Active Income
Diversified Income Trust (Class Y) (PDVYX)
Offering a diversified portfolio of income opportunities since 1988
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 |
$6.89
-0.14% | $-0.01 |
$6.94
08/12/19 |
$6.53
12/24/18 |
Fund facts as of 09/30/19
Total net assets
$4,275.48M
$4,275.48M
Turnover (fiscal year end)
580%
580%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1703
1703
Fiscal year-end
September
September
CUSIP / Fund code
746704501 / 1822
746704501 / 1822
Inception date
07/01/96
07/01/96
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PDVYX
PDVYX
Management team
Chief Investment Officer, Fixed Income
Portfolio Manager
Portfolio Manager
Portfolio Manager
Co-Head of Fixed Income
Co-Head of Fixed Income
Manager commentary | Q2 2019
Credit strategies rebound in second quarter
Bill Kohli, Chief Investment Officer, Fixed Income, highlights the importance of diversification in credit investing.
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (A share) (PDF) |
| Fact Sheet (Y share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Quarterly commentary (PDF) |
| Why securitized products can enhance fixed income diversification (PDF) |
| Holdings information (PDF) |
How the Japan election may influence global interest rates
The Japan election could have consequences for the future leadership of the Bank of Japan and the country's impact on global interest rate trends.Why Brazil's crisis creates new concerns
The revelations of May 17 may pose a threat to President Temer's administration, and therefore a threat to Brazil's short- and medium-term economic outlook.See the dove in the Fed's dot plot
The market sees a more hawkish Fed in the December 2016 rate hike, but we see see signs of a dove in the Fed's dot plot.Performance
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)
6.08%
Average 5-year annualized return
Total return (%) as of 09/30/19
Annual performance as of 09/30/19
Annualized Total return (%) as of 09/30/19
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 5.30% | 6.14% | 2.92% | 5.61% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofAML U.S. Treasury Bill Index | 2.46% | 1.54% | 1.00% | 0.56% |
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Multi-Asset Absolute Return Fund, 4.00% and 3.25% for income funds and 2.25% and 0.75% for Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund, respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, which is 3% in the first year, declining to 1% in the fourth year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A and M shares of Putnam money market funds have no initial sales charge. For a portion of the periods, some funds had expense limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 09/30/19 | 0.36% | - | |
| YTD as of 10/18/19 | 9.34% | - | |
Yield
| Distribution rate before sales charge as of 10/18/19 |
4.18% |
|---|---|
| Distribution rate after sales charge as of 10/18/19 |
4.18% |
| 30-day SEC yield as of 09/30/19 | 4.05% |
Volatility as of 09/30/19
| Standard deviation (3 yrs.) | 3.24% |
|---|
Lipper rankings as of 09/30/19
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 43/130 | 33% |
| 3 yrs. | 6/122 | 5% |
| 5 yrs. | 34/85 | 40% |
| 10 yrs. | 2/23 | 9% |
Morningstar Ratings™ as of 09/30/19
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 279 | |
| 3 yrs. | 279 | |
| 5 yrs. | 213 | |
| 10 yrs. | 74 |
Distributions
| Record/Ex dividend date | 10/17/19 |
|---|---|
| Payable date | 10/21/19 |
| Income | $0.024 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
Top 10 holdings as of 09/30/19
| Fnma Fn30 Tba Umbs 03.0000 10/01/2049 | 17.90% |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 10/01/2049 | 11.08% |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2049 | 8.91% |
| Fnma Fn30 Tba Umbs 02.5000 11/01/2049 | 2.28% |
| Gnma Gii30 Tba 04.5000 10/01/2049 | 1.52% |
| Gnma Gii30 Tba 04.0000 10/01/2049 | 0.97% |
| Petrobras Global Finance Usd 06.1250 01/17/2022 | 0.61% |
| Cas 2015-C04 1m2 07.7184 04/25/2028 | 0.59% |
| Fnma Fn30 Tba Umbs 05.5000 10/01/2049 | 0.58% |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | 0.55% |
| Top 10 holdings, percent of portfolio | 44.99% |
Full portfolio holdings as of 09/30/19
| 90DAY EURO$ FUTR MAR20 EDH0 | 21.37% |
|---|---|
| FNMA FN30 TBA UMBS 03.0000 10/01/2049 | 17.90% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2049 | 11.08% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2049 | 8.91% |
| US 2YR NOTE (CBT) DEC19 TUZ9 | 3.66% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2049 | 2.28% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.52% |
| GNMA GII30 TBA 04.5000 10/01/2049 | 1.52% |
| TREASURY BILL 00.0000 10/10/2019 | 0.99% |
| GNMA GII30 TBA 04.0000 10/01/2049 | 0.97% |
| TREASURY BILL 00.0000 03/12/2020 | 0.84% |
| SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP | 0.83% |
| TREASURY BILL 00.0000 11/07/2019 | 0.65% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.60% |
| TREASURY BILL 00.0000 12/12/2019 | 0.60% |
| US ULTRA BOND CBT DEC19 WNZ9 | 0.60% |
| CAS 2015-C04 1M2 07.7184 04/25/2028 | 0.59% |
| REPO TRIPA MORTG 2.35 10/01/2019 | 0.58% |
| FNMA FN30 TBA UMBS 05.5000 10/01/2049 | 0.58% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.55% |
| SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP | 0.53% |
| SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP | 0.52% |
| CWALT 2005-59 1A1 02.3743 11/20/2035 | 0.50% |
| HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 | 0.50% |
| CAS 2017-C02 2B1 07.5184 09/25/2029 | 0.50% |
| TYSON FOODS INC 90247NX16 DCP 10/01/2019 | 0.48% |
| CAS 2016-C02 1B 14.2684 09/25/2028 | 0.48% |
| SPST 2019-3 A 02.7365 06/24/2020 | 0.47% |
| SPST 2019-7 A 02.7365 09/24/2020 | 0.47% |
| ETP LEGACY LP 29277FX14 DCP 10/01/2019 | 0.47% |
| STANLEY BLACK & DECKER INC 85462DX73 DCP 10/07/2019 | 0.47% |
| WFRBS 2012-C10 D P/P 144A 04.5851 12/15/2045 | 0.43% |
| WFRBS 2013-C15 D P/P 144A 04.6242 08/15/2046 | 0.43% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2025 | 0.43% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2026 | 0.42% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.41% |
| GNMA GII30P 784109 04.0000 10/20/2045 | 0.41% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.41% |
| OMIR 2018-1A M2 04.8684 07/25/2028 | 0.41% |
| 2.776 R ISWP FWD US0003M P 03/21/2029 | 0.40% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.39% |
| GNR 2019-96 SY IO 04.0558 08/20/2049 | 0.39% |
| SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP | 0.39% |
| FNR 2017-32 SA IO 04.1316 05/25/2047 | 0.38% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.38% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.37% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2028 | 0.37% |
| CPTFEMU P 1.71 R 07/15/37 | 0.35% |
| UNITEDHEALTH GROUP INC 91058UXJ7 DCP 10/18/2019 | 0.35% |
| TREASURY BILL 00.0000 11/14/2019 | 0.34% |
| SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP | 0.34% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.34% |
| GSMS 2014-GC24 D P/P 144A 04.6665 09/10/2047 | 0.34% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2030 | 0.34% |
| CFCRE 2011-C2 E P/P 144A 05.9394 12/15/2047 | 0.33% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.33% |
| GNR 2018-H03 XI IO 02.3803 02/20/2068 | 0.33% |
| MID-AMERICA APARTMENTS LP 59524PXG7 DCP 10/16/2019 | 0.33% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.32% |
| ERAC USA FINANCE LLC 26882SYS9 DCP 11/26/2019 | 0.32% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.32% |
| STACR 2015-DNA3 B 11.3684 04/25/2028 | 0.31% |
| HVMLT 2005-2 1A 02.5770 05/19/2035 | 0.31% |
| FNR 2016-82 SG IO 04.0816 11/25/2046 | 0.31% |
| WFCM 2013-LC12 D P/P 144A 04.4203 07/15/2046 | 0.31% |
| EASTMAN CHEMICAL CO 27743KX13 DCP 10/01/2019 | 0.31% |
| ALBEMARLE CORP 01265RXB9 DCP 10/11/2019 | 0.30% |
| NATIONAL GRID PLC 63627UX25 DCP 10/02/2019 | 0.30% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.30% |
| GNR 2016-H23 NI IO 02.2585 10/20/2066 | 0.30% |
| CAS 2015-C03 1M2 07.0184 07/25/2025 | 0.30% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.29% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.29% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.29% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.29% |
| TREASURY BILL 00.0000 11/21/2019 | 0.29% |
| KINDER MORGAN INC/DE 49455MX11 DCP 10/01/2019 | 0.28% |
| HELLENIC REPUBLIC REGS 03.5000 01/30/2023 | 0.28% |
| GNR 2018-H02 EI IO 02.4134 01/20/2068 | 0.28% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.28% |
| HELLENIC REPUBLIC REGS 03.4500 04/02/2024 | 0.27% |
| CWALT 2006-OA10 4A1 02.2084 08/25/2046 | 0.27% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.27% |
| SAMI 2006-AR7 A1A 02.2284 08/25/2036 | 0.27% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.27% |
| GNR 2018-H05 BI IO 02.3582 02/20/2068 | 0.26% |
| NUTRIEN LTD 67077VXB9 DCP 10/11/2019 | 0.26% |
| JPMBB 2014-C25 D P/P 144A 04.1036 11/15/2047 | 0.26% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.26% |
| CAS 2016-C03 1B 13.7684 10/25/2028 | 0.26% |
| FIDELITY NATIONAL INFORMATION 31622GX28 DCP 10/02/2019 | 0.26% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.25% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.25% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.25% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.24% |
| STACR 2015-DNA2 B 09.5684 12/25/2027 | 0.24% |
| FNR 2019-5 SA IO 04.0816 03/25/2049 | 0.24% |
| GNR 2018-H02 HI IO 02.3924 01/20/2068 | 0.24% |
| FNR 2016-96 ST IO 04.0816 12/25/2046 | 0.24% |
| AMEREN ILLINOIS CO 02361LXG2 DCP 10/16/2019 | 0.23% |
| AMERICAN ELECTRIC POWER CO IN 0255E3X29 DCP 10/02/2019 | 0.23% |
| AVERY DENNISON CORP 05361MXR9 DCP 10/25/2019 | 0.23% |
| BELL CANADA INC 07787QXJ0 DCP 10/18/2019 | 0.23% |
| DOMINION ENERGY INC 2574P1XQ0 DCP 10/24/2019 | 0.23% |
| ENGIE SA 29287BX78 DCP 10/07/2019 | 0.23% |
| ENGIE SA 29287BXA1 DCP 10/10/2019 | 0.23% |
| ENTERGY CORP 29366GXJ5 DCP 10/18/2019 | 0.23% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.23% |
| FORTIVE CORP 34961EXG5 DCP 10/16/2019 | 0.23% |
| GENERAL MOTORS FINANCIAL CO I 37046UXJ5 DCP 10/18/2019 | 0.23% |
| MAGNA INTERNATIONAL INC 55922QX30 DCP 10/03/2019 | 0.23% |
| MOHAWK INDUSTRIES INC 60819KX21 DCP 10/02/2019 | 0.23% |
| ROGERS COMMUNICATIONS INC 77511MXH9 DCP 10/17/2019 | 0.23% |
| VENTAS REALTY LP 92276YX12 DCP 10/01/2019 | 0.23% |
