Active Income
Diversified Income Trust (Class Y) (PDVYX)
Offering a diversified portfolio of income opportunities since 1988
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Highlights
Objective
The fund seeks as high a level of current income as Putnam management believes is consistent with preservation of capital.
Strategy and process
- Broad diversification: The fund seeks multiple sources of return outside the constraints of its benchmark, investing across traditional and alternative bond markets.
- Flexible risk allocations: The fund takes a unique approach to asset allocation, dynamically establishing diversified risk exposures rather than sector exposures.
- Active duration management: As the fund's duration is independent of any index, the fund employs strategies that seek to reduce interest-rate risk.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$6.75
-0.30% | $-0.02 |
$7.05
02/14/20 |
$5.73
03/23/20 |
Fund facts as of 12/31/20
Total net assets
$2,920.94M
$2,920.94M
Turnover (fiscal year end)
1,110%
1,110%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1904
1904
Fiscal year-end
September
September
CUSIP / Fund code
746704501 / 1822
746704501 / 1822
Inception date
07/01/96
07/01/96
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PDVYX
PDVYX
Management team
Co-Chief Investment Officer, Fixed Income
Co-Chief Investment Officer, Fixed Income
Head of Macro and Sovereign Credit
Head of Portfolio Construction
Portfolio Manager
Co-Head of Structured Credit
Co-Head of Corporate and Tax-exempt Credit
Manager commentary | Q4 2020
Commercial real estate slow to gain steam
Commercial real estate has lagged residential real estate in the recovery, but offers an underpriced asset for long-term investors, says Michael Salm, Co-Chief Investment Officer, Fixed Income.
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Quarterly commentary (PDF) |
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)
5.94%
Average 5-year annualized return
Total return (%) as of 12/31/20
Annual performance as of 12/31/20
Annualized Total return (%) as of 12/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 0.11% | 3.69% | 4.62% | 3.85% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 0.74% | 1.65% | 1.23% | 0.66% |
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 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), 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, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second 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 Strategic Intermediate Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such 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 shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses 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 12/31/20 | 2.42% | - | |
| YTD as of 01/27/21 | 0.15% | - | |
Yield
| Distribution rate before sales charge as of 01/27/21 |
3.56% |
|---|---|
| Distribution rate after sales charge as of 01/27/21 |
3.56% |
| 30-day SEC yield as of 12/31/20 | 3.72% |
Volatility as of 12/31/20
| Standard deviation (3 yrs.) | 8.86% |
|---|
Fixed income statistics as of 12/31/20
| Average effective duration | 1.37 yrs. |
|---|
Lipper rankings as of 12/31/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 98/124 | 79% |
| 3 yrs. | 57/113 | 50% |
| 5 yrs. | 38/100 | 38% |
| 10 yrs. | 3/30 | 10% |
Morningstar Ratings™ as of 12/31/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 269 | |
| 3 yrs. | 269 | |
| 5 yrs. | 240 | |
| 10 yrs. | 94 |
Distributions
| Record/Ex dividend date | 01/15/21 |
|---|---|
| Payable date | 01/20/21 |
| Income | $0.02 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | 19.22% |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | 13.42% |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | 2.81% |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | 2.71% |
| Fnma Fn30 Tba Umbs 01.5000 01/01/2051 | 2.49% |
| Gnma Gii30 Tba 04.0000 01/01/2051 | 2.30% |
| Republic Of Senegal Regs 06.7500 03/13/2048 | 1.18% |
| Ivory Coast Regs 06.1250 06/15/2033 | 0.91% |
| Fnma Fn30 Tba Umbs 05.5000 01/01/2051 | 0.88% |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | 0.86% |
| Top 10 holdings, percent of portfolio | 46.78% |
| Top 10 holdings as of 12/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 01.5000 01/01/2051 | |
| Gnma Gii30 Tba 04.0000 01/01/2051 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Fnma Fn30 Tba Umbs 05.5000 01/01/2051 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Holdings represent 46.78% of portfolio | |
| Top 10 holdings as of 11/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 12/01/2050 | |
| Gnma Gii30 Tba 04.0000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 12/01/2050 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Holdings represent 52.63% of portfolio | |
| Top 10 holdings as of 10/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 11/01/2050 | |
| Gnma Gii30 Tba 04.0000 11/01/2050 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Fnma Fn30 Tba Umbs 05.5000 11/01/2050 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Holdings represent 46.33% of portfolio | |
| Top 10 holdings as of 09/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 02.0000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 11/01/2050 | |
| Gnma Gii30 Tba 04.0000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 01.5000 10/01/2050 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Fnma Fn30 Tba Umbs 05.5000 10/01/2050 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Holdings represent 45.71% of portfolio | |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 19.22% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 13.42% |
| US ULTRA BOND CBT MAR21 WNH1 | 5.67% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 5.52% |
| FNMA FN30 TBA UMBS 01.5000 01/01/2051 | 2.49% |
| GNMA GII30 TBA 04.0000 01/01/2051 | 2.30% |
| TREASURY BILL 00.0000 04/08/2021 | 1.84% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.65% |
| REPO TRIPA MORTG 0.06 01/04/2021 | 1.25% |
| TREASURY BILL 00.0000 01/05/2021 | 1.20% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 1.16% |
| TREASURY BILL 00.0000 02/09/2021 | 1.16% |
| TREASURY BILL 00.0000 02/16/2021 | 0.94% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.91% |
| FNMA FN30 TBA UMBS 05.5000 01/01/2051 | 0.88% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.85% |
| TREASURY BILL 00.0000 01/19/2021 | 0.70% |
| TREASURY BILL 00.0000 02/02/2021 | 0.68% |
| CAS 2017-C02 2B1 05.6480 09/25/2029 | 0.66% |
| TREASURY BILL 00.0000 03/18/2021 | 0.59% |
| CAS 2016-C02 1B 12.3980 09/25/2028 | 0.59% |
| TREASURY BILL 00.0000 03/25/2021 | 0.57% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2051 | 0.56% |
| CAS 2015-C04 1M2 05.8480 04/25/2028 | 0.55% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.54% |
| TREASURY BILL 00.0000 01/12/2021 | 0.53% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.52% |
| REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.52% |
| ETP LEGACY LP 29277EN59 DCP 01/05/2021 | 0.51% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.51% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.50% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.49% |
| CWALT 2005-59 1A1 00.8038 11/20/2035 | 0.48% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.48% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.47% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.46% |
| ENGIE SA 29287APN4 DCP 02/22/2021 | 0.46% |
| CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.46% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.44% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.43% |
| STACR 2015-DNA3 B 09.4980 04/25/2028 | 0.43% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.43% |
| STACR 2015-DNA2 B 07.6980 12/25/2027 | 0.42% |
| OMIR 2018-1A M2 02.9980 07/25/2028 | 0.41% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.40% |
| TRANSCANADA PIPELINES LTD 89355PNT1 DCP 01/27/2021 | 0.38% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.36% |
| CWALT 2006-OA10 4A1 00.5280 08/25/2046 | 0.35% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.35% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.35% |
| GNR 2018-H03 XI IO 02.1796 02/20/2068 | 0.34% |
| ETP LEGACY LP 29277ENT7 DCP 01/27/2021 | 0.34% |
| FIDELITY NATIONAL INFORMATION 31621YNT2 DCP 01/27/2021 | 0.34% |
| MANHATTAN ASSET FUNDING CO LL 56274LQ80 DCP 03/08/2021 | 0.34% |
| TRANSCANADA PIPELINE USA LTD 89356TNE5 DCP 01/14/2021 | 0.34% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.34% |
| HUMANA INC 44486HP31 DCP 02/03/2021 | 0.34% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.33% |
| SAMI 2006-AR7 A1A 00.3580 08/25/2036 | 0.33% |
| HVMLT 2005-2 1A 00.6716 05/19/2035 | 0.33% |
| INTERCONTINENTAL EXCHANGE INC 45856WTN9 DCP 06/22/2021 | 0.32% |
| WFRBS 2013-C15 D P/P 144A 04.4900 08/15/2046 | 0.32% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.32% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.32% |
| CAS 2016-C03 1B 11.8980 10/25/2028 | 0.32% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.32% |
| GNR 2016-H23 NI IO 02.3708 10/20/2066 | 0.32% |
| TREASURY BILL 00.0000 04/15/2021 | 0.32% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.31% |
| FNR 2016-96 ST IO 05.9520 12/25/2046 | 0.31% |
| PLAINS MIDSTREAM CANADA ULC 72651VN65 DCP 01/06/2021 | 0.31% |
| GNR 2018-H02 EI IO 01.8836 01/20/2068 | 0.30% |
| FNR 2018-38 SA IO 06.0520 06/25/2048 | 0.30% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.30% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.30% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.30% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.29% |
| GNR 2018-H05 BI IO 01.9637 02/20/2068 | 0.29% |
| CMLTI 2007-AMC3 A2D 00.4980 03/25/2037 | 0.29% |
| SHRP 2020-1 NOTE 03.1065 07/25/2024 | 0.29% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.29% |
| GNR 2020-7 SK IO 05.8984 01/20/2050 | 0.28% |
| WFRBS 2012-C10 D P/P 144A 04.4272 12/15/2045 | 0.28% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.28% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.28% |
| GNR 2018-164 AS IO 05.9484 12/20/2048 | 0.28% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.28% |
| SUNCOR ENERGY INC 86723AQG0 DCP 03/16/2021 | 0.27% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.26% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.26% |
| JPMBB 2014-C25 D P/P 144A 03.9480 11/15/2047 | 0.26% |
| CAS 2019-HRP1 B1 09.3980 11/25/2039 | 0.26% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.26% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.26% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.26% |
| GNR 2018-H02 HI IO 01.7811 01/20/2068 | 0.26% |
| ENTERGY CORP 29366EQ17 DCP 03/01/2021 | 0.26% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.25% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.25% |
| CWALT 2006-OA7 1A2 01.5494 06/25/2046 | 0.24% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.24% |
| STACR 2015-HQA2 B 10.6480 05/25/2028 | 0.24% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.24% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.24% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.24% |
| GNR 2018-H05 AI IO 02.2690 02/20/2068 | 0.24% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.23% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.23% |
| FHR 4265 SD IO 05.9414 01/15/2035 | 0.23% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.23% |
| GNR 2017-H10 MI IO 02.1534 04/20/2067 | 0.23% |
| SWPTN 3MX10Y P 0.792 USD 01/13/2021 JP | 0.22% |
| CAS 2016-C01 1B 11.8980 08/25/2028 | 0.22% |
| GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.22% |
| GNR 2013-9 S IO 06.5984 01/20/2043 | 0.22% |
| JPMBB 2014-C18 D P/P 144A 04.7942 02/15/2047 | 0.22% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.22% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.21% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.21% |
| INTERCONTINENTAL EXCHANGE INC 45856WTM1 DCP 06/21/2021 | 0.20% |
| NATIONAL GRID PLC 63627TNK9 DCP 01/19/2021 | 0.20% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.20% |
| FNR 2016-62 GS IO 05.9520 09/25/2046 | 0.20% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.20% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.20% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.20% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.20% |
| BCAP 2011-RR3 3A6 02.6212 11/27/2036 | 0.20% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.20% |
| GNR 2018-105 SG IO 06.0984 08/20/2048 | 0.20% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.20% |
| UKRPI P 3.665 R 12/15/28 | 0.20% |
| TREASURY BILL 00.0000 01/26/2021 | 0.20% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.19% |
| VERTIV TLB L+300 03.1440 03/02/2027 | 0.19% |
| WFCM 2013-LC12 D P/P 144A 04.2746 07/15/2046 | 0.19% |
| FNMA FN30 TBA UMBS 05.0000 01/01/2051 | 0.19% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.19% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.19% |
| GNR 2015-H12 AI IO 01.8635 05/20/2065 | 0.18% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.18% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.18% |
| GNR 2017-160 S IO 06.0484 10/20/2043 | 0.18% |
| GNR 2018-104 SD IO 06.0484 08/20/2048 | 0.18% |
| GNR 2015-H15 BI IO 02.5965 06/20/2065 | 0.18% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.18% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.18% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.18% |
| GSR 2007-OA1 2A3A 00.4580 05/25/2037 | 0.18% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.18% |
| SUNCOR ENERGY INC 86723APJ5 DCP 02/18/2021 | 0.18% |
| CAS 2017-C03 1B1 04.9980 10/25/2029 | 0.18% |
| GNR 2018-H04 IO IO 01.4322 02/20/2068 | 0.18% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.18% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.18% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.17% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.17% |
| AMERICAN HONDA FINANCE CORP 02665JPS3 DCP 02/26/2021 | 0.17% |
| AMERICAN HONDA FINANCE CORP 02665JQ52 DCP 03/05/2021 | 0.17% |
| FIDELITY NATIONAL INFORMATION 31621YNR6 DCP 01/25/2021 | 0.17% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.17% |
| SHELL INTERNATIONAL FINANCE B 8225X2TB0 DCP 06/11/2021 | 0.17% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.17% |
| GNR 2017-H06 BI IO 02.1858 02/20/2067 | 0.17% |
| NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.17% |
| GNR 2018-H01 XI IO 01.9695 01/20/2068 | 0.17% |
| GNR 2017-H18 FI IO 02.3271 09/20/2067 | 0.17% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.17% |
| CARMX 2020-2 D 06.8700 05/17/2027 | 0.17% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.17% |
| GNR 2017-H08 NI IO 02.2436 03/20/2067 | 0.17% |
| GNR 2018-H15 EI IO 01.7289 08/20/2068 | 0.17% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.17% |
| DBALT 2006-AR4 A2 00.5280 12/25/2036 | 0.16% |
| FNR 2019-34 SL IO 05.9020 07/25/2049 | 0.16% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.16% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.16% |
| ORTHO-CLINICAL TLB L+325 03.3940 06/30/2025 | 0.16% |
| GNR 2015-H23 BI IO 01.7545 09/20/2065 | 0.16% |
| CPTFEMU R 0.961 P 05/15/40 | 0.16% |
| FNR 2019-47 SA IO 05.9020 08/25/2049 | 0.16% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.16% |
| SWPTN 3MX10Y P 0.9673 USD 03/22/2021 JP | 0.16% |
| GNR 2013-152 SJ IO 05.9984 05/20/2041 | 0.16% |
| GNR 2018-100 S IO 06.0484 07/20/2048 | 0.16% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.16% |
| COMM 2012-CR3 E P/P 144A 04.7503 10/15/2045 | 0.15% |
| HCA INC. 05.3750 09/01/2026 | 0.15% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.15% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.15% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.15% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.15% |
