-DNA2 B2 10.6300 03/25/2049 | 0.11% |
| CWALT 2006-OA10 1A1 01.4591 08/25/2046 | 0.11% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.11% |
| STACR 2018-HQA2 B2 11.1300 10/25/2048 | 0.11% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.11% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.11% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.11% |
| CWALT 2006-OA10 2A1 00.5100 08/25/2046 | 0.11% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.11% |
| GNR 2016-H08 AI IO 02.5616 08/20/2065 | 0.11% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.11% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.10% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.10% |
| FHR 4731 QS IO 06.0735 11/15/2047 | 0.10% |
| GNR 2015-H18 BI IO 02.3990 07/20/2065 | 0.10% |
| MSBAM 2015-C23 D P/P 144A 04.1445 07/15/2050 | 0.10% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.10% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.10% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.10% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% |
| GNR 2016-H18 IO IO 01.6651 08/20/2066 | 0.10% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.10% |
| CENTENE CORP 04.6250 12/15/2029 | 0.10% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.10% |
| GNR 2019-125 SG IO 05.9191 10/20/2049 | 0.10% |
| UKRPI P 3.34 R 03/15/28 | 0.10% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.10% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.10% |
| GNR 2016-H27 EI IO 02.0172 12/20/2066 | 0.10% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.10% |
| GNR 2014-H25 BI IO 01.7015 12/20/2064 | 0.10% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.10% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.10% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.10% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.10% |
| GNR 2014-119 SA IO 05.4691 08/20/2044 | 0.10% |
| GNR 2015-H23 DI IO 01.8668 09/20/2065 | 0.10% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.10% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.10% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.10% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.10% |
| GNR 2015-H10 BI IO 03.0332 04/20/2065 | 0.10% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.10% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.10% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.10% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.10% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.09% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.09% |
| GNR 2018-H01 IO IO 00.7157 12/20/2067 | 0.09% |
| COMM 2013-CR9 D P/P 144A 04.2427 07/10/2045 | 0.09% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| SPRINT CORP 07.6250 03/01/2026 | 0.09% |
| ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.09% |
| GNR 2016-H14 IO IO 01.6982 06/20/2066 | 0.09% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.09% |
| STACR 2016-HQA2 M3 05.2800 11/25/2028 | 0.09% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.09% |
| GNR 2017-H11 DI IO 01.9148 05/20/2067 | 0.09% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.09% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.09% |
| FNR 2011-101 SA IO 05.7700 10/25/2041 | 0.09% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| STACR 2019-DNA1 B2 10.8800 01/25/2049 | 0.09% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.09% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.09% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.09% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.09% |
| CCMFC 2006-4A A2 00.3100 11/25/2047 | 0.09% |
| UKRPI P 3.4025 R 03/15/28 | 0.09% |
| CWALT 2006-OA7 1A1 02.3666 06/25/2046 | 0.08% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% |
| GNR 2015-H24 AI IO 02.1729 09/20/2065 | 0.08% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.08% |
| BMIR 2017-1 B1 P/P 144A 04.8800 10/25/2027 | 0.08% |
| 0.70 R ISWP FWD SOFRRATE P 03/17/2031 | 0.08% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.08% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% |
| STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.08% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.08% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.08% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.08% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.08% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.08% |
| STACR 2016-DNA1 B 10.1300 07/25/2028 | 0.08% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.08% |
| BACM 2005-1 C 05.6647 11/10/2042 | 0.08% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.08% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.08% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.08% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.08% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.08% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.08% |
| GNR 2017-H06 DI IO 01.7960 02/20/2067 | 0.08% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.08% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.08% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.08% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.08% |
| JPALT 2007-A2 12A1 00.3300 06/25/2037 | 0.08% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.08% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.08% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.08% |
| GNR 2016-H06 CI IO 01.8787 02/20/2066 | 0.08% |
| GNR 2017-H02 BI IO 01.4866 01/20/2067 | 0.08% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.08% |
| GNR 2016-H17 KI IO 02.5275 07/20/2066 | 0.08% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.08% |
| CAS 2017-C03 1M2 03.1300 10/25/2029 | 0.07% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.07% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.07% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.07% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.07% |
| ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.07% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.07% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.07% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.07% |
| GNR 2014-46 SA IO 05.9691 03/20/2044 | 0.07% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.07% |
| STACR 2017-DNA2 B1 05.2800 10/25/2029 | 0.07% |
| GNR 2016-H24 JI IO 02.1956 11/20/2066 | 0.07% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.07% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.07% |
| CAS 2016-C03 1M2 05.4300 10/25/2028 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.07% |
| DOCUSIGN INC P/P 144A CV 00.0000 01/15/2024 | 0.07% |
| ENVISION HEALTHCARE TL L+375 03.8708 10/10/2025 | 0.07% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.07% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.07% |
| SPRINT CORP 07.8750 09/15/2023 | 0.07% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.07% |
| FNMA FN30 TBA UMBS 01.5000 02/01/2051 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| GNR 2015-H01 BI IO 01.5732 01/20/2065 | 0.07% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.07% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.07% |
| STACR 2020-HQA2 M2 03.2300 03/25/2050 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.07% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.07% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.07% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.07% |
| HMIR 2019-1 M2 P/P 144A 03.3800 05/25/2029 | 0.07% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.07% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.07% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.07% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.07% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.07% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.07% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.07% |
| SOLENIS 1STL L+400 04.2330 06/26/2025 | 0.07% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.07% |
| BALTA 2005-7 21A1 03.0051 09/25/2035 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.07% |
| BWAY CORP TLB L+325 03.3809 04/03/2024 | 0.07% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.07% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.07% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.07% |
| DELIVERY HERO AG REGS 00.2500 01/23/2024 | 0.06% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.06% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.06% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.06% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.06% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.06% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.06% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.06% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.06% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% |
| SWPTN 3MX5Y P 0.615 USD 04/13/2021 BC | 0.06% |
| STACR 2018-HQA1 M2 02.4300 09/25/2030 | 0.06% |
| STACR 2019-DNA3 B2 08.2800 07/25/2049 | 0.06% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.06% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.06% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.06% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.06% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% |
| REFINITIV TLB L+325 03.3968 10/01/2025 | 0.06% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.06% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% |
| FHR 3919 SA IO 06.3735 09/15/2041 | 0.06% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.06% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.06% |
| BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.06% |
| LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.06% |
| NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.06% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.06% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.06% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| CAS 2017-C07 1B1 04.1300 05/25/2030 | 0.06% |
| CAS 2018-C06 2B1 04.2300 03/25/2031 | 0.06% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.06% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.06% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.06% |
| GNR 2014-H06 BI IO 01.4729 02/20/2064 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 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% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.06% |
| STACR 2017-DNA3 B1 04.5800 03/25/2030 | 0.06% |
| UKRPI P 3.34 R 02/15/28 | 0.06% |
| CAS 2017-C05 1B1 03.7300 01/25/2030 | 0.06% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.06% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.06% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.06% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.06% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.06% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.06% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% |
| GNR 2014-60 SE IO 05.9691 04/20/2044 | 0.06% |
| L BRANDS INC. 06.8750 11/01/2035 | 0.06% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.06% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.06% |
| UKRPI P 3.381 R 11/15/24 | 0.06% |
| VONAGE HLDGS CV 01.7500 06/01/2024 | 0.06% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.06% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.06% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.06% |
| CIRSA FINANCE INTER REGS 06.2500 12/20/2023 | 0.06% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.06% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.06% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.06% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% |
| MOTION BONDCO DAC REGS 04.5000 11/15/2027 | 0.06% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.05% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.05% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.05% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.05% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.05% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.05% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.05% |
| UKRPI P 3.42 R 12/15/24 | 0.05% |
| CAS 2020-SBT1 1B1 06.8800 02/25/2040 | 0.05% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.05% |
| FHS 326 S2 IO 05.8235 03/15/2044 | 0.05% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.05% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.05% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.05% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.05% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.05% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.05% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% |
| SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.05% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.05% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.05% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.05% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.05% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.05% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.05% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.05% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.05% |
| FHS 311 S1 IO 05.8235 08/15/2043 | 0.05% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.05% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.05% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.05% |
| PG&E CORPORATION 05.0000 07/01/2028 | 0.05% |
| QVC INC 04.3750 09/01/2028 | 0.05% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.05% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.05% |
| STACR 2020-DNA3 B1 05.2300 06/25/2050 | 0.05% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.05% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.05% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.05% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.05% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.05% |
| L BRANDS INC 07.5000 06/15/2029 | 0.05% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.05% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.05% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.05% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% |
| FNR 2010-35 SG IO 06.2700 04/25/2040 | 0.05% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.05% |
| GNR 2013-182 SY IO 05.9691 12/20/2043 | 0.05% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.05% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.05% |
| ISTAR INC 04.7500 10/01/2024 | 0.05% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.05% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.05% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.05% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.05% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.05% |
| BENTLEY SYSTE P/P 144A CV 00.1250 01/15/2026 | 0.05% |
| CLEAR CHANNEL TLB L+350 03.7114 08/21/2026 | 0.05% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.05% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.05% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.05% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.05% |
| UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.05% |
| ZILLOW GRP CV 01.3750 09/01/2026 | 0.05% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.04% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% |
| GNR 2014-58 SA IO 05.9691 04/20/2044 | 0.04% |
| GNR 2020-15 CS IO 05.9191 02/20/2050 | 0.04% |
| MICROSTRATEGY P/P 144A CV 00.7500 12/15/2025 | 0.04% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.04% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.04% |
| SYNAPTICS INC CV 00.5000 06/15/2022 | 0.04% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.04% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.04% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.04% |
| STACR 2019-HQA2 B2 11.3800 04/25/2049 | 0.04% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% |
| CAS 2017-C07 2B1 04.5800 05/25/2030 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.04% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.04% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.04% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% |
| ISTAR INC 05.5000 02/15/2026 | 0.04% |
| LIBERTY MEDIA | 0.04% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.04% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.04% |
| SWPTN 3MX2Y R 0.213 USD 03/23/2021 BC | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.04% |
| 1.996 R ISWP US0003M P 01/20/2031 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| AUD/USD CALL 0.80 20210702 HSBCB | 0.04% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.04% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.04% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.04% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.04% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.04% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.04% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.04% |
| FHR 5011 SA IO 06.1200 09/25/2050 | 0.04% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% |
| GFL ENVIORNMENTAL TLB L+300 03.5000 05/31/2025 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.04% |
| PINDUODUO INC USD 00.0000 12/01/2025 | 0.04% |
| STMICROELECTRONICS NV REGS 00.2500 07/03/2024 | 0.04% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.04% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% |
| CAS 2016-C04 1B 10.3800 01/25/2029 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% |
| OPTN FN30 2.0 03/04/21 CALL 102.875 JPMC | 0.04% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| TERRIER MEDIA TLB L+425 04.3708 12/17/2026 | 0.04% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.04% |
| CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMLTI 2007-AMC3 A2B 00.3100 03/25/2037 | 0.04% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| PETSMART INC TLB L+350 04.5000 03/11/2022 | 0.04% |
| RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.04% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.04% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.04% |
| STACR 2019-FTR3 B2 04.9480 09/25/2047 | 0.04% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.04% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.04% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.04% |
| CPURNSA R 1.703 P 11/29/24 | 0.04% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.04% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.04% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.04% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.04% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.04% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.04% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.04% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| CAS 2017-C07 2M2 02.6300 05/25/2030 | 0.04% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.04% |
| ELANCO ANIMAL HLTH TLB L+175 01.8729 02/04/2027 | 0.04% |
| FHR 5004 SG IO 05.9700 08/25/2050 | 0.04% |
| GNR 2010-20 SC IO 06.0191 02/20/2040 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| OMIR 2017-1A M2 P/P 144A 04.1300 04/25/2027 | 0.04% |
| 0.615 R ISWP FWD US0003M P 04/15/2026 | 0.04% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.04% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.04% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.04% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.04% |
| CFMT 2019-HB1 M5 P/P 144A 06.0000 12/25/2029 | 0.04% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.04% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.04% |
| FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.04% |
| GNR 2013-129 SN IO 06.0191 09/20/2043 | 0.04% |
| GNR 2013-99 VS IO 05.9711 07/16/2043 | 0.04% |
| GNR 2019-78 SJ IO 05.9191 06/20/2049 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.04% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.04% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.04% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.04% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.04% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.04% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.04% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.04% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.04% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.03% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.03% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% |
| GNR 2019-99 KS IO 05.9191 08/20/2049 | 0.03% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.03% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.03% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% |
| SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.03% |
| SOTERA HEALTH TLB L+275 03.2500 12/13/2026 | 0.03% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.03% |
| APACHE CORP 05.1000 09/01/2040 | 0.03% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.03% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.03% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.03% |
| CLUBCORP TLB L+275 03.0039 09/18/2024 | 0.03% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.03% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.03% |
| GNR 2020-63 PS IO 05.9691 04/20/2050 | 0.03% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.03% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.03% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.03% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.03% |
| TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.03% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.03% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% |
| CPURNSA R 1.7625 P 12/10/24 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| NEVRO CORP CV 01.7500 06/01/2021 | 0.03% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.03% |
| REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.03% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.03% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| CAS 2015-C01 2M2 04.6800 02/25/2025 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.03% |
| EUR/NOK PUT 10.10 20210708 GSFX | 0.03% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| GARDA WORLD TLB L+475 04.9900 10/30/2026 | 0.03% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.03% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.03% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.03% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.03% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.03% |
| STRU BMOC-8710 SA IO 06.0191 07/20/2050 | 0.03% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.03% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% |
| ZAYO GROUP HLDG INC L+300 03.1208 03/09/2027 | 0.03% |
| -0.30 R ISWP FWD EUR006M P 03/17/2031 | 0.03% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.03% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.03% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.03% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.03% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% |
| UKRPI P 3.3875 R 03/15/28 | 0.03% |
| ASURION TLB7 L+300 03.1208 11/03/2024 | 0.03% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.03% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.03% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.03% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.03% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| FHR 4945 SL IO 05.9200 01/25/2050 | 0.03% |
| FHR 4969 IO IO 03.0000 04/25/2050 | 0.03% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.03% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.03% |
| SNAP INC CV 00.7500 08/01/2026 | 0.03% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.03% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.03% |
| SWPTN 3MX10Y R 1.065 USD 04/13/2021 GS | 0.03% |
| TOTAL SE REGS 00.5000 12/02/2022 | 0.03% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.03% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.03% |
| CAS 2018-C04 2B1 04.6300 12/25/2030 | 0.03% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.03% |
| CEMEX SAB DE CV P/P 144A 07.3750 06/05/2027 | 0.03% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.03% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.03% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.03% |
| FNR 2012-36 SN IO 06.3200 04/25/2042 | 0.03% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.03% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.03% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.03% |
| STACR 2018-HQA2 B1 04.3800 10/25/2048 | 0.03% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.03% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.03% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CAS 2018-C06 2M2 02.2300 03/25/2031 | 0.03% |