| WELLTOWER INC 95040XX46 DCP 10/04/2019 | 0.23% |
| AT&T INC 0020A3Z60 DCP 12/06/2019 | 0.23% |
| CIGNA CORP 12553YYE5 DCP 11/14/2019 | 0.23% |
| CRH AMERICA FINANCE INC 12636DZ68 DCP 12/06/2019 | 0.23% |
| ERAC USA FINANCE LLC 26882SXV3 DCP 10/29/2019 | 0.23% |
| KEURIG DR PEPPER INC 49271KYC2 DCP 11/12/2019 | 0.23% |
| MANHATTAN ASSET FUNDING CO LL 56274MZ62 DCP 12/06/2019 | 0.23% |
| RECKITT BENCKISER TREASURY SE 7562E1Y65 DCP 11/06/2019 | 0.23% |
| THUNDER BAY FUNDING LLC 88603HBV9 DCP 11/05/2019 | 0.23% |
| VICTORY RECEIVABLES CORP 92646LZC7 DCP 12/12/2019 | 0.23% |
| CHARTA LLC 16115VBE8 DCP 02/14/2020 | 0.23% |
| CWALT 2005-38 A3 02.3684 09/25/2035 | 0.23% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.23% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.22% |
| CWALT 2006-OA7 1A2 03.3861 06/25/2046 | 0.22% |
| SPST 2019-11 A 02.7865 10/24/2020 | 0.22% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.22% |
| WALGREENS BOOTS ALLIANCE INC 93142XXW6 DCP 10/30/2019 | 0.22% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.22% |
| CMLTI 2007-AMC3 A2D 02.3684 03/25/2037 | 0.22% |
| GNR 2017-H10 MI IO 01.8534 04/20/2067 | 0.22% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2029 | 0.21% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.21% |
| SUNCOR ENERGY INC 86723BXP0 DCP 10/23/2019 | 0.21% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.21% |
| GNR 2018-H05 AI IO 02.4156 02/20/2068 | 0.21% |
| ARGENTINE REPUBLIC USD 07.5000 04/22/2026 | 0.21% |
| JPMBB 2014-C18 D P/P 144A 04.9728 02/15/2047 | 0.20% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.20% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.20% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.20% |
| STACR 2015-HQA2 B 12.5184 05/25/2028 | 0.20% |
| PETROLEOS MEXICANOS USD 06.3750 01/23/2045 | 0.20% |
| FNR 2013-107 SB IO 03.9316 02/25/2043 | 0.19% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.19% |
| GNR 2013-9 S IO 04.7058 01/20/2043 | 0.19% |
| BCAP 2011-RR3 3A6 04.0903 11/27/2036 | 0.19% |
| CHARIOT FUNDING LLC 15963UXF8 DCP 10/15/2019 | 0.19% |
| IVORY COAST P/P 144A 06.1250 06/15/2033 | 0.19% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.18% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.18% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.18% |
| CAS 2016-C01 1B 13.7684 08/25/2028 | 0.18% |
| GNR 2017-160 S IO 04.1558 10/20/2043 | 0.18% |
| GNR 2018-104 SD IO 04.1558 08/20/2048 | 0.18% |
| FHR 4265 SD IO 04.0725 01/15/2035 | 0.18% |
| FHR 4742 S IO 04.1725 12/15/2047 | 0.18% |
| CAS 2016-C03 2M2 07.9184 10/25/2028 | 0.18% |
| GNR 2018-105 SG IO 04.2058 08/20/2048 | 0.18% |
| CAS 2018 - C01 1B1 05.5684 07/25/2030 | 0.18% |
| MARRIOTT INTERNATIONAL INC/MD 57163UYF7 DCP 11/15/2019 | 0.17% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.17% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.17% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.17% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.17% |
| GNR 2018-H15 EI IO 01.1044 08/20/2068 | 0.17% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.17% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.16% |
| ARAB REP OF EGYPT P/P 144A 05.5770 02/21/2023 | 0.16% |
| GNR 2015-H15 BI IO 02.0803 06/20/2065 | 0.16% |
| GNR 2017-H08 NI IO 02.2255 03/20/2067 | 0.16% |
| STACR 2018-DNA2 B1 05.7184 12/25/2030 | 0.16% |
| BPCE SA 05571CY13 DCP 11/01/2019 | 0.16% |
| GNR 2015-H12 AI IO 01.8775 05/20/2065 | 0.16% |
| FNR 2016-62 GS IO 04.0816 09/25/2046 | 0.16% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.16% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.16% |
| FASST 2019-HB1 M5 P/P 144A 06.0000 04/25/2029 | 0.16% |
| GNR 2017-H06 BI IO 02.3547 02/20/2067 | 0.16% |
| GNR 2018-H04 IO IO 02.3304 02/20/2068 | 0.16% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.16% |
| SPRINT CORP 07.8750 09/15/2023 | 0.16% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.16% |
| WAMU 2005-AR14 1A2 04.1660 12/25/2035 | 0.16% |
| JPMBB 2014-C18 E P/P 144A 04.4728 02/15/2047 | 0.16% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.16% |
| CAS 2017-C01 1M2 05.5684 07/25/2029 | 0.15% |
| FNR 2019-34 SL IO 04.0316 07/25/2049 | 0.15% |
| GNR 2018-H01 XI IO 02.2543 01/20/2068 | 0.15% |
| DBALT 2006-AR4 A2 02.2084 12/25/2036 | 0.15% |
| GNR 2018-100 S IO 04.1558 07/20/2048 | 0.15% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.15% |
| SWPTN 3MX5Y P 1.3 USD 12/05/2019 CI | 0.15% |
| EI DU PONT DE NEMOURS & CO 2635J5Z93 DCP 12/09/2019 | 0.15% |
| GNR 2017-H18 FI IO 02.0829 09/20/2067 | 0.15% |
| CSAIL 2015-C1 D P/P 144A 03.9167 04/15/2050 | 0.15% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.15% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.15% |
| STACR 2018-HQA1 M2 04.3184 09/25/2030 | 0.15% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.15% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2023 | 0.15% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.15% |
| CAS 2017-C03 1B1 06.8684 10/25/2029 | 0.15% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.15% |
| GNR 2017-H12 QI IO 02.3523 05/20/2067 | 0.14% |
| STACR 2017-DNA2 B1 07.1684 10/25/2029 | 0.14% |
| BSMF 2006-AR2 2A1 02.2484 09/25/2046 | 0.14% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.14% |
| COMM 2012-CR3 E P/P 144A 04.9103 10/15/2045 | 0.14% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.14% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.14% |
| CWALT 2006-OA10 3A1 02.2084 08/25/2046 | 0.14% |
| GNR 2015-H23 BI IO 01.7561 09/20/2065 | 0.14% |
| GNR 2017-H16 JI IO 02.7333 08/20/2067 | 0.14% |
| OLD LINE FUNDING LLC 67983UYL1 DCP 11/20/2019 | 0.14% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.14% |
| SCHLUMBERGER HOLDINGS CORP 80686EX49 DCP 10/04/2019 | 0.14% |
| SOCIETE GENERALE SA 83368YBR7 DCP 11/26/2019 | 0.14% |
| CAFCO LLC 1247P2C93 DCP 03/09/2020 | 0.14% |
| MSC 2012-C4 E P/P 144A 05.6001 03/15/2045 | 0.14% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 0.14% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.14% |
| GNR 2013-152 SJ IO 04.1058 05/20/2041 | 0.14% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.14% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.13% |
| GNR 2017-H03 HI IO 01.5601 01/20/2067 | 0.13% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2027 | 0.13% |
| CAS 2017-C06 2M2 04.8184 02/25/2030 | 0.13% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.13% |
| SPST 2019-WL1 A 02.6684 08/25/2052 | 0.13% |
| GNR 2015-H03 CI IO 01.7367 01/20/2065 | 0.13% |
| GNR 2017-H06 MI IO 02.3056 02/20/2067 | 0.13% |
| GNR 2017-H20 HI IO 01.9795 10/20/2067 | 0.13% |
| HELLENIC REPUBLIC REGS 04.0000 01/30/2037 | 0.13% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.13% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.13% |
| HELLENIC REPUBLIC REGS 03.9000 01/30/2033 | 0.13% |
| WFRBS 2012-C9 E P/P 144A 04.9713 11/15/2045 | 0.13% |
| DOMINION ENERGY INC 2574P1XU1 DCP 10/28/2019 | 0.13% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.13% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.13% |
| GNR 2016-H22 AI IO 02.3858 10/20/2066 | 0.12% |
| GNR 2018-91 SH IO 04.2058 07/20/2048 | 0.12% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.12% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.12% |
| GNR 2017-H16 IO 02.7927 08/20/2067 | 0.12% |
| CENTERPOINT ENERGY RESOURCES 15200LX12 DCP 10/01/2019 | 0.12% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.12% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.12% |
| BACM 2005-1 B 05.6871 11/10/2042 | 0.12% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.12% |
| GNR 2015-H08 CI IO 01.8149 03/20/2065 | 0.12% |
| GSR 2007-OA1 2A3A 02.3284 05/25/2037 | 0.12% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.12% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.12% |
| 0.05 R ISWP FWD EUR006M P 12/18/2029 | 0.12% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.12% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.12% |
| GNR 2016-77 SC IO 04.0558 10/20/2045 | 0.12% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% |
| CAS 2017-C01 1B1 07.7684 07/25/2029 | 0.12% |
| WAMU 2005-AR10 1A3 04.1759 09/25/2035 | 0.12% |
| BARCLAYS BANK PLC CCP 06742QX80 DCP 10/21/2019 | 0.12% |
| BELL CANADA INC 07787QY59 DCP 11/05/2019 | 0.12% |
| CIGNA CORP 12553YXJ5 DCP 10/18/2019 | 0.12% |
| ENBRIDGE US INC 29251VYF7 DCP 11/15/2019 | 0.12% |
| HUMANA INC 44486JYJ2 DCP 11/18/2019 | 0.12% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.12% |
| ROGERS COMMUNICATIONS INC 77511MX71 DCP 10/07/2019 | 0.12% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.12% |
| COLLATERALIZED COMMERCIAL PAP 19422FAU0 DCP 01/28/2020 | 0.12% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.12% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.12% |
| GNR 2016-H04 HI IO 02.3801 07/20/2065 | 0.12% |
| SHEFFIELD RECEIVABLES CO LLC 82124MZJ2 DCP 12/18/2019 | 0.12% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.12% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.12% |
| HELLENIC REPUBLIC P/P REGS 03.3750 02/15/2025 | 0.12% |
| GNR 2014-4 SG IO 04.0558 01/20/2044 | 0.11% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.11% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.11% |
| GSAA 2006-8 2A2 02.1984 05/25/2036 | 0.11% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.11% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.11% |
| NEXTERA ENERGY CAPITAL HOLDIN 65339NX25 DCP 10/02/2019 | 0.11% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.11% |
| COMM 2013-CR9 D P/P 144A 04.3969 07/10/2045 | 0.11% |
| GNR 2018-67 SC IO 04.1558 05/20/2048 | 0.11% |
| NHLT 2018-1A M5 P/P 144A 06.0000 02/25/2028 | 0.11% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.11% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.11% |
| REFINITIV TLB L+375 05.7935 10/01/2025 | 0.11% |
| GNR 2017-H09 IO IO 01.8613 04/20/2067 | 0.11% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.11% |
| AES CORP/THE 05.5000 04/15/2025 | 0.11% |
| BRAND ENERGY TL L+425 06.4076 06/21/2024 | 0.11% |
| GNR 2016-H16 EI IO 02.3966 06/20/2066 | 0.11% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.11% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.11% |
| ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 | 0.11% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.10% |
| FHR 4731 QS IO 04.1725 11/15/2047 | 0.10% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.10% |