| BSMF 2006-AR2 2A1 00.3780 09/25/2046 | 0.15% |
| CAS 2017-C01 1B1 05.8980 07/25/2029 | 0.15% |
| GNR 2017-H12 QI IO 02.6274 05/20/2067 | 0.15% |
| GNR 2017-H16 JI IO 02.7771 08/20/2067 | 0.15% |
| CSAIL 2015-C1 D P/P 144A 03.7643 04/15/2050 | 0.15% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.15% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.15% |
| AHM 2007-1 GA1C 00.3380 05/25/2047 | 0.15% |
| CWALT 2006-OA10 3A1 00.5280 08/25/2046 | 0.15% |
| GNR 2017-H03 HI IO 01.5673 01/20/2067 | 0.15% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.15% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.15% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.15% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.15% |
| GNR 2016-77 SC IO 05.9484 10/20/2045 | 0.15% |
| GNR 2015-H03 CI IO 01.7189 01/20/2065 | 0.14% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.14% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.14% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.14% |
| GNR 2017-H20 HI IO 02.1789 10/20/2067 | 0.14% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.14% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.14% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.14% |
| CPTFEMU P 1.71 R 07/15/37 | 0.14% |
| CPTFEMU R 0.655 P 05/15/30 | 0.14% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| GNR 2017-H16 IO 02.8558 08/20/2067 | 0.14% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.14% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.14% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.14% |
| GNR 2016-H22 AI IO 02.3237 10/20/2066 | 0.14% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.14% |
| WFRBS 2012-C9 E P/P 144A 04.8105 11/15/2045 | 0.14% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.14% |
| AMCOR FINANCE USA INC 0234D4PH9 DCP 02/17/2021 | 0.14% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.14% |
| INTERCONTINENTAL EXCHANGE INC 45856WPQ6 DCP 02/24/2021 | 0.14% |
| INTERCONTINENTAL EXCHANGE INC 45856WSB6 DCP 05/11/2021 | 0.14% |
| GNR 2018-91 SH IO 06.0984 07/20/2048 | 0.14% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.14% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.14% |
| GNR 2015-H15 AI IO 01.8092 06/20/2065 | 0.14% |
| GNR 2017-H06 MI IO 02.1282 02/20/2067 | 0.14% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.14% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.14% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.13% |
| STACR 2020-HQA3 B2 10.1480 07/25/2050 | 0.13% |
| GNR 2015-H08 CI IO 01.7961 03/20/2065 | 0.13% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.13% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.13% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.13% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.13% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.13% |
| COMM 2014-UBS3 D P/P 144A 04.7683 06/10/2047 | 0.13% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.13% |
| GSAA 2006-8 2A2 00.5080 05/25/2036 | 0.13% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.12% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.12% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.12% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.12% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.12% |
| GNR 2015-H20 BI IO 02.1271 08/20/2065 | 0.12% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.12% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.12% |
| MSC 2012-C4 E P/P 144A 05.4185 03/15/2045 | 0.12% |
| GNR 2014-4 SG IO 05.9484 01/20/2044 | 0.12% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.12% |
| ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.12% |
| CAS 2017-C06 2M2 02.9480 02/25/2030 | 0.12% |
| GNR 2016-H16 EI IO 02.4948 06/20/2066 | 0.12% |
| GNR 2017-H09 IO IO 02.1855 04/20/2067 | 0.12% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.12% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.12% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.12% |
| GNR 2018-67 SC IO 06.0484 05/20/2048 | 0.12% |
| FHR 4742 S IO 06.0414 12/15/2047 | 0.12% |
| GNR 2016-H04 HI IO 02.3831 07/20/2065 | 0.12% |
| GNR 2017-H05 CI IO 03.7299 02/20/2067 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| CAS 2016-C06 1B 09.3980 04/25/2029 | 0.12% |
| GNR 2017-H03 EI IO 02.2290 01/20/2067 | 0.12% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.12% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.11% |
| FNR 2018-44 SA IO 06.0520 06/25/2048 | 0.11% |
| UKRPI P 3.385 R 11/15/24 | 0.11% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.11% |
| GNR 2016-H12 AI IO 01.6592 07/20/2065 | 0.11% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.11% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.11% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.11% |
| STACR 2016-HQA3 M3 03.9980 03/25/2029 | 0.11% |
| BSCMS 2005-PWR7 D 05.2636 02/11/2041 | 0.11% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.11% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.11% |
| UKRPI P 3.34 R 03/15/28 | 0.11% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.11% |
| STACR 2017-DNA1 B1 05.0980 07/25/2029 | 0.11% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.11% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.11% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.11% |
| CWALT 2006-OA10 1A1 01.5694 08/25/2046 | 0.11% |
| JPMBB 2014-C18 E P/P 144A 04.2942 02/15/2047 | 0.11% |
| STACR 2018-HQA2 B2 11.1480 10/25/2048 | 0.11% |
| CAS 2017-C06 2B1 04.5980 02/25/2030 | 0.11% |
| DOMINICAN REPUBLIC REGS 06.8500 01/27/2045 | 0.11% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.11% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.11% |
| SWPTN 3MX10Y P 0.964 USD 03/18/2021 JP | 0.11% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.11% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.10% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.10% |
| CWALT 2006-OA10 2A1 00.5280 08/25/2046 | 0.10% |
| FHR 4731 QS IO 06.0414 11/15/2047 | 0.10% |
| GNR 2015-H18 BI IO 02.3929 07/20/2065 | 0.10% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.10% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.10% |
| STACR 2018-DNA3 B2 07.8980 09/25/2048 | 0.10% |
| USD/MXN PUT 20.50 20210416 GSFX | 0.10% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.10% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.10% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.10% |
| GNR 2016-H18 IO IO 01.6557 08/20/2066 | 0.10% |
| GNR 2019-125 SG IO 05.8984 10/20/2049 | 0.10% |
| STACR 2019-DNA2 B2 10.6480 03/25/2049 | 0.10% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.10% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.10% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.10% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.10% |
| GNR 2014-H25 BI IO 01.6925 12/20/2064 | 0.10% |
| MSBAM 2015-C23 D P/P 144A 04.1446 07/15/2050 | 0.10% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.10% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.10% |
| CENTENE CORP 04.6250 12/15/2029 | 0.10% |
| GNR 2016-H08 AI IO 02.5792 08/20/2065 | 0.10% |
| GNR 2016-H27 EI IO 02.9190 12/20/2066 | 0.10% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.10% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.10% |
| GNR 2017-H11 TI IO 02.6661 04/20/2067 | 0.10% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.10% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.10% |
| GNR 2014-119 SA IO 05.4484 08/20/2044 | 0.10% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.10% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.10% |
| CAD/USD 01/20/2021 GSFX | 0.10% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.10% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.10% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.10% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.10% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.10% |
| GNR 2018-H01 IO IO 01.3691 12/20/2067 | 0.10% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.10% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.10% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.10% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.10% |
| GNR 2016-H14 IO IO 01.6878 06/20/2066 | 0.10% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.10% |
| GNR 2015-H10 BI IO 03.0379 04/20/2065 | 0.09% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.09% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.09% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.09% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| GNR 2017-H11 DI IO 01.9254 05/20/2067 | 0.09% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.09% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| SPRINT CORP 07.6250 03/01/2026 | 0.09% |
| UKRPI P 3.4025 R 03/15/28 | 0.09% |
| STACR 2016-HQA2 M3 05.2980 11/25/2028 | 0.09% |
| ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.09% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.09% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.09% |
| GNR 2015-H23 DI IO 01.8548 09/20/2065 | 0.09% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.09% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.09% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.09% |
| COMM 2013-CR9 D P/P 144A 04.2429 07/10/2045 | 0.09% |
| FNR 2011-101 SA IO 05.7520 10/25/2041 | 0.09% |
| STACR 2019-DNA1 B2 10.8980 01/25/2049 | 0.09% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.09% |
| CCMFC 2006-4A A2 00.3280 11/25/2047 | 0.09% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.09% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.09% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.09% |
| SNAP INC CV 00.7500 08/01/2026 | 0.09% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.09% |
| BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.09% |
| SAILPOINT TCH CV 00.1250 09/15/2024 | 0.09% |
| CWALT 2006-OA7 1A1 02.4016 06/25/2046 | 0.08% |
| GNR 2015-H24 AI IO 02.1834 09/20/2065 | 0.08% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.08% |
| STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.08% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.08% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% |
| OPTN FN30 2.5 01/07/21 CALL 104.5 JPMC | 0.08% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.08% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.08% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.08% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.08% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.08% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.08% |
| BMIR 2017-1 B1 P/P 144A 04.8980 10/25/2027 | 0.08% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| GNR 2017-H06 DI IO 01.7861 02/20/2067 | 0.08% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.08% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.08% |
| AUD/USD 01/20/2021 MSCIL | 0.08% |
| BACM 2005-1 C 05.4820 11/10/2042 | 0.08% |
| GNR 2016-H06 CI IO 02.2191 02/20/2066 | 0.08% |
| JPALT 2007-A2 12A1 00.3480 06/25/2037 | 0.08% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.08% |
| OPTN FN30 2.0 02/04/21 CALL 103.3125 JPMC | 0.08% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.08% |
| GNR 2017-H02 BI IO 02.1856 01/20/2067 | 0.08% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.08% |
| GNR 2016-H17 KI IO 02.5330 07/20/2066 | 0.08% |
| STACR 2016-DNA1 B 10.1501 07/25/2028 | 0.08% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.08% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.08% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.08% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.08% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.08% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.07% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.07% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.07% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.07% |
| CAS 2017-C03 1M2 03.1480 10/25/2029 | 0.07% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.07% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.07% |
| GNR 2014-46 SA IO 05.9484 03/20/2044 | 0.07% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.07% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.07% |
| SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.07% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.07% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% |
| BLACKLINE INC CV 00.1250 08/01/2024 | 0.07% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| GNR 2016-H24 JI IO 02.1979 11/20/2066 | 0.07% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.07% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.07% |
| SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.07% |
| AUD/USD 01/20/2021 GSFX | 0.07% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.07% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.07% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.07% |
| GNR 2015-H01 BI IO 01.5629 01/20/2065 | 0.07% |
| SPRINT CORP 07.8750 09/15/2023 | 0.07% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.07% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.07% |
| CAS 2016-C03 1M2 05.4480 10/25/2028 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.07% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.07% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.07% |
| STACR 2017-DNA2 B1 05.2980 10/25/2029 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.07% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.07% |
| ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.07% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.07% |
| STACR 2020-HQA2 M2 03.2480 03/25/2050 | 0.07% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.07% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.07% |
| BALTA 2005-7 21A1 03.0700 09/25/2035 | 0.07% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.07% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.07% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% |
| ENVISION HEALTHCARE TL L+375 03.8968 10/10/2025 | 0.07% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.07% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.07% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.07% |
| HMIR 2019-1 M2 P/P 144A 03.3980 05/25/2029 | 0.07% |
| OPTN FN30 2.0 02/04/21 CALL 103.34375 JPMC | 0.07% |
| SOLENIS 1STL L+400 04.2330 06/26/2025 | 0.07% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.07% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.06% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.06% |
| DELIVERY HERO AG REGS 00.2500 01/23/2024 | 0.06% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.06% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.06% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.06% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.06% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.06% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.06% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.06% |
| UKRPI P 3.34 R 02/15/28 | 0.06% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.06% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.06% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% |
| STACR 2018-HQA1 M2 02.4480 09/25/2030 | 0.06% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.06% |
| FHR 3919 SA IO 06.3414 09/15/2041 | 0.06% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.06% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.06% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.06% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.06% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.06% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% |