| CENTENE CORP 03.0000 10/15/2030 | 0.03% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.03% |
| FNR 2019-57 KS IO 05.9200 10/25/2049 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.03% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.03% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.03% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.03% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.03% |
| SYSCO CORPORATION 06.6000 04/01/2050 | 0.03% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.02% |
| AUD/USD 04/21/2021 UBS | 0.02% |
| BMIR 2018-2A B1 P/P 144A 02.7800 08/25/2028 | 0.02% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% |
| GBP/USD 03/17/2021 RBSF | 0.02% |
| HUB INTL TLB L+400 05.0000 04/25/2025 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| JPY/USD 02/17/2021 SSBT | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.02% |
| OPTN FN30 2.5 02/04/21 CALL 105.25 JPMC | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% |
| WELBILT TLB L+250 02.6208 10/23/2025 | 0.02% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.02% |
| CAS 2015-C02 2M2 04.1300 05/25/2025 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.02% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.02% |
| SEA LTD P/P 144A 02.3750 12/01/2025 | 0.02% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.02% |
| THYELE TL B 1L USD L+425 04.5384 07/31/2027 | 0.02% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.02% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.02% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.02% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.02% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.02% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 0.02% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% |
| 0.30 R ISWP FWD SES3M P 03/17/2031 | 0.02% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| CAS 2019-R04 2B1 05.3800 06/25/2039 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| EMIR 2020-1 B1 02.9800 01/25/2030 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| FHR 4839 WS IO 05.9735 08/15/2056 | 0.02% |
| FNR 2006-8 HP 24.0900 03/25/2036 | 0.02% |
| FNR 2020-12 SK IO 05.9020 03/25/2050 | 0.02% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.02% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% |
| STACR 2018-HQA2 M2 02.4300 10/25/2048 | 0.02% |
| STACR 2019-HQA1 B2 12.3800 02/25/2049 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| CWALT 2005-38 A3 00.8300 09/25/2035 | 0.02% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.02% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% |
| GENESEE & WYOMING TL L+200 02.2539 11/05/2026 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| GNR 2019-83 SY IO 05.9691 07/20/2049 | 0.02% |
| NZD/USD 04/21/2021 GSFX | 0.02% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% |
| SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.02% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.02% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% |
| CAD/USD 04/21/2021 SSBT | 0.02% |
| CAS 2018-C02 2M2 02.3300 08/25/2030 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| GNR 2019-96 SY IO 05.9691 08/20/2049 | 0.02% |
| MCAS 2020-01 M10 P/P 144A 03.8800 03/25/2050 | 0.02% |
| NIO INC P/P 144A 00.5000 02/01/2027 | 0.02% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.02% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.02% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| APACHE CORP 04.3750 10/15/2028 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.02% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| MESSER INDUST TLB L+250 02.7539 03/01/2026 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.02% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| 21VIANET GROUP INC P/P 144A 00.0000 02/01/2026 | 0.02% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.02% |
| CAS 2016-C05 2B 10.8800 01/25/2029 | 0.02% |
| CAS 2018-C03 1B1 03.8800 10/25/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.02% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.02% |
| GNR 2012-H29 AI IO 01.4167 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.4167 10/20/2062 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| NZD/USD 04/21/2021 RBSF | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| SPST 2020-2 A 00.9548 03/26/2021 | 0.02% |
| STACR 2020-DNA4 B2 10.1300 08/25/2050 | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.02% |
| CAS 2016-C03 2M2 06.0300 10/25/2028 | 0.02% |
| CAS 2019-R01 2M2 02.5800 07/25/2031 | 0.02% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.02% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% |
| FNR 2015-42 LS IO 06.0520 06/25/2045 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.02% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.02% |
| SPST 2020-WL1 A 01.2800 06/25/2051 | 0.02% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.02% |
| YANDEX NV REGS 00.7500 03/03/2025 | 0.02% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.02% |
| BSCMS 2007-T26 AJ 05.4316 01/12/2045 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| FNR 2019-5 SA IO 05.9700 03/25/2049 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.02% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| WIX LTD P/P 144A 00.0000 08/15/2025 | 0.02% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.02% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.02% |
| CAS 2018-C05 1B1 04.3800 01/25/2031 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.02% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.02% |
| SEK/USD 03/17/2021 GSFX | 0.02% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% |
| CAS 2015-C02 1M2 04.1300 05/25/2025 | 0.01% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% |
| CAD/USD 04/21/2021 JPMCB | 0.01% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.01% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% |
| GBP/USD 03/17/2021 MSCIL | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| LVMH MOET HENNESSY VUITT CV PFD | 0.01% |
| OMIR 2019-1A B1B 04.4800 07/25/2029 | 0.01% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.01% |
| STACR 2014-DN1 M3 04.6300 02/25/2024 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.01% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.01% |
| FNR 2019-43 JS IO 05.9200 08/25/2049 | 0.01% |
| FNR 2019-73 SC IO 05.9020 12/25/2049 | 0.01% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.01% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% |
| JPMCC 2013-LC11 D 04.1669 04/15/2046 | 0.01% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.01% |
| STACR 2017-HQA1 M2 03.6800 08/25/2029 | 0.01% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.01% |
| TERRIER MEDIA TLB L+425 04.3708 12/17/2026 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.01% |
| CAS 2015-C03 2M2 05.1300 07/25/2025 | 0.01% |
| CAS 2018-C06 1B1 03.8800 03/25/2031 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| EUR/USD 03/17/2021 SSBT | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| GBP/USD 03/17/2021 GSFX | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| OMIR 2019-1A B1A 03.6300 07/25/2029 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.01% |
| STACR 2020-DNA5 B2 11.5823 10/25/2050 | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.01% |
| FIVERR INTL LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| OVINTIV EXPLORATION INC 05.3750 01/01/2026 | 0.01% |
| STACR 2014-HQ3 M3 04.8800 10/25/2024 | 0.01% |
| STACR 2020-DNA3 B2 09.4800 06/25/2050 | 0.01% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| TESLA INC CV 02.0000 05/15/2024 | 0.01% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| CAS 2017-C04 2M2 02.9800 11/25/2029 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| DIVERSEY TL L+300 03.1208 09/06/2024 | 0.01% |
| EUR/USD CALL 1.235 20210323 HSBCB | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FHR 4937 MS IO 05.9200 12/25/2049 | 0.01% |
| FNR 2019-38 SC IO 05.9200 07/25/2049 | 0.01% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.01% |
| GNR 2010-68 SD IO 06.4491 06/20/2040 | 0.01% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MTW FOODSERVICE ESCR 09.5000 02/15/2024 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| SEK/USD 03/17/2021 UBS | 0.01% |
| SPST 2020-6 A 01.8800 09/07/2021 | 0.01% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.01% |
| SWPTN 1MX5Y R 0.576 USD 02/08/2021 GS | 0.01% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.01% |
| USD/MXN PUT 19.25 20210609 MSCIL | 0.01% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.01% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.01% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% |
| CAD/USD 04/21/2021 TDBK | 0.01% |
| CAS 2020-SBT1 1M2 03.7800 02/25/2040 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% |
| CHEVRON USA INC 06.0000 03/01/2041 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| COMM 2014-CR16 C 04.9377 04/10/2047 | 0.01% |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| FHR 3408 EK 25.2841 04/15/2037 | 0.01% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.01% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.4020 02/10/2046 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NEXITY SA CV PFD | 0.01% |
| NZD/USD 04/21/2021 CITI | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| TALEND SA P/P CV 01.7500 09/01/2024 | 0.01% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.01% |
| USD/SGD PUT 1.32 20210413 JPMCB | 0.01% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.01% |
| 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.01% |
| DBUBS 2011-LC2A D P/P 144A 05.4331 07/10/2044 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.01% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IQIYI INC P/P USD 02.0000 04/01/2025 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JPMBB 2013-C12 C 04.0992 07/15/2045 | 0.01% |
| NZD/USD 04/21/2021 HSBCB | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.01% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.01% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.01% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.01% |
| 1.5945 R ISWP US0003M P 01/15/2051 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| CAD/USD 04/21/2021 BANKAM | 0.01% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| COMM 2014-CR17 E P/P 144A 04.8469 05/10/2047 | 0.01% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.01% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.01% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.01% |
| FNR 2013-18 SB IO 06.0200 10/25/2041 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.01% |
| GBP/USD 03/17/2021 WPAC | 0.01% |
| GNR 2016-77 SL IO 06.0191 03/20/2043 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.01% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.01% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.01% |
| MTU AERO ENGINES AG REGS 00.1250 05/17/2023 | 0.01% |
| NZD/USD 04/21/2021 JPMCB | 0.01% |
| NZD/USD 04/21/2021 SSBT | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| RMIR 2020-2 B1 07.7300 10/25/2030 | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| STACR 2019-DNA1 M2 02.7800 01/25/2049 | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| USD/SGD PUT 1.32 20210323 HSBCB | 0.01% |
| WAMU 2005-AR10 1A3 03.0712 09/25/2035 | 0.01% |
| WAMU 2005-AR13 A1C3 01.1100 10/25/2045 | 0.01% |
| -0.33 R ISWP FWD CHL6M P 03/17/2031 | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.00% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.00% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.00% |
| NOK/USD 03/17/2021 TDBK | 0.00% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.00% |
| NZD/USD 04/21/2021 WPAC | 0.00% |
| OVINTIV EXPLORATION INC 05.7500 01/30/2022 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.00% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.00% |
| SEK/USD 03/17/2021 MSCIL | 0.00% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.00% |
| SPRINT CORP 07.2500 09/15/2021 | 0.00% |
| STACR 2018-DNA1 B1 03.2800 07/25/2030 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.00% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.00% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.00% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.00% |
| 1.173 R ISWP US0003M P 01/14/2031 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.644 R ISWP US0003M P 01/14/2051 | 0.00% |
| AUD/USD 04/21/2021 BANKAM | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CAD/USD 04/21/2021 CSI-FX | 0.00% |
| CAS 2015-C01 1M2 04.4300 02/25/2025 | 0.00% |
| CAS 2020-R02 2B1 03.1300 01/25/2040 | 0.00% |
| CHF/USD 03/17/2021 MSCIL | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| EUR/USD 03/17/2021 BCAP-FX | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2018-86 DS IO 05.9520 12/25/2048 | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.00% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| MRAFT 2020-4 A1 01.4826 04/23/2023 | 0.00% |
| MWST 2019-1 A 00.9300 06/25/2052 | 0.00% |
| NOK/USD 03/17/2021 RBSF | 0.00% |
| NZD/USD 04/21/2021 UBS | 0.00% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 12/10/2025 | 0.00% |
| STEARNS HLDG LLC CLASS B WTS | 0.00% |
| USD/MXN PUT 19.25 20210413 JPMCB | 0.00% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.00% |
| AUD/USD 04/21/2021 SSBT | 0.00% |
| BERRY PLASTICS TLY L+200 02.1326 07/01/2026 | 0.00% |
| BLACKLINE INC CV 00.1250 08/01/2024 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| EQUINIX INC 05.3750 05/15/2027 | 0.00% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.00% |
| EUR/USD 03/17/2021 CITI | 0.00% |
| EUR/USD 03/17/2021 GSFX | 0.00% |
| EUR/USD 03/17/2021 TDBK | 0.00% |
| FNR 2005-83 QP 17.0560 11/25/2034 | 0.00% |
| FSPC T-57 1AX IO 00.3800 07/25/2043 | 0.00% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| HCA INC 05.2500 06/15/2026 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.00% |
| JPY/USD 02/17/2021 RBSF | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.00% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.0814 07/15/2046 | 0.00% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.00% |
| NETFLIX INC 04.8750 04/15/2028 | 0.00% |
| NOK/USD 03/17/2021 HSBCB | 0.00% |
| OPTN FN30 2.0 02/04/21 CALL 103.3125 JPMC | 0.00% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.00% |
| SCIENTIFIC GAMES TLB5 L+275 02.8708 08/14/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STACR 2019-DNA2 M2 02.5800 03/25/2049 | 0.00% |
| SWPTN 3MX10Y R 0.93 USD 04/28/2021 CI | 0.00% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.00% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TENNANT CO 05.6250 05/01/2025 | 0.00% |
| USD/KRW PUT 1050.00 20210609 HSBCB | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| AUD/USD 04/21/2021 CITI | 0.00% |
| BALTA 2005-8 21A1 02.8468 10/25/2035 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.00% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.00% |
| CAD/USD 04/21/2021 BCAP-FX | 0.00% |
| CAD/USD 04/21/2021 CITI | 0.00% |
| CAS 2016-C05 2M2 04.5800 01/25/2029 | 0.00% |
| CAS 2018-C01 1M2 02.3800 07/25/2030 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DIAMOND SPORTS TLB L+325 03.3800 08/24/2026 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| EUR/SEK PUT 9.90 20210323 MSCIL | 0.00% |
| EUR/USD 03/17/2021 CSI-FX | 0.00% |
| EUR/USD 03/17/2021 WPAC | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3003 06/25/2042 | 0.00% |
| GBP/USD 03/17/2021 BCAP-FX | 0.00% |
| GBP/USD 03/17/2021 JPMCB | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| IHEARTMEDIA TLB L+300 03.1208 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.00% |
| MSBAM 2013-C11 D P/P 144A 04.3520 08/15/2046 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| REYNOLDS GROUP TL L+275 02.8708 02/05/2023 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 1MX5Y P 0.576 USD 02/08/2021 GS | 0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.00% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.00% |
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| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| 0.2205 R ISWP US0003M P 01/15/2023 | 0.00% |
| 0.2235 R ISWP US0003M P 01/15/2023 | 0.00% |
| 0.228 R ISWP US0003M P 01/14/2023 | 0.00% |
| 1.1355 R ISWP US0003M P 01/13/2031 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.5125 R ISWP US0003M P 01/08/2051 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
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| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
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| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAD/USD 04/21/2021 HSBCB | 0.00% |
| CAD/USD 04/21/2021 WPAC | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CHF/USD 03/17/2021 CSI-FX | 0.00% |
| CHF/USD 03/17/2021 RBSF | 0.00% |
| CHF/USD 03/17/2021 UBS | 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 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| GBP/USD 03/17/2021 TDBK | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| JPY/USD 02/17/2021 CITI | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
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| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MWST 2020-2 A 00.9300 11/25/2053 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| NZD/USD 04/21/2021 BANKAM | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| SAILPOINT TCH CV 00.1250 09/15/2024 | 0.00% |
| SWPTN 1MX10Y R 1.196 USD 02/12/2021 CI | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.00% |
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| WPX ENERGY INC 08.2500 08/01/2023 | 0.00% |
| -0.151 R ISWP FWD EUR006M P 12/16/2030 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/16/2025 | 0.00% |
| -0.451 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.051 R ISWP FWD EUR006M P 12/16/2050 | 0.00% |
| 0.188 R ISWP US0003M P 01/07/2023 | 0.00% |
| 0.205 R ISWP US0003M P 01/08/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/13/2023 | 0.00% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 1.1075 R ISWP US0003M P 01/19/2031 | 0.00% |
| 1.12792 R ISWP US0003M P 01/13/2031 | 0.00% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.00% |
| 1.5865 R ISWP US0003M P 01/21/2051 | 0.00% |
| 1.6125 R ISWP US0003M P 01/15/2051 | 0.00% |
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| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CHC GROUP LLC SEDOL BYXD3K4 | 0.00% |
| CHF/USD 03/17/2021 HSBCB | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSMC 2006-C5 AX IO 01.0575 12/15/2039 | 0.00% |
| EUR/SEK PUT 9.65 20210323 MSCIL | 0.00% |
| EUR/USD 03/17/2021 RBSF | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3314 PO PO 00.0000 11/15/2036 | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3862 10/25/2041 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| GBP/USD 03/17/2021 BANKAM | 0.00% |
| GBP/USD 03/17/2021 HSBCB | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 02/17/2021 BANKAM | 0.00% |
| HKD/USD 02/17/2021 GSFX | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 SSBT | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 02/17/2021 WPAC | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| NOK/USD 03/17/2021 BANKAM | 0.00% |
| NOK/USD 03/17/2021 CITI | 0.00% |
| NOK/USD 03/17/2021 MSCIL | 0.00% |
| NZD/USD 04/21/2021 TDBK | 0.00% |
| SEK/USD 03/17/2021 BANKAM | 0.00% |
| SEK/USD 03/17/2021 HSBCB | 0.00% |
| SEK/USD 03/17/2021 JPMCB | 0.00% |
| SEK/USD 03/17/2021 SSBT | 0.00% |
| SEK/USD 03/17/2021 TDBK | 0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| USD/KRW PUT 1000.00 20210609 HSBCB | 0.00% |
| 1.1185 R ISWP US0003M P 01/15/2031 | -0.00% |
| 1.1749 R ISWP US0003M P 01/14/2031 | -0.00% |
| 1.4375 R ISWP US0003M P 01/04/2051 | -0.00% |
| 1.559 R ISWP US0003M P 01/28/2051 | -0.00% |
| CHF/USD 03/17/2021 CITI | -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.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 03/17/2021 BANKAM | -0.00% |
| JPY/USD 02/17/2021 HSBCB | -0.00% |
| NZD/USD 04/21/2021 BCAP-FX | -0.00% |
| SEK/USD 03/17/2021 CITI | -0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.00% |
| SWPTN 3MX10Y R 0.9215 USD 04/28/2021 BA | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | -0.00% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | -0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% |
| USD/MXN PUT 18.60 20210413 JPMCB | -0.00% |
| USD/SGD PUT 1.30 20210323 HSBCB | -0.00% |
| 0.2005 R ISWP US0003M P 01/28/2023 | -0.00% |
| 0.9305 R ISWP US0003M P 01/06/2031 | -0.00% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| CHF/USD 03/17/2021 GSFX | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| EUR/USD 03/17/2021 HSBCB | -0.00% |
| EUR/USD 03/17/2021 MSCIL | -0.00% |
| EUR/USD CALL 1.265 20210323 HSBCB | -0.00% |
| GBP/USD 03/17/2021 UBS | -0.00% |
| JPY/USD 02/17/2021 BCAP-FX | -0.00% |
| JPY/USD 02/17/2021 GSFX | -0.00% |
| JPY/USD 02/17/2021 JPMCB | -0.00% |
| JPY/USD 02/17/2021 TDBK | -0.00% |
| NZD/USD 04/21/2021 CSI-FX | -0.00% |
| SEK/USD 03/17/2021 BCAP-FX | -0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| USD/MXN PUT 18.25 20210609 MSCIL | -0.00% |
| USD/SGD PUT 1.30 20210413 JPMCB | -0.00% |
| 1.0991 R ISWP US0003M P 01/15/2031 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.00% |
| AUD/USD 04/21/2021 WPAC | -0.00% |
| CAD/USD 04/21/2021 RBSF | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| JPY/USD 02/17/2021 UBS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.00% |
| 1.07 R ISWP US0003M P 01/11/2031 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CHF/USD 03/17/2021 TDBK | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| GBP/USD 03/17/2021 CSI-FX | -0.00% |
| NOK/USD 03/17/2021 GSFX | -0.00% |
| NOK/USD 03/17/2021 SSBT | -0.00% |
| SEK/USD 03/17/2021 RBSF | -0.00% |
| 1.0905 R ISWP US0003M P 01/12/2031 | -0.00% |
| CAD/USD 04/21/2021 MSCIL | -0.00% |
| CHF/USD 03/17/2021 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 DE | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| NOK/USD 03/17/2021 JPMCB | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.00% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.01% |
| CHF/USD 03/17/2021 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 03/17/2021 UBS | -0.01% |
| SWPTN 11MX10Y P 2.7725 USD 02/26/2021 MS | -0.01% |
| SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.01% |
| SWPTN 3MX5Y P 2.243 USD 04/28/2021 BA | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.0275 R ISWP US0003M P 01/08/2031 | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| OPTN FN30 2.0 02/04/21 PUT 103.3125 JPMC | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% |
| 1.589 R ISWP FWD US0003M P 01/26/2051 | -0.01% |
| AUD/USD 04/21/2021 CSI-FX | -0.01% |
| AUD/USD 04/21/2021 TDBK | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/NOK PUT 9.75 20210708 GSFX | -0.01% |
| EUR/USD 03/17/2021 JPMCB | -0.01% |
| JPY/USD 02/17/2021 MSCIL | -0.01% |
| NZD/USD 04/21/2021 MSCIL | -0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| JPY/USD 02/17/2021 BANKAM | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 3MX10Y R 1.13 USD 04/28/2021 CI | -0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.01% |
| 1.20 R ISWP FWD NOKOIB6M P 03/17/2031 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% |
| AUD/USD 04/21/2021 HSBCB | -0.01% |
| AUD/USD 04/21/2021 JPMCB | -0.01% |
| CAD/USD 04/21/2021 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 GS | -0.01% |
| NOK/USD 03/17/2021 UBS | -0.01% |
| SWPTN 1MX10Y P 1.196 USD 02/12/2021 CI | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| 0.90 R ISWP FWD NFIX3MID P 03/17/2031 | -0.01% |
| 0.9355 R ISWP US0003M P 01/07/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 3MX5Y P 1.969 USD 04/28/2021 JP | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.02% |
| AUD/USD CALL 0.83 20210702 HSBCB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| 0.90 R ISWP FWD AUDBB6M P 03/17/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| GBP/USD 03/17/2021 CITI | -0.02% |
| SWPTN 3MX2Y P 0.213 USD 03/23/2021 BC | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% |
| 0.12 R ISWP FWD SONIA P 03/17/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| OPTN FN30 2.5 02/04/21 PUT 105.25 JPMC | -0.02% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.02% |
| 1.20 R ISWP FWD CDOR03 P 03/17/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% |
| CAD/USD 04/21/2021 GSFX | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| 0.70 R ISWP FWD US0003M P 03/17/2028 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.02% |
| SWPTN 3MX10Y R 0.964 USD 03/18/2021 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | -0.02% |
| SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| 1.535 R ISWP US0003M P 02/01/2051 | -0.03% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.03% |