| GNR 2017-H03 EI IO 02.4344 01/20/2067 | 0.10% |
| CEC ENTERTAINMENT INC L+650 08.5435 08/30/2026 | 0.10% |
| GNR 2015-H20 BI IO 01.6061 08/20/2065 | 0.10% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.10% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.10% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.10% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.10% |
| GNR 2017-H05 CI IO 02.7217 02/20/2067 | 0.10% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.10% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.10% |
| DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 | 0.10% |
| PUGET SOUND ENERGY INC 74533BXF8 DCP 10/15/2019 | 0.10% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.10% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.10% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.10% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.10% |
| CWALT 2006-OA10 1A1 03.4061 08/25/2046 | 0.10% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.10% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.10% |
| NAVISTAR INTL TLB L+350 05.5300 11/06/2024 | 0.10% |
| GNR 2015-H15 AI IO 01.8428 06/20/2065 | 0.10% |
| GNR 2016-H12 AI IO 01.6709 07/20/2065 | 0.10% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.10% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.10% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.10% |
| GNR 2017-H11 TI IO 02.3866 04/20/2067 | 0.10% |
| SPRINT CORP 07.2500 09/15/2021 | 0.10% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.10% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.10% |
| SPRINT CORP TLB L+300 05.0625 02/03/2024 | 0.10% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.09% |
| LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 | 0.09% |
| BOSTON SCIENTIFIC CORP 10114BY84 DCP 11/08/2019 | 0.09% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.09% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.09% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.09% |
| GNR 2015-H18 BI IO 02.0195 07/20/2065 | 0.09% |
| GNR 2016-H08 AI IO 01.7554 08/20/2065 | 0.09% |
| GNR 2016-H27 EI IO 02.2725 12/20/2066 | 0.09% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.09% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.09% |
| GNR 2016-H18 IO IO 01.6690 08/20/2066 | 0.09% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.09% |
| PRICELINE GRO CV 00.9000 09/15/2021 | 0.09% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.09% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.09% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.09% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.09% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.09% |
| FNR 2011-101 SA IO 03.8816 10/25/2041 | 0.09% |
| GNR 2018-H01 IO IO 02.0936 12/20/2067 | 0.09% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.09% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.09% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.09% |
| CAS 2016-C07 2M2 06.3684 05/25/2029 | 0.09% |
| CAS 2017-C07 2M2 04.5184 05/25/2030 | 0.09% |
| CWALT 2006-OA10 2A1 02.2084 08/25/2046 | 0.09% |
| GNR 2014-119 SA IO 03.5558 08/20/2044 | 0.09% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.09% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.09% |
| CAS 2017-C06 1M2 04.6684 02/25/2030 | 0.09% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.09% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.09% |
| CAS 2017-C05 1B1 05.6184 01/25/2030 | 0.09% |
| FORTIVE CORP 34961EX18 DCP 10/01/2019 | 0.09% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.09% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2031 | 0.09% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.09% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.09% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.08% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.08% |
| GNR 2014-H25 BI IO 01.7059 12/20/2064 | 0.08% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.08% |
| DEXCOM INC P/P 144A CV 00.7500 12/01/2023 | 0.08% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.08% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.08% |
| GNR 2017-H11 DI IO 01.9269 05/20/2067 | 0.08% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.08% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.08% |
| GNR 2015-H24 AI IO 01.7741 09/20/2065 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 | 0.08% |
| VIRGIN MEDIA FIN PLC P/P 144A 04.5000 01/15/2025 | 0.08% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.08% |
| BOSTON SCIENTIFIC CORP 10114BX77 DCP 10/07/2019 | 0.08% |
| FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 | 0.08% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.08% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.08% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.08% |
| BACM 2005-1 C 05.6871 11/10/2042 | 0.08% |
| CCMFC 2006-4A A2 02.1984 11/25/2047 | 0.08% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.08% |
| GNR 2016-H14 IO IO 01.6976 06/20/2066 | 0.08% |
| STACR 2017-DNA1 B1 06.9684 07/25/2029 | 0.08% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028 | 0.08% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.08% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.08% |
| GNR 2015-H10 BI IO 02.1737 04/20/2065 | 0.08% |
| GNR 2015-H23 DI IO 01.8799 09/20/2065 | 0.08% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.08% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.08% |
| SCIENTIFIC GAMES INT 10.0000 12/01/2022 | 0.08% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.08% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.08% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.08% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.08% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.08% |
| ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.08% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.08% |
| MWST 2018-W1 A 02.8684 11/25/2051 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.08% |
| STACR 2016-HQA3 M3 05.8684 03/25/2029 | 0.08% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.08% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.08% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.08% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.08% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.08% |
| TREASURY BILL 00.0000 01/02/2020 | 0.08% |
| AVAYA TLB L+425 06.3343 12/15/2024 | 0.08% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.08% |
| FNMA FN30 BN4205 UMBS 05.0000 12/01/2048 | 0.08% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.08% |
| GNR 2016-H17 KI IO 02.0772 07/20/2066 | 0.08% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.08% |
| STACR 2016-HQA2 M3 07.1684 11/25/2028 | 0.08% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.08% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.08% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| HOUSTON FUEL TLB L+275 04.8000 06/26/2025 | 0.07% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.07% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.07% |
| STACR 2019-DNA1 M2 04.6684 01/25/2049 | 0.07% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.07% |
| GNR 2017-H02 BI IO 02.3414 01/20/2067 | 0.07% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.07% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% |
| WFMBS 2006-AR5 1A1 05.1915 04/25/2036 | 0.07% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.07% |
| ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 | 0.07% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.07% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.07% |
| WFMBS 2006-AR2 1A1 04.9647 03/25/2036 | 0.07% |
| CAS 2015-C01 2M2 06.5684 02/25/2025 | 0.07% |
| DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 | 0.07% |
| EQUINIX INC 05.3750 05/15/2027 | 0.07% |
| JPALT 2007-A2 12A1 02.2184 06/25/2037 | 0.07% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.07% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.07% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.07% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.07% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.07% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.07% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.07% |
| EURONET WORLD P/P 144A CV 00.7500 03/15/2049 | 0.07% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.07% |
| GNR 2016-H24 JI IO 02.1586 11/20/2066 | 0.07% |
| GNR 2017-H06 DI IO 01.7938 02/20/2067 | 0.07% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.07% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.07% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.07% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.07% |
| WAMU 2005-AR13 A1C3 02.5084 10/25/2045 | 0.07% |
| EI DU PONT DE NEMOURS & CO 2635J5Y60 DCP 11/06/2019 | 0.07% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.07% |
| GNR 2016-H06 CI IO 01.6957 02/20/2066 | 0.07% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.07% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.07% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.07% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.07% |
| AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.07% |
| CENTENE CORP 06.1250 02/15/2024 | 0.07% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.07% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.07% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.06% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.06% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.06% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.06% |
| CAS 2018-C04 2M2 04.5684 12/25/2030 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| OMIR 2017-1A M2 P/P 144A 06.0184 04/25/2027 | 0.06% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.06% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.06% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.06% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.06% |
| BALTA 2005-7 21A1 04.4658 09/25/2035 | 0.06% |
| CAS 2016-C03 1M2 07.3184 10/25/2028 | 0.06% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.06% |
| MWST 2019-1 A 02.8184 06/25/2052 | 0.06% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.06% |
| ASCEND LEARNING TLB L+300 05.0435 07/12/2024 | 0.06% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.06% |