| REFINITIV TLB L+325 03.3968 10/01/2025 | 0.06% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.06% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.06% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.06% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.06% |
| GNR 2014-60 SE IO 05.9484 04/20/2044 | 0.06% |
| GNR 2014-H06 BI IO 01.4668 02/20/2064 | 0.06% |
| LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% |
| NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.06% |
| USD/MXN PUT 20.50 20210413 JPMCB | 0.06% |
| ZILLOW GRP CV 01.3750 09/01/2026 | 0.06% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.06% |
| BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.06% |
| STACR 2019-DNA3 B2 08.2980 07/25/2049 | 0.06% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.06% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.06% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.06% |
| MOTION BONDCO DAC REGS 04.5000 11/15/2027 | 0.06% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.06% |
| NZD/USD 01/20/2021 UBS | 0.06% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.06% |
| UKRPI P 3.381 R 11/15/24 | 0.06% |
| AUD/USD 01/20/2021 RBSF | 0.06% |
| CAS 2017-C07 1B1 04.1480 05/25/2030 | 0.06% |
| CAS 2018-C06 2B1 04.2480 03/25/2031 | 0.06% |
| CIRSA FINANCE INTER REGS 06.2500 12/20/2023 | 0.06% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.06% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.06% |
| NZD/USD 01/20/2021 MSCIL | 0.06% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.06% |
| STACR 2017-DNA3 B1 04.5980 03/25/2030 | 0.06% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.06% |
| VONAGE HLDGS CV 01.7500 06/01/2024 | 0.06% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.06% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.06% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.06% |
| CAS 2017-C05 1B1 03.7480 01/25/2030 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.06% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.06% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.06% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.06% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.06% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.06% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.06% |
| CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.05% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.05% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.05% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.05% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.05% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.05% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.05% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.05% |
| UKRPI P 3.42 R 12/15/24 | 0.05% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.05% |
| CAS 2020-SBT1 1B1 06.8980 02/25/2040 | 0.05% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.05% |
| L BRANDS INC. 06.8750 11/01/2035 | 0.05% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.05% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.05% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.05% |
| AUD/USD CALL 0.79 20210510 GSFX | 0.05% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.05% |
| FHS 326 S2 IO 05.7914 03/15/2044 | 0.05% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% |
| SWPTN 3MX2Y R 0.213 USD 03/23/2021 BC | 0.05% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.05% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.05% |
| CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.05% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.05% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.05% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.05% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.05% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.05% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.05% |
| SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.05% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.05% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.05% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.05% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.05% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.05% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.05% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% |
| SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.05% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.05% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.05% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.05% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% |
| FHS 311 S1 IO 05.7914 08/15/2043 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| GNR 2013-182 SY IO 05.9484 12/20/2043 | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| GNR 2020-15 CS IO 05.8984 02/20/2050 | 0.05% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.05% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.05% |
| QVC INC 04.3750 09/01/2028 | 0.05% |
| STACR 2020-DNA3 B1 05.2480 06/25/2050 | 0.05% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.05% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.05% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.05% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.05% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.05% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.05% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% |
| FNR 2010-35 SG IO 06.2520 04/25/2040 | 0.05% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.05% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.05% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.05% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.05% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.05% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.05% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.05% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.05% |
| CAD/USD 01/20/2021 UBS | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.05% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.05% |
| ISTAR INC 04.7500 10/01/2024 | 0.05% |
| L BRANDS INC 07.5000 06/15/2029 | 0.05% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.05% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.05% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.05% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.05% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.05% |
| CLEAR CHANNEL TLB L+350 03.7144 08/21/2026 | 0.04% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| GNR 2014-58 SA IO 05.9484 04/20/2044 | 0.04% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.04% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.04% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.04% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% |
| UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.04% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.04% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% |
| LIBERTY MEDIA | 0.04% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.04% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.04% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.04% |
| STACR 2019-HQA2 B2 11.3980 04/25/2049 | 0.04% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% |
| SYNAPTICS INC CV 00.5000 06/15/2022 | 0.04% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.04% |
| CAS 2017-C07 2B1 04.5980 05/25/2030 | 0.04% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.04% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.04% |
| ISTAR INC 05.5000 02/15/2026 | 0.04% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.04% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.04% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| AUD/USD 01/20/2021 HSBCB | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| FHR 5011 SA IO 06.1020 09/25/2050 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.04% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.04% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.04% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.04% |
| PINDUODUO INC USD 00.0000 12/01/2025 | 0.04% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.04% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.04% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.04% |
| GFL ENVIORNMENTAL TLB L+300 03.5000 05/31/2025 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| SOTERA HEALTH TL L+450 05.5000 12/13/2026 | 0.04% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% |
| CAS 2016-C04 1B 10.3980 01/25/2029 | 0.04% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.04% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| TERRIER MEDIA TLB L+425 04.3968 12/17/2026 | 0.04% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.04% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.04% |
| CMLTI 2007-AMC3 A2B 00.3280 03/25/2037 | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% |
| RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.04% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.04% |
| STACR 2019-FTR3 B2 04.9501 09/25/2047 | 0.04% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.04% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.04% |
| GNR 2010-20 SC IO 05.9984 02/20/2040 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| GNR 2019-78 SJ IO 05.8984 06/20/2049 | 0.04% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.04% |
| PETSMART INC TLB L+350 04.5000 03/11/2022 | 0.04% |
| STMICROELECTRONICS NV REGS 00.2500 07/03/2024 | 0.04% |
| SWPTN 3MX5Y P 0.418 USD 01/13/2021 BC | 0.04% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.04% |
| ELANCO ANIMAL HLTH TLB L+175 01.8940 02/04/2027 | 0.04% |
| FHR 5004 SG IO 05.9520 08/25/2050 | 0.04% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| GNR 2013-129 SN IO 05.9984 09/20/2043 | 0.04% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% |
| CAS 2017-C07 2M2 02.6480 05/25/2030 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.04% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.04% |
| EUR/NOK PUT 10.45 20210423 UBS | 0.04% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% |
| FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.04% |
| GNR 2013-99 VS IO 05.9469 07/16/2043 | 0.04% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| OMIR 2017-1A M2 P/P 144A 04.1480 04/25/2027 | 0.04% |
| PROVINCIA DE BUENOS 34.1871 05/31/2022 | 0.04% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.04% |
| AMERICAN BATH 1L L+450 05.2500 11/23/2027 | 0.04% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.04% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.04% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.04% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% |
| CFMT 2019-HB1 M5 P/P 144A 06.0000 12/25/2029 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| GNR 2019-99 KS IO 05.8984 08/20/2049 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.04% |
| SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.04% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.04% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.04% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.04% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.04% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.04% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.03% |
| AUD/USD 01/20/2021 CSI-FX | 0.03% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.03% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.03% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.03% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.03% |
| APACHE CORP 05.1000 09/01/2040 | 0.03% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% |
| NEVRO CORP CV 01.7500 06/01/2021 | 0.03% |
| NZD/USD 01/20/2021 BCAP-FX | 0.03% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.03% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.03% |
| CLUBCORP TLB L+275 03.0039 09/18/2024 | 0.03% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.03% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.03% |
| REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.03% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.03% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.03% |
| UKRPI P 3.3875 R 03/15/28 | 0.03% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.03% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.03% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% |
| CAS 2015-C01 2M2 04.6980 02/25/2025 | 0.03% |
| CLP/USD 01/20/2021 CITI | 0.03% |
| EUR/NOK PUT 10.45 20210323 CSI-FX | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.03% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.03% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.03% |
| MONGODB INC P/P 144A CV 00.2500 01/15/2026 | 0.03% |
| SEK/USD 03/17/2021 GSFX | 0.03% |
| STRU BMOC-8710 SA IO 05.9984 07/20/2050 | 0.03% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.03% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| GARDA WORLD TLB L+475 04.9900 10/30/2026 | 0.03% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.03% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.03% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| AUD/USD 01/20/2021 TDBK | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.03% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.03% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.03% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.03% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.03% |
| ZAYO GROUP HLDG INC L+300 03.1468 03/09/2027 | 0.03% |
| ASURION TLB7 L+300 03.1468 11/03/2024 | 0.03% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.03% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.03% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.03% |
| FHR 4945 SL IO 05.9020 01/25/2050 | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.03% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.03% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.03% |
| TOTAL SE REGS 00.5000 12/02/2022 | 0.03% |
| CAD/USD 01/20/2021 MSCIL | 0.03% |
| CEMEX SAB DE CV P/P 144A 07.3750 06/05/2027 | 0.03% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.03% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.03% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.03% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.03% |
| FNR 2012-36 SN IO 06.3020 04/25/2042 | 0.03% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.03% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.03% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.03% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.03% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CAS 2018-C04 2B1 04.6480 12/25/2030 | 0.03% |
| CENTENE CORP 03.0000 10/15/2030 | 0.03% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| FHR 4969 IO IO 03.0000 04/25/2050 | 0.03% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.03% |
| FNR 2019-57 KS IO 05.9020 10/25/2049 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.03% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.03% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.03% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.03% |
| STACR 2018-HQA2 B1 04.3980 10/25/2048 | 0.03% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.03% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.03% |
| SYSCO CORPORATION 06.6000 04/01/2050 | 0.03% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.03% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.02% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.02% |
| BMIR 2018-2A B1 P/P 144A 02.7980 08/25/2028 | 0.02% |