| AUD/USD 04/21/2021 RBSF | -0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| OPTN FN30 2.0 03/04/21 PUT 102.875 JPMC | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | -0.03% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.03% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.03% |
| AUD/USD 04/21/2021 GSFX | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% |
| AUD/USD 04/21/2021 MSCIL | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.04% |
| SWPTN 3MX10Y R 0.9673 USD 03/22/2021 JP | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| GBP/USD 03/17/2021 SSBT | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.04% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.04% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.04% |
| CPTFEMU R 1.4 P 07/15/27 | -0.04% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.04% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.05% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.05% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.05% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.06% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.06% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.07% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.07% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.07% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.07% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.07% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.07% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.08% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.08% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.09% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.09% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.09% |
| SWPTN 3MX10Y R 0.968 USD 04/06/2021 BC | -0.09% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.09% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.09% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.09% |
| SWPTN 3MX10Y P 0.968 USD 04/06/2021 BC | -0.10% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.10% |
| SWPTN 11MX10Y R 2.7725 USD 02/26/2021 MS | -0.10% |
| SWPTN 3MX5Y R 0.615 USD 04/13/2021 BC | -0.10% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.10% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.10% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.10% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.11% |
| GNMA GII30 TBA 03.5000 02/01/2051 | -0.11% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.11% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.11% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.11% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.12% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.12% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.12% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.12% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.12% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.12% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.12% |
| US 10YR ULTRA FUT MAR21 UXYH1 | -0.13% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.13% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.14% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.14% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.15% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.15% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.15% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.15% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.15% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.15% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.15% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.16% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.16% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.16% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.17% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.17% |
| SWPTN 3MX10Y R 1.167 USD 04/13/2021 JP | -0.18% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.19% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.19% |
| UKRPI R 3.4425 P 07/15/49 | -0.20% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.23% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.24% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.28% |
| CPTFEMU P 1.13 R 05/15/50 | -0.31% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.32% |
| CPURNSA P 1.6625 R 07/10/30 | -0.34% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.40% |
| CPTFEMU P 0.935 R 05/15/40 | -0.40% |
| CPTFEMU P 0.93 R 05/15/40 | -0.40% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.41% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.41% |
| CPURNSA P 1.586 R 06/30/30 | -0.42% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.42% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.43% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | -0.43% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.66% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -1.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.13% |
| FNMA FN30 TBA UMBS 01.5000 03/01/2051 | -1.18% |
| FNMA FN30 TBA UMBS 02.0000 02/01/2051 | -1.25% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.40% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.63% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.74% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -144.86% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 19.22% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 13.42% |
| US ULTRA BOND CBT MAR21 WNH1 | 5.67% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 5.52% |
| FNMA FN30 TBA UMBS 01.5000 01/01/2051 | 2.49% |
| GNMA GII30 TBA 04.0000 01/01/2051 | 2.30% |
| TREASURY BILL 00.0000 04/08/2021 | 1.84% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.65% |
| REPO TRIPA MORTG 0.06 01/04/2021 | 1.25% |
| TREASURY BILL 00.0000 01/05/2021 | 1.20% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 1.16% |
| TREASURY BILL 00.0000 02/09/2021 | 1.16% |
| TREASURY BILL 00.0000 02/16/2021 | 0.94% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.91% |
| FNMA FN30 TBA UMBS 05.5000 01/01/2051 | 0.88% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.85% |
| TREASURY BILL 00.0000 01/19/2021 | 0.70% |
| TREASURY BILL 00.0000 02/02/2021 | 0.68% |
| CAS 2017-C02 2B1 05.6480 09/25/2029 | 0.66% |
| TREASURY BILL 00.0000 03/18/2021 | 0.59% |
| CAS 2016-C02 1B 12.3980 09/25/2028 | 0.59% |
| TREASURY BILL 00.0000 03/25/2021 | 0.57% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2051 | 0.56% |
| CAS 2015-C04 1M2 05.8480 04/25/2028 | 0.55% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.54% |
| TREASURY BILL 00.0000 01/12/2021 | 0.53% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.52% |
| REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.52% |
| ETP LEGACY LP 29277EN59 DCP 01/05/2021 | 0.51% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.51% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.50% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.49% |
| CWALT 2005-59 1A1 00.8038 11/20/2035 | 0.48% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.48% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.47% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.46% |
| ENGIE SA 29287APN4 DCP 02/22/2021 | 0.46% |
| CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.46% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.44% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.43% |
| STACR 2015-DNA3 B 09.4980 04/25/2028 | 0.43% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.43% |
| STACR 2015-DNA2 B 07.6980 12/25/2027 | 0.42% |
| OMIR 2018-1A M2 02.9980 07/25/2028 | 0.41% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.40% |
| TRANSCANADA PIPELINES LTD 89355PNT1 DCP 01/27/2021 | 0.38% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.36% |
| CWALT 2006-OA10 4A1 00.5280 08/25/2046 | 0.35% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.35% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.35% |
| GNR 2018-H03 XI IO 02.1796 02/20/2068 | 0.34% |
| ETP LEGACY LP 29277ENT7 DCP 01/27/2021 | 0.34% |
| FIDELITY NATIONAL INFORMATION 31621YNT2 DCP 01/27/2021 | 0.34% |
| MANHATTAN ASSET FUNDING CO LL 56274LQ80 DCP 03/08/2021 | 0.34% |
| TRANSCANADA PIPELINE USA LTD 89356TNE5 DCP 01/14/2021 | 0.34% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.34% |
| HUMANA INC 44486HP31 DCP 02/03/2021 | 0.34% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.33% |
| SAMI 2006-AR7 A1A 00.3580 08/25/2036 | 0.33% |
| HVMLT 2005-2 1A 00.6716 05/19/2035 | 0.33% |
| INTERCONTINENTAL EXCHANGE INC 45856WTN9 DCP 06/22/2021 | 0.32% |
| WFRBS 2013-C15 D P/P 144A 04.4900 08/15/2046 | 0.32% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.32% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.32% |
| CAS 2016-C03 1B 11.8980 10/25/2028 | 0.32% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.32% |
| GNR 2016-H23 NI IO 02.3708 10/20/2066 | 0.32% |
| TREASURY BILL 00.0000 04/15/2021 | 0.32% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.31% |
| FNR 2016-96 ST IO 05.9520 12/25/2046 | 0.31% |
| PLAINS MIDSTREAM CANADA ULC 72651VN65 DCP 01/06/2021 | 0.31% |
| GNR 2018-H02 EI IO 01.8836 01/20/2068 | 0.30% |
| FNR 2018-38 SA IO 06.0520 06/25/2048 | 0.30% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.30% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.30% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.30% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.29% |
| GNR 2018-H05 BI IO 01.9637 02/20/2068 | 0.29% |
| CMLTI 2007-AMC3 A2D 00.4980 03/25/2037 | 0.29% |
| SHRP 2020-1 NOTE 03.1065 07/25/2024 | 0.29% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.29% |
| GNR 2020-7 SK IO 05.8984 01/20/2050 | 0.28% |
| WFRBS 2012-C10 D P/P 144A 04.4272 12/15/2045 | 0.28% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.28% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.28% |
| GNR 2018-164 AS IO 05.9484 12/20/2048 | 0.28% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.28% |
| SUNCOR ENERGY INC 86723AQG0 DCP 03/16/2021 | 0.27% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.26% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.26% |
| JPMBB 2014-C25 D P/P 144A 03.9480 11/15/2047 | 0.26% |
| CAS 2019-HRP1 B1 09.3980 11/25/2039 | 0.26% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.26% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.26% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.26% |
| GNR 2018-H02 HI IO 01.7811 01/20/2068 | 0.26% |
| ENTERGY CORP 29366EQ17 DCP 03/01/2021 | 0.26% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.25% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.25% |
| CWALT 2006-OA7 1A2 01.5494 06/25/2046 | 0.24% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.24% |
| STACR 2015-HQA2 B 10.6480 05/25/2028 | 0.24% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.24% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.24% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.24% |
| GNR 2018-H05 AI IO 02.2690 02/20/2068 | 0.24% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.23% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.23% |
| FHR 4265 SD IO 05.9414 01/15/2035 | 0.23% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.23% |
| GNR 2017-H10 MI IO 02.1534 04/20/2067 | 0.23% |
| SWPTN 3MX10Y P 0.792 USD 01/13/2021 JP | 0.22% |
| CAS 2016-C01 1B 11.8980 08/25/2028 | 0.22% |
| GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.22% |
| GNR 2013-9 S IO 06.5984 01/20/2043 | 0.22% |
| JPMBB 2014-C18 D P/P 144A 04.7942 02/15/2047 | 0.22% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.22% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.21% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.21% |
| INTERCONTINENTAL EXCHANGE INC 45856WTM1 DCP 06/21/2021 | 0.20% |
| NATIONAL GRID PLC 63627TNK9 DCP 01/19/2021 | 0.20% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.20% |
| FNR 2016-62 GS IO 05.9520 09/25/2046 | 0.20% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.20% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.20% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.20% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.20% |
| BCAP 2011-RR3 3A6 02.6212 11/27/2036 | 0.20% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.20% |
| GNR 2018-105 SG IO 06.0984 08/20/2048 | 0.20% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.20% |
| UKRPI P 3.665 R 12/15/28 | 0.20% |
| TREASURY BILL 00.0000 01/26/2021 | 0.20% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.19% |
| VERTIV TLB L+300 03.1440 03/02/2027 | 0.19% |
| WFCM 2013-LC12 D P/P 144A 04.2746 07/15/2046 | 0.19% |
| FNMA FN30 TBA UMBS 05.0000 01/01/2051 | 0.19% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.19% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.19% |
| GNR 2015-H12 AI IO 01.8635 05/20/2065 | 0.18% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.18% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.18% |
| GNR 2017-160 S IO 06.0484 10/20/2043 | 0.18% |
| GNR 2018-104 SD IO 06.0484 08/20/2048 | 0.18% |
| GNR 2015-H15 BI IO 02.5965 06/20/2065 | 0.18% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.18% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.18% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.18% |
| GSR 2007-OA1 2A3A 00.4580 05/25/2037 | 0.18% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.18% |
| SUNCOR ENERGY INC 86723APJ5 DCP 02/18/2021 | 0.18% |
| CAS 2017-C03 1B1 04.9980 10/25/2029 | 0.18% |
| GNR 2018-H04 IO IO 01.4322 02/20/2068 | 0.18% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.18% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.18% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.17% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.17% |
| AMERICAN HONDA FINANCE CORP 02665JPS3 DCP 02/26/2021 | 0.17% |
| AMERICAN HONDA FINANCE CORP 02665JQ52 DCP 03/05/2021 | 0.17% |
| FIDELITY NATIONAL INFORMATION 31621YNR6 DCP 01/25/2021 | 0.17% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.17% |
| SHELL INTERNATIONAL FINANCE B 8225X2TB0 DCP 06/11/2021 | 0.17% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.17% |
| GNR 2017-H06 BI IO 02.1858 02/20/2067 | 0.17% |
| NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.17% |
| GNR 2018-H01 XI IO 01.9695 01/20/2068 | 0.17% |
| GNR 2017-H18 FI IO 02.3271 09/20/2067 | 0.17% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.17% |
| CARMX 2020-2 D 06.8700 05/17/2027 | 0.17% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.17% |
| GNR 2017-H08 NI IO 02.2436 03/20/2067 | 0.17% |
| GNR 2018-H15 EI IO 01.7289 08/20/2068 | 0.17% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.17% |
| DBALT 2006-AR4 A2 00.5280 12/25/2036 | 0.16% |
| FNR 2019-34 SL IO 05.9020 07/25/2049 | 0.16% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.16% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.16% |
| ORTHO-CLINICAL TLB L+325 03.3940 06/30/2025 | 0.16% |
| GNR 2015-H23 BI IO 01.7545 09/20/2065 | 0.16% |
| CPTFEMU R 0.961 P 05/15/40 | 0.16% |
| FNR 2019-47 SA IO 05.9020 08/25/2049 | 0.16% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.16% |
| SWPTN 3MX10Y P 0.9673 USD 03/22/2021 JP | 0.16% |
| GNR 2013-152 SJ IO 05.9984 05/20/2041 | 0.16% |
| GNR 2018-100 S IO 06.0484 07/20/2048 | 0.16% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.16% |
| COMM 2012-CR3 E P/P 144A 04.7503 10/15/2045 | 0.15% |
| HCA INC. 05.3750 09/01/2026 | 0.15% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.15% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.15% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.15% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.15% |
| BSMF 2006-AR2 2A1 00.3780 09/25/2046 | 0.15% |
| CAS 2017-C01 1B1 05.8980 07/25/2029 | 0.15% |
| GNR 2017-H12 QI IO 02.6274 05/20/2067 | 0.15% |
| GNR 2017-H16 JI IO 02.7771 08/20/2067 | 0.15% |
| CSAIL 2015-C1 D P/P 144A 03.7643 04/15/2050 | 0.15% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.15% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.15% |
| AHM 2007-1 GA1C 00.3380 05/25/2047 | 0.15% |
| CWALT 2006-OA10 3A1 00.5280 08/25/2046 | 0.15% |
| GNR 2017-H03 HI IO 01.5673 01/20/2067 | 0.15% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.15% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.15% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.15% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.15% |
| GNR 2016-77 SC IO 05.9484 10/20/2045 | 0.15% |
| GNR 2015-H03 CI IO 01.7189 01/20/2065 | 0.14% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.14% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.14% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.14% |
| GNR 2017-H20 HI IO 02.1789 10/20/2067 | 0.14% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.14% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.14% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.14% |
| CPTFEMU P 1.71 R 07/15/37 | 0.14% |
| CPTFEMU R 0.655 P 05/15/30 | 0.14% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| GNR 2017-H16 IO 02.8558 08/20/2067 | 0.14% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.14% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.14% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.14% |
| GNR 2016-H22 AI IO 02.3237 10/20/2066 | 0.14% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.14% |
| WFRBS 2012-C9 E P/P 144A 04.8105 11/15/2045 | 0.14% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.14% |
| AMCOR FINANCE USA INC 0234D4PH9 DCP 02/17/2021 | 0.14% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.14% |
| INTERCONTINENTAL EXCHANGE INC 45856WPQ6 DCP 02/24/2021 | 0.14% |
| INTERCONTINENTAL EXCHANGE INC 45856WSB6 DCP 05/11/2021 | 0.14% |
| GNR 2018-91 SH IO 06.0984 07/20/2048 | 0.14% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.14% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.14% |
| GNR 2015-H15 AI IO 01.8092 06/20/2065 | 0.14% |
| GNR 2017-H06 MI IO 02.1282 02/20/2067 | 0.14% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.14% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.14% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.13% |
| STACR 2020-HQA3 B2 10.1480 07/25/2050 | 0.13% |
| GNR 2015-H08 CI IO 01.7961 03/20/2065 | 0.13% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.13% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.13% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.13% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.13% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.13% |
| COMM 2014-UBS3 D P/P 144A 04.7683 06/10/2047 | 0.13% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.13% |
| GSAA 2006-8 2A2 00.5080 05/25/2036 | 0.13% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.12% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.12% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.12% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.12% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.12% |
| GNR 2015-H20 BI IO 02.1271 08/20/2065 | 0.12% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.12% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.12% |
| MSC 2012-C4 E P/P 144A 05.4185 03/15/2045 | 0.12% |
| GNR 2014-4 SG IO 05.9484 01/20/2044 | 0.12% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.12% |
| ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.12% |
| CAS 2017-C06 2M2 02.9480 02/25/2030 | 0.12% |
| GNR 2016-H16 EI IO 02.4948 06/20/2066 | 0.12% |
| GNR 2017-H09 IO IO 02.1855 04/20/2067 | 0.12% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.12% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.12% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.12% |
| GNR 2018-67 SC IO 06.0484 05/20/2048 | 0.12% |
| FHR 4742 S IO 06.0414 12/15/2047 | 0.12% |
| GNR 2016-H04 HI IO 02.3831 07/20/2065 | 0.12% |
| GNR 2017-H05 CI IO 03.7299 02/20/2067 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| CAS 2016-C06 1B 09.3980 04/25/2029 | 0.12% |
| GNR 2017-H03 EI IO 02.2290 01/20/2067 | 0.12% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.12% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.11% |
| FNR 2018-44 SA IO 06.0520 06/25/2048 | 0.11% |
| UKRPI P 3.385 R 11/15/24 | 0.11% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.11% |
| GNR 2016-H12 AI IO 01.6592 07/20/2065 | 0.11% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.11% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.11% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.11% |
| STACR 2016-HQA3 M3 03.9980 03/25/2029 | 0.11% |
| BSCMS 2005-PWR7 D 05.2636 02/11/2041 | 0.11% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.11% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.11% |
| UKRPI P 3.34 R 03/15/28 | 0.11% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.11% |
| STACR 2017-DNA1 B1 05.0980 07/25/2029 | 0.11% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.11% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.11% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.11% |
| CWALT 2006-OA10 1A1 01.5694 08/25/2046 | 0.11% |
| JPMBB 2014-C18 E P/P 144A 04.2942 02/15/2047 | 0.11% |
| STACR 2018-HQA2 B2 11.1480 10/25/2048 | 0.11% |
| CAS 2017-C06 2B1 04.5980 02/25/2030 | 0.11% |
| DOMINICAN REPUBLIC REGS 06.8500 01/27/2045 | 0.11% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.11% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.11% |
| SWPTN 3MX10Y P 0.964 USD 03/18/2021 JP | 0.11% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.11% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.10% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.10% |
| CWALT 2006-OA10 2A1 00.5280 08/25/2046 | 0.10% |
| FHR 4731 QS IO 06.0414 11/15/2047 | 0.10% |
| GNR 2015-H18 BI IO 02.3929 07/20/2065 | 0.10% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.10% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.10% |
| STACR 2018-DNA3 B2 07.8980 09/25/2048 | 0.10% |
| USD/MXN PUT 20.50 20210416 GSFX | 0.10% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.10% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.10% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.10% |
| GNR 2016-H18 IO IO 01.6557 08/20/2066 | 0.10% |
| GNR 2019-125 SG IO 05.8984 10/20/2049 | 0.10% |
| STACR 2019-DNA2 B2 10.6480 03/25/2049 | 0.10% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.10% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.10% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.10% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.10% |
| GNR 2014-H25 BI IO 01.6925 12/20/2064 | 0.10% |
| MSBAM 2015-C23 D P/P 144A 04.1446 07/15/2050 | 0.10% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.10% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.10% |
| CENTENE CORP 04.6250 12/15/2029 | 0.10% |
| GNR 2016-H08 AI IO 02.5792 08/20/2065 | 0.10% |
| GNR 2016-H27 EI IO 02.9190 12/20/2066 | 0.10% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.10% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.10% |
| GNR 2017-H11 TI IO 02.6661 04/20/2067 | 0.10% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.10% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.10% |
| GNR 2014-119 SA IO 05.4484 08/20/2044 | 0.10% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.10% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.10% |
| CAD/USD 01/20/2021 GSFX | 0.10% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.10% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.10% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.10% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.10% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.10% |
| GNR 2018-H01 IO IO 01.3691 12/20/2067 | 0.10% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.10% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.10% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.10% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.10% |
| GNR 2016-H14 IO IO 01.6878 06/20/2066 | 0.10% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.10% |
| GNR 2015-H10 BI IO 03.0379 04/20/2065 | 0.09% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.09% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.09% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.09% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| GNR 2017-H11 DI IO 01.9254 05/20/2067 | 0.09% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.09% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| SPRINT CORP 07.6250 03/01/2026 | 0.09% |
| UKRPI P 3.4025 R 03/15/28 | 0.09% |
| STACR 2016-HQA2 M3 05.2980 11/25/2028 | 0.09% |
| ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.09% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.09% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.09% |
| GNR 2015-H23 DI IO 01.8548 09/20/2065 | 0.09% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.09% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.09% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.09% |