| GNR 2014-46 SA IO 04.0558 03/20/2044 | 0.06% |
| HUSKY TLB L+300 05.0435 03/28/2025 | 0.06% |
| TALBOTS TLB L+700 09.0435 11/28/2022 | 0.06% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.06% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 0.06% |
| CWALT 2006-45T1 2A7 02.3584 02/25/2037 | 0.06% |
| 0.75 R ISWP FWD GBL6M P 12/18/2024 | 0.06% |
| ALTICE FRANCE SA P/P 144A 06.2500 05/15/2024 | 0.06% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.06% |
| CWALT 2006-OA7 1A1 03.0864 06/25/2046 | 0.06% |
| DOCUSIGN INC P/P 144A CV 00.5000 09/15/2023 | 0.06% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.06% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.06% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.06% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.06% |
| GNR 2014-60 SE IO 04.0558 04/20/2044 | 0.06% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.06% |
| BMIR 2017-1 B1 P/P 144A 06.7684 10/25/2027 | 0.06% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.06% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% |
| GNR 2015-H01 BI IO 01.5826 01/20/2065 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.06% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.06% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.06% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.06% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.06% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.06% |
| ISTAR INC 04.7500 10/01/2024 | 0.06% |
| PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 | 0.06% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.06% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.06% |
| CAS 2018-C02 2M2 04.2184 08/25/2030 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.06% |
| FHR 3919 SA IO 04.4725 09/15/2041 | 0.06% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.06% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.06% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.06% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.06% |
| TELADOC INC CV 01.3750 05/15/2025 | 0.06% |
| WAMU 2005-AR19 A1C4 02.4184 12/25/2045 | 0.06% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.06% |
| CAS 2018-C02 2B1 06.0184 08/25/2030 | 0.06% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.06% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.06% |
| OWENS CORNING 04.2000 12/01/2024 | 0.06% |
| SQUARE INC CV 00.5000 05/15/2023 | 0.06% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.06% |
| CHEGG INC P/P 144A CV 00.1250 03/15/2025 | 0.05% |
| FNMA FN30 BN6771 UMBS 05.0000 01/01/2049 | 0.05% |
| GFL ENVIRONMENTAL TLB L+300 05.0435 05/31/2025 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.05% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.05% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.05% |
| VERTIV TLB L+400 06.0435 11/15/2023 | 0.05% |
| BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.05% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.05% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.05% |
| STACR 2019-DNA2 M2 04.4684 03/25/2049 | 0.05% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.05% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.05% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.05% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.05% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.05% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.05% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.05% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.05% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.05% |
| BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 | 0.05% |
| CAS 2018-C05 1M2 04.3684 01/25/2031 | 0.05% |
| CPURNSA P 2.19 R 12/06/27 | 0.05% |
| CPURNSA P 2.1939 R 12/21/27 | 0.05% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.05% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.05% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.05% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.05% |
| DIGICEL LTD P/P 144A 06.7500 03/01/2023 | 0.05% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.05% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.05% |
| II-VI INC CV 00.2500 09/01/2022 | 0.05% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.05% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.05% |
| TREASURY BILL 00.0000 12/05/2019 | 0.05% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.05% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.05% |
| COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 | 0.05% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.05% |
| FHS 311 S1 IO 03.9225 08/15/2043 | 0.05% |
| FHS 326 S2 IO 03.9225 03/15/2044 | 0.05% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.05% |
| GNR 2014-H06 BI IO 01.5010 02/20/2064 | 0.05% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.05% |
| WAYFAIR INC P/P 144A CV 01.1250 11/01/2024 | 0.05% |
| AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.05% |
| APERGY CORP 06.3750 05/01/2026 | 0.05% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.05% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.05% |
| CENTURYLINK TLB L+275 05.2724 01/31/2025 | 0.05% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.05% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.05% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.05% |
| HCA INC 05.0000 03/15/2024 | 0.05% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.05% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.05% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.05% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.05% |
| NZD/USD 10/16/2019 JPMCB | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| STACR 2018-DNA2 M2 04.1684 12/25/2030 | 0.05% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.05% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.05% |
| ATOTECH TLB1 L+300 05.1044 01/31/2024 | 0.05% |
| ENI FINANCE USA INC 26876BZ46 DCP 12/04/2019 | 0.05% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.05% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.05% |
| HMIR 2019-1 M2 P/P 144A 05.2684 05/25/2029 | 0.05% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.05% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.05% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.05% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.05% |
| CALPINE CORPORATION 05.7500 01/15/2025 | 0.05% |
| CAS 2017-C06 2B1 06.4684 02/25/2030 | 0.05% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.05% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.05% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.05% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.05% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.05% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.05% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.05% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.05% |
| SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.05% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.05% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.04% |
| BEACON ROOFING SUPPL 06.3750 10/01/2023 | 0.04% |
| BWAY CORP TLB L+325 05.5895 04/03/2024 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.04% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.04% |
| GNR 2013-182 SY IO 04.0558 12/20/2043 | 0.04% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.04% |
| GNR 2019-78 SJ IO 04.0058 06/20/2049 | 0.04% |
| INPHI CORP CV 00.7500 09/01/2021 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.04% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.04% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.04% |
| 1.1575 R ISWP SES3M P 11/13/2027 | 0.04% |
| 1.16 R ISWP SES3M P 11/13/2027 | 0.04% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.04% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.04% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.04% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.04% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.04% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.04% |
| GNMA 10000 BO5417 05.0000 06/20/2049 | 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% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.04% |
| MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 | 0.04% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% |
| TENNANT CO 05.6250 05/01/2025 | 0.04% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.04% |
| 1.13 R ISWP SES3M P 11/10/2027 | 0.04% |
| ASURION TLB7 L+300 05.0435 11/03/2024 | 0.04% |
| BERRY GLOBAL TLU L+250 5.02189 05/15/2026 | 0.04% |
| CAS 2015-C02 2M2 06.0184 05/25/2025 | 0.04% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% |
| FNR 2010-35 SG IO 04.3816 04/25/2040 | 0.04% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.04% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.04% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.04% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| ICAHN ENTER/FIN P/P 144A 06.2500 05/15/2026 | 0.04% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.04% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.04% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.04% |
| ROBERTSHAW US HOLDING L+325 05.3125 02/28/2025 | 0.04% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.04% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.04% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.04% |
| BIOMARIN PHARMA CV 00.5990 08/01/2024 | 0.04% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.04% |
| CAS 2017-C07 1B1 06.0184 05/25/2030 | 0.04% |
| ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 | 0.04% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.04% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.04% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.04% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 | 0.04% |
| CAS 2017-C02 2M2 05.6684 09/25/2029 | 0.04% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.04% |
| CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% |
| GNMA GII30 BL7520 05.5000 04/20/2049 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| WERNER TLB L+400 06.0435 07/24/2024 | 0.04% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% |