| CAS 2018-C06 2M2 02.2480 03/25/2031 | 0.02% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.02% |
| EUR/USD CALL 1.235 20210323 HSBCB | 0.02% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% |
| HUB INTL TLB L+400 05.0000 04/25/2025 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.02% |
| CAS 2015-C02 2M2 04.1480 05/25/2025 | 0.02% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.02% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.02% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.02% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.02% |
| THYELE TL B 1L USD L+425 04.4283 07/31/2027 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| FNR 2006-8 HP 24.0240 03/25/2036 | 0.02% |
| FNR 2020-12 SK IO 05.9020 03/25/2050 | 0.02% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.02% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.02% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.02% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.02% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 0.02% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% |
| CAS 2019-R04 2B1 05.3980 06/25/2039 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CPURNSA R 1.703 P 11/29/24 | 0.02% |
| CWALT 2005-38 A3 00.8480 09/25/2035 | 0.02% |
| EMIR 2020-1 B1 02.9980 01/25/2030 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| FHR 4839 WS IO 05.9414 08/15/2056 | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.02% |
| SEA LTD P/P 144A 02.3750 12/01/2025 | 0.02% |
| STACR 2018-HQA2 M2 02.4480 10/25/2048 | 0.02% |
| STACR 2019-HQA1 B2 12.3980 02/25/2049 | 0.02% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.02% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.02% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| GBP/USD 03/17/2021 RBSF | 0.02% |
| GENESEE & WYOMING TL L+200 02.2539 11/05/2026 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| GNR 2019-83 SY IO 05.9484 07/20/2049 | 0.02% |
| GNR 2019-96 SY IO 05.9484 08/20/2049 | 0.02% |
| JPY/USD 02/17/2021 UBS | 0.02% |
| KRW/USD 02/17/2021 JPMCB | 0.02% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.02% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% |
| APACHE CORP 04.3750 10/15/2028 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| USD/MXN PUT 19.25 20210609 MSCIL | 0.02% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% |
| CAS 2018-C02 2M2 02.3480 08/25/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.02% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.02% |
| FNR 2019-5 SA IO 05.9520 03/25/2049 | 0.02% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| KRW/USD 02/17/2021 HSBCB | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| MCAS 2020-01 M10 P/P 144A 03.8980 03/25/2050 | 0.02% |
| MESSER INDUST TLB L+250 02.7539 03/01/2026 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.02% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.02% |
| CAS 2016-C05 2B 10.8980 01/25/2029 | 0.02% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.02% |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.02% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.02% |
| FNR 2015-42 LS IO 06.0520 06/25/2045 | 0.02% |
| GNR 2012-H29 AI IO 01.4080 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.4080 10/20/2062 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| SPST 2020-2 A 00.9780 03/26/2021 | 0.02% |
| STACR 2020-DNA4 B2 10.1480 08/25/2050 | 0.02% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.02% |
| YANDEX NV REGS 00.7500 03/03/2025 | 0.02% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.02% |
| CAS 2016-C03 2M2 06.0480 10/25/2028 | 0.02% |
| CAS 2018-C03 1B1 03.8980 10/25/2030 | 0.02% |
| CAS 2019-R01 2M2 02.5980 07/25/2031 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% |
| RAG-STIFTUNG REGS 00.0000 02/18/2021 | 0.02% |
| SPST 2020-WL1 A 01.2980 06/25/2051 | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| AUD/USD 01/20/2021 JPMCB | 0.02% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| LIBERTY BROAD P/P 144A CV 02.7500 09/30/2050 | 0.02% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.02% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.02% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.02% |
| XERO INVESTMENTS LTD REGS 02.3750 10/04/2023 | 0.02% |
| 0.30 R ISWP FWD SES3M P 03/17/2031 | 0.02% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.02% |
| CAS 2018-C05 1B1 04.3980 01/25/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| CNH/USD 02/18/2021 GSFX | 0.02% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| CPURNSA R 1.7625 P 12/10/24 | 0.02% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.02% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% |
| JPY/USD 02/17/2021 MSCIL | 0.02% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.02% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% |
| USD/KRW PUT 1050.00 20210609 HSBCB | 0.02% |
| USD/SGD PUT 1.32 20210413 JPMCB | 0.02% |
| WIX LTD P/P 144A 00.0000 08/15/2025 | 0.02% |
| WYNDHAM HOTELS & P/P 144A 04.3750 08/15/2028 | 0.02% |
| CAS 2015-C02 1M2 04.1480 05/25/2025 | 0.01% |
| CHS/COMMUNITY HEALTH P/P 144A 09.8750 06/30/2023 | 0.01% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.01% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% |
| LVMH MOET HENNESSY VUITT CV PFD | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.70 R ISWP FWD SOFRRATE P 03/17/2031 | 0.01% |
| ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% |
| BSCMS 2007-T26 AJ 05.4318 01/12/2045 | 0.01% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| JPY/USD 02/17/2021 HSBCB | 0.01% |
| OPTN FN30 3.0 01/07/21 CALL 104.53125 JPMC | 0.01% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.01% |
| SEK/USD 03/17/2021 UBS | 0.01% |
| STACR 2014-DN1 M3 04.6480 02/25/2024 | 0.01% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| USD/SGD PUT 1.32 20210323 HSBCB | 0.01% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.01% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% |
| AMERICAN BATH 1L2 L+450 05.2500 11/23/2027 | 0.01% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.01% |
| FNR 2019-43 JS IO 05.9020 08/25/2049 | 0.01% |
| FNR 2019-73 SC IO 05.9020 12/25/2049 | 0.01% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% |
| GBP/USD 03/17/2021 MSCIL | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% |
| NZD/USD 01/20/2021 CSI-FX | 0.01% |
| OMIR 2019-1A B1B 04.4980 07/25/2029 | 0.01% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.01% |
| STACR 2017-HQA1 M2 03.6980 08/25/2029 | 0.01% |
| TERRIER MEDIA TLB L+425 04.3968 12/17/2026 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% |
| CAD/USD 01/20/2021 RBSF | 0.01% |
| CAS 2015-C03 2M2 05.1480 07/25/2025 | 0.01% |
| CAS 2018-C06 1B1 03.8980 03/25/2031 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JPMCC 2013-LC11 D 04.1670 04/15/2046 | 0.01% |
| JPY/USD 02/17/2021 BCAP-FX | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.01% |
| STACR 2014-HQ3 M3 04.8980 10/25/2024 | 0.01% |
| STACR 2020-DNA5 B2 11.5817 10/25/2050 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.01% |
| GNR 2010-68 SD IO 06.4284 06/20/2040 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| OMIR 2019-1A B1A 03.6480 07/25/2029 | 0.01% |
| OVINTIV EXPLORATION INC 05.3750 01/01/2026 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| STACR 2020-DNA3 B2 09.4980 06/25/2050 | 0.01% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.01% |
| CAS 2017-C04 2M2 02.9980 11/25/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| DIVERSEY TL L+300 03.2144 09/06/2024 | 0.01% |
| EUR/SEK PUT 9.90 20210323 MSCIL | 0.01% |
| FHR 3408 EK 25.1548 04/15/2037 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FHR 4937 MS IO 05.9020 12/25/2049 | 0.01% |
| FIVERR INTL LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| FNR 2019-38 SC IO 05.9020 07/25/2049 | 0.01% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.01% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.01% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MTW FOODSERVICE ESCR 09.5000 02/15/2024 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| PLURALSIGHT CV 00.3750 03/01/2024 | 0.01% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| SEK/USD 03/17/2021 MSCIL | 0.01% |
| SPST 2020-6 A 01.8933 09/07/2021 | 0.01% |
| TESLA INC CV 02.0000 05/15/2024 | 0.01% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.01% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% |
| CAS 2020-SBT1 1M2 03.7980 02/25/2040 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| COMM 2014-CR16 C 04.9281 04/10/2047 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| EUR/USD 03/17/2021 UBS | 0.01% |
| GBP/USD 03/17/2021 GSFX | 0.01% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.01% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.4021 02/10/2046 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| JPY/USD 02/17/2021 CITI | 0.01% |
| JPY/USD 02/17/2021 TDBK | 0.01% |
| NEXITY SA CV PFD | 0.01% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.01% |
| TALEND SA P/P CV 01.7500 09/01/2024 | 0.01% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.01% |
| WELBILT TLB L+250 02.6451 10/23/2025 | 0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| DBUBS 2011-LC2A D P/P 144A 05.4874 07/10/2044 | 0.01% |
| EUR/USD 03/17/2021 JPMCB | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IQIYI INC P/P USD 02.0000 04/01/2025 | 0.01% |
| JPMBB 2013-C12 C 04.0993 07/15/2045 | 0.01% |
| MTU AERO ENGINES AG REGS 00.1250 05/17/2023 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.01% |
| 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| COMM 2014-CR17 E P/P 144A 04.8470 05/10/2047 | 0.01% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.01% |
| FNR 2013-18 SB IO 06.0020 10/25/2041 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.01% |
| GNR 2016-77 SL IO 05.9984 03/20/2043 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.01% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.01% |
| MSRR 2010-R4 4B 00.8910 02/26/2037 | 0.01% |
| NOK/USD 03/17/2021 GSFX | 0.01% |
| NOK/USD 03/17/2021 TDBK | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| RMIR 2020-2 B1 07.7480 10/25/2030 | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| STACR 2019-DNA1 M2 02.7980 01/25/2049 | 0.01% |
| SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.01% |
| WAMU 2005-AR10 1A3 03.0526 09/25/2035 | 0.01% |
| WAMU 2005-AR13 A1C3 01.1280 10/25/2045 | 0.01% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| GBP/USD 03/17/2021 WPAC | 0.00% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.00% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.00% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.00% |
| JPY/USD 02/17/2021 GSFX | 0.00% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.00% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.00% |
| OVINTIV EXPLORATION INC 05.7500 01/30/2022 | 0.00% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.00% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.00% |
| SPRINT CORP 07.2500 09/15/2021 | 0.00% |
| STACR 2018-DNA1 B1 03.2980 07/25/2030 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SWPTN 1MX5Y P 0.43 USD 01/11/2021 GS | 0.00% |
| SWPTN 1MX5Y R 0.43 USD 01/11/2021 GS | 0.00% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.00% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CAS 2015-C01 1M2 04.4480 02/25/2025 | 0.00% |
| CAS 2020-R02 2B1 03.1480 01/25/2040 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| EUR/USD 03/17/2021 HSBCB | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2018-86 DS IO 05.9520 12/25/2048 | 0.00% |
| GBP/USD 03/17/2021 JPMCB | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| MRAFT 2020-4 A1 01.4988 04/23/2023 | 0.00% |
| MWST 2019-1 A 00.9480 06/25/2052 | 0.00% |
| NOK/USD 03/17/2021 RBSF | 0.00% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.00% |
| SEK/USD 03/17/2021 SSBT | 0.00% |
| -0.33 R ISWP FWD CHL6M P 03/17/2031 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.00% |
| BERRY PLASTICS TLY L+200 02.1488 07/01/2026 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| EQUINIX INC 05.3750 05/15/2027 | 0.00% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.00% |
| FNR 2005-83 QP 17.0092 11/25/2034 | 0.00% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.00% |
| FSPC T-57 1AX IO 00.3803 07/25/2043 | 0.00% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| HCA INC 05.2500 06/15/2026 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| JPY/USD 02/17/2021 RBSF | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.00% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.0816 07/15/2046 | 0.00% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.00% |
| NETFLIX INC 04.8750 04/15/2028 | 0.00% |
| NOK/USD 03/17/2021 HSBCB | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.00% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.00% |
| SCIENTIFIC GAMES TLB5 L+275 02.8968 08/14/2024 | 0.00% |
| SEK/USD 03/17/2021 JPMCB | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STACR 2019-DNA2 M2 02.5980 03/25/2049 | 0.00% |
| STEARNS HLDG LLC CLASS B WTS | 0.00% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.00% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | 0.00% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% |
| BALTA 2005-8 21A1 02.9508 10/25/2035 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.00% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| CAS 2016-C05 2M2 04.5980 01/25/2029 | 0.00% |
| CAS 2018-C01 1M2 02.3980 07/25/2030 | 0.00% |
| CHF/USD 03/17/2021 JPMCB | 0.00% |
| CHF/USD 03/17/2021 TDBK | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DIAMOND SPORTS TLB L+325 03.4000 08/24/2026 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| EUR/USD 03/17/2021 BANKAM | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2995 06/25/2042 | 0.00% |
| GBP/USD 03/17/2021 BCAP-FX | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| IHEARTMEDIA TLB L+300 03.1468 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JPY/USD 02/17/2021 BANKAM | 0.00% |
| JPY/USD 02/17/2021 JPMCB | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| MSBAM 2013-C11 D P/P 144A 04.3521 08/15/2046 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.00% |
| NZD/USD 01/20/2021 TDBK | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| REYNOLDS GROUP TL L+275 02.8968 02/05/2023 | 0.00% |
| SEK/USD 03/17/2021 HSBCB | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2015-HQ1 M3 03.9480 03/25/2025 | 0.00% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TENNANT CO 05.6250 05/01/2025 | 0.00% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.00% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.00% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% |
| 0.70 R ISWP FWD US0003M P 03/17/2028 | 0.00% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CHF/USD 03/17/2021 SSBT | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| GBP/USD 03/17/2021 TDBK | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MWST 2020-2 A 00.9531 11/25/2053 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.00% |
| SEK/USD 03/17/2021 TDBK | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 5WX10Y P 1.1213 USD 01/11/2021 BA | 0.00% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.00% |
| -0.151 R ISWP FWD SONIA P 12/16/2022 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/16/2025 | 0.00% |
| 0.001 R ISWP FWD SONIA P 12/16/2025 | 0.00% |
| 0.051 R ISWP FWD EUR006M P 12/16/2050 | 0.00% |
| 1.20 R ISWP FWD CDOR03 P 03/17/2031 | 0.00% |
| 1.4375 R ISWP US0003M P 01/04/2051 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CHC GROUP LLC SEDOL BYXD3K4 | 0.00% |
| CHF/USD 03/17/2021 CITI | 0.00% |