| COMM 2013-CR9 D P/P 144A 04.2429 07/10/2045 | 0.09% |
| FNR 2011-101 SA IO 05.7520 10/25/2041 | 0.09% |
| STACR 2019-DNA1 B2 10.8980 01/25/2049 | 0.09% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.09% |
| CCMFC 2006-4A A2 00.3280 11/25/2047 | 0.09% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.09% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.09% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.09% |
| SNAP INC CV 00.7500 08/01/2026 | 0.09% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.09% |
| BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.09% |
| SAILPOINT TCH CV 00.1250 09/15/2024 | 0.09% |
| CWALT 2006-OA7 1A1 02.4016 06/25/2046 | 0.08% |
| GNR 2015-H24 AI IO 02.1834 09/20/2065 | 0.08% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.08% |
| STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.08% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.08% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% |
| OPTN FN30 2.5 01/07/21 CALL 104.5 JPMC | 0.08% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.08% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.08% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.08% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.08% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.08% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.08% |
| BMIR 2017-1 B1 P/P 144A 04.8980 10/25/2027 | 0.08% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| GNR 2017-H06 DI IO 01.7861 02/20/2067 | 0.08% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.08% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.08% |
| AUD/USD 01/20/2021 MSCIL | 0.08% |
| BACM 2005-1 C 05.4820 11/10/2042 | 0.08% |
| GNR 2016-H06 CI IO 02.2191 02/20/2066 | 0.08% |
| JPALT 2007-A2 12A1 00.3480 06/25/2037 | 0.08% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.08% |
| OPTN FN30 2.0 02/04/21 CALL 103.3125 JPMC | 0.08% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.08% |
| GNR 2017-H02 BI IO 02.1856 01/20/2067 | 0.08% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.08% |
| GNR 2016-H17 KI IO 02.5330 07/20/2066 | 0.08% |
| STACR 2016-DNA1 B 10.1501 07/25/2028 | 0.08% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.08% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.08% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.08% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.08% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.08% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.07% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.07% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.07% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.07% |
| CAS 2017-C03 1M2 03.1480 10/25/2029 | 0.07% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.07% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.07% |
| GNR 2014-46 SA IO 05.9484 03/20/2044 | 0.07% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.07% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.07% |
| SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.07% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.07% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% |
| BLACKLINE INC CV 00.1250 08/01/2024 | 0.07% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| GNR 2016-H24 JI IO 02.1979 11/20/2066 | 0.07% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.07% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.07% |
| SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.07% |
| AUD/USD 01/20/2021 GSFX | 0.07% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.07% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.07% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.07% |
| GNR 2015-H01 BI IO 01.5629 01/20/2065 | 0.07% |
| SPRINT CORP 07.8750 09/15/2023 | 0.07% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.07% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.07% |
| CAS 2016-C03 1M2 05.4480 10/25/2028 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.07% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.07% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.07% |
| STACR 2017-DNA2 B1 05.2980 10/25/2029 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.07% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.07% |
| ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.07% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.07% |
| STACR 2020-HQA2 M2 03.2480 03/25/2050 | 0.07% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.07% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.07% |
| BALTA 2005-7 21A1 03.0700 09/25/2035 | 0.07% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.07% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.07% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% |
| ENVISION HEALTHCARE TL L+375 03.8968 10/10/2025 | 0.07% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.07% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.07% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.07% |
| HMIR 2019-1 M2 P/P 144A 03.3980 05/25/2029 | 0.07% |
| OPTN FN30 2.0 02/04/21 CALL 103.34375 JPMC | 0.07% |
| SOLENIS 1STL L+400 04.2330 06/26/2025 | 0.07% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.07% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.06% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.06% |
| DELIVERY HERO AG REGS 00.2500 01/23/2024 | 0.06% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.06% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.06% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.06% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.06% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.06% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.06% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.06% |
| UKRPI P 3.34 R 02/15/28 | 0.06% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.06% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.06% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% |
| STACR 2018-HQA1 M2 02.4480 09/25/2030 | 0.06% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.06% |
| FHR 3919 SA IO 06.3414 09/15/2041 | 0.06% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.06% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.06% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.06% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.06% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.06% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% |
| REFINITIV TLB L+325 03.3968 10/01/2025 | 0.06% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.06% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.06% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.06% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.06% |
| GNR 2014-60 SE IO 05.9484 04/20/2044 | 0.06% |
| GNR 2014-H06 BI IO 01.4668 02/20/2064 | 0.06% |
| LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% |
| NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.06% |
| USD/MXN PUT 20.50 20210413 JPMCB | 0.06% |
| ZILLOW GRP CV 01.3750 09/01/2026 | 0.06% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.06% |
| BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.06% |
| STACR 2019-DNA3 B2 08.2980 07/25/2049 | 0.06% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.06% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 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% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.06% |
| MOTION BONDCO DAC REGS 04.5000 11/15/2027 | 0.06% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.06% |
| NZD/USD 01/20/2021 UBS | 0.06% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.06% |
| UKRPI P 3.381 R 11/15/24 | 0.06% |
| AUD/USD 01/20/2021 RBSF | 0.06% |
| CAS 2017-C07 1B1 04.1480 05/25/2030 | 0.06% |
| CAS 2018-C06 2B1 04.2480 03/25/2031 | 0.06% |
| CIRSA FINANCE INTER REGS 06.2500 12/20/2023 | 0.06% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.06% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.06% |
| NZD/USD 01/20/2021 MSCIL | 0.06% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.06% |
| STACR 2017-DNA3 B1 04.5980 03/25/2030 | 0.06% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.06% |
| VONAGE HLDGS CV 01.7500 06/01/2024 | 0.06% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.06% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.06% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.06% |
| CAS 2017-C05 1B1 03.7480 01/25/2030 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.06% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.06% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.06% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.06% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.06% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.06% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.06% |
| CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.05% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.05% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.05% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.05% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.05% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.05% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.05% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.05% |
| UKRPI P 3.42 R 12/15/24 | 0.05% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.05% |
| CAS 2020-SBT1 1B1 06.8980 02/25/2040 | 0.05% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.05% |
| L BRANDS INC. 06.8750 11/01/2035 | 0.05% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.05% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.05% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.05% |
| AUD/USD CALL 0.79 20210510 GSFX | 0.05% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.05% |
| FHS 326 S2 IO 05.7914 03/15/2044 | 0.05% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% |
| SWPTN 3MX2Y R 0.213 USD 03/23/2021 BC | 0.05% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.05% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.05% |
| CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.05% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.05% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.05% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.05% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.05% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.05% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.05% |
| SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.05% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.05% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.05% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.05% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.05% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.05% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.05% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% |
| SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.05% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.05% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.05% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.05% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% |
| FHS 311 S1 IO 05.7914 08/15/2043 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| GNR 2013-182 SY IO 05.9484 12/20/2043 | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| GNR 2020-15 CS IO 05.8984 02/20/2050 | 0.05% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.05% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.05% |
| QVC INC 04.3750 09/01/2028 | 0.05% |
| STACR 2020-DNA3 B1 05.2480 06/25/2050 | 0.05% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.05% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.05% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.05% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.05% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.05% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.05% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% |
| FNR 2010-35 SG IO 06.2520 04/25/2040 | 0.05% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.05% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.05% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.05% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.05% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.05% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.05% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.05% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.05% |
| CAD/USD 01/20/2021 UBS | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.05% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.05% |
| ISTAR INC 04.7500 10/01/2024 | 0.05% |
| L BRANDS INC 07.5000 06/15/2029 | 0.05% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.05% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.05% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.05% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.05% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.05% |
| CLEAR CHANNEL TLB L+350 03.7144 08/21/2026 | 0.04% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| GNR 2014-58 SA IO 05.9484 04/20/2044 | 0.04% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.04% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.04% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.04% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% |
| UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.04% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.04% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% |
| LIBERTY MEDIA | 0.04% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.04% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.04% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.04% |
| STACR 2019-HQA2 B2 11.3980 04/25/2049 | 0.04% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% |
| SYNAPTICS INC CV 00.5000 06/15/2022 | 0.04% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.04% |
| CAS 2017-C07 2B1 04.5980 05/25/2030 | 0.04% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.04% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.04% |
| ISTAR INC 05.5000 02/15/2026 | 0.04% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.04% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.04% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| AUD/USD 01/20/2021 HSBCB | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| FHR 5011 SA IO 06.1020 09/25/2050 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.04% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.04% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.04% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.04% |
| PINDUODUO INC USD 00.0000 12/01/2025 | 0.04% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.04% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.04% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.04% |
| GFL ENVIORNMENTAL TLB L+300 03.5000 05/31/2025 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| SOTERA HEALTH TL L+450 05.5000 12/13/2026 | 0.04% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% |
| CAS 2016-C04 1B 10.3980 01/25/2029 | 0.04% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.04% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| TERRIER MEDIA TLB L+425 04.3968 12/17/2026 | 0.04% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.04% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.04% |
| CMLTI 2007-AMC3 A2B 00.3280 03/25/2037 | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% |
| RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.04% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.04% |
| STACR 2019-FTR3 B2 04.9501 09/25/2047 | 0.04% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.04% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.04% |
| GNR 2010-20 SC IO 05.9984 02/20/2040 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| GNR 2019-78 SJ IO 05.8984 06/20/2049 | 0.04% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.04% |
| PETSMART INC TLB L+350 04.5000 03/11/2022 | 0.04% |
| STMICROELECTRONICS NV REGS 00.2500 07/03/2024 | 0.04% |
| SWPTN 3MX5Y P 0.418 USD 01/13/2021 BC | 0.04% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.04% |
| ELANCO ANIMAL HLTH TLB L+175 01.8940 02/04/2027 | 0.04% |
| FHR 5004 SG IO 05.9520 08/25/2050 | 0.04% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| GNR 2013-129 SN IO 05.9984 09/20/2043 | 0.04% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% |
| CAS 2017-C07 2M2 02.6480 05/25/2030 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.04% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.04% |
| EUR/NOK PUT 10.45 20210423 UBS | 0.04% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% |
| FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.04% |
| GNR 2013-99 VS IO 05.9469 07/16/2043 | 0.04% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| OMIR 2017-1A M2 P/P 144A 04.1480 04/25/2027 | 0.04% |
| PROVINCIA DE BUENOS 34.1871 05/31/2022 | 0.04% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.04% |
| AMERICAN BATH 1L L+450 05.2500 11/23/2027 | 0.04% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.04% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.04% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.04% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% |
| CFMT 2019-HB1 M5 P/P 144A 06.0000 12/25/2029 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| GNR 2019-99 KS IO 05.8984 08/20/2049 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.04% |
| SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.04% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.04% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.04% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.04% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.04% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.04% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.03% |
| AUD/USD 01/20/2021 CSI-FX | 0.03% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.03% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.03% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.03% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.03% |
| APACHE CORP 05.1000 09/01/2040 | 0.03% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% |
| NEVRO CORP CV 01.7500 06/01/2021 | 0.03% |
| NZD/USD 01/20/2021 BCAP-FX | 0.03% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.03% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.03% |
| CLUBCORP TLB L+275 03.0039 09/18/2024 | 0.03% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.03% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.03% |
| REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.03% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.03% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.03% |
| UKRPI P 3.3875 R 03/15/28 | 0.03% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.03% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.03% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% |
| CAS 2015-C01 2M2 04.6980 02/25/2025 | 0.03% |
| CLP/USD 01/20/2021 CITI | 0.03% |
| EUR/NOK PUT 10.45 20210323 CSI-FX | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.03% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.03% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.03% |
| MONGODB INC P/P 144A CV 00.2500 01/15/2026 | 0.03% |
| SEK/USD 03/17/2021 GSFX | 0.03% |
| STRU BMOC-8710 SA IO 05.9984 07/20/2050 | 0.03% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.03% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| GARDA WORLD TLB L+475 04.9900 10/30/2026 | 0.03% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.03% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.03% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| AUD/USD 01/20/2021 TDBK | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.03% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.03% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.03% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.03% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.03% |
| ZAYO GROUP HLDG INC L+300 03.1468 03/09/2027 | 0.03% |
| ASURION TLB7 L+300 03.1468 11/03/2024 | 0.03% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.03% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.03% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.03% |
| FHR 4945 SL IO 05.9020 01/25/2050 | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.03% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.03% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.03% |
| TOTAL SE REGS 00.5000 12/02/2022 | 0.03% |
| CAD/USD 01/20/2021 MSCIL | 0.03% |
| CEMEX SAB DE CV P/P 144A 07.3750 06/05/2027 | 0.03% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.03% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.03% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.03% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.03% |
| FNR 2012-36 SN IO 06.3020 04/25/2042 | 0.03% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.03% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.03% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.03% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.03% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CAS 2018-C04 2B1 04.6480 12/25/2030 | 0.03% |
| CENTENE CORP 03.0000 10/15/2030 | 0.03% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| FHR 4969 IO IO 03.0000 04/25/2050 | 0.03% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.03% |
| FNR 2019-57 KS IO 05.9020 10/25/2049 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.03% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.03% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.03% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.03% |
| STACR 2018-HQA2 B1 04.3980 10/25/2048 | 0.03% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.03% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.03% |
| SYSCO CORPORATION 06.6000 04/01/2050 | 0.03% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.03% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.02% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.02% |
| BMIR 2018-2A B1 P/P 144A 02.7980 08/25/2028 | 0.02% |
| CAS 2018-C06 2M2 02.2480 03/25/2031 | 0.02% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.02% |
| EUR/USD CALL 1.235 20210323 HSBCB | 0.02% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% |
| HUB INTL TLB L+400 05.0000 04/25/2025 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.02% |
| CAS 2015-C02 2M2 04.1480 05/25/2025 | 0.02% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.02% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.02% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.02% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.02% |
| THYELE TL B 1L USD L+425 04.4283 07/31/2027 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| FNR 2006-8 HP 24.0240 03/25/2036 | 0.02% |
| FNR 2020-12 SK IO 05.9020 03/25/2050 | 0.02% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.02% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.02% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.02% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.02% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 0.02% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% |
| CAS 2019-R04 2B1 05.3980 06/25/2039 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CPURNSA R 1.703 P 11/29/24 | 0.02% |
| CWALT 2005-38 A3 00.8480 09/25/2035 | 0.02% |
| EMIR 2020-1 B1 02.9980 01/25/2030 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| FHR 4839 WS IO 05.9414 08/15/2056 | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.02% |
| SEA LTD P/P 144A 02.3750 12/01/2025 | 0.02% |
| STACR 2018-HQA2 M2 02.4480 10/25/2048 | 0.02% |
| STACR 2019-HQA1 B2 12.3980 02/25/2049 | 0.02% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.02% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.02% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| GBP/USD 03/17/2021 RBSF | 0.02% |
| GENESEE & WYOMING TL L+200 02.2539 11/05/2026 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| GNR 2019-83 SY IO 05.9484 07/20/2049 | 0.02% |
| GNR 2019-96 SY IO 05.9484 08/20/2049 | 0.02% |
| JPY/USD 02/17/2021 UBS | 0.02% |
| KRW/USD 02/17/2021 JPMCB | 0.02% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.02% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% |
| APACHE CORP 04.3750 10/15/2028 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| USD/MXN PUT 19.25 20210609 MSCIL | 0.02% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% |
| CAS 2018-C02 2M2 02.3480 08/25/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.02% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.02% |
| FNR 2019-5 SA IO 05.9520 03/25/2049 | 0.02% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| KRW/USD 02/17/2021 HSBCB | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| MCAS 2020-01 M10 P/P 144A 03.8980 03/25/2050 | 0.02% |