| 1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 | 0.04% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.04% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.04% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.04% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.04% |
| GNR 2014-58 SA IO 04.0558 04/20/2044 | 0.04% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.04% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.04% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.04% |
| WIX LTD USD 00.0000 07/01/2023 | 0.04% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.04% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.04% |
| ARBY'S TLB L+325 05.5495 02/05/2025 | 0.04% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.04% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.04% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.04% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.04% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.04% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.04% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.04% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.04% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.04% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.04% |
| NETFLIX INC 04.8750 04/15/2028 | 0.04% |
| PETSMART INC TLB L+300 06.0400 03/11/2022 | 0.04% |
| QORVO INC 05.5000 07/15/2026 | 0.04% |
| REYNOLDS GROUP TL L+300 04.7935 02/05/2023 | 0.04% |
| RH CV 00.0000 06/15/2023 | 0.04% |
| RINGCENTRAL CV 00.0000 03/15/2023 | 0.04% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.04% |
| STACR 2017-HQA1 M2 05.5684 08/25/2029 | 0.04% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.04% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.04% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.04% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.04% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.04% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.04% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.04% |
| ZILLOW GROUP INC CV 01.5000 07/01/2023 | 0.04% |
| ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 | 0.04% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.04% |
| EUR/USD PUT 1.097 20191017 BANKAM | 0.04% |
| STACR 2018-DNA1 B1 05.1684 07/25/2030 | 0.04% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.04% |
| VIAVI SOLUT CV 01.7500 06/01/2023 | 0.04% |
| CENTENE CORP 04.7500 05/15/2022 | 0.04% |
| CREE INC CV 00.8750 09/01/2023 | 0.04% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.04% |
| GNR 2010-20 SC IO 04.1058 02/20/2040 | 0.04% |
| GNR 2019-99 KS IO 04.0058 08/20/2049 | 0.04% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.04% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.04% |
| ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 | 0.04% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.04% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.04% |
| UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 | 0.04% |
| WRIGHT MEDICA CV 01.6250 06/15/2023 | 0.04% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.03% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.03% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.03% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.03% |
| GOLDEN NUGGET TL L+275 04.7995 10/04/2023 | 0.03% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.03% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 | 0.03% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.03% |
| CINEWORLD TLB L+225 04.2935 02/28/2025 | 0.03% |
| CLEAR CHANNEL TLB L+350 05.5435 08/09/2026 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.03% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.03% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.03% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2032 | 0.03% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| SUPERNUS PH CV 00.6250 04/01/2023 | 0.03% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.03% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.03% |
| ZYNGA INC P/P 144A CV 00.2500 06/01/2024 | 0.03% |
| ALBERTSON'S TLB7 L+275 04.7935 11/17/2025 | 0.03% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.03% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.03% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| GNR 2013-129 SN IO 04.1058 09/20/2043 | 0.03% |
| GNR 2013-99 VS IO 04.0725 07/16/2043 | 0.03% |
| J2 GLOBAL COMM CV 03.2500 06/15/2029 | 0.03% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.03% |
| MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.03% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.03% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.03% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.03% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.03% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.03% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.03% |
| CAS 2018-C06 1B1 05.7684 03/25/2031 | 0.03% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.03% |
| CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 | 0.03% |
| CONMED CORP P/P 144A CV 02.6250 02/01/2024 | 0.03% |
| FNR 2012-36 SN IO 04.4316 04/25/2042 | 0.03% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.03% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.03% |
| GOEASY LTD P/P 144A 07.8750 11/01/2022 | 0.03% |
| INTELSAT S.A. TLB3 L+375 05.8036 11/27/2023 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| METLIFE INC P/P 144A 09.2500 04/08/2038 | 0.03% |
| NORDEX SE REGS 06.5000 02/01/2023 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.03% |
| ORYX TLB L+400 06.0536 05/09/2026 | 0.03% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.03% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.03% |
| 2.86 R ISWP US0003M P 01/22/2020 | 0.03% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.03% |
| CALIFORNIA RESOURCES L+1038 12.4185 12/31/2021 | 0.03% |
| ENVESTNET INC CV 01.7500 12/15/2019 | 0.03% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.03% |
| INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 | 0.03% |
| LUMENTUM HOLD CV 00.2500 03/15/2024 | 0.03% |
| MESSER INDUST TLB L+250 04.6044 03/01/2026 | 0.03% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.03% |
| TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027 | 0.03% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.03% |
| AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 | 0.03% |
| ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028 | 0.03% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.03% |
| CMLTI 2007-AMC3 A2B 02.1984 03/25/2037 | 0.03% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.03% |
| DIVERSEY TL L+300 05.2555 09/06/2024 | 0.03% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.03% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.03% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.03% |
| REVLON CONS TLB L+350 05.6241 09/07/2023 | 0.03% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.03% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.03% |
| AMERICA MOVIL SAB DE CV REGS 00.0000 05/28/2020 | 0.03% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.03% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.03% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.03% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| TABULA RASA H P/P 144A CV 01.7500 02/15/2026 | 0.03% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.03% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.03% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.03% |
| JPMCC 2012-C8 E P/P 144A 04.8070 10/15/2045 | 0.03% |
| LENNAR CORP 05.8750 11/15/2024 | 0.03% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% |
| NETFLIX INC. P/P 144A 06.3750 05/15/2029 | 0.03% |
| PETROLEOS MEXICANOS USD 04.8750 01/18/2024 | 0.03% |
| ROBERTSHAW TL 2L L+800 10.0625 02/28/2026 | 0.03% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.03% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.03% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.03% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.03% |
| ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 | 0.03% |
| CAS 2018-C06 2M2 04.1184 03/25/2031 | 0.03% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.03% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.03% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2033 | 0.03% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.03% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.03% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.03% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.03% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.03% |
| 0.40 R ISWP FWD SES3M P 12/18/2029 | 0.02% |
| ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 | 0.02% |
| AUD/USD 10/16/2019 GSFX | 0.02% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.02% |
| GNMA GII30 BL4992 05.0000 08/20/2049 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| KRW/USD 11/20/2019 GSFX | 0.02% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.02% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.02% |
| 1.60 R ISWP FWD US0003M P 12/18/2021 | 0.02% |
| CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.02% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.02% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.02% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% |
| GNMA 10000 BO6603 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| JELD-WEN INC P/P 144A 04.8750 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% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.02% |
| STACR 2016-DNA1 B 12.0184 07/25/2028 | 0.02% |
| STACR 2019-HQA3 B1 05.0570 09/25/2049 | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.02% |
| 0.80 R ISWP FWD GBL6M P 12/18/2029 | 0.02% |
| 8X8 INC P/P 144A CV 00.5000 02/01/2024 | 0.02% |
| CALIFORNIA RESOURC TL L+475 06.7935 12/31/2022 | 0.02% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.02% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.02% |
| CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 | 0.02% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.02% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% |
| FIVE9 INC CV 00.1250 05/01/2023 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.02% |
| SILICON LABOR CV 01.3750 03/01/2022 | 0.02% |
| TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 | 0.02% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.02% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.02% |
| AKER BP ASA P/P 144A 04.7500 06/15/2024 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.02% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.02% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.02% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.02% |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% |
| NZD/USD 10/16/2019 BCAP-FX | 0.02% |
| NZD/USD 10/16/2019 GSFX | 0.02% |
| OPTN FN30 3.0 11/06/19 PUT 101.2421875 JPMC | 0.02% |
| SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.02% |
| SESI LLC 07.1250 12/15/2021 | 0.02% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.02% |
| STACR 2019-DNA2 B1 06.3684 03/25/2049 | 0.02% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.02% |
| AES CORP/THE 04.5000 03/15/2023 | 0.02% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.02% |
| CAS 2019-R04 2B1 07.2684 06/25/2039 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| INTELSAT SA USD 04.5000 06/15/2025 | 0.02% |
| JO-ANN STORES 2NDL L+925 11.5094 05/21/2024 | 0.02% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.02% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.02% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.02% |
| RAPID7 INC CV 01.2500 08/01/2023 | 0.02% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 0.02% |
| WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 | 0.02% |
| AES CORP/THE 05.1250 09/01/2027 | 0.02% |
| ANTERO RESOURCES COR 05.6250 06/01/2023 | 0.02% |
| FHLMC FR30 ZN5648 UMBS 04.5000 01/01/2049 | 0.02% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.02% |
| GNMA GII30 BM2243 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| GNR 2019-83 SY IO 04.0558 07/20/2049 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2036 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2038 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.02% |
| STACR 2014-HQ3 M3 06.7684 10/25/2024 | 0.02% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.02% |
| TOTAL SA REGS 00.5000 12/02/2022 | 0.02% |
| UNIVAR USA INC P/P 144A 06.7500 07/15/2023 | 0.02% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| AIR METHODS TLB L+350 05.6044 04/21/2024 | 0.02% |
| CAS 2015-C03 2M2 07.0184 07/25/2025 | 0.02% |
| CAS 2017-C07 2B1 06.4684 05/25/2030 | 0.02% |
| CAS 2019-R01 2M2 04.4684 07/25/2031 | 0.02% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.02% |
| CHESAPEAKE EN CV 05.5000 09/15/2026 | 0.02% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNR 2006-8 HP 17.1659 03/25/2036 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% |
| GNMA GII30 BL4980 05.0000 08/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| HCA INC. 07.5000 02/15/2022 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.02% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.02% |
| QUOTIENT TECH CV 01.7500 12/01/2022 | 0.02% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 3MX5Y P -0.46 EUR 12/05/2019 BC | 0.02% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.02% |
| GNR 2012-H29 AI IO 01.4761 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.4761 10/20/2062 | 0.02% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.02% |
| ISTAR INC. 05.2500 09/15/2022 | 0.02% |
| JO-ANN STORES TL L+500 07.2516 10/16/2023 | 0.02% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| NETFLIX INC 05.8750 02/15/2025 | 0.02% |
| NEXSTAR ESCROW INC P/P 144A 05.6250 07/15/2027 | 0.02% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.02% |
| STACR 2015-HQ1 M3 05.8184 03/25/2025 | 0.02% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% |
| 1.30 R ISWP FWD AUDBB6M P 12/18/2029 | 0.02% |
| 1.30 R ISWP US0003M P 12/09/2024 | 0.02% |
| 1.80 R ISWP FWD CDOR03 P 12/18/2024 | 0.02% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.02% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 | 0.02% |
| BMIR 2018-2A B1 P/P 144A 04.6684 08/25/2028 | 0.02% |
| EQUINIX INC 05.8750 01/15/2026 | 0.02% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.02% |
| MBX.FN30.450.10 R USL1M P 01/12/41 BC | 0.02% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.02% |
| PROVINCIA DE BUENOS 63.0419 05/31/2022 | 0.02% |
| RACKSPACE HOSTING INC L+300 05.2868 11/03/2023 | 0.02% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.02% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.02% |
| CAS 2015-C02 1M2 06.0184 05/25/2025 | 0.02% |
| CAS 2016-C05 2M2 06.4684 01/25/2029 | 0.02% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| FNR 2015-42 LS IO 04.1816 06/25/2045 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| IHEARTMEDIA TL L+400 06.0315 05/01/2026 | 0.02% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| CARBONITE INC CV 02.5000 04/01/2022 | 0.02% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| KRW/USD 11/20/2019 HSBCB | 0.02% |
| MERCER INTL INC USD 07.7500 12/01/2022 | 0.02% |
| NZD/USD 10/16/2019 CITI | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SOCIALIST REP OF VIE P/P 144A 04.8000 11/19/2024 | 0.02% |
| STACR 2018-HQA2 M2 04.3184 10/25/2048 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.01% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.01% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.01% |
| CAS 2016-C05 2B 12.7684 01/25/2029 | 0.01% |
| KRONOS TLB L+300 05.2531 11/01/2023 | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.01% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.01% |
| TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| CAS 2016-C06 1M2 06.2684 04/25/2029 | 0.01% |
| CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 | 0.01% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.01% |
| FNR 2013-18 SB IO 04.1316 10/25/2041 | 0.01% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.01% |
| RAG-STIFTUNG REGS 00.0000 02/18/2021 | 0.01% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.01% |
| TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 | 0.01% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.01% |
| CAS 2018-C03 1B1 05.7684 10/25/2030 | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2019-43 JS IO 04.0316 08/25/2049 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.01% |
| BASF SE REGS 00.9250 03/09/2023 | 0.01% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.01% |
| CAS 2018-C05 1B1 06.2684 01/25/2031 | 0.01% |
| CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| COUPA SOFTWAR P/P 144A CV 00.1250 06/15/2025 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| IDR/USD 11/20/2019 GSFX | 0.01% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JC PENNEY CORP INC 07.4000 04/01/2037 | 0.01% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.01% |
| MBX.FN30.550.08 R USL1M P 01/12/39 GS | 0.01% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.01% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.01% |
| STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 | 0.01% |
| STMICROELECTRONICS NV REGS 00.2500 07/03/2024 | 0.01% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| 1.15 R ISWP NFIX3MID P 08/07/2021 | 0.01% |
| BAYER AG REGS 00.0500 06/15/2020 | 0.01% |
| CAD/USD 10/16/2019 BCAP-FX | 0.01% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.01% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.01% |
| FHLMC FR30 ZN5649 UMBS 05.0000 01/01/2049 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 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% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| ORTHO-CLINICAL TLB L+325 05.3064 06/01/2025 | 0.01% |
| SESI LLC 07.7500 09/15/2024 | 0.01% |
| STACR 2017-DNA1 M2 05.2684 07/25/2029 | 0.01% |
| STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 | 0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.01% |
| -0.35 R ISWP FWD CHL6M P 12/18/2029 | 0.01% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.01% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| GNR 2010-68 SD IO 04.5358 06/20/2040 | 0.01% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.01% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.01% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.01% |
| 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.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JPMCC 2013-LC11 D 04.3069 04/15/2046 | 0.01% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.01% |
| OMIR 2019-1A B1B 06.3684 07/25/2029 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| PINDUODUO INC P/P 144A 00.0000 10/01/2024 | 0.01% |
| RUB/USD 12/18/2019 BANKAM | 0.01% |
| RUB/USD 12/18/2019 GSFX | 0.01% |
| SUEZ CV PFD | 0.01% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.01% |
| VALEO SA REGS 00.0000 06/16/2021 | 0.01% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | 0.01% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | 0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| GNR 2016-77 SL IO 04.1058 03/20/2043 | 0.01% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2040 | 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 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| JPY/USD 11/20/2019 JPMCB | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MSBAM 2013-C11 D P/P 144A 04.4989 08/15/2046 | 0.01% |
| OKTA INC P/P 144A CV 00.1250 09/01/2025 | 0.01% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.01% |
| SERVICENOW IN CV 00.0000 06/01/2022 | 0.01% |
| TESLA INC CV 02.3750 03/15/2022 | 0.01% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% |
| VEOLIA ENVIRONNEMENT SA CV PFD | 0.01% |
| VODAFONE GROUP PLC REGS 00.0000 11/26/2020 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| 1.534 R ISWP US0003M P 09/26/2029 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AUD/USD 10/16/2019 CITI | 0.01% |
| CAD/USD 10/16/2019 JPMCB | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| FNR 2018-86 DS IO 04.0816 12/25/2048 | 0.01% |
| GNR 2019-89 JS IO 04.0058 04/20/2049 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MEDICINES CO CV 02.5000 01/15/2022 | 0.01% |
| NICE SYS INC CV 01.2500 01/15/2024 | 0.01% |
| OMIR 2019-1A B1A 05.5184 07/25/2029 | 0.01% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| STEEL DYNAMICS INC 04.1250 09/15/2025 | 0.01% |
| 1.175 R ISWP NFIX3MID P 08/08/2021 | 0.01% |
| AUD/USD 10/16/2019 SSBT | 0.01% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.01% |
| EUR/USD 12/18/2019 CITI | 0.01% |