| CHF/USD 03/17/2021 RBSF | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSMC 2006-C5 AX IO 00.9017 12/15/2039 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3314 PO PO 00.0000 11/15/2036 | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3864 10/25/2041 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| GBP/USD 03/17/2021 BANKAM | 0.00% |
| GBP/USD 03/17/2021 HSBCB | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 02/17/2021 BANKAM | 0.00% |
| HKD/USD 02/17/2021 GSFX | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| NOK/USD 03/17/2021 BANKAM | 0.00% |
| NOK/USD 03/17/2021 CITI | 0.00% |
| NOK/USD 03/17/2021 MSCIL | 0.00% |
| OPTN FN30 3.0 01/07/21 PUT 104.53125 JPMC | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| -0.151 R ISWP FWD EUR006M P 12/16/2030 | -0.00% |
| -0.30 R ISWP FWD EUR006M P 03/17/2031 | -0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | -0.00% |
| AUD/USD 01/20/2021 WPAC | -0.00% |
| CAD/USD 01/20/2021 BCAP-FX | -0.00% |
| CHF/USD 03/17/2021 GSFX | -0.00% |
| CHF/USD 03/17/2021 MSCIL | -0.00% |
| CHF/USD 03/17/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CNH/USD 02/18/2021 JPMCB | -0.00% |
| CNH/USD 02/18/2021 WPAC | -0.00% |
| EUR/USD 03/17/2021 MSCIL | -0.00% |
| EUR/USD 03/17/2021 RBSF | -0.00% |
| GBP/USD 03/17/2021 CSI-FX | -0.00% |
| HKD/USD 02/17/2021 SSBT | -0.00% |
| OPTN FN30 2.5 01/07/21 PUT 104.5 JPMC | -0.00% |
| SWPTN 5WX30Y P 1.5843 USD 01/11/2021 BA | -0.00% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | -0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | -0.00% |
| 0.41 R ISWP US0003M P 10/13/2025 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| CHF/USD 03/17/2021 CSI-FX | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/SEK PUT 9.65 20210323 MSCIL | -0.00% |
| EUR/USD 03/17/2021 CSI-FX | -0.00% |
| EUR/USD 03/17/2021 WPAC | -0.00% |
| GBP/USD 03/17/2021 UBS | -0.00% |
| JPY/USD 02/17/2021 WPAC | -0.00% |
| SEK/USD 03/17/2021 BANKAM | -0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | -0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| JPY/USD 02/17/2021 SSBT | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 03/17/2021 JPMCB | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| TWD/USD 02/17/2021 JPMCB | -0.00% |
| USD/KRW PUT 1000.00 20210609 HSBCB | -0.00% |
| 0.90 R ISWP FWD NFIX3MID P 03/17/2031 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| NOK/USD 03/17/2021 SSBT | -0.00% |
| 0.12 R ISWP FWD SONIA P 03/17/2031 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| CAD/USD 01/20/2021 HSBCB | -0.00% |
| CHF/USD 03/17/2021 HSBCB | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CNH/USD 02/18/2021 BANKAM | -0.00% |
| EUR/USD 03/17/2021 GSFX | -0.00% |
| MXN/USD 01/20/2021 BANKAM | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% |
| USD/SGD PUT 1.30 20210323 HSBCB | -0.00% |
| 1.20 R ISWP FWD NOKOIB6M P 03/17/2031 | -0.01% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| AUD/USD 01/20/2021 CITI | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NOK/USD 03/17/2021 UBS | -0.01% |
| SWPTN 11MX10Y P 2.7725 USD 02/26/2021 MS | -0.01% |
| USD/MXN PUT 18.25 20210609 MSCIL | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| EUR/USD 03/17/2021 BCAP-FX | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| SEK/USD 03/17/2021 RBSF | -0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| TWD/USD 02/17/2021 GSFX | -0.01% |
| USD/SGD PUT 1.30 20210413 JPMCB | -0.01% |
| 0.90 R ISWP FWD AUDBB6M P 03/17/2031 | -0.01% |
| CAD/USD 01/20/2021 CITI | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 03/17/2021 CITI | -0.01% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| EUR/USD 03/17/2021 TDBK | -0.01% |
| EUR/USD CALL 1.265 20210323 HSBCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SEK/USD 03/17/2021 CITI | -0.01% |
| SWPTN 3MX10Y R 0.792 USD 01/13/2021 JP | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| NZD/USD 01/20/2021 BANKAM | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| 0.471 R ISWP US0003M P 11/16/2025 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| NZD/USD 01/20/2021 JPMCB | -0.01% |
| NZD/USD 01/20/2021 WPAC | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.02% |
| 0.30 R ISWP US0003M P 12/02/2023 | -0.02% |
| AUD/USD CALL 0.825 20210510 GSFX | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| GBP/USD 03/17/2021 CITI | -0.02% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.02% |
| SEK/USD 03/17/2021 BCAP-FX | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.02% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.02% |
| CNH/USD 02/18/2021 HSBCB | -0.02% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% |
| CAD/USD 01/20/2021 CSI-FX | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 3MX5Y R 0.418 USD 01/13/2021 BC | -0.02% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% |
| AUD/USD 01/20/2021 BANKAM | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| EUR/USD 03/17/2021 SSBT | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | -0.03% |
| SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.03% |
| USD/MXN PUT 19.75 20210413 JPMCB | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| OPTN FN30 2.0 02/04/21 PUT 103.34375 JPMC | -0.03% |
| SWPTN 3MX2Y P 0.213 USD 03/23/2021 BC | -0.03% |
| SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.03% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.03% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% |
| GBP/USD 03/17/2021 SSBT | -0.03% |
| OPTN FN30 2.0 02/04/21 PUT 103.3125 JPMC | -0.03% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% |
| CAD/USD 01/20/2021 BANKAM | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| NZD/USD 01/20/2021 PSBS | -0.04% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.04% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% |
| CAD/USD 01/20/2021 JPMCB | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% |
| SWPTN 11MX10Y R 2.7725 USD 02/26/2021 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% |
| USD/MXN PUT 19.00 20210416 GSFX | -0.04% |
| NZD/USD 01/20/2021 HSBCB | -0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.04% |
| AUD/USD 01/20/2021 PSBS | -0.04% |
| CAD/USD 01/20/2021 TDBK | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| CAD/USD 01/20/2021 PSBS | -0.05% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.05% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.05% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.05% |
| NZD/USD 01/20/2021 CITI | -0.05% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.05% |
| CPTFEMU R 1.4 P 07/15/27 | -0.06% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.07% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.07% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.07% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.07% |
| NZD/USD 01/20/2021 GSFX | -0.08% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.08% |
| NZD/USD 01/20/2021 RBSF | -0.08% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.08% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.08% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.08% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.09% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.09% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | -0.09% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.09% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.09% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.10% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.10% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.10% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.10% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.10% |
| AUD/USD 01/20/2021 UBS | -0.11% |
| GNMA GII30 TBA 03.5000 01/01/2051 | -0.11% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.11% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.11% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.11% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.11% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.11% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.12% |
| SWPTN 3MX10Y R 0.964 USD 03/18/2021 JP | -0.12% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.12% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.12% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.12% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.12% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.13% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.13% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.14% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.14% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.14% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.15% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.16% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.16% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.16% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.17% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.18% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.18% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.18% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.18% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.18% |
| SWPTN 3MX10Y R 0.9673 USD 03/22/2021 JP | -0.18% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.19% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.19% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.19% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.20% |
| UKRPI R 3.4425 P 07/15/49 | -0.20% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.21% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.23% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.24% |
| CPTFEMU P 1.13 R 05/15/50 | -0.26% |
| CPURNSA P 1.6625 R 07/10/30 | -0.28% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.30% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.31% |
| CPTFEMU P 0.935 R 05/15/40 | -0.34% |
| CPURNSA P 1.586 R 06/30/30 | -0.35% |
| CPTFEMU P 0.93 R 05/15/40 | -0.35% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.38% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.39% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.41% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.45% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.49% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.50% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.14% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -1.22% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.54% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.66% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.77% |
| US 10YR ULTRA FUT MAR21 UXYH1 | -2.74% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -139.45% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 12.07% |
|---|---|
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 10.32% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 9.62% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 7.05% |
| US ULTRA BOND CBT MAR21 WNH1 | 5.71% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2050 | 3.75% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 2.86% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 2.61% |
| GNMA GII30 TBA 04.0000 12/01/2050 | 2.28% |
| CAN 5YR BOND FUT MAR21 XQH1 | 2.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.70% |
| TREASURY BILL 00.0000 01/05/2021 | 1.19% |
| CASH MGMT BILL 00.0000 02/09/2021 | 1.15% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 1.14% |
| TREASURY BILL 00.0000 12/15/2020 | 1.02% |
| CASH MGMT BILL 00.0000 02/16/2021 | 0.93% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.89% |
| FNMA FN30 TBA UMBS 05.5000 12/01/2050 | 0.88% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.86% |
| ALEXANDRIA REAL ESTATE EQUITI 01527LM28 DCP 12/02/2020 | 0.85% |
| ETP LEGACY LP 29277EM19 DCP 12/01/2020 | 0.85% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.84% |
| TREASURY BILL 00.0000 01/19/2021 | 0.70% |
| CASH MGMT BILL 00.0000 02/02/2021 | 0.68% |
| TREASURY BILL 00.0000 12/08/2020 | 0.66% |
| CAS 2017-C02 2B1 05.6501 09/25/2029 | 0.64% |
| TREASURY BILL 00.0000 12/03/2020 | 0.58% |
| CAS 2016-C02 1B 12.4001 09/25/2028 | 0.57% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.56% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2050 | 0.56% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.55% |
| CAS 2015-C04 1M2 05.8501 04/25/2028 | 0.55% |
| TREASURY BILL 00.0000 01/12/2021 | 0.53% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.52% |
| OPTN FN30 2.0 01/07/21 CALL 102.59375 JPMC | 0.52% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.51% |
| PLAINS ALL AMERICAN PIPELINE 72650WM73 DCP 12/07/2020 | 0.51% |
| REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.50% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.49% |
| TREASURY BILL 00.0000 12/22/2020 | 0.49% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.48% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.47% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.46% |
| CWALT 2005-59 1A1 00.8065 11/20/2035 | 0.46% |
| CFCRE 2011-C2 E P/P 144A 05.9307 12/15/2047 | 0.45% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.45% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.43% |
| STACR 2015-DNA3 B 09.5001 04/25/2028 | 0.43% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.43% |
| STACR 2015-DNA2 B 07.7001 12/25/2027 | 0.42% |
| GENERAL MOTORS FINANCIAL CO I 37046TM19 DCP 12/01/2020 | 0.41% |
| OMIR 2018-1A M2 03.0001 07/25/2028 | 0.40% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.40% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.39% |
| INTERCONTINENTAL EXCHANGE INC 45856WMN6 DCP 12/22/2020 | 0.38% |
| TREASURY BILL 00.0000 12/10/2020 | 0.37% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.37% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.37% |
| CWALT 2006-OA10 4A1 00.3401 08/25/2046 | 0.35% |
| GNR 2018-H03 XI IO 02.2338 02/20/2068 | 0.35% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.35% |
| ALBEMARLE CORP 01265QM23 DCP 12/02/2020 | 0.34% |
| ALBEMARLE CORP 01265QM72 DCP 12/07/2020 | 0.34% |
| INTERCONTINENTAL EXCHANGE INC 45856WMF3 DCP 12/15/2020 | 0.34% |
| MANHATTAN ASSET FUNDING CO LL 56274LQ80 DCP 03/08/2021 | 0.34% |
| PLAINS ALL AMERICAN PIPELINE 72650WM16 DCP 12/01/2020 | 0.34% |
| TRANSCANADA PIPELINES LTD 89355PMF2 DCP 12/15/2020 | 0.34% |
| GNR 2016-H23 NI IO 02.3557 10/20/2066 | 0.33% |
| SAMI 2006-AR7 A1A 00.3601 08/25/2036 | 0.33% |
| HVMLT 2005-2 1A 00.6695 05/19/2035 | 0.33% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.33% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.33% |
| CABOT CORP 12705WM17 DCP 12/01/2020 | 0.32% |
| FMC CORP 34410WM17 DCP 12/01/2020 | 0.32% |
| GNR 2018-H02 EI IO 02.3474 01/20/2068 | 0.32% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.32% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 0.32% |
| FNR 2016-96 ST IO 05.9499 12/25/2046 | 0.32% |
| CAS 2016-C03 1B 11.9001 10/25/2028 | 0.31% |
| WFRBS 2013-C15 D P/P 144A 04.6431 08/15/2046 | 0.31% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.31% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.31% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.30% |
| GNR 2018-H05 BI IO 02.4701 02/20/2068 | 0.30% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.29% |
| GNR 2020-7 SK IO 05.9035 01/20/2050 | 0.29% |
| GNR 2018-164 AS IO 05.9535 12/20/2048 | 0.29% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.29% |
| CMLTI 2007-AMC3 A2D 00.5001 03/25/2037 | 0.29% |
| SHRP 2020-1 NOTE 03.1091 07/25/2024 | 0.29% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.28% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.28% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.28% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.27% |
| CIGNA CORP 12553NM10 DCP 12/01/2020 | 0.27% |