| MESSER INDUST TLB L+250 02.7539 03/01/2026 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.02% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.02% |
| CAS 2016-C05 2B 10.8980 01/25/2029 | 0.02% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.02% |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.02% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.02% |
| FNR 2015-42 LS IO 06.0520 06/25/2045 | 0.02% |
| GNR 2012-H29 AI IO 01.4080 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.4080 10/20/2062 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| SPST 2020-2 A 00.9780 03/26/2021 | 0.02% |
| STACR 2020-DNA4 B2 10.1480 08/25/2050 | 0.02% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.02% |
| YANDEX NV REGS 00.7500 03/03/2025 | 0.02% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.02% |
| CAS 2016-C03 2M2 06.0480 10/25/2028 | 0.02% |
| CAS 2018-C03 1B1 03.8980 10/25/2030 | 0.02% |
| CAS 2019-R01 2M2 02.5980 07/25/2031 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% |
| RAG-STIFTUNG REGS 00.0000 02/18/2021 | 0.02% |
| SPST 2020-WL1 A 01.2980 06/25/2051 | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| AUD/USD 01/20/2021 JPMCB | 0.02% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| LIBERTY BROAD P/P 144A CV 02.7500 09/30/2050 | 0.02% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.02% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.02% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.02% |
| XERO INVESTMENTS LTD REGS 02.3750 10/04/2023 | 0.02% |
| 0.30 R ISWP FWD SES3M P 03/17/2031 | 0.02% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.02% |
| CAS 2018-C05 1B1 04.3980 01/25/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| CNH/USD 02/18/2021 GSFX | 0.02% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| CPURNSA R 1.7625 P 12/10/24 | 0.02% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.02% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% |
| JPY/USD 02/17/2021 MSCIL | 0.02% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.02% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% |
| USD/KRW PUT 1050.00 20210609 HSBCB | 0.02% |
| USD/SGD PUT 1.32 20210413 JPMCB | 0.02% |
| WIX LTD P/P 144A 00.0000 08/15/2025 | 0.02% |
| WYNDHAM HOTELS & P/P 144A 04.3750 08/15/2028 | 0.02% |
| CAS 2015-C02 1M2 04.1480 05/25/2025 | 0.01% |
| CHS/COMMUNITY HEALTH P/P 144A 09.8750 06/30/2023 | 0.01% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.01% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% |
| LVMH MOET HENNESSY VUITT CV PFD | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.70 R ISWP FWD SOFRRATE P 03/17/2031 | 0.01% |
| ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% |
| BSCMS 2007-T26 AJ 05.4318 01/12/2045 | 0.01% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| JPY/USD 02/17/2021 HSBCB | 0.01% |
| OPTN FN30 3.0 01/07/21 CALL 104.53125 JPMC | 0.01% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.01% |
| SEK/USD 03/17/2021 UBS | 0.01% |
| STACR 2014-DN1 M3 04.6480 02/25/2024 | 0.01% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| USD/SGD PUT 1.32 20210323 HSBCB | 0.01% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.01% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% |
| AMERICAN BATH 1L2 L+450 05.2500 11/23/2027 | 0.01% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.01% |
| FNR 2019-43 JS IO 05.9020 08/25/2049 | 0.01% |
| FNR 2019-73 SC IO 05.9020 12/25/2049 | 0.01% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% |
| GBP/USD 03/17/2021 MSCIL | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% |
| NZD/USD 01/20/2021 CSI-FX | 0.01% |
| OMIR 2019-1A B1B 04.4980 07/25/2029 | 0.01% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.01% |
| STACR 2017-HQA1 M2 03.6980 08/25/2029 | 0.01% |
| TERRIER MEDIA TLB L+425 04.3968 12/17/2026 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% |
| CAD/USD 01/20/2021 RBSF | 0.01% |
| CAS 2015-C03 2M2 05.1480 07/25/2025 | 0.01% |
| CAS 2018-C06 1B1 03.8980 03/25/2031 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JPMCC 2013-LC11 D 04.1670 04/15/2046 | 0.01% |
| JPY/USD 02/17/2021 BCAP-FX | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.01% |
| STACR 2014-HQ3 M3 04.8980 10/25/2024 | 0.01% |
| STACR 2020-DNA5 B2 11.5817 10/25/2050 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.01% |
| GNR 2010-68 SD IO 06.4284 06/20/2040 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| OMIR 2019-1A B1A 03.6480 07/25/2029 | 0.01% |
| OVINTIV EXPLORATION INC 05.3750 01/01/2026 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| STACR 2020-DNA3 B2 09.4980 06/25/2050 | 0.01% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.01% |
| CAS 2017-C04 2M2 02.9980 11/25/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| DIVERSEY TL L+300 03.2144 09/06/2024 | 0.01% |
| EUR/SEK PUT 9.90 20210323 MSCIL | 0.01% |
| FHR 3408 EK 25.1548 04/15/2037 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FHR 4937 MS IO 05.9020 12/25/2049 | 0.01% |
| FIVERR INTL LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| FNR 2019-38 SC IO 05.9020 07/25/2049 | 0.01% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.01% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.01% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MTW FOODSERVICE ESCR 09.5000 02/15/2024 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| PLURALSIGHT CV 00.3750 03/01/2024 | 0.01% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| SEK/USD 03/17/2021 MSCIL | 0.01% |
| SPST 2020-6 A 01.8933 09/07/2021 | 0.01% |
| TESLA INC CV 02.0000 05/15/2024 | 0.01% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.01% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% |
| CAS 2020-SBT1 1M2 03.7980 02/25/2040 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| COMM 2014-CR16 C 04.9281 04/10/2047 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| EUR/USD 03/17/2021 UBS | 0.01% |
| GBP/USD 03/17/2021 GSFX | 0.01% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.01% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.4021 02/10/2046 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| JPY/USD 02/17/2021 CITI | 0.01% |
| JPY/USD 02/17/2021 TDBK | 0.01% |
| NEXITY SA CV PFD | 0.01% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.01% |
| TALEND SA P/P CV 01.7500 09/01/2024 | 0.01% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.01% |
| WELBILT TLB L+250 02.6451 10/23/2025 | 0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| DBUBS 2011-LC2A D P/P 144A 05.4874 07/10/2044 | 0.01% |
| EUR/USD 03/17/2021 JPMCB | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IQIYI INC P/P USD 02.0000 04/01/2025 | 0.01% |
| JPMBB 2013-C12 C 04.0993 07/15/2045 | 0.01% |
| MTU AERO ENGINES AG REGS 00.1250 05/17/2023 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.01% |
| 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| COMM 2014-CR17 E P/P 144A 04.8470 05/10/2047 | 0.01% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.01% |
| FNR 2013-18 SB IO 06.0020 10/25/2041 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.01% |
| GNR 2016-77 SL IO 05.9984 03/20/2043 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.01% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.01% |
| MSRR 2010-R4 4B 00.8910 02/26/2037 | 0.01% |
| NOK/USD 03/17/2021 GSFX | 0.01% |
| NOK/USD 03/17/2021 TDBK | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| RMIR 2020-2 B1 07.7480 10/25/2030 | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| STACR 2019-DNA1 M2 02.7980 01/25/2049 | 0.01% |
| SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.01% |
| WAMU 2005-AR10 1A3 03.0526 09/25/2035 | 0.01% |
| WAMU 2005-AR13 A1C3 01.1280 10/25/2045 | 0.01% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| GBP/USD 03/17/2021 WPAC | 0.00% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.00% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.00% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.00% |
| JPY/USD 02/17/2021 GSFX | 0.00% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.00% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.00% |
| OVINTIV EXPLORATION INC 05.7500 01/30/2022 | 0.00% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.00% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.00% |
| SPRINT CORP 07.2500 09/15/2021 | 0.00% |
| STACR 2018-DNA1 B1 03.2980 07/25/2030 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SWPTN 1MX5Y P 0.43 USD 01/11/2021 GS | 0.00% |
| SWPTN 1MX5Y R 0.43 USD 01/11/2021 GS | 0.00% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.00% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CAS 2015-C01 1M2 04.4480 02/25/2025 | 0.00% |
| CAS 2020-R02 2B1 03.1480 01/25/2040 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| EUR/USD 03/17/2021 HSBCB | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2018-86 DS IO 05.9520 12/25/2048 | 0.00% |
| GBP/USD 03/17/2021 JPMCB | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| MRAFT 2020-4 A1 01.4988 04/23/2023 | 0.00% |
| MWST 2019-1 A 00.9480 06/25/2052 | 0.00% |
| NOK/USD 03/17/2021 RBSF | 0.00% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.00% |
| SEK/USD 03/17/2021 SSBT | 0.00% |
| -0.33 R ISWP FWD CHL6M P 03/17/2031 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.00% |
| BERRY PLASTICS TLY L+200 02.1488 07/01/2026 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| EQUINIX INC 05.3750 05/15/2027 | 0.00% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.00% |
| FNR 2005-83 QP 17.0092 11/25/2034 | 0.00% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.00% |
| FSPC T-57 1AX IO 00.3803 07/25/2043 | 0.00% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| HCA INC 05.2500 06/15/2026 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| JPY/USD 02/17/2021 RBSF | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.00% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.0816 07/15/2046 | 0.00% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.00% |
| NETFLIX INC 04.8750 04/15/2028 | 0.00% |
| NOK/USD 03/17/2021 HSBCB | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.00% |
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| 0.428 R ISWP FWD US0003M P 12/16/2025 | 0.00% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
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| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| CAS 2016-C05 2M2 04.5980 01/25/2029 | 0.00% |
| CAS 2018-C01 1M2 02.3980 07/25/2030 | 0.00% |
| CHF/USD 03/17/2021 JPMCB | 0.00% |
| CHF/USD 03/17/2021 TDBK | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
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| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
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| MSBAM 2013-C11 D P/P 144A 04.3521 08/15/2046 | 0.00% |
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| REYNOLDS GROUP TL L+275 02.8968 02/05/2023 | 0.00% |
| SEK/USD 03/17/2021 HSBCB | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2015-HQ1 M3 03.9480 03/25/2025 | 0.00% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
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| TRANSDIGM INC 06.3750 06/15/2026 | 0.00% |
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| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% |
| 0.70 R ISWP FWD US0003M P 03/17/2028 | 0.00% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
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| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
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| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
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| 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 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
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| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
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| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| GBP/USD 03/17/2021 TDBK | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
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| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MWST 2020-2 A 00.9531 11/25/2053 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.00% |
| SEK/USD 03/17/2021 TDBK | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 5WX10Y P 1.1213 USD 01/11/2021 BA | 0.00% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.00% |
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| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.00% |
| -0.151 R ISWP FWD SONIA P 12/16/2022 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/16/2025 | 0.00% |
| 0.001 R ISWP FWD SONIA P 12/16/2025 | 0.00% |
| 0.051 R ISWP FWD EUR006M P 12/16/2050 | 0.00% |
| 1.20 R ISWP FWD CDOR03 P 03/17/2031 | 0.00% |
| 1.4375 R ISWP US0003M P 01/04/2051 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CHC GROUP LLC SEDOL BYXD3K4 | 0.00% |
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| CHF/USD 03/17/2021 RBSF | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSMC 2006-C5 AX IO 00.9017 12/15/2039 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3314 PO PO 00.0000 11/15/2036 | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3864 10/25/2041 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| GBP/USD 03/17/2021 BANKAM | 0.00% |
| GBP/USD 03/17/2021 HSBCB | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 02/17/2021 BANKAM | 0.00% |
| HKD/USD 02/17/2021 GSFX | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| NOK/USD 03/17/2021 BANKAM | 0.00% |
| NOK/USD 03/17/2021 CITI | 0.00% |
| NOK/USD 03/17/2021 MSCIL | 0.00% |
| OPTN FN30 3.0 01/07/21 PUT 104.53125 JPMC | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| -0.151 R ISWP FWD EUR006M P 12/16/2030 | -0.00% |
| -0.30 R ISWP FWD EUR006M P 03/17/2031 | -0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | -0.00% |
| AUD/USD 01/20/2021 WPAC | -0.00% |
| CAD/USD 01/20/2021 BCAP-FX | -0.00% |
| CHF/USD 03/17/2021 GSFX | -0.00% |
| CHF/USD 03/17/2021 MSCIL | -0.00% |
| CHF/USD 03/17/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CNH/USD 02/18/2021 JPMCB | -0.00% |
| CNH/USD 02/18/2021 WPAC | -0.00% |
| EUR/USD 03/17/2021 MSCIL | -0.00% |
| EUR/USD 03/17/2021 RBSF | -0.00% |
| GBP/USD 03/17/2021 CSI-FX | -0.00% |
| HKD/USD 02/17/2021 SSBT | -0.00% |
| OPTN FN30 2.5 01/07/21 PUT 104.5 JPMC | -0.00% |
| SWPTN 5WX30Y P 1.5843 USD 01/11/2021 BA | -0.00% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | -0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | -0.00% |
| 0.41 R ISWP US0003M P 10/13/2025 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| CHF/USD 03/17/2021 CSI-FX | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/SEK PUT 9.65 20210323 MSCIL | -0.00% |
| EUR/USD 03/17/2021 CSI-FX | -0.00% |
| EUR/USD 03/17/2021 WPAC | -0.00% |
| GBP/USD 03/17/2021 UBS | -0.00% |
| JPY/USD 02/17/2021 WPAC | -0.00% |
| SEK/USD 03/17/2021 BANKAM | -0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | -0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -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% |
| JPY/USD 02/17/2021 SSBT | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 03/17/2021 JPMCB | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| TWD/USD 02/17/2021 JPMCB | -0.00% |
| USD/KRW PUT 1000.00 20210609 HSBCB | -0.00% |
| 0.90 R ISWP FWD NFIX3MID P 03/17/2031 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| NOK/USD 03/17/2021 SSBT | -0.00% |
| 0.12 R ISWP FWD SONIA P 03/17/2031 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| CAD/USD 01/20/2021 HSBCB | -0.00% |
| CHF/USD 03/17/2021 HSBCB | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CNH/USD 02/18/2021 BANKAM | -0.00% |
| EUR/USD 03/17/2021 GSFX | -0.00% |
| MXN/USD 01/20/2021 BANKAM | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% |
| USD/SGD PUT 1.30 20210323 HSBCB | -0.00% |
| 1.20 R ISWP FWD NOKOIB6M P 03/17/2031 | -0.01% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| AUD/USD 01/20/2021 CITI | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NOK/USD 03/17/2021 UBS | -0.01% |
| SWPTN 11MX10Y P 2.7725 USD 02/26/2021 MS | -0.01% |
| USD/MXN PUT 18.25 20210609 MSCIL | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| EUR/USD 03/17/2021 BCAP-FX | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| SEK/USD 03/17/2021 RBSF | -0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| TWD/USD 02/17/2021 GSFX | -0.01% |
| USD/SGD PUT 1.30 20210413 JPMCB | -0.01% |
| 0.90 R ISWP FWD AUDBB6M P 03/17/2031 | -0.01% |
| CAD/USD 01/20/2021 CITI | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 03/17/2021 CITI | -0.01% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| EUR/USD 03/17/2021 TDBK | -0.01% |
| EUR/USD CALL 1.265 20210323 HSBCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SEK/USD 03/17/2021 CITI | -0.01% |
| SWPTN 3MX10Y R 0.792 USD 01/13/2021 JP | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| NZD/USD 01/20/2021 BANKAM | -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% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| 0.471 R ISWP US0003M P 11/16/2025 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| NZD/USD 01/20/2021 JPMCB | -0.01% |
| NZD/USD 01/20/2021 WPAC | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.02% |
| 0.30 R ISWP US0003M P 12/02/2023 | -0.02% |
| AUD/USD CALL 0.825 20210510 GSFX | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| GBP/USD 03/17/2021 CITI | -0.02% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.02% |
| SEK/USD 03/17/2021 BCAP-FX | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.02% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.02% |
| CNH/USD 02/18/2021 HSBCB | -0.02% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% |
| CAD/USD 01/20/2021 CSI-FX | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 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 R 0.418 USD 01/13/2021 BC | -0.02% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% |
| AUD/USD 01/20/2021 BANKAM | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| EUR/USD 03/17/2021 SSBT | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | -0.03% |
| SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.03% |
| USD/MXN PUT 19.75 20210413 JPMCB | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| OPTN FN30 2.0 02/04/21 PUT 103.34375 JPMC | -0.03% |
| SWPTN 3MX2Y P 0.213 USD 03/23/2021 BC | -0.03% |
| SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.03% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.03% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% |
| GBP/USD 03/17/2021 SSBT | -0.03% |
| OPTN FN30 2.0 02/04/21 PUT 103.3125 JPMC | -0.03% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% |
| CAD/USD 01/20/2021 BANKAM | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| NZD/USD 01/20/2021 PSBS | -0.04% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.04% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% |
| CAD/USD 01/20/2021 JPMCB | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% |
| SWPTN 11MX10Y R 2.7725 USD 02/26/2021 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% |
| USD/MXN PUT 19.00 20210416 GSFX | -0.04% |
| NZD/USD 01/20/2021 HSBCB | -0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.04% |
| AUD/USD 01/20/2021 PSBS | -0.04% |
| CAD/USD 01/20/2021 TDBK | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| CAD/USD 01/20/2021 PSBS | -0.05% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.05% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.05% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.05% |
| NZD/USD 01/20/2021 CITI | -0.05% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.05% |
| CPTFEMU R 1.4 P 07/15/27 | -0.06% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -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% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.07% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.07% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.07% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.07% |
| NZD/USD 01/20/2021 GSFX | -0.08% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.08% |
| NZD/USD 01/20/2021 RBSF | -0.08% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.08% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.08% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.08% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.09% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.09% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | -0.09% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.09% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.09% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.10% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.10% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.10% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.10% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.10% |
| AUD/USD 01/20/2021 UBS | -0.11% |
| GNMA GII30 TBA 03.5000 01/01/2051 | -0.11% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.11% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.11% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.11% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.11% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.11% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.12% |
| SWPTN 3MX10Y R 0.964 USD 03/18/2021 JP | -0.12% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.12% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.12% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.12% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.12% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.13% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.13% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.14% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.14% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.14% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.15% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.16% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.16% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.16% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.17% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.18% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.18% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.18% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.18% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.18% |
| SWPTN 3MX10Y R 0.9673 USD 03/22/2021 JP | -0.18% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.19% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.19% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.19% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.20% |
| UKRPI R 3.4425 P 07/15/49 | -0.20% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.21% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.23% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.24% |
| CPTFEMU P 1.13 R 05/15/50 | -0.26% |
| CPURNSA P 1.6625 R 07/10/30 | -0.28% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.30% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.31% |
| CPTFEMU P 0.935 R 05/15/40 | -0.34% |
| CPURNSA P 1.586 R 06/30/30 | -0.35% |
| CPTFEMU P 0.93 R 05/15/40 | -0.35% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.38% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.39% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.41% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.45% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.49% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.50% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.14% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -1.22% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.54% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.66% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.77% |
| US 10YR ULTRA FUT MAR21 UXYH1 | -2.74% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -139.45% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 12.07% |
|---|---|
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 10.32% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 9.62% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 7.05% |
| US ULTRA BOND CBT MAR21 WNH1 | 5.71% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2050 | 3.75% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 2.86% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 2.61% |
| GNMA GII30 TBA 04.0000 12/01/2050 | 2.28% |
| CAN 5YR BOND FUT MAR21 XQH1 | 2.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.70% |
| TREASURY BILL 00.0000 01/05/2021 | 1.19% |
| CASH MGMT BILL 00.0000 02/09/2021 | 1.15% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 1.14% |
| TREASURY BILL 00.0000 12/15/2020 | 1.02% |