| FHR 3408 EK 17.6347 04/15/2037 | 0.01% |
| GSMS 2012-GC6 D P/P 144A 05.8397 01/10/2045 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| LIGAND PHARMA CV 00.7500 05/15/2023 | 0.01% |
| LVMH MOET HENNESSY VUITT CV PFD | 0.01% |
| NABORS INDUSTRIES INC. 05.5000 01/15/2023 | 0.01% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| BEKAERT SA REGS 00.0000 06/09/2021 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8095 03/11/2039 | 0.00% |
| CAS 2015-C01 1M2 06.3184 02/25/2025 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| COMM 2014-CR17 E P/P 144A 05.0117 05/10/2047 | 0.00% |
| DP WORLD PLC REGS 01.7500 06/19/2024 | 0.00% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.00% |
| EUR/USD 12/18/2019 GSFX | 0.00% |
| EUR/USD 12/18/2019 SSBT | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.00% |
| FRESENIUS MEDICAL CARE A REGS 01.1250 01/31/2020 | 0.00% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.00% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.00% |
| HUBSPOT INC CV 00.2500 06/01/2022 | 0.00% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.2179 07/15/2046 | 0.00% |
| MSRR 2010-R4 4B 02.9746 02/26/2037 | 0.00% |
| MTU AERO ENGINES AG REGS 00.1250 05/17/2023 | 0.00% |
| NEXITY SA CV PFD | 0.00% |
| OSI SYS INC CV 01.2500 09/01/2022 | 0.00% |
| REALPAGE INC CV 01.5000 11/15/2022 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.00% |
| STMICROELECTRONICS N.V. REGS 00.0000 07/03/2022 | 0.00% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 6MX2Y P -0.337 EUR 01/16/2020 UB | 0.00% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.00% |
| UBISOFT ENTERTAINMENT SA CV PFD | 0.00% |
| -0.65 R ISWP FWD CHL6M P 12/18/2024 | 0.00% |
| CHENIERE ENERGY INC CV 04.2500 03/15/2045 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 12/18/2019 BCAP-FX | 0.00% |
| EUR/USD 12/18/2019 JPMCB | 0.00% |
| EVERBRIDGE INC CV 01.5000 11/01/2022 | 0.00% |
| IOS.FN30.350.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.450.11 R USL1M P 01/12/42 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IQIYI INC P/P 144A 02.0000 04/01/2025 | 0.00% |
| JPY/USD 11/20/2019 HSBCB | 0.00% |
| OPTN FN30 3.0 10/03/19 CALL 101.71875 JPMC | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 99.7421875 JPMC | 0.00% |
| SEK/USD 12/18/2019 BANKAM | 0.00% |
| SEK/USD 12/18/2019 HSBCB | 0.00% |
| SEK/USD 12/18/2019 UBS | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP | 0.00% |
| WESTERN DI CV 01.5000 02/01/2024 | 0.00% |
| 0.712 R ISWP FWD GBL6M P 09/18/2021 | 0.00% |
| 1.30 R ISWP FWD NFIX3MID P 12/18/2029 | 0.00% |
| 1.50 R ISWP US0003M P 09/30/2024 | 0.00% |
| CAS 2019-R02 1M2 04.3184 08/25/2031 | 0.00% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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% |
| EUR/USD 12/18/2019 RBSF | 0.00% |
| EUR/USD 12/18/2019 UBS | 0.00% |
| FNR 2005-83 QP 12.1462 11/25/2034 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPY/USD 11/20/2019 GSFX | 0.00% |
| PATRICK INDS CV 01.0000 02/01/2023 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| SEK/USD 12/18/2019 RBSF | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| 0.616 R ISWP FWD GBL6M P 09/18/2029 | 0.00% |
| 1.5594 R ISWP US0003M P 09/30/2029 | 0.00% |
| BALTA 2005-8 21A1 04.1831 10/25/2035 | 0.00% |
| CAS 2018-C01 1M2 04.2684 07/25/2030 | 0.00% |
| CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 | 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.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| DIAMOND SPORTS TLB L+325 05.3000 08/24/2026 | 0.00% |
| EUR/USD 12/18/2019 HSBCB | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FRAC TECH INTL TLB L+475 06.7935 04/16/2021 | 0.00% |
| FSPC T-57 1AX IO 00.3744 07/25/2043 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.00% |
| SCIENTIFIC GAMES TLB5 L+275 04.8758 08/14/2024 | 0.00% |
| SEK/USD 12/18/2019 BCAP-FX | 0.00% |
| SEK/USD 12/18/2019 GSFX | 0.00% |
| SEK/USD 12/18/2019 JPMCB | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 | 0.00% |
| 1.8125 R ISWP NOKOIB6M P 09/18/2021 | 0.00% |
| CAD/USD 10/16/2019 CSI-FX | 0.00% |
| CHF/USD 12/18/2019 JPMCB | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 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 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSMC 2006-C5 AX IO 01.0895 12/15/2039 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3017 06/25/2042 | 0.00% |
| GBP/USD 12/18/2019 BANKAM | 0.00% |
| GBP/USD 12/18/2019 HSBCB | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| JPY/USD 11/20/2019 UBS | 0.00% |
| SPEC BRNDS ESCROW CO 06.6250 11/15/2022 | 0.00% |
| SWPTN 1YX30Y P 1.288 EUR 02/17/2020 JP | 0.00% |
| UKRPI P 3.665 R 12/15/28 | 0.00% |
| -0.35 R ISWP FWD EUR006M P 12/18/2024 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/18/2021 | 0.00% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.00% |
| 0.701 R ISWP FWD GBL6M P 12/18/2021 | 0.00% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | 0.00% |
| 1.00 R ISWP FWD AUDBB6M P 12/18/2024 | 0.00% |
| 1.00 R ISWP FWD NFIX3MID P 12/18/2024 | 0.00% |
| 1.60 R ISWP FWD US0003M P 12/18/2024 | 0.00% |
| 1.75 R ISWP FWD NOKOIB6M P 12/18/2024 | 0.00% |
| 1.80 R ISWP FWD NOKOIB6M P 12/18/2029 | 0.00% |
| 6.66 R ISWP IN00O/N P 12/20/2022 | 0.00% |
| AUD/USD 10/16/2019 CSI-FX | 0.00% |
| AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BRL/USD 02/04/2020 CITI | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| CAD/USD 10/16/2019 GSFX | 0.00% |
| CAD/USD 10/16/2019 HSBCB | 0.00% |
| CAD/USD 10/16/2019 WPAC | 0.00% |
| CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/USD 12/18/2019 BANKAM | 0.00% |
| EUR/USD 12/18/2019 WPAC | 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 00.3758 10/25/2041 | 0.00% |
| FNS 366 22 IO 04.5000 10/25/2035 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| GBP/USD 12/18/2019 GSFX | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GSMS 2005-GG4 XC IO P/P 144A 01.5898 07/10/2039 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.09 R USL1M P 01/12/40 CS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049 | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 100.1171875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 100.3046875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 100.4921875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.0546875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.2421875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.4296875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.5859375 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.7734375 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.9609375 JPMC | 0.00% |
| OPTN FN30 3.5 10/03/19 CALL 102.9375 JPMC | 0.00% |
| STRIP 2003-1A N P/P 144A 05.0000 03/24/2020 | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS | 0.00% |
| SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS | 0.00% |
| SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP | 0.00% |
| SWPTN 1YX2Y P 3.095 USD 11/19/2019 JP | 0.00% |
| SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS | 0.00% |
| SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS | 0.00% |
| SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP | 0.00% |
| SWPTN 4MX10Y P 2.265 USD 10/03/2019 MS | 0.00% |
| SWPTN 4MX10Y P 2.401 USD 09/30/2019 BA | 0.00% |
| WBCMT 2007-C34 IO IO 00.0966 05/15/2046 | 0.00% |
| CHF/USD 12/18/2019 UBS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CZK/USD 12/18/2019 BANKAM | -0.00% |
| EUR/USD 12/18/2019 CSI-FX | -0.00% |
| GBP/USD 12/18/2019 SSBT | -0.00% |
| NOK/USD 12/18/2019 BCAP-FX | -0.00% |
| NOK/USD 12/18/2019 GSFX | -0.00% |
| NOK/USD 12/18/2019 HSBCB | -0.00% |
| NOK/USD 12/18/2019 SSBT | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP | -0.00% |
| SWPTN 6MX10Y P 0.498 EUR 01/16/2020 UB | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| AUD/USD 10/16/2019 UBS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.09375 JPMC | -0.00% |
| SEK/USD 12/18/2019 SSBT | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.00% |
| AUD/USD 10/16/2019 JPMCB | -0.00% |
| CAD/USD 10/16/2019 BANKAM | -0.00% |
| CAD/USD 10/16/2019 SSBT | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| IDR/USD 11/20/2019 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% |
| NOK/USD 12/18/2019 BANKAM | -0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.1875 JPMC | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| INR/USD 11/20/2019 GSFX | -0.00% |
| MXN/USD 10/16/2019 BANKAM | -0.00% |
| BRL/USD 02/04/2020 BANKAM | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CAD/USD 10/16/2019 RBSF | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| OPTN FN30 3.5 10/03/19 PUT 102.9375 JPMC | -0.01% |
| OPTN FN30 4.0 11/06/19 CALL 104.0 JPMC | -0.01% |
| 1.5215 R ISWP US0003M P 09/27/2029 | -0.01% |
| CAD/USD 10/16/2019 CITI | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| OPTN FN30 3.0 11/06/19 PUT 100.2421875 JPMC | -0.01% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.01% |
| AUD/USD 10/16/2019 HSBCB | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | -0.01% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| JPY/USD 11/20/2019 BCAP-FX | -0.01% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.01% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| INR/USD 11/20/2019 RBSF | -0.01% |
| NZD/USD 10/16/2019 HSBCB | -0.01% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| 0.05 R ISWP FWD SES3M P 12/18/2024 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| OPTN FN30 3.0 11/06/19 PUT 100.7421875 JPMC | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.85 R ISWP FWD CDOR03 P 12/18/2029 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.01% |
| TWD/USD 11/20/2019 GSFX | -0.01% |
| TWD/USD 11/20/2019 RBSF | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| UKRPI P 3.3875 R 03/15/28 | -0.01% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| JPY/USD 11/20/2019 SSBT | -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-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| OPTN FN30 3.0 10/03/19 PUT 101.71875 JPMC | -0.02% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.02% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CPURNSA R 2.05 P 12/06/22 | -0.02% |
| JPY/USD 11/20/2019 CITI | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| AUD/USD 10/16/2019 BANKAM | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| CPURNSA R 2.068 P 12/21/22 | -0.02% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.02% |