| WFRBS 2012-C10 D P/P 144A 04.5750 12/15/2045 | 0.27% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.27% |
| GNR 2018-H02 HI IO 02.2491 01/20/2068 | 0.27% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.26% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.26% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.26% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.26% |
| JPMBB 2014-C25 D P/P 144A 04.0964 11/15/2047 | 0.25% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.25% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.25% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.25% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.25% |
| CWALT 2006-OA7 1A2 01.6834 06/25/2046 | 0.25% |
| SWPTN 3MX10Y P 0.692 USD 12/21/2020 JP | 0.25% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.24% |
| GNR 2018-H05 AI IO 02.5263 02/20/2068 | 0.24% |
| STACR 2015-HQA2 B 10.6501 05/25/2028 | 0.24% |
| FHR 4265 SD IO 05.9591 01/15/2035 | 0.23% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.23% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.23% |
| GNR 2017-H10 MI IO 02.1833 04/20/2067 | 0.23% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.23% |
| CAS 2019-HRP1 B1 09.4001 11/25/2039 | 0.23% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.23% |
| GNR 2013-9 S IO 06.6035 01/20/2043 | 0.22% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.22% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.22% |
| GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.22% |
| CAS 2016-C01 1B 11.9001 08/25/2028 | 0.22% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.22% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.22% |
| UDR INC 90352PM14 DCP 12/01/2020 | 0.21% |
| BCAP 2011-RR3 3A6 02.6701 11/27/2036 | 0.21% |
| JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047 | 0.21% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.21% |
| FNR 2016-62 GS IO 05.9499 09/25/2046 | 0.21% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.21% |
| GNR 2018-105 SG IO 06.1035 08/20/2048 | 0.21% |
| NATIONAL GRID PLC 63627TNK9 DCP 01/19/2021 | 0.20% |
| SUNCOR ENERGY INC 86723AM74 DCP 12/07/2020 | 0.20% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.20% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.20% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.20% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.20% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.20% |
| TREASURY BILL 00.0000 01/26/2021 | 0.19% |
| WFCM 2013-LC12 D P/P 144A 04.4100 07/15/2046 | 0.19% |
| GNR 2017-160 S IO 06.0535 10/20/2043 | 0.19% |
| GNR 2018-104 SD IO 06.0535 08/20/2048 | 0.19% |
| SNAP INC CV 00.7500 08/01/2026 | 0.19% |
| VERTIV TLB L+300 03.1534 03/02/2027 | 0.19% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.19% |
| FNMA FN30 TBA UMBS 05.0000 12/01/2050 | 0.19% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.19% |
| SWPTN 3MX10Y P 0.792 USD 01/13/2021 JP | 0.19% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.19% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.19% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.19% |
| GNR 2015-H12 AI IO 01.8582 05/20/2065 | 0.18% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.18% |
| GSR 2007-OA1 2A3A 00.4601 05/25/2037 | 0.18% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.18% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.18% |
| GNR 2015-H15 BI IO 02.5842 06/20/2065 | 0.18% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.18% |
| GNR 2018-H04 IO IO 02.1831 02/20/2068 | 0.18% |
| SUNCOR ENERGY INC 86723APJ5 DCP 02/18/2021 | 0.18% |
| CAS 2017-C03 1B1 05.0001 10/25/2029 | 0.18% |
| GNR 2017-H06 BI IO 02.2179 02/20/2067 | 0.18% |
| GNR 2018-H01 XI IO 02.2686 01/20/2068 | 0.18% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.18% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.18% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.18% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.17% |
| GNR 2017-H18 FI IO 02.3292 09/20/2067 | 0.17% |
| CABOT CORP 12705WM74 DCP 12/07/2020 | 0.17% |
| AMERICAN HONDA FINANCE CORP 02665JPS3 DCP 02/26/2021 | 0.17% |
| GNR 2017-H08 NI IO 02.2716 03/20/2067 | 0.17% |
| GNR 2018-H15 EI IO 01.7453 08/20/2068 | 0.17% |
| SHELL INTERNATIONAL FINANCE B 8225X2TB0 DCP 06/11/2021 | 0.17% |
| FNR 2019-34 SL IO 05.8999 07/25/2049 | 0.17% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.17% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.17% |
| NAVISTAR INTL TLB L+350 03.6500 11/06/2024 | 0.17% |
| DBALT 2006-AR4 A2 00.5301 12/25/2036 | 0.17% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.17% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.17% |
| GNR 2018-100 S IO 06.0535 07/20/2048 | 0.17% |
| CARMX 2020-2 D 06.8700 05/17/2027 | 0.17% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.16% |
| GNR 2015-H23 BI IO 01.7496 09/20/2065 | 0.16% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.16% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.16% |
| ORTHO-CLINICAL TLB L+325 03.3903 06/30/2025 | 0.16% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.16% |
| FNR 2019-47 SA IO 05.8999 08/25/2049 | 0.16% |
| GNR 2013-152 SJ IO 06.0035 05/20/2041 | 0.16% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.16% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.16% |
| GNR 2017-H16 JI IO 02.8298 08/20/2067 | 0.16% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.16% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.16% |
| GNR 2017-H12 QI IO 02.6511 05/20/2067 | 0.16% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.16% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.16% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.16% |
| UKRPI P 3.665 R 12/15/28 | 0.16% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.15% |
| HCA INC. 05.3750 09/01/2026 | 0.15% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.15% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.15% |
| SWPTN 3MX10Y P 0.7075 USD 12/18/2020 JP | 0.15% |
| BSMF 2006-AR2 2A1 00.3801 09/25/2046 | 0.15% |
| GNR 2017-H03 HI IO 01.5677 01/20/2067 | 0.15% |
| GNR 2017-H20 HI IO 02.1791 10/20/2067 | 0.15% |
| 1.70 R ISWP FWD US0003M P 03/18/2027 | 0.15% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.15% |
| CSAIL 2015-C1 D P/P 144A 03.9104 04/15/2050 | 0.15% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.15% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.15% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.15% |
| CAS 2017-C01 1B1 05.9001 07/25/2029 | 0.15% |
| COMM 2012-CR3 E P/P 144A 04.9088 10/15/2045 | 0.15% |
| CWALT 2006-OA10 3A1 00.3401 08/25/2046 | 0.15% |
| GNR 2016-77 SC IO 05.9535 10/20/2045 | 0.15% |
| GNR 2016-H22 AI IO 02.3128 10/20/2066 | 0.15% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.15% |
| AHM 2007-1 GA1C 00.3401 05/25/2047 | 0.15% |
| CPTFEMU P 1.71 R 07/15/37 | 0.15% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.15% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.14% |
| GNR 2015-H03 CI IO 01.7135 01/20/2065 | 0.14% |
| GNR 2017-H16 IO 02.9327 08/20/2067 | 0.14% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.14% |
| GNR 2018-91 SH IO 06.1035 07/20/2048 | 0.14% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.14% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.14% |
| GNR 2017-H06 MI IO 02.2163 02/20/2067 | 0.14% |
| CPTFEMU R 0.961 P 05/15/40 | 0.14% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.14% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.14% |
| INTERCONTINENTAL EXCHANGE INC 45856WPQ6 DCP 02/24/2021 | 0.14% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.14% |
| GNR 2015-H08 CI IO 01.7916 03/20/2065 | 0.14% |
| GNR 2015-H15 AI IO 01.8054 06/20/2065 | 0.14% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.14% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.14% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.14% |
| WFRBS 2012-C9 E P/P 144A 04.9709 11/15/2045 | 0.14% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.13% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.13% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.13% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.13% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.13% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.13% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.13% |
| GNR 2015-H20 BI IO 02.1171 08/20/2065 | 0.13% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.13% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.13% |
| GSAA 2006-8 2A2 00.5101 05/25/2036 | 0.13% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.12% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.12% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.12% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.12% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.12% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.12% |
| FHR 4742 S IO 06.0591 12/15/2047 | 0.12% |
| GNR 2017-H09 IO IO 02.1871 04/20/2067 | 0.12% |
| GNR 2018-67 SC IO 06.0535 05/20/2048 | 0.12% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.12% |
| GNR 2014-4 SG IO 05.9535 01/20/2044 | 0.12% |
| GNR 2017-H05 CI IO 03.8179 02/20/2067 | 0.12% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.12% |
| STACR 2020-HQA3 B2 10.1501 07/25/2050 | 0.12% |
| MSC 2012-C4 E P/P 144A 05.5992 03/15/2045 | 0.12% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.12% |
| SPRINT CORP 07.8750 09/15/2023 | 0.12% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.12% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.12% |
| GNR 2016-H04 HI IO 02.3822 07/20/2065 | 0.12% |
| GNR 2016-H16 EI IO 02.4964 06/20/2066 | 0.12% |
| GNR 2017-H03 EI IO 02.4459 01/20/2067 | 0.12% |
| MSBAM 2015-C23 D P/P 144A 04.2828 07/15/2050 | 0.12% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.12% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.12% |
| CAS 2017-C06 2M2 02.9501 02/25/2030 | 0.12% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.12% |
| SUNCOR ENERGY INC 86723AM17 DCP 12/01/2020 | 0.12% |
| SUNCOR ENERGY INC 86723AM82 DCP 12/08/2020 | 0.12% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.12% |
| FNR 2018-44 SA IO 06.0499 06/25/2048 | 0.12% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.12% |
| CPTFEMU R 0.655 P 05/15/30 | 0.12% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.12% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| CAS 2016-C06 1B 09.4001 04/25/2029 | 0.12% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.11% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.11% |
| ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.11% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.11% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.11% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.11% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.11% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.11% |
| GNR 2016-H12 AI IO 01.6533 07/20/2065 | 0.11% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.11% |
| STACR 2016-HQA3 M3 04.0001 03/25/2029 | 0.11% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.11% |
| GNR 2015-H18 BI IO 02.3789 07/20/2065 | 0.11% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.11% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.11% |
| CWALT 2006-OA10 1A1 01.7034 08/25/2046 | 0.11% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.11% |
| STACR 2017-DNA1 B1 05.1001 07/25/2029 | 0.11% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.11% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.11% |
| FHR 4731 QS IO 06.0591 11/15/2047 | 0.11% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.11% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.11% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.11% |
| GNR 2016-H27 EI IO 03.3024 12/20/2066 | 0.10% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.10% |
| CWALT 2006-OA10 2A1 00.3401 08/25/2046 | 0.10% |
| GNR 2016-H18 IO IO 01.6531 08/20/2066 | 0.10% |
| JPMBB 2014-C18 E P/P 144A 04.4705 02/15/2047 | 0.10% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.10% |
| CAS 2017-C06 2B1 04.6001 02/25/2030 | 0.10% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.10% |
| GNR 2014-H25 BI IO 01.6870 12/20/2064 | 0.10% |
| GNR 2019-125 SG IO 05.9035 10/20/2049 | 0.10% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.10% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.10% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.10% |
| STACR 2019-DNA2 B2 10.6501 03/25/2049 | 0.10% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.10% |
| DOMINICAN REPUBLIC REGS 06.8500 01/27/2045 | 0.10% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% |
| GNR 2014-119 SA IO 05.4535 08/20/2044 | 0.10% |
| GNR 2017-H11 TI IO 02.6769 04/20/2067 | 0.10% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.10% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.10% |
| GNR 2016-H08 AI IO 02.5567 08/20/2065 | 0.10% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.10% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.10% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.10% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.10% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.10% |
| CENTENE CORP 04.6250 12/15/2029 | 0.10% |
| GNR 2017-H11 DI IO 01.9347 05/20/2067 | 0.10% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.10% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.10% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.10% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.10% |
| GNR 2016-H14 IO IO 01.6830 06/20/2066 | 0.10% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.10% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.10% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.10% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.10% |
| GNR 2018-H01 IO IO 01.7720 12/20/2067 | 0.10% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.10% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.10% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.10% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.10% |
| GNR 2015-H10 BI IO 03.0254 04/20/2065 | 0.10% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.10% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.09% |
| FNR 2011-101 SA IO 05.7499 10/25/2041 | 0.09% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.09% |
| GNR 2015-H23 DI IO 01.8511 09/20/2065 | 0.09% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.09% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.09% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.09% |
| SPRINT CORP 07.6250 03/01/2026 | 0.09% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.09% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.09% |
| GNR 2015-H24 AI IO 02.1820 09/20/2065 | 0.09% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.09% |
| STACR 2016-HQA2 M3 05.3001 11/25/2028 | 0.09% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.09% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.09% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.09% |
| STACR 2018-DNA3 B2 07.9001 09/25/2048 | 0.09% |
| ZYNGA INC CV 00.2500 06/01/2024 | 0.09% |
| ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.09% |
| CCMFC 2006-4A A2 00.3301 11/25/2047 | 0.09% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.09% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.09% |
| AES CORP/THE 05.5000 04/15/2025 | 0.09% |
| ISTAR INC 04.7500 10/01/2024 | 0.09% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.09% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.09% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.09% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.09% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.09% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.09% |