| CASH MGMT BILL 00.0000 02/16/2021 | 0.93% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.89% |
| FNMA FN30 TBA UMBS 05.5000 12/01/2050 | 0.88% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.86% |
| ALEXANDRIA REAL ESTATE EQUITI 01527LM28 DCP 12/02/2020 | 0.85% |
| ETP LEGACY LP 29277EM19 DCP 12/01/2020 | 0.85% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.84% |
| TREASURY BILL 00.0000 01/19/2021 | 0.70% |
| CASH MGMT BILL 00.0000 02/02/2021 | 0.68% |
| TREASURY BILL 00.0000 12/08/2020 | 0.66% |
| CAS 2017-C02 2B1 05.6501 09/25/2029 | 0.64% |
| TREASURY BILL 00.0000 12/03/2020 | 0.58% |
| CAS 2016-C02 1B 12.4001 09/25/2028 | 0.57% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.56% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2050 | 0.56% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.55% |
| CAS 2015-C04 1M2 05.8501 04/25/2028 | 0.55% |
| TREASURY BILL 00.0000 01/12/2021 | 0.53% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.52% |
| OPTN FN30 2.0 01/07/21 CALL 102.59375 JPMC | 0.52% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.51% |
| PLAINS ALL AMERICAN PIPELINE 72650WM73 DCP 12/07/2020 | 0.51% |
| REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.50% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.49% |
| TREASURY BILL 00.0000 12/22/2020 | 0.49% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.48% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.47% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.46% |
| CWALT 2005-59 1A1 00.8065 11/20/2035 | 0.46% |
| CFCRE 2011-C2 E P/P 144A 05.9307 12/15/2047 | 0.45% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.45% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.43% |
| STACR 2015-DNA3 B 09.5001 04/25/2028 | 0.43% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.43% |
| STACR 2015-DNA2 B 07.7001 12/25/2027 | 0.42% |
| GENERAL MOTORS FINANCIAL CO I 37046TM19 DCP 12/01/2020 | 0.41% |
| OMIR 2018-1A M2 03.0001 07/25/2028 | 0.40% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.40% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.39% |
| INTERCONTINENTAL EXCHANGE INC 45856WMN6 DCP 12/22/2020 | 0.38% |
| TREASURY BILL 00.0000 12/10/2020 | 0.37% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.37% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.37% |
| CWALT 2006-OA10 4A1 00.3401 08/25/2046 | 0.35% |
| GNR 2018-H03 XI IO 02.2338 02/20/2068 | 0.35% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.35% |
| ALBEMARLE CORP 01265QM23 DCP 12/02/2020 | 0.34% |
| ALBEMARLE CORP 01265QM72 DCP 12/07/2020 | 0.34% |
| INTERCONTINENTAL EXCHANGE INC 45856WMF3 DCP 12/15/2020 | 0.34% |
| MANHATTAN ASSET FUNDING CO LL 56274LQ80 DCP 03/08/2021 | 0.34% |
| PLAINS ALL AMERICAN PIPELINE 72650WM16 DCP 12/01/2020 | 0.34% |
| TRANSCANADA PIPELINES LTD 89355PMF2 DCP 12/15/2020 | 0.34% |
| GNR 2016-H23 NI IO 02.3557 10/20/2066 | 0.33% |
| SAMI 2006-AR7 A1A 00.3601 08/25/2036 | 0.33% |
| HVMLT 2005-2 1A 00.6695 05/19/2035 | 0.33% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.33% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.33% |
| CABOT CORP 12705WM17 DCP 12/01/2020 | 0.32% |
| FMC CORP 34410WM17 DCP 12/01/2020 | 0.32% |
| GNR 2018-H02 EI IO 02.3474 01/20/2068 | 0.32% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.32% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 0.32% |
| FNR 2016-96 ST IO 05.9499 12/25/2046 | 0.32% |
| CAS 2016-C03 1B 11.9001 10/25/2028 | 0.31% |
| WFRBS 2013-C15 D P/P 144A 04.6431 08/15/2046 | 0.31% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.31% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.31% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.30% |
| GNR 2018-H05 BI IO 02.4701 02/20/2068 | 0.30% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.29% |
| GNR 2020-7 SK IO 05.9035 01/20/2050 | 0.29% |
| GNR 2018-164 AS IO 05.9535 12/20/2048 | 0.29% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.29% |
| CMLTI 2007-AMC3 A2D 00.5001 03/25/2037 | 0.29% |
| SHRP 2020-1 NOTE 03.1091 07/25/2024 | 0.29% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.28% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.28% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.28% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.27% |
| CIGNA CORP 12553NM10 DCP 12/01/2020 | 0.27% |
| WFRBS 2012-C10 D P/P 144A 04.5750 12/15/2045 | 0.27% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.27% |
| GNR 2018-H02 HI IO 02.2491 01/20/2068 | 0.27% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.26% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.26% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.26% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.26% |
| JPMBB 2014-C25 D P/P 144A 04.0964 11/15/2047 | 0.25% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.25% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.25% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.25% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.25% |
| CWALT 2006-OA7 1A2 01.6834 06/25/2046 | 0.25% |
| SWPTN 3MX10Y P 0.692 USD 12/21/2020 JP | 0.25% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.24% |
| GNR 2018-H05 AI IO 02.5263 02/20/2068 | 0.24% |
| STACR 2015-HQA2 B 10.6501 05/25/2028 | 0.24% |
| FHR 4265 SD IO 05.9591 01/15/2035 | 0.23% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.23% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.23% |
| GNR 2017-H10 MI IO 02.1833 04/20/2067 | 0.23% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.23% |
| CAS 2019-HRP1 B1 09.4001 11/25/2039 | 0.23% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.23% |
| GNR 2013-9 S IO 06.6035 01/20/2043 | 0.22% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.22% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.22% |
| GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.22% |
| CAS 2016-C01 1B 11.9001 08/25/2028 | 0.22% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.22% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.22% |
| UDR INC 90352PM14 DCP 12/01/2020 | 0.21% |
| BCAP 2011-RR3 3A6 02.6701 11/27/2036 | 0.21% |
| JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047 | 0.21% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.21% |
| FNR 2016-62 GS IO 05.9499 09/25/2046 | 0.21% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.21% |
| GNR 2018-105 SG IO 06.1035 08/20/2048 | 0.21% |
| NATIONAL GRID PLC 63627TNK9 DCP 01/19/2021 | 0.20% |
| SUNCOR ENERGY INC 86723AM74 DCP 12/07/2020 | 0.20% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.20% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.20% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.20% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.20% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.20% |
| TREASURY BILL 00.0000 01/26/2021 | 0.19% |
| WFCM 2013-LC12 D P/P 144A 04.4100 07/15/2046 | 0.19% |
| GNR 2017-160 S IO 06.0535 10/20/2043 | 0.19% |
| GNR 2018-104 SD IO 06.0535 08/20/2048 | 0.19% |
| SNAP INC CV 00.7500 08/01/2026 | 0.19% |
| VERTIV TLB L+300 03.1534 03/02/2027 | 0.19% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.19% |
| FNMA FN30 TBA UMBS 05.0000 12/01/2050 | 0.19% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.19% |
| SWPTN 3MX10Y P 0.792 USD 01/13/2021 JP | 0.19% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.19% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.19% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.19% |
| GNR 2015-H12 AI IO 01.8582 05/20/2065 | 0.18% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.18% |
| GSR 2007-OA1 2A3A 00.4601 05/25/2037 | 0.18% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.18% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.18% |
| GNR 2015-H15 BI IO 02.5842 06/20/2065 | 0.18% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.18% |
| GNR 2018-H04 IO IO 02.1831 02/20/2068 | 0.18% |
| SUNCOR ENERGY INC 86723APJ5 DCP 02/18/2021 | 0.18% |
| CAS 2017-C03 1B1 05.0001 10/25/2029 | 0.18% |
| GNR 2017-H06 BI IO 02.2179 02/20/2067 | 0.18% |
| GNR 2018-H01 XI IO 02.2686 01/20/2068 | 0.18% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.18% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.18% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.18% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.17% |
| GNR 2017-H18 FI IO 02.3292 09/20/2067 | 0.17% |
| CABOT CORP 12705WM74 DCP 12/07/2020 | 0.17% |
| AMERICAN HONDA FINANCE CORP 02665JPS3 DCP 02/26/2021 | 0.17% |
| GNR 2017-H08 NI IO 02.2716 03/20/2067 | 0.17% |
| GNR 2018-H15 EI IO 01.7453 08/20/2068 | 0.17% |
| SHELL INTERNATIONAL FINANCE B 8225X2TB0 DCP 06/11/2021 | 0.17% |
| FNR 2019-34 SL IO 05.8999 07/25/2049 | 0.17% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.17% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.17% |
| NAVISTAR INTL TLB L+350 03.6500 11/06/2024 | 0.17% |
| DBALT 2006-AR4 A2 00.5301 12/25/2036 | 0.17% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.17% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.17% |
| GNR 2018-100 S IO 06.0535 07/20/2048 | 0.17% |
| CARMX 2020-2 D 06.8700 05/17/2027 | 0.17% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.16% |
| GNR 2015-H23 BI IO 01.7496 09/20/2065 | 0.16% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.16% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.16% |
| ORTHO-CLINICAL TLB L+325 03.3903 06/30/2025 | 0.16% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.16% |
| FNR 2019-47 SA IO 05.8999 08/25/2049 | 0.16% |
| GNR 2013-152 SJ IO 06.0035 05/20/2041 | 0.16% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.16% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.16% |
| GNR 2017-H16 JI IO 02.8298 08/20/2067 | 0.16% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.16% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.16% |
| GNR 2017-H12 QI IO 02.6511 05/20/2067 | 0.16% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.16% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.16% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.16% |
| UKRPI P 3.665 R 12/15/28 | 0.16% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.15% |
| HCA INC. 05.3750 09/01/2026 | 0.15% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.15% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.15% |
| SWPTN 3MX10Y P 0.7075 USD 12/18/2020 JP | 0.15% |
| BSMF 2006-AR2 2A1 00.3801 09/25/2046 | 0.15% |
| GNR 2017-H03 HI IO 01.5677 01/20/2067 | 0.15% |
| GNR 2017-H20 HI IO 02.1791 10/20/2067 | 0.15% |
| 1.70 R ISWP FWD US0003M P 03/18/2027 | 0.15% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.15% |
| CSAIL 2015-C1 D P/P 144A 03.9104 04/15/2050 | 0.15% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.15% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.15% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.15% |
| CAS 2017-C01 1B1 05.9001 07/25/2029 | 0.15% |
| COMM 2012-CR3 E P/P 144A 04.9088 10/15/2045 | 0.15% |
| CWALT 2006-OA10 3A1 00.3401 08/25/2046 | 0.15% |
| GNR 2016-77 SC IO 05.9535 10/20/2045 | 0.15% |
| GNR 2016-H22 AI IO 02.3128 10/20/2066 | 0.15% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.15% |
| AHM 2007-1 GA1C 00.3401 05/25/2047 | 0.15% |
| CPTFEMU P 1.71 R 07/15/37 | 0.15% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.15% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.14% |
| GNR 2015-H03 CI IO 01.7135 01/20/2065 | 0.14% |
| GNR 2017-H16 IO 02.9327 08/20/2067 | 0.14% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.14% |
| GNR 2018-91 SH IO 06.1035 07/20/2048 | 0.14% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.14% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.14% |
| GNR 2017-H06 MI IO 02.2163 02/20/2067 | 0.14% |
| CPTFEMU R 0.961 P 05/15/40 | 0.14% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.14% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.14% |
| INTERCONTINENTAL EXCHANGE INC 45856WPQ6 DCP 02/24/2021 | 0.14% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.14% |
| GNR 2015-H08 CI IO 01.7916 03/20/2065 | 0.14% |
| GNR 2015-H15 AI IO 01.8054 06/20/2065 | 0.14% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.14% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.14% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.14% |
| WFRBS 2012-C9 E P/P 144A 04.9709 11/15/2045 | 0.14% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.13% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.13% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.13% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.13% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.13% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.13% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.13% |
| GNR 2015-H20 BI IO 02.1171 08/20/2065 | 0.13% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.13% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.13% |
| GSAA 2006-8 2A2 00.5101 05/25/2036 | 0.13% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.12% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.12% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.12% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.12% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.12% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.12% |
| FHR 4742 S IO 06.0591 12/15/2047 | 0.12% |
| GNR 2017-H09 IO IO 02.1871 04/20/2067 | 0.12% |
| GNR 2018-67 SC IO 06.0535 05/20/2048 | 0.12% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.12% |
| GNR 2014-4 SG IO 05.9535 01/20/2044 | 0.12% |
| GNR 2017-H05 CI IO 03.8179 02/20/2067 | 0.12% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.12% |
| STACR 2020-HQA3 B2 10.1501 07/25/2050 | 0.12% |
| MSC 2012-C4 E P/P 144A 05.5992 03/15/2045 | 0.12% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.12% |
| SPRINT CORP 07.8750 09/15/2023 | 0.12% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.12% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.12% |
| GNR 2016-H04 HI IO 02.3822 07/20/2065 | 0.12% |
| GNR 2016-H16 EI IO 02.4964 06/20/2066 | 0.12% |
| GNR 2017-H03 EI IO 02.4459 01/20/2067 | 0.12% |
| MSBAM 2015-C23 D P/P 144A 04.2828 07/15/2050 | 0.12% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.12% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.12% |
| CAS 2017-C06 2M2 02.9501 02/25/2030 | 0.12% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.12% |
| SUNCOR ENERGY INC 86723AM17 DCP 12/01/2020 | 0.12% |
| SUNCOR ENERGY INC 86723AM82 DCP 12/08/2020 | 0.12% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.12% |
| FNR 2018-44 SA IO 06.0499 06/25/2048 | 0.12% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.12% |
| CPTFEMU R 0.655 P 05/15/30 | 0.12% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.12% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| CAS 2016-C06 1B 09.4001 04/25/2029 | 0.12% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.11% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.11% |
| ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.11% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.11% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.11% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.11% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.11% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.11% |
| GNR 2016-H12 AI IO 01.6533 07/20/2065 | 0.11% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.11% |
| STACR 2016-HQA3 M3 04.0001 03/25/2029 | 0.11% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.11% |
| GNR 2015-H18 BI IO 02.3789 07/20/2065 | 0.11% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.11% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.11% |
| CWALT 2006-OA10 1A1 01.7034 08/25/2046 | 0.11% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.11% |
| STACR 2017-DNA1 B1 05.1001 07/25/2029 | 0.11% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.11% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.11% |
| FHR 4731 QS IO 06.0591 11/15/2047 | 0.11% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.11% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.11% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.11% |
| GNR 2016-H27 EI IO 03.3024 12/20/2066 | 0.10% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.10% |
| CWALT 2006-OA10 2A1 00.3401 08/25/2046 | 0.10% |
| GNR 2016-H18 IO IO 01.6531 08/20/2066 | 0.10% |
| JPMBB 2014-C18 E P/P 144A 04.4705 02/15/2047 | 0.10% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.10% |
| CAS 2017-C06 2B1 04.6001 02/25/2030 | 0.10% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.10% |
| GNR 2014-H25 BI IO 01.6870 12/20/2064 | 0.10% |
| GNR 2019-125 SG IO 05.9035 10/20/2049 | 0.10% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.10% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.10% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.10% |
| STACR 2019-DNA2 B2 10.6501 03/25/2049 | 0.10% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.10% |
| DOMINICAN REPUBLIC REGS 06.8500 01/27/2045 | 0.10% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% |
| GNR 2014-119 SA IO 05.4535 08/20/2044 | 0.10% |
| GNR 2017-H11 TI IO 02.6769 04/20/2067 | 0.10% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.10% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.10% |
| GNR 2016-H08 AI IO 02.5567 08/20/2065 | 0.10% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.10% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.10% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.10% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.10% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.10% |
| CENTENE CORP 04.6250 12/15/2029 | 0.10% |
| GNR 2017-H11 DI IO 01.9347 05/20/2067 | 0.10% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.10% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.10% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.10% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.10% |
| GNR 2016-H14 IO IO 01.6830 06/20/2066 | 0.10% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.10% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.10% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.10% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.10% |
| GNR 2018-H01 IO IO 01.7720 12/20/2067 | 0.10% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.10% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.10% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.10% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.10% |
| GNR 2015-H10 BI IO 03.0254 04/20/2065 | 0.10% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.10% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.09% |
| FNR 2011-101 SA IO 05.7499 10/25/2041 | 0.09% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.09% |
| GNR 2015-H23 DI IO 01.8511 09/20/2065 | 0.09% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.09% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.09% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.09% |
| SPRINT CORP 07.6250 03/01/2026 | 0.09% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.09% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.09% |
| GNR 2015-H24 AI IO 02.1820 09/20/2065 | 0.09% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.09% |
| STACR 2016-HQA2 M3 05.3001 11/25/2028 | 0.09% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.09% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.09% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.09% |
| STACR 2018-DNA3 B2 07.9001 09/25/2048 | 0.09% |
| ZYNGA INC CV 00.2500 06/01/2024 | 0.09% |
| ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.09% |
| CCMFC 2006-4A A2 00.3301 11/25/2047 | 0.09% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.09% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.09% |
| AES CORP/THE 05.5000 04/15/2025 | 0.09% |
| ISTAR INC 04.7500 10/01/2024 | 0.09% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.09% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.09% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.09% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.09% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.09% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.09% |
| COMM 2013-CR9 D P/P 144A 04.3849 07/10/2045 | 0.09% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.09% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.09% |
| STACR 2018-HQA2 B2 11.1501 10/25/2048 | 0.09% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.09% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.09% |
| CWALT 2006-OA7 1A1 02.4397 06/25/2046 | 0.08% |
| SUNCOR ENERGY INC 86723AME9 DCP 12/14/2020 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| GNR 2016-H06 CI IO 02.3749 02/20/2066 | 0.08% |
| GNR 2016-H17 KI IO 02.5194 07/20/2066 | 0.08% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.08% |
| UKRPI P 3.385 R 11/15/24 | 0.08% |
| USD/MXN PUT 20.50 20210416 GSFX | 0.08% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% |
| STACR 2019-DNA1 B2 10.9001 01/25/2049 | 0.08% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.08% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.08% |
| GNR 2017-H06 DI IO 01.7809 02/20/2067 | 0.08% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.08% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% |
| BMIR 2017-1 B1 P/P 144A 04.9001 10/25/2027 | 0.08% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.08% |
| GNR 2017-H02 BI IO 02.3147 01/20/2067 | 0.08% |
| JPALT 2007-A2 12A1 00.3501 06/25/2037 | 0.08% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.08% |
| GNR 2016-H24 JI IO 02.5352 11/20/2066 | 0.08% |
| NZD/USD CALL 0.685 20210323 HSBCB | 0.08% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.08% |
| STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.08% |
| BACM 2005-1 C 05.6647 11/10/2042 | 0.08% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.08% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.08% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.08% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.08% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.08% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.08% |
| SAILPOINT TCH CV 00.1250 09/15/2024 | 0.08% |
| STACR 2016-DNA1 B 10.1493 07/25/2028 | 0.08% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.08% |
| GNR 2014-46 SA IO 05.9535 03/20/2044 | 0.08% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.08% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.08% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.07% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.07% |
| CAS 2017-C03 1M2 03.1501 10/25/2029 | 0.07% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.07% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.07% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.07% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.07% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.07% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.07% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.07% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.07% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.07% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.07% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.07% |
| GNR 2015-H01 BI IO 01.5584 01/20/2065 | 0.07% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.07% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.07% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% |
| 0.45 R ISWP FWD SOFRRATE P 12/16/2030 | 0.07% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| CAS 2016-C03 1M2 05.4501 10/25/2028 | 0.07% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.07% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.07% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.07% |
| STACR 2017-DNA2 B1 05.3001 10/25/2029 | 0.07% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.07% |
| UKRPI P 3.34 R 03/15/28 | 0.07% |
| BALTA 2005-7 21A1 03.1865 09/25/2035 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.07% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.07% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.07% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.07% |
| BLACKLINE INC CV 00.1250 08/01/2024 | 0.07% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.07% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.07% |
| STACR 2020-HQA2 M2 03.2501 03/25/2050 | 0.07% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.07% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.07% |
| ENVISION HEALTHCARE TL L+375 03.8955 10/10/2025 | 0.07% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.07% |
| OPTN FN30 2.5 12/07/20 CALL 104.0625 JPMC | 0.07% |
| SOLENIS 1STL L+400 04.2328 06/26/2025 | 0.07% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.07% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.06% |
| HMIR 2019-1 M2 P/P 144A 03.4001 05/25/2029 | 0.06% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.06% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.06% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.06% |