| AUD/JPY PUT 66.00 20200214 CITI | -0.02% |
| AUD/JPY PUT 66.00 20200214 GSFX | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.02% |
| MBX.FN30.450.09 P USL1M R 01/12/40 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| JPY/USD 11/20/2019 RBSF | -0.02% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| SWPTN 3MX5Y P 1.482 USD 12/05/2019 BC | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | -0.03% |
| AUD/USD 10/16/2019 WPAC | -0.03% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.03% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | -0.03% |
| 1.655 R ISWP US0003M P 09/24/2029 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| UKRPI P 3.34 R 02/15/28 | -0.03% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.03% |
| AUD/USD 10/16/2019 RBSF | -0.03% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.04% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% |
| UKRPI P 3.4025 R 03/15/28 | -0.04% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 2YX5Y R 1.3 USD 08/27/2021 UB | -0.04% |
| SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.05% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.05% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.05% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.05% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.05% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.06% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.06% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.06% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.06% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.06% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.06% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.06% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.06% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.06% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 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% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.06% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.06% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.06% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.06% |
| SWPTN 2YX5Y P 1.3 USD 08/27/2021 UB | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| UKRPI R 3.4425 P 07/15/49 | -0.06% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.07% |
| UKRPI P 3.34 R 03/15/28 | -0.07% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.07% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.07% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| GNMA GII30 TBA 05.0000 10/01/2049 | -0.07% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.08% |
| FNMA FN30 TBA UMBS 05.0000 10/01/2049 | -0.08% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.08% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 CS | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.08% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.09% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.09% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.09% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.09% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.09% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.09% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.09% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.10% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.10% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.10% |
| 1.30 R ISWP FWD US0003M P 12/18/2026 | -0.10% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.11% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.11% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.12% |
| CPTFEMU R 1.4 P 07/15/27 | -0.12% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.12% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.15% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.15% |
| 1.70 R ISWP FWD US0003M P 12/18/2029 | -0.16% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.16% |
| SWPTN 3MX5Y P 1.475 USD 12/05/2019 CI | -0.17% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.19% |
| SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP | -0.21% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.23% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.23% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.24% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.28% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.28% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.28% |
| 1.104 R ISWP FWD EUR006M P 03/21/2029 | -0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.40% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.40% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.60% |
| SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP | -0.66% |
| SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP | -0.74% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2049 | -0.86% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.95% |
| EURO-SCHATZ FUT DEC19 DUZ9 | -2.19% |
| US 5YR NOTE (CBT) DEC19 FVZ9 | -3.89% |
| EURO-BUND FUTURE DEC19 RXZ9 | -6.11% |
| 90DAY EURO$ FUTR MAR21 EDH1 | -21.43% |
Prior top 10 holdings
| Top 10 holdings as of 09/30/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 10/01/2049 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2049 | |
| Fnma Fn30 Tba Umbs 02.5000 11/01/2049 | |
| Gnma Gii30 Tba 04.5000 10/01/2049 | |
| Gnma Gii30 Tba 04.0000 10/01/2049 | |
| Petrobras Global Finance Usd 06.1250 01/17/2022 | |
| Cas 2015-C04 1m2 07.7184 04/25/2028 | |
| Fnma Fn30 Tba Umbs 05.5000 10/01/2049 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Holdings represent 44.99% of portfolio | |
| Top 10 holdings as of 08/31/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 09/01/2049 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2049 | |
| Fnma Fn30 Tba Umbs 02.5000 09/01/2049 | |
| Gnma Gii30 Tba 04.5000 09/01/2049 | |
| Gnma Gii30 Tba 04.0000 09/01/2049 | |
| Cas 2015-C04 1m2 07.8453 04/25/2028 | |
| Petrobras Global Finance Usd 06.1250 01/17/2022 | |
| Fnma Fn30 Tba Umbs 05.5000 09/01/2049 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Holdings represent 43.61% of portfolio | |
| Top 10 holdings as of 07/31/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 08/01/2049 | |
| Fnma Fn30 Tba Umbs 03.0000 08/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 08/01/2049 | |
| Fnma Fn30 Tba Umbs 02.5000 08/01/2049 | |
| Gnma Gii30 Tba 04.5000 08/01/2049 | |
| Gnma Gii30 Tba 04.0000 08/01/2049 | |
| Cas 2015-C04 1m2 07.9660 04/25/2028 | |
| Petrobras Global Finance Usd 06.1250 01/17/2022 | |
| Fnma Fn30 Tba Umbs 05.5000 08/01/2049 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Holdings represent 37.61% of portfolio | |
| Top 10 holdings as of 06/30/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 08/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 08/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2049 | |
| Fnma Fn30 Tba Umbs 02.5000 08/01/2049 | |
| Gnma Gii30 Tba 04.5000 07/01/2049 | |
| Gnma Gii30 Tba 04.0000 07/01/2049 | |
| Petrobras Global Finance Usd 06.1250 01/17/2022 | |
| Fnma Fn30 Tba Umbs 05.5000 08/01/2049 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Hellenic Republic P/P Regs 04.3750 08/01/2022 | |
| Holdings represent 27.33% of portfolio | |
Fixed income statistics as of 09/30/19
| Average effective maturity | 4.28 yrs. |
|---|---|
| Average effective duration | 1.10 yrs. |
| Average yield to maturity | 4.70% |
| Average coupon | 5.28% |
Sector weightings as of 09/30/19
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 1.49% | 0.06 | 43.55% | 1.80 | 45.04% | 1.86 |
| Commercial MBS | 6.04% | 0.22 | 15.93% | 0.33 | 21.97% | 0.55 |
| Agency CMO | 18.70% | 0.68 | 0.38% | 0.02 | 19.08% | 0.70 |
| High-yield corporate bonds | 15.45% | 0.44 | -3.72% | -0.18 | 11.73% | 0.26 |
| Residential MBS (non-agency) | 11.16% | 0.50 | 0.00% | 0.00 | 11.16% | 0.50 |
| Emerging-market bonds | 8.89% | 0.44 | 0.00% | 0.00 | 8.89% | 0.44 |
| Convertible securities | 4.06% | 0.00 | 0.00% | 0.00 | 4.06% | 0.00 |
| International Treasury/agency | 3.85% | 0.24 | 0.00% | -0.57 | 3.85% | -0.33 |
| Investment-grade corporate bonds | 2.58% | 0.15 | 0.00% | 0.00 | 2.58% | 0.15 |
| Bank loans | 1.96% | 0.08 | 0.00% | 0.00 | 1.96% | 0.08 |
| Asset-backed securities (ABS) | 1.78% | 0.06 | 0.00% | 0.00 | 1.78% | 0.06 |
| Equity investments | 0.00% | 0.00 | 0.00% | 0.00 | 0.00% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -0.12 | 0.00% | -0.12 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 0.02 | 0.00% | 0.02 |
| Net cash | 24.04% | 0.00 | 0.00% | 0.00 | 24.04% | 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 09/30/19
| 0 - 1 yr. | -11.20% |
|---|---|
| 1 - 5 yrs. | 60.28% |
| 5 - 10 yrs. | 47.18% |
| 10 - 15 yrs. | 2.54% |
| Over 15 yrs. | 1.20% |
Quality rating as of 09/30/19
| AAA | 67.34% |
|---|---|
| AA | 1.21% |
| A | 12.47% |
| BBB | 9.64% |
| BB | 22.08% |
| B | 9.45% |
| CCC and Below | 5.22% |
| Not Rated | -27.41% |
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. 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 09/30/19
| United States | 84.68% |
|---|---|
| Greece | 3.73% |
| Brazil | 2.00% |
| Mexico | 1.22% |
| Argentina | 1.21% |
| Indonesia | 1.21% |
| Ivory Coast | 0.81% |
| Bermuda | 0.76% |
| Canada | 0.76% |
| Other | 3.62% |
1
Expenses
Expense ratio |
Class A | Class B | Class C | Class M | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 0.98% | 1.73% | 1.73% | 1.23% | 1.23% | 0.64% | 0.73% |
| What you pay | 0.98% | 1.73% | 1.73% | 1.23% | 1.23% | 0.64% | 0.73% |
Sales charge
| 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% | -- | -- | -- |
| $500,000-$999,999 | 0.00% | -- | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% | -- | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class B | Class C | Class M | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- |
The ICE BofAML U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. You cannot invest directly in an index.
Consider these risks before investing: Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. International investing involves currency, economic, and political risks. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. 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.