| COMM 2013-CR9 D P/P 144A 04.3849 07/10/2045 | 0.09% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.09% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.09% |
| STACR 2018-HQA2 B2 11.1501 10/25/2048 | 0.09% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.09% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.09% |
| CWALT 2006-OA7 1A1 02.4397 06/25/2046 | 0.08% |
| SUNCOR ENERGY INC 86723AME9 DCP 12/14/2020 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| GNR 2016-H06 CI IO 02.3749 02/20/2066 | 0.08% |
| GNR 2016-H17 KI IO 02.5194 07/20/2066 | 0.08% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.08% |
| UKRPI P 3.385 R 11/15/24 | 0.08% |
| USD/MXN PUT 20.50 20210416 GSFX | 0.08% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% |
| STACR 2019-DNA1 B2 10.9001 01/25/2049 | 0.08% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.08% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.08% |
| GNR 2017-H06 DI IO 01.7809 02/20/2067 | 0.08% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.08% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% |
| BMIR 2017-1 B1 P/P 144A 04.9001 10/25/2027 | 0.08% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.08% |
| GNR 2017-H02 BI IO 02.3147 01/20/2067 | 0.08% |
| JPALT 2007-A2 12A1 00.3501 06/25/2037 | 0.08% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.08% |
| GNR 2016-H24 JI IO 02.5352 11/20/2066 | 0.08% |
| NZD/USD CALL 0.685 20210323 HSBCB | 0.08% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.08% |
| STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.08% |
| BACM 2005-1 C 05.6647 11/10/2042 | 0.08% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.08% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.08% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.08% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.08% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.08% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.08% |
| SAILPOINT TCH CV 00.1250 09/15/2024 | 0.08% |
| STACR 2016-DNA1 B 10.1493 07/25/2028 | 0.08% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.08% |
| GNR 2014-46 SA IO 05.9535 03/20/2044 | 0.08% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.08% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.08% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.07% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.07% |
| CAS 2017-C03 1M2 03.1501 10/25/2029 | 0.07% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.07% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.07% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.07% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.07% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.07% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.07% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.07% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.07% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.07% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.07% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.07% |
| GNR 2015-H01 BI IO 01.5584 01/20/2065 | 0.07% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.07% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.07% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% |
| 0.45 R ISWP FWD SOFRRATE P 12/16/2030 | 0.07% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| CAS 2016-C03 1M2 05.4501 10/25/2028 | 0.07% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.07% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.07% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.07% |
| STACR 2017-DNA2 B1 05.3001 10/25/2029 | 0.07% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.07% |
| UKRPI P 3.34 R 03/15/28 | 0.07% |
| BALTA 2005-7 21A1 03.1865 09/25/2035 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.07% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.07% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.07% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.07% |
| BLACKLINE INC CV 00.1250 08/01/2024 | 0.07% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.07% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.07% |
| STACR 2020-HQA2 M2 03.2501 03/25/2050 | 0.07% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.07% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.07% |
| ENVISION HEALTHCARE TL L+375 03.8955 10/10/2025 | 0.07% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.07% |
| OPTN FN30 2.5 12/07/20 CALL 104.0625 JPMC | 0.07% |
| SOLENIS 1STL L+400 04.2328 06/26/2025 | 0.07% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.07% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.06% |
| HMIR 2019-1 M2 P/P 144A 03.4001 05/25/2029 | 0.06% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.06% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.06% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.06% |
| NZD/USD 01/20/2021 UBS | 0.06% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.06% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.06% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.06% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.06% |
| AUD/USD CALL 0.75 20210510 GSFX | 0.06% |
| GFL ENVIRONMENTAL TLB L+300 04.0000 05/31/2025 | 0.06% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.06% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.06% |
| SWPTN 3MX5Y P 0.418 USD 01/13/2021 BC | 0.06% |
| UKRPI P 3.4025 R 03/15/28 | 0.06% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.06% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.06% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.06% |
| GNR 2014-60 SE IO 05.9535 04/20/2044 | 0.06% |
| NETFLIX INC 04.8750 04/15/2028 | 0.06% |
| STACR 2018-HQA1 M2 02.4501 09/25/2030 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.06% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.06% |
| ETSY INC CV 00.1250 10/01/2026 | 0.06% |
| FHR 3919 SA IO 06.3591 09/15/2041 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.06% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.06% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% |
| WIX LTD P/P 144A 00.0000 08/15/2025 | 0.06% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.06% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.06% |
| GNR 2014-H06 BI IO 01.4633 02/20/2064 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.06% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.06% |
| REFINITIV TLB L+325 03.3955 10/01/2025 | 0.06% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.06% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.06% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.06% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.06% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.06% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.06% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.06% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.06% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.06% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.06% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.06% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.06% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.06% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.06% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.06% |
| NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.06% |
| STACR 2019-DNA3 B2 08.3001 07/25/2049 | 0.06% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.06% |
| USD/KRW PUT 1130.00 20210322 HSBCB | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.06% |
| LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.06% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.06% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.06% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.06% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.06% |
| PULTEGROUP INC 05.0000 01/15/2027 | 0.06% |
| USD/MXN PUT 20.75 20210322 MSCIL | 0.06% |
| CAS 2018-C06 2B1 04.2501 03/25/2031 | 0.06% |
| DELIVERY HERO AG REGS 00.2500 01/23/2024 | 0.06% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.06% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.06% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.06% |
| STACR 2017-DNA3 B1 04.6001 03/25/2030 | 0.06% |
| VONAGE HLDGS CV 01.7500 06/01/2024 | 0.06% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.05% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.05% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.05% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% |
| CAS 2017-C05 1B1 03.7501 01/25/2030 | 0.05% |
| CAS 2017-C07 1B1 04.1501 05/25/2030 | 0.05% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.05% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.05% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.05% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.05% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.05% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.05% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.05% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.05% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.05% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.05% |
| FHS 326 S2 IO 05.8091 03/15/2044 | 0.05% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.05% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.05% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.05% |
| CAS 2018-C02 2M2 02.3501 08/25/2030 | 0.05% |
| GNR 2013-182 SY IO 05.9535 12/20/2043 | 0.05% |
| L BRANDS INC. 06.8750 11/01/2035 | 0.05% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.05% |
| CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.05% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.05% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.05% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.05% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.05% |
| CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.05% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| GNR 2020-15 CS IO 05.9035 02/20/2050 | 0.05% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.05% |
| MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.05% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.05% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.05% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% |
| ZILLOW GRP CV 01.3750 09/01/2026 | 0.05% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.05% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.05% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.05% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.05% |
| FHS 311 S1 IO 05.8091 08/15/2043 | 0.05% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.05% |
| SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.05% |
| STACR 2020-DNA3 B1 05.2501 06/25/2050 | 0.05% |
| SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.05% |
| SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.05% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.05% |
| CAD/USD 01/20/2021 GSFX | 0.05% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.05% |
| FNR 2010-35 SG IO 06.2499 04/25/2040 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.05% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.05% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.05% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.05% |
| QVC INC 04.3750 09/01/2028 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.05% |
| WYNDHAM HOTELS & P/P 144A 04.3750 08/15/2028 | 0.05% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% |
| GARDA WORLD TLB L+475 04.9100 10/30/2026 | 0.05% |
| GNR 2014-58 SA IO 05.9535 04/20/2044 | 0.05% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.05% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.05% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.05% |
| USD/MXN PUT 20.50 20210413 JPMCB | 0.05% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.05% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.05% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.05% |
| L BRANDS INC 07.5000 06/15/2029 | 0.05% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.05% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.05% |
| PLURALSIGHT CV 00.3750 03/01/2024 | 0.05% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.05% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.05% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.04% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.04% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.04% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.04% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.04% |
| REALPAGE INC CV 01.5000 05/15/2025 | 0.04% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.04% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.04% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.04% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.04% |
| CAS 2020-SBT1 1B1 06.9001 02/25/2040 | 0.04% |
| CLEAR CHANNEL TLB L+350 03.7143 08/21/2026 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.04% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.04% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% |
| UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.04% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.04% |
| DIVERSEY TL L+300 03.2142 09/06/2024 | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.04% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.04% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.04% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| FHR 5011 SA IO 06.0999 09/25/2050 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| ISTAR INC 05.5000 02/15/2026 | 0.04% |
| LIBERTY MEDIA | 0.04% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.04% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.04% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% |
| UKRPI P 3.381 R 11/15/24 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.04% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% |
| -0.189 R ISWP FWD EUR006M P 08/15/2029 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| CAS 2017-C07 2B1 04.6001 05/25/2030 | 0.04% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.04% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.04% |
| ISTAR INC. 04.2500 08/01/2025 | 0.04% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.04% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.04% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.04% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.04% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.04% |
| UKRPI P 3.34 R 02/15/28 | 0.04% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.04% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.04% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.04% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.04% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.04% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.04% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.04% |
| SOTERA HEALTH TL L+450 05.5000 12/13/2026 | 0.04% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.04% |
| TENNANT CO 05.6250 05/01/2025 | 0.04% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.04% |
| CMLTI 2007-AMC3 A2B 00.3301 03/25/2037 | 0.04% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.04% |
| GNR 2010-20 SC IO 06.0035 02/20/2040 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| GNR 2019-78 SJ IO 05.9035 06/20/2049 | 0.04% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% |
| L BRANDS INC 06.7500 07/01/2036 | 0.04% |
| STMICROELECTRONICS NV REGS 00.2500 07/03/2024 | 0.04% |
| SYNAPTICS INC CV 00.5000 06/15/2022 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| TERRIER MEDIA TLB L+425 04.3955 12/17/2026 | 0.04% |