| NZD/USD 01/20/2021 UBS | 0.06% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.06% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.06% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.06% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.06% |
| AUD/USD CALL 0.75 20210510 GSFX | 0.06% |
| GFL ENVIRONMENTAL TLB L+300 04.0000 05/31/2025 | 0.06% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.06% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.06% |
| SWPTN 3MX5Y P 0.418 USD 01/13/2021 BC | 0.06% |
| UKRPI P 3.4025 R 03/15/28 | 0.06% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.06% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.06% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.06% |
| GNR 2014-60 SE IO 05.9535 04/20/2044 | 0.06% |
| NETFLIX INC 04.8750 04/15/2028 | 0.06% |
| STACR 2018-HQA1 M2 02.4501 09/25/2030 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.06% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.06% |
| ETSY INC CV 00.1250 10/01/2026 | 0.06% |
| FHR 3919 SA IO 06.3591 09/15/2041 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.06% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 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% |
| WIX LTD P/P 144A 00.0000 08/15/2025 | 0.06% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.06% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.06% |
| GNR 2014-H06 BI IO 01.4633 02/20/2064 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.06% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.06% |
| REFINITIV TLB L+325 03.3955 10/01/2025 | 0.06% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.06% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.06% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.06% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.06% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.06% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.06% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.06% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.06% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.06% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.06% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.06% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.06% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.06% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.06% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.06% |
| NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.06% |
| STACR 2019-DNA3 B2 08.3001 07/25/2049 | 0.06% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.06% |
| USD/KRW PUT 1130.00 20210322 HSBCB | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.06% |
| LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.06% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.06% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.06% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.06% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.06% |
| PULTEGROUP INC 05.0000 01/15/2027 | 0.06% |
| USD/MXN PUT 20.75 20210322 MSCIL | 0.06% |
| CAS 2018-C06 2B1 04.2501 03/25/2031 | 0.06% |
| DELIVERY HERO AG REGS 00.2500 01/23/2024 | 0.06% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.06% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.06% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.06% |
| STACR 2017-DNA3 B1 04.6001 03/25/2030 | 0.06% |
| VONAGE HLDGS CV 01.7500 06/01/2024 | 0.06% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.05% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.05% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.05% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% |
| CAS 2017-C05 1B1 03.7501 01/25/2030 | 0.05% |
| CAS 2017-C07 1B1 04.1501 05/25/2030 | 0.05% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.05% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.05% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.05% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.05% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.05% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.05% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.05% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.05% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.05% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.05% |
| FHS 326 S2 IO 05.8091 03/15/2044 | 0.05% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.05% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.05% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.05% |
| CAS 2018-C02 2M2 02.3501 08/25/2030 | 0.05% |
| GNR 2013-182 SY IO 05.9535 12/20/2043 | 0.05% |
| L BRANDS INC. 06.8750 11/01/2035 | 0.05% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.05% |
| CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.05% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.05% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.05% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.05% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.05% |
| CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.05% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| GNR 2020-15 CS IO 05.9035 02/20/2050 | 0.05% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.05% |
| MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.05% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.05% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.05% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% |
| ZILLOW GRP CV 01.3750 09/01/2026 | 0.05% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.05% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.05% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.05% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.05% |
| FHS 311 S1 IO 05.8091 08/15/2043 | 0.05% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.05% |
| SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.05% |
| STACR 2020-DNA3 B1 05.2501 06/25/2050 | 0.05% |
| SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.05% |
| SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.05% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.05% |
| CAD/USD 01/20/2021 GSFX | 0.05% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.05% |
| FNR 2010-35 SG IO 06.2499 04/25/2040 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.05% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.05% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.05% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.05% |
| QVC INC 04.3750 09/01/2028 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.05% |
| WYNDHAM HOTELS & P/P 144A 04.3750 08/15/2028 | 0.05% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% |
| GARDA WORLD TLB L+475 04.9100 10/30/2026 | 0.05% |
| GNR 2014-58 SA IO 05.9535 04/20/2044 | 0.05% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.05% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.05% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.05% |
| USD/MXN PUT 20.50 20210413 JPMCB | 0.05% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.05% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.05% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.05% |
| L BRANDS INC 07.5000 06/15/2029 | 0.05% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.05% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.05% |
| PLURALSIGHT CV 00.3750 03/01/2024 | 0.05% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.05% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.05% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.04% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.04% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.04% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.04% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.04% |
| REALPAGE INC CV 01.5000 05/15/2025 | 0.04% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.04% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.04% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.04% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.04% |
| CAS 2020-SBT1 1B1 06.9001 02/25/2040 | 0.04% |
| CLEAR CHANNEL TLB L+350 03.7143 08/21/2026 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.04% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.04% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% |
| UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.04% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.04% |
| DIVERSEY TL L+300 03.2142 09/06/2024 | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.04% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.04% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.04% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| FHR 5011 SA IO 06.0999 09/25/2050 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| ISTAR INC 05.5000 02/15/2026 | 0.04% |
| LIBERTY MEDIA | 0.04% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.04% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.04% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% |
| UKRPI P 3.381 R 11/15/24 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.04% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% |
| -0.189 R ISWP FWD EUR006M P 08/15/2029 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| CAS 2017-C07 2B1 04.6001 05/25/2030 | 0.04% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.04% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.04% |
| ISTAR INC. 04.2500 08/01/2025 | 0.04% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.04% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.04% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.04% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.04% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.04% |
| UKRPI P 3.34 R 02/15/28 | 0.04% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.04% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.04% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.04% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.04% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.04% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.04% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.04% |
| SOTERA HEALTH TL L+450 05.5000 12/13/2026 | 0.04% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.04% |
| TENNANT CO 05.6250 05/01/2025 | 0.04% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.04% |
| CMLTI 2007-AMC3 A2B 00.3301 03/25/2037 | 0.04% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.04% |
| GNR 2010-20 SC IO 06.0035 02/20/2040 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| GNR 2019-78 SJ IO 05.9035 06/20/2049 | 0.04% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% |
| L BRANDS INC 06.7500 07/01/2036 | 0.04% |
| STMICROELECTRONICS NV REGS 00.2500 07/03/2024 | 0.04% |
| SYNAPTICS INC CV 00.5000 06/15/2022 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| TERRIER MEDIA TLB L+425 04.3955 12/17/2026 | 0.04% |
| UKRPI P 3.42 R 12/15/24 | 0.04% |
| CAS 2016-C04 1B 10.4001 01/25/2029 | 0.04% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% |
| EUR/USD CALL 1.20 20210323 HSBCB | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| GNR 2013-129 SN IO 06.0035 09/20/2043 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| PETSMART INC TLB L+300 04.5000 03/11/2022 | 0.04% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.04% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.04% |
| CAS 2015-C01 2M2 04.7001 02/25/2025 | 0.04% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.04% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% |
| FHR 5004 SG IO 05.9499 08/25/2050 | 0.04% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.04% |
| FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.04% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| GNR 2013-99 VS IO 05.9591 07/16/2043 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.04% |
| STACR 2019-HQA2 B2 11.4001 04/25/2049 | 0.04% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| CAS 2017-C07 2M2 02.6501 05/25/2030 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.04% |
| ELANCO ANIMAL HLTH TLB L+175 01.9048 02/04/2027 | 0.04% |
| GNR 2019-99 KS IO 05.9035 08/20/2049 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| NZD/USD 01/20/2021 MSCIL | 0.04% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.04% |
| OMIR 2017-1A M2 P/P 144A 04.1501 04/25/2027 | 0.04% |
| PINDUODUO INC USD 00.0000 12/01/2025 | 0.04% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.04% |
| STACR 2019-FTR3 B2 04.9493 09/25/2047 | 0.04% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.04% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.04% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.04% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% |
| CFMT 2019-HB1 M5 P/P 144A 06.0000 12/25/2029 | 0.04% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.04% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.04% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.04% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.04% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.04% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.04% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.03% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| PROVINCIA DE BUENOS 34.1871 05/31/2022 | 0.03% |
| RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.03% |
| SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.03% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% |
| 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.03% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.03% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.03% |
| SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.03% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.03% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% |
| APACHE CORP 05.1000 09/01/2040 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.03% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.03% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.03% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.03% |
| STRU BMOC-8710 SA IO 06.0035 07/20/2050 | 0.03% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.03% |
| ZAYO GROUP HLDG INC L+300 03.1455 03/09/2027 | 0.03% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.03% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.03% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.03% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.03% |
| NEVRO CORP CV 01.7500 06/01/2021 | 0.03% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.03% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.03% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.03% |
| CLUBCORP TLB L+275 02.9704 09/18/2024 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.03% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.03% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.03% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| NZD/USD 01/20/2021 BCAP-FX | 0.03% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.03% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.03% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.03% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.03% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.03% |
| FHR 4945 SL IO 05.8999 01/25/2050 | 0.03% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.03% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.03% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.03% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.03% |
| CAS 2015-C02 2M2 04.1501 05/25/2025 | 0.03% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.03% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.03% |
| FNR 2012-36 SN IO 06.2999 04/25/2042 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| IHEARTMEDIA TLB L+300 03.1455 05/01/2026 | 0.03% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.03% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.03% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.03% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.03% |
| TOTAL SE REGS 00.5000 12/02/2022 | 0.03% |
| 0.32 R ISWP GBL6M P 07/16/2030 | 0.03% |
| 0.321 R ISWP GBL6M P 07/16/2030 | 0.03% |
| ASURION TLB7 L+300 03.1455 11/03/2024 | 0.03% |
| CEMEX SAB DE CV P/P 144A 07.3750 06/05/2027 | 0.03% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.03% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.03% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.03% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.03% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.03% |
| EUR/NOK PUT 10.45 20210423 UBS | 0.03% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.03% |
| FNR 2019-57 KS IO 05.8999 10/25/2049 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.03% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.03% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.03% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.03% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.03% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.03% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.03% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.03% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% |
| MONGODB INC P/P 144A CV 00.2500 01/15/2026 | 0.03% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.03% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.03% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.03% |
| SYSCO CORPORATION 06.6000 04/01/2050 | 0.03% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.03% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.02% |
| CAS 2018-C04 2B1 04.6501 12/25/2030 | 0.02% |
| CAS 2018-C06 2M2 02.2501 03/25/2031 | 0.02% |
| CENTENE CORP 03.0000 10/15/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% |
| FHR 4839 WS IO 05.9591 08/15/2056 | 0.02% |
| FHR 4969 IO IO 03.0000 04/25/2050 | 0.02% |
| FNR 2020-12 SK IO 05.8999 03/25/2050 | 0.02% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% |
| HUB INTL TLB L+400 05.0000 04/25/2025 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.02% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.02% |
| STACR 2018-HQA2 B1 04.4001 10/25/2048 | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.02% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.02% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.02% |
| BMIR 2018-2A B1 P/P 144A 02.8001 08/25/2028 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| EUR/NOK PUT 10.45 20210323 CSI-FX | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.02% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.02% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.02% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.02% |
| FNR 2006-8 HP 24.0162 03/25/2036 | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.02% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% |
| THYELE TL B 1L USD L+425 04.4283 06/30/2027 | 0.02% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| CWALT 2005-38 A3 00.8501 09/25/2035 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.02% |
| GNR 2019-83 SY IO 05.9535 07/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.02% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% |
| STACR 2018-HQA2 M2 02.4501 10/25/2048 | 0.02% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.02% |
| 0.97 R ISWP US0003M P 11/12/2030 | 0.02% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.02% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.02% |
| CAD/USD 01/20/2021 UBS | 0.02% |
| CAS 2019-R04 2B1 05.4001 06/25/2039 | 0.02% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| EUR/SEK PUT 10.25 20210323 CSI-FX | 0.02% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% |
| GENESEE & WYOMING TL L+200 02.2204 11/05/2026 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| GNR 2019-96 SY IO 05.9535 08/20/2049 | 0.02% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% |
| UKRPI P 3.3875 R 03/15/28 | 0.02% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% |
| APACHE CORP 04.3750 10/15/2028 | 0.02% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.02% |
| GBP/USD 12/16/2020 SSBT | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| KRW/USD 02/17/2021 JPMCB | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% |
| SEA LTD P/P 144A 02.3750 12/01/2025 | 0.02% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% |
| CLP/USD 01/20/2021 CITI | 0.02% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% |
| EMIR 2020-1 B1 03.0001 01/25/2030 | 0.02% |
| FNR 2015-42 LS IO 06.0499 06/25/2045 | 0.02% |
| FNR 2019-5 SA IO 05.9499 03/25/2049 | 0.02% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.02% |
| GNR 2012-H29 AI IO 01.4074 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.4074 10/20/2062 | 0.02% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| KRW/USD 02/17/2021 HSBCB | 0.02% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% |
| MESSER INDUST TLB L+250 02.7204 03/01/2026 | 0.02% |
| SEK/USD 12/16/2020 GSFX | 0.02% |
| STACR 2019-HQA1 B2 12.4001 02/25/2049 | 0.02% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.02% |
| MCAS 2020-01 M10 P/P 144A 03.9001 03/25/2050 | 0.02% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| SPST 2020-2 A 00.9755 03/26/2021 | 0.02% |
| USD/SGD PUT 1.3425 20210413 JPMCB | 0.02% |
| USD/SGD PUT 1.345 20210323 HSBCB | 0.02% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.02% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.02% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.02% |
| CAS 2016-C03 2M2 06.0501 10/25/2028 | 0.02% |
| CAS 2016-C05 2B 10.9001 01/25/2029 | 0.02% |
| CAS 2018-C03 1B1 03.9001 10/25/2030 | 0.02% |
| CAS 2019-R01 2M2 02.6001 07/25/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.02% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| GBP/USD 12/16/2020 MSCIL | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| SPST 2020-WL1 A 01.3001 06/25/2051 | 0.02% |
| STACR 2020-DNA4 B2 10.1501 08/25/2050 | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| YANDEX NV REGS 00.7500 03/03/2025 | 0.02% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.02% |
| CPURNSA R 1.922 P 09/24/40 | 0.02% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| LIBERTY BROAD P/P 144A CV 02.7500 09/30/2050 | 0.02% |
| RAG-STIFTUNG REGS 00.0000 02/18/2021 | 0.02% |
| ROBERTSHAW US HOLDING L+325 04.5000 02/28/2025 | 0.02% |
| SEK/USD 12/16/2020 UBS | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| STACR 2018-DNA2 M2 02.3001 12/25/2030 | 0.02% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.02% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.02% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% |
| AUD/USD 01/20/2021 CSI-FX | 0.02% |
| CAS 2015-C02 1M2 04.1501 05/25/2025 | 0.02% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.02% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.02% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.02% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.02% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.02% |
| XERO INVESTMENTS LTD REGS 02.3750 10/04/2023 | 0.02% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.01% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% |
| AUD/USD 01/20/2021 HSBCB | 0.01% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.01% |
| CAD/USD 01/20/2021 MSCIL | 0.01% |
| CAS 2018-C05 1B1 04.4001 01/25/2031 | 0.01% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| GBP/USD 12/16/2020 WPAC | 0.01% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.01% |
| SWPTN 5WX5Y R 0.48625 USD 12/14/2020 GS | 0.01% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% |
| BSCMS 2007-T26 AJ 05.5411 01/12/2045 | 0.01% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| FNR 2019-43 JS IO 05.8999 08/25/2049 | 0.01% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.01% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.01% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.01% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.01% |
| CAS 2015-C03 2M2 05.1501 07/25/2025 | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| FNR 2019-73 SC IO 05.8999 12/25/2049 | 0.01% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% |
| LVMH MOET HENNESSY VUITT CV PFD | 0.01% |
| OMIR 2019-1A B1B 04.5001 07/25/2029 | 0.01% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.01% |
| STACR 2014-HQ3 M3 04.9001 10/25/2024 | 0.01% |
| STACR 2017-HQA1 M2 03.7001 08/25/2029 | 0.01% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.01% |
| TERRIER MEDIA TLB L+425 04.3955 12/17/2026 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | 0.01% |
| 1.2965 R ISWP US0003M P 11/17/2050 | 0.01% |
| APACHE CORP 04.6250 11/15/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JPMCC 2013-LC11 D 04.3060 04/15/2046 | 0.01% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| TESLA INC CV 02.0000 05/15/2024 | 0.01% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | 0.01% |
| 1.2525 R ISWP FWD NFIX3MID P 11/17/2030 | 0.01% |
| CAS 2018-C06 1B1 03.9001 03/25/2031 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.01% |
| FHR 4937 MS IO 05.8999 12/25/2049 | 0.01% |
| GNR 2010-68 SD IO 06.4335 06/20/2040 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.01% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.01% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.01% |
| NOK/USD 12/16/2020 HSBCB | 0.01% |
| OMIR 2019-1A B1A 03.6501 07/25/2029 | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| STACR 2020-DNA5 B2 11.5877 10/25/2050 | 0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% |
| AUD/USD 01/20/2021 TDBK | 0.01% |
| CAS 2017-C04 2M2 03.0001 11/25/2029 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| EUR/USD 12/16/2020 JPMCB | 0.01% |
| FHR 3408 EK 25.2262 04/15/2037 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FIVERR INTL LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| FNR 2019-38 SC IO 05.8999 07/25/2049 | 0.01% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.01% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MTW FOODSERVICE ESCR 09.5000 02/15/2024 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| SPST 2020-6 A 01.9001 09/07/2021 | 0.01% |
| STACR 2020-DNA3 B2 09.5001 06/25/2050 | 0.01% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% |
| -0.741 R ISWP FWD CHL6M P 12/16/2022 | 0.01% |
| 1.35 R ISWP US0003M P 09/30/2040 | 0.01% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.01% |
| CAS 2020-SBT1 1M2 03.8001 02/25/2040 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| COMM 2014-CR16 C 05.0914 04/10/2047 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| EUR/USD 12/16/2020 HSBCB | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.5489 02/10/2046 | 0.01% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NZD/USD 01/20/2021 CSI-FX | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| TALEND SA P/P CV 01.7500 09/01/2024 | 0.01% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.01% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.01% |
| WELBILT TLB L+250 02.6468 10/23/2025 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| DBUBS 2011-LC2A D P/P 144A 05.6703 07/10/2044 | 0.01% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.01% |
| FNR 2013-18 SB IO 05.9999 10/25/2041 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| GBP/USD 12/16/2020 RBSF | 0.01% |
| GNR 2016-77 SL IO 06.0035 03/20/2043 | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IQIYI INC P/P USD 02.0000 04/01/2025 | 0.01% |
| JPMBB 2013-C12 C 04.2360 07/15/2045 | 0.01% |
| MTU AERO ENGINES AG REGS 00.1250 05/17/2023 | 0.01% |
| NEXITY SA CV PFD | 0.01% |
| NOK/USD 12/16/2020 GSFX | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.01% |
| 0.30 R ISWP FWD SES3M P 12/16/2030 | 0.01% |
| 0.6925 R ISWP NOKOIB6M P 06/29/2025 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| CAD/USD 01/20/2021 RBSF | 0.01% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| COMM 2014-CR17 E P/P 144A 05.0086 05/10/2047 | 0.01% |
| CPURNSA R 2.028 P 10/08/40 | 0.01% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.01% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.01% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.01% |
| MSRR 2010-R4 4B 02.6630 02/26/2037 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| RMIR 2020-2 B1 07.7501 10/25/2030 | 0.01% |
| SEK/USD 12/16/2020 SSBT | 0.01% |
| STACR 2019-DNA1 M2 02.8001 01/25/2049 | 0.01% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.01% |
| WAMU 2005-AR10 1A3 03.0373 09/25/2035 | 0.01% |
| WAMU 2005-AR13 A1C3 01.1301 10/25/2045 | 0.01% |
| 0.248 R ISWP US0003M P 11/12/2022 | 0.00% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 0.655 R ISWP NOKOIB6M P 07/10/2025 | 0.00% |
| 0.655 R ISWP NOKOIB6M P 07/13/2025 | 0.00% |
| 0.93 R ISWP US0003M P 11/12/2030 | 0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| GBP/USD 12/16/2020 JPMCB | 0.00% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.00% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.00% |
| MSBAM 2013-C11 D P/P 144A 04.4973 08/15/2046 | 0.00% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.00% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.00% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.00% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.00% |
| SPRINT CORP 07.2500 09/15/2021 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.00% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.00% |
| 0.79 R ISWP CDOR03 P 10/30/2025 | 0.00% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CAS 2015-C01 1M2 04.4501 02/25/2025 | 0.00% |
| CAS 2020-R02 2B1 03.1501 01/25/2040 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| EUR/USD 12/16/2020 BANKAM | 0.00% |
| EUR/USD 12/16/2020 RBSF | 0.00% |
| EUR/USD 12/16/2020 UBS | 0.00% |
| FNR 2018-86 DS IO 05.9499 12/25/2048 | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| MRAFT 2020-4 A1 01.4778 04/23/2023 | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.2178 07/15/2046 | 0.00% |
| MWST 2019-1 A 00.9501 06/25/2052 | 0.00% |
| OWENS CORNING 04.2000 12/01/2024 | 0.00% |
| STACR 2018-DNA1 B1 03.3001 07/25/2030 | 0.00% |
| 0.43509 R ISWP US0003M P 11/02/2025 | 0.00% |
| 0.8025 R ISWP US0003M P 11/06/2030 | 0.00% |
| 0.853 R ISWP US0003M P 11/04/2030 | 0.00% |
| 1.2765 R ISWP US0003M P 11/20/2050 | 0.00% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.00% |
| AUD/USD 01/20/2021 MSCIL | 0.00% |
| BALTA 2005-8 21A1 02.9656 10/25/2035 | 0.00% |
| BERRY PLASTICS TLY L+200 02.1278 07/01/2026 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| EQUINIX INC 05.3750 05/15/2027 | 0.00% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.00% |
| FNR 2005-83 QP 17.0037 11/25/2034 | 0.00% |
| FSPC T-57 1AX IO 00.3816 07/25/2043 | 0.00% |
| GBP/USD 12/16/2020 HSBCB | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.00% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| HCA INC 05.2500 06/15/2026 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| JPY/USD 02/17/2021 HSBCB | 0.00% |
| JPY/USD 02/17/2021 UBS | 0.00% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.00% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.00% |
| SCIENTIFIC GAMES TLB5 L+275 02.8955 08/14/2024 | 0.00% |
| SEK/USD 12/16/2020 HSBCB | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STACR 2015-HQ1 M3 03.9501 03/25/2025 | 0.00% |
| STACR 2019-DNA2 M2 02.6001 03/25/2049 | 0.00% |
| STEARNS HLDG LLC CLASS B WTS | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| 0.36 R ISWP NFIX3MID P 06/05/2025 | 0.00% |
| 0.801 R ISWP US0003M P 11/06/2030 | 0.00% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| CAS 2016-C05 2M2 04.6001 01/25/2029 | 0.00% |
| CAS 2018-C01 1M2 02.4001 07/25/2030 | 0.00% |
| CHC GROUP LLC SEDOL BYXD3K4 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DIAMOND SPORTS TLB L+325 03.4000 08/24/2026 | 0.00% |
| EUR/USD 12/16/2020 MSCIL | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2997 06/25/2042 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JPY/USD 02/17/2021 BCAP-FX | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NOK/USD 12/16/2020 JPMCB | 0.00% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| REYNOLDS GROUP TL L+300 02.8955 02/05/2023 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.00% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| 0.57875 R ISWP NOKOIB6M P 11/23/2023 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CPURNSA R 2.05 P 11/12/40 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| JPY/USD 02/17/2021 CITI | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| NZD/USD 01/20/2021 TDBK | 0.00% |
| OPTN FN30 3.0 12/07/20 CALL 104.546875 JPMC | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.00% |
| SEK/USD 12/16/2020 BANKAM | 0.00% |
| SEK/USD 12/16/2020 JPMCB | 0.00% |
| STACR 2019-HQA1 M2 02.5001 02/25/2049 | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 5WX5Y P 0.48625 USD 12/14/2020 GS | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.00% |
| -0.151 R ISWP FWD SONIA P 12/16/2022 | 0.00% |
| -0.30 R ISWP FWD CHL6M P 12/16/2030 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/16/2025 | 0.00% |
| -0.456 R ISWP FWD EUR006M P 12/16/2025 | 0.00% |
| -0.518 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.001 R ISWP FWD SONIA P 12/16/2025 | 0.00% |
| 0.051 R ISWP FWD EUR006M P 12/16/2050 | 0.00% |
| 0.2325 R ISWP US0003M P 11/06/2022 | 0.00% |
| 0.2345 R ISWP US0003M P 10/23/2022 | 0.00% |
| 0.2365 R ISWP US0003M P 11/04/2022 | 0.00% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.00% |
| 0.5875 R ISWP NOKOIB6M P 11/24/2023 | 0.00% |
| 0.7805 R ISWP US0003M P 10/30/2030 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| 0.84005 R ISWP US0003M P 10/28/2030 | 0.00% |
| 0.8425 R ISWP US0003M P 10/23/2030 | 0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.00% |
| 1.05 R ISWP FWD CDOR03 P 12/16/2030 | 0.00% |
| 1.2445 R ISWP US0003M P 11/24/2050 | 0.00% |
| 1.26 R ISWP US0003M P 12/01/2050 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| AUD/USD 01/20/2021 CITI | 0.00% |
| CAD/USD 01/20/2021 BCAP-FX | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CHF/USD 12/16/2020 CITI | 0.00% |
| CHF/USD 12/16/2020 JPMCB | 0.00% |
| CHF/USD 12/16/2020 TDBK | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CSMC 2006-C5 AX IO 01.1109 12/15/2039 | 0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3314 PO PO 00.0000 11/15/2036 | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3865 10/25/2041 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| GBP/USD 12/16/2020 BANKAM | 0.00% |
| GBP/USD 12/16/2020 BCAP-FX | 0.00% |
| GBP/USD 12/16/2020 GSFX | 0.00% |
| GBP/USD PUT 1.20 20201218 BANKAM | 0.00% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 02/17/2021 BANKAM | 0.00% |
| HKD/USD 02/17/2021 GSFX | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 02/17/2021 BANKAM | 0.00% |
| JPY/USD 02/17/2021 GSFX | 0.00% |
| JPY/USD 02/17/2021 RBSF | 0.00% |
| JPY/USD 02/17/2021 SSBT | 0.00% |
| JPY/USD 02/17/2021 TDBK | 0.00% |
| JPY/USD 02/17/2021 WPAC | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NOK/USD 12/16/2020 BANKAM | 0.00% |
| NOK/USD 12/16/2020 CITI | 0.00% |
| NOK/USD 12/16/2020 MSCIL | 0.00% |
| NOK/USD 12/16/2020 UBS | 0.00% |
| NZD/USD 01/20/2021 JPMCB | 0.00% |
| SEK/USD 12/16/2020 MSCIL | 0.00% |
| SEK/USD 12/16/2020 TDBK | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| -0.015 R ISWP SES3M P 11/23/2023 | -0.00% |
| -0.015 R ISWP SES3M P 11/24/2023 | -0.00% |
| -0.151 R ISWP FWD EUR006M P 12/16/2030 | -0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | -0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | -0.00% |
| 0.8454 R ISWP US0003M P 11/03/2030 | -0.00% |
| 0.86 R ISWP US0003M P 11/04/2030 | -0.00% |
| 0.8855 R ISWP US0003M P 11/27/2030 | -0.00% |
| 0.9305 R ISWP US0003M P 11/12/2030 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| CHF/USD 12/16/2020 GSFX | -0.00% |
| CHF/USD 12/16/2020 MSCIL | -0.00% |
| CHF/USD 12/16/2020 RBSF | -0.00% |
| CHF/USD 12/16/2020 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 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| CNH/USD 02/18/2021 BANKAM | -0.00% |
| CNH/USD 02/18/2021 JPMCB | -0.00% |
| CNH/USD 02/18/2021 WPAC | -0.00% |
| CPURNSA R 1.703 P 11/29/24 | -0.00% |
| EUR/USD 12/16/2020 WPAC | -0.00% |
| HKD/USD 02/17/2021 SSBT | -0.00% |
| JPY/USD 02/17/2021 JPMCB | -0.00% |
| JPY/USD 02/17/2021 MSCIL | -0.00% |
| OPTN FN30 2.5 12/07/20 PUT 104.0625 JPMC | -0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| -0.15 R ISWP FWD EUR006M P 12/16/2030 | -0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | -0.00% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | -0.00% |
| 1.294 R ISWP US0003M P 11/05/2050 | -0.00% |
| CAD/USD 01/20/2021 HSBCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| GBP/USD 12/16/2020 CITI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| TWD/USD 02/17/2021 JPMCB | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.15 R ISWP US0003M P 09/30/2040 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| AUD/USD 01/20/2021 GSFX | -0.00% |
| CHF/USD 12/16/2020 HSBCB | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 02/18/2021 GSFX | -0.00% |
| CNH/USD 02/18/2021 HSBCB | -0.00% |
| EUR/SEK PUT 9.90 20210323 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 TDBK | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NZD/USD 01/20/2021 WPAC | -0.00% |
| 0.452 R ISWP US0003M P 12/01/2025 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.00% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.00% |
| CAD/USD 01/20/2021 CITI | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% |
| USD/SGD PUT 1.305 20210413 JPMCB | -0.00% |
| USD/SGD PUT 1.31 20210323 HSBCB | -0.00% |
| 0.76125 R ISWP NFIX3MID P 06/05/2030 | -0.00% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | -0.00% |
| AUD/USD 01/20/2021 WPAC | -0.00% |
| CHF/USD 12/16/2020 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/USD 12/16/2020 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 GSFX | -0.00% |
| MXN/USD 01/20/2021 BANKAM | -0.00% |
| OPTN FN30 3.0 12/07/20 PUT 104.546875 JPMC | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| 0.20 R ISWP FWD SONIA P 12/16/2030 | -0.01% |
| 1.41 R ISWP FWD AUDBB6M P 11/17/2030 | -0.01% |
| AUD/USD 01/20/2021 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 GS | -0.01% |
| EUR/USD 12/16/2020 BCAP-FX | -0.01% |
| SWPTN 11MX10Y P 2.7725 USD 02/26/2021 MS | -0.01% |
| TWD/USD 02/17/2021 GSFX | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| SEK/USD 12/16/2020 RBSF | -0.01% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% |
| 0.85 R ISWP FWD AUDBB6M P 12/16/2030 | -0.01% |
| 0.95 R ISWP FWD NOKOIB6M P 12/16/2030 | -0.01% |
| 1.15 R ISWP CDOR03 P 10/30/2030 | -0.01% |
| AUD/USD 01/20/2021 JPMCB | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| CPURNSA R 1.7625 P 12/10/24 | -0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% |
| SWPTN 3MX10Y R 0.7075 USD 12/18/2020 JP | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 0.792 R ISWP US0003M P 10/21/2030 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD CALL 1.25 20210323 HSBCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NZD/USD 01/20/2021 BANKAM | -0.01% |
| SEK/USD 12/16/2020 CITI | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.01% |
| 0.471 R ISWP US0003M P 11/16/2025 | -0.01% |
| 0.60 R ISWP FWD NFIX3MID P 12/16/2030 | -0.01% |
| CAD/USD 01/20/2021 CSI-FX | -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 3MX10Y R 0.692 USD 12/21/2020 JP | -0.01% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% |
| -0.61 R ISWP FWD CHL6M P 12/16/2025 | -0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| EUR/USD 12/16/2020 SSBT | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| AUD/USD 01/20/2021 BANKAM | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SEK/USD 12/16/2020 BCAP-FX | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| USD/KRW PUT 1085.00 20210322 HSBCB | -0.01% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | -0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| 1.00 R ISWP FWD US0003M P 09/30/2040 | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| AUD/USD CALL 0.79 20210510 GSFX | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| NOK/USD 12/16/2020 SSBT | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.02% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.02% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.02% |
| 1.192 R ISWP US0003M P 11/09/2050 | -0.02% |
| CAD/USD 01/20/2021 BANKAM | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| NZD/USD CALL 0.725 20210323 HSBCB | -0.02% |
| SWPTN 11MX10Y R 2.7725 USD 02/26/2021 MS | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% |
| CAD/USD 01/20/2021 JPMCB | -0.02% |
| CAD/USD 01/20/2021 PSBS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NZD/USD 01/20/2021 PSBS | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| USD/MXN PUT 19.75 20210322 MSCIL | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| 0.97164 R ISWP US0003M P 11/12/2030 | -0.02% |
| 0.9745 R ISWP US0003M P 11/12/2030 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| USD/MXN PUT 19.75 20210413 JPMCB | -0.02% |
| 0.977 R ISWP US0003M P 11/12/2030 | -0.02% |
| 0.97881 R ISWP US0003M P 11/12/2030 | -0.02% |
| CAD/USD 01/20/2021 TDBK | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% |
| NZD/USD 01/20/2021 GSFX | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| EUR/USD 12/16/2020 CITI | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| NZD/USD 01/20/2021 HSBCB | -0.03% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| AUD/USD 01/20/2021 PSBS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.03% |
| SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% |
| SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.03% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.03% |
| 0.7505 R ISWP US0003M P 10/16/2030 | -0.03% |
| USD/MXN PUT 19.00 20210416 GSFX | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| NZD/USD 01/20/2021 CITI | -0.03% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| NZD/USD 01/20/2021 RBSF | -0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 3MX5Y R 0.418 USD 01/13/2021 BC | -0.04% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.04% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.04% |
| AUD/USD 01/20/2021 UBS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 0.436 R ISWP GBL6M P 07/16/2050 | -0.04% |
| 0.423 R ISWP GBL6M P 07/16/2050 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.05% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.05% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.06% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -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 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.06% |
| CPTFEMU R 1.4 P 07/15/27 | -0.06% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.06% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.07% |
| OPTN FN30 2.0 01/07/21 PUT 102.59375 JPMC | -0.07% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.07% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.07% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.07% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.07% |
| SWPTN 3MX10Y R 0.792 USD 01/13/2021 JP | -0.08% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.08% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.08% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.08% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.08% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.08% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.09% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.09% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.09% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.10% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.10% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.10% |
| 0.794 R ISWP US0003M P 08/03/2050 | -0.10% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.11% |
| GNMA GII30 TBA 03.5000 12/01/2050 | -0.11% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.11% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.11% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.11% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.12% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.12% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.12% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.12% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.12% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.12% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.13% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.13% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.13% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.13% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.14% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.14% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.14% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.14% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.16% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.16% |
| UKRPI R 3.4425 P 07/15/49 | -0.17% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.17% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.17% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.17% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.18% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.18% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.18% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.19% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.19% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.19% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.19% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.19% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.20% |
| CPTFEMU P 1.13 R 05/15/50 | -0.22% |
| CPURNSA P 1.6625 R 07/10/30 | -0.23% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.25% |
| CPURNSA P 1.586 R 06/30/30 | -0.26% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.28% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.29% |
| CPTFEMU P 0.935 R 05/15/40 | -0.30% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.30% |
| CPTFEMU P 0.93 R 05/15/40 | -0.30% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.33% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.41% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.43% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.44% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.44% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.54% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.54% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.55% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.67% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.79% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.92% |
| CAN 10YR BOND FUT MAR21 CNH1 | -2.51% |
| US 10YR ULTRA FUT MAR21 UXYH1 | -2.74% |
| EURO-BUND FUTURE DEC20 RXZ0 | -3.75% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -138.89% |
Fixed income statistics as of 02/28/21
| Average effective maturity | 2.64 yrs. |
|---|---|
| Average effective duration | -0.03 yrs. |
| Average yield to maturity | 8.03% |
| Average coupon | 5.27% |
Sector weightings as of 02/28/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 0.01% | 0.00 | 32.01% | 0.91 | 32.02% | 0.91 |
| Commercial MBS | 5.80% | 0.11 | 15.05% | 0.07 | 20.85% | 0.18 |
| Agency CMO | 19.04% | 0.61 | 0.29% | 0.01 | 19.33% | 0.62 |
| Emerging-market bonds | 14.77% | 0.93 | 0.00% | 0.00 | 14.77% | 0.93 |
| High-yield corporate bonds | 13.59% | 0.47 | 0.00% | 0.00 | 13.59% | 0.47 |
| Residential MBS (non-agency) | 11.40% | 0.46 | 0.00% | 0.00 | 11.40% | 0.46 |
| Convertible securities | 9.25% | 0.14 | 0.00% | 0.00 | 9.25% | 0.14 |
| Investment-grade corporate bonds | 2.51% | 0.14 | 0.00% | 0.00 | 2.51% | 0.14 |
| Bank loans | 2.04% | 0.08 | 0.00% | 0.00 | 2.04% | 0.08 |
| Asset-backed securities (ABS) | 0.94% | 0.02 | 0.00% | 0.00 | 0.94% | 0.02 |
| Equity investments | 0.01% | 0.00 | 0.00% | 0.00 | 0.01% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -1.66 | 0.00% | -1.66 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -2.32 | 0.00% | -2.32 |
| Net cash | 20.63% | 0.00 | 0.00% | 0.00 | 20.63% | 0.00 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Maturity detail as of 02/28/21
| 0 - 1 yr. | -2.29% |
|---|---|
| 1 - 5 yrs. | 79.60% |
| 5 - 10 yrs. | 15.76% |
| 10 - 15 yrs. | 3.82% |
| Over 15 yrs. | 3.11% |
Quality rating as of 02/28/21
| AAA | 57.97% |
|---|---|
| AA | 1.11% |
| A | 7.85% |
| BBB | 8.91% |
| BB | 16.49% |
| B | 11.73% |
| CCC and Below | 8.06% |
| Not Rated | -12.12% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. International investing involves currency, economic, and political risks. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country allocation as of 02/28/21
| United States | 84.66% |
|---|---|
| Ivory Coast | 1.76% |
| Indonesia | 1.65% |
| Senegal | 1.57% |
| Egypt | 1.39% |
| Mexico | 1.29% |
| Dominican Republic | 1.14% |
| Argentina | 1.11% |
| Brazil | 1.01% |
| Other | 4.42% |
1
Expenses
Expense ratio |
Class A | Class B | Class C | Class M | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 0.99% | 1.74% | 1.74% | 1.24% | 1.24% | 0.64% | 0.74% |
| What you pay | 0.99% | 1.74% | 1.74% | 1.24% | 1.24% | 0.64% | 0.74% |
Sales charge
| Investment Breakpoint | Class A | Class B | Class C | Class M | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| $0-$49,999 | 4.00% | 0.00% | 0.00% | 3.25% | -- | -- | -- |
| $50,000-$99,999 | 4.00% | 0.00% | 0.00% | 2.25% | -- | -- | -- |
| $100,000-$249,999 | 3.25% | -- | 0.00% | 1.25% | -- | -- | -- |
| $250,000-$499,999 | 2.50% | -- | 0.00% | 1.00% |