| UKRPI P 3.42 R 12/15/24 | 0.04% |
| CAS 2016-C04 1B 10.4001 01/25/2029 | 0.04% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% |
| EUR/USD CALL 1.20 20210323 HSBCB | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| GNR 2013-129 SN IO 06.0035 09/20/2043 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| PETSMART INC TLB L+300 04.5000 03/11/2022 | 0.04% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.04% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.04% |
| CAS 2015-C01 2M2 04.7001 02/25/2025 | 0.04% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.04% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% |
| FHR 5004 SG IO 05.9499 08/25/2050 | 0.04% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.04% |
| FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.04% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| GNR 2013-99 VS IO 05.9591 07/16/2043 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.04% |
| STACR 2019-HQA2 B2 11.4001 04/25/2049 | 0.04% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| CAS 2017-C07 2M2 02.6501 05/25/2030 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.04% |
| ELANCO ANIMAL HLTH TLB L+175 01.9048 02/04/2027 | 0.04% |
| GNR 2019-99 KS IO 05.9035 08/20/2049 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| NZD/USD 01/20/2021 MSCIL | 0.04% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.04% |
| OMIR 2017-1A M2 P/P 144A 04.1501 04/25/2027 | 0.04% |
| PINDUODUO INC USD 00.0000 12/01/2025 | 0.04% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.04% |
| STACR 2019-FTR3 B2 04.9493 09/25/2047 | 0.04% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.04% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.04% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.04% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% |
| CFMT 2019-HB1 M5 P/P 144A 06.0000 12/25/2029 | 0.04% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.04% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.04% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.04% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.04% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.04% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.04% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.03% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| PROVINCIA DE BUENOS 34.1871 05/31/2022 | 0.03% |
| RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.03% |
| SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.03% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% |
| 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.03% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.03% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.03% |
| SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.03% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.03% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% |
| APACHE CORP 05.1000 09/01/2040 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.03% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.03% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.03% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.03% |
| STRU BMOC-8710 SA IO 06.0035 07/20/2050 | 0.03% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.03% |
| ZAYO GROUP HLDG INC L+300 03.1455 03/09/2027 | 0.03% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.03% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.03% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.03% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.03% |
| NEVRO CORP CV 01.7500 06/01/2021 | 0.03% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.03% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.03% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.03% |
| CLUBCORP TLB L+275 02.9704 09/18/2024 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.03% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.03% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.03% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| NZD/USD 01/20/2021 BCAP-FX | 0.03% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.03% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.03% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.03% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.03% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.03% |
| FHR 4945 SL IO 05.8999 01/25/2050 | 0.03% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.03% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.03% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.03% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.03% |
| CAS 2015-C02 2M2 04.1501 05/25/2025 | 0.03% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.03% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.03% |
| FNR 2012-36 SN IO 06.2999 04/25/2042 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| IHEARTMEDIA TLB L+300 03.1455 05/01/2026 | 0.03% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.03% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.03% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.03% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.03% |
| TOTAL SE REGS 00.5000 12/02/2022 | 0.03% |
| 0.32 R ISWP GBL6M P 07/16/2030 | 0.03% |
| 0.321 R ISWP GBL6M P 07/16/2030 | 0.03% |
| ASURION TLB7 L+300 03.1455 11/03/2024 | 0.03% |
| CEMEX SAB DE CV P/P 144A 07.3750 06/05/2027 | 0.03% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.03% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.03% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.03% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.03% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.03% |
| EUR/NOK PUT 10.45 20210423 UBS | 0.03% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.03% |
| FNR 2019-57 KS IO 05.8999 10/25/2049 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.03% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.03% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.03% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.03% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.03% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.03% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.03% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.03% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% |
| MONGODB INC P/P 144A CV 00.2500 01/15/2026 | 0.03% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.03% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.03% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.03% |
| SYSCO CORPORATION 06.6000 04/01/2050 | 0.03% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.03% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.02% |
| CAS 2018-C04 2B1 04.6501 12/25/2030 | 0.02% |
| CAS 2018-C06 2M2 02.2501 03/25/2031 | 0.02% |
| CENTENE CORP 03.0000 10/15/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% |
| FHR 4839 WS IO 05.9591 08/15/2056 | 0.02% |
| FHR 4969 IO IO 03.0000 04/25/2050 | 0.02% |
| FNR 2020-12 SK IO 05.8999 03/25/2050 | 0.02% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% |
| HUB INTL TLB L+400 05.0000 04/25/2025 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.02% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.02% |
| STACR 2018-HQA2 B1 04.4001 10/25/2048 | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.02% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.02% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.02% |
| BMIR 2018-2A B1 P/P 144A 02.8001 08/25/2028 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| EUR/NOK PUT 10.45 20210323 CSI-FX | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.02% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.02% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.02% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.02% |
| FNR 2006-8 HP 24.0162 03/25/2036 | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.02% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% |
| THYELE TL B 1L USD L+425 04.4283 06/30/2027 | 0.02% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| CWALT 2005-38 A3 00.8501 09/25/2035 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.02% |
| GNR 2019-83 SY IO 05.9535 07/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.02% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% |
| STACR 2018-HQA2 M2 02.4501 10/25/2048 | 0.02% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.02% |
| 0.97 R ISWP US0003M P 11/12/2030 | 0.02% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.02% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.02% |
| CAD/USD 01/20/2021 UBS | 0.02% |
| CAS 2019-R04 2B1 05.4001 06/25/2039 | 0.02% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| EUR/SEK PUT 10.25 20210323 CSI-FX | 0.02% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% |
| GENESEE & WYOMING TL L+200 02.2204 11/05/2026 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| GNR 2019-96 SY IO 05.9535 08/20/2049 | 0.02% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% |
| UKRPI P 3.3875 R 03/15/28 | 0.02% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% |
| APACHE CORP 04.3750 10/15/2028 | 0.02% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.02% |
| GBP/USD 12/16/2020 SSBT | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| KRW/USD 02/17/2021 JPMCB | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% |
| SEA LTD P/P 144A 02.3750 12/01/2025 | 0.02% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% |
| CLP/USD 01/20/2021 CITI | 0.02% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% |
| EMIR 2020-1 B1 03.0001 01/25/2030 | 0.02% |
| FNR 2015-42 LS IO 06.0499 06/25/2045 | 0.02% |
| FNR 2019-5 SA IO 05.9499 03/25/2049 | 0.02% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.02% |
| GNR 2012-H29 AI IO 01.4074 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.4074 10/20/2062 | 0.02% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| KRW/USD 02/17/2021 HSBCB | 0.02% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% |
| MESSER INDUST TLB L+250 02.7204 03/01/2026 | 0.02% |
| SEK/USD 12/16/2020 GSFX | 0.02% |
| STACR 2019-HQA1 B2 12.4001 02/25/2049 | 0.02% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.02% |
| MCAS 2020-01 M10 P/P 144A 03.9001 03/25/2050 | 0.02% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| SPST 2020-2 A 00.9755 03/26/2021 | 0.02% |
| USD/SGD PUT 1.3425 20210413 JPMCB | 0.02% |
| USD/SGD PUT 1.345 20210323 HSBCB | 0.02% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.02% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.02% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.02% |
| CAS 2016-C03 2M2 06.0501 10/25/2028 | 0.02% |
| CAS 2016-C05 2B 10.9001 01/25/2029 | 0.02% |
| CAS 2018-C03 1B1 03.9001 10/25/2030 | 0.02% |
| CAS 2019-R01 2M2 02.6001 07/25/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.02% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| GBP/USD 12/16/2020 MSCIL | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| SPST 2020-WL1 A 01.3001 06/25/2051 | 0.02% |
| STACR 2020-DNA4 B2 10.1501 08/25/2050 | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| YANDEX NV REGS 00.7500 03/03/2025 | 0.02% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.02% |
| CPURNSA R 1.922 P 09/24/40 | 0.02% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| LIBERTY BROAD P/P 144A CV 02.7500 09/30/2050 | 0.02% |
| RAG-STIFTUNG REGS 00.0000 02/18/2021 | 0.02% |
| ROBERTSHAW US HOLDING L+325 04.5000 02/28/2025 | 0.02% |
| SEK/USD 12/16/2020 UBS | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| STACR 2018-DNA2 M2 02.3001 12/25/2030 | 0.02% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.02% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.02% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% |
| AUD/USD 01/20/2021 CSI-FX | 0.02% |
| CAS 2015-C02 1M2 04.1501 05/25/2025 | 0.02% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.02% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.02% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.02% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.02% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.02% |
| XERO INVESTMENTS LTD REGS 02.3750 10/04/2023 | 0.02% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.01% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% |
| AUD/USD 01/20/2021 HSBCB | 0.01% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.01% |
| CAD/USD 01/20/2021 MSCIL | 0.01% |
| CAS 2018-C05 1B1 04.4001 01/25/2031 | 0.01% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| GBP/USD 12/16/2020 WPAC | 0.01% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.01% |
| SWPTN 5WX5Y R 0.48625 USD 12/14/2020 GS | 0.01% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% |
| BSCMS 2007-T26 AJ 05.5411 01/12/2045 | 0.01% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| FNR 2019-43 JS IO 05.8999 08/25/2049 | 0.01% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.01% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.01% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.01% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.01% |
| CAS 2015-C03 2M2 05.1501 07/25/2025 | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| FNR 2019-73 SC IO 05.8999 12/25/2049 | 0.01% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% |
| LVMH MOET HENNESSY VUITT CV PFD | 0.01% |
| OMIR 2019-1A B1B 04.5001 07/25/2029 | 0.01% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.01% |
| STACR 2014-HQ3 M3 04.9001 10/25/2024 | 0.01% |
| STACR 2017-HQA1 M2 03.7001 08/25/2029 | 0.01% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.01% |
| TERRIER MEDIA TLB L+425 04.3955 12/17/2026 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | 0.01% |
| 1.2965 R ISWP US0003M P 11/17/2050 | 0.01% |
| APACHE CORP 04.6250 11/15/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JPMCC 2013-LC11 D 04.3060 04/15/2046 | 0.01% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| TESLA INC CV 02.0000 05/15/2024 | 0.01% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | 0.01% |
| 1.2525 R ISWP FWD NFIX3MID P 11/17/2030 | 0.01% |
| CAS 2018-C06 1B1 03.9001 03/25/2031 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.01% |
| FHR 4937 MS IO 05.8999 12/25/2049 | 0.01% |
| GNR 2010-68 SD IO 06.4335 06/20/2040 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.01% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.01% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.01% |
| NOK/USD 12/16/2020 HSBCB | 0.01% |
| OMIR 2019-1A B1A 03.6501 07/25/2029 | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| STACR 2020-DNA5 B2 11.5877 10/25/2050 | 0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% |
| AUD/USD 01/20/2021 TDBK | 0.01% |
| CAS 2017-C04 2M2 03.0001 11/25/2029 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| EUR/USD 12/16/2020 JPMCB | 0.01% |
| FHR 3408 EK 25.2262 04/15/2037 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FIVERR INTL LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| FNR 2019-38 SC IO 05.8999 07/25/2049 | 0.01% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.01% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MTW FOODSERVICE ESCR 09.5000 02/15/2024 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| SPST 2020-6 A 01.9001 09/07/2021 | 0.01% |
| STACR 2020-DNA3 B2 09.5001 06/25/2050 | 0.01% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% |
| -0.741 R ISWP FWD CHL6M P 12/16/2022 | 0.01% |
| 1.35 R ISWP US0003M P 09/30/2040 | 0.01% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.01% |
| CAS 2020-SBT1 1M2 03.8001 02/25/2040 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| COMM 2014-CR16 C 05.0914 04/10/2047 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| EUR/USD 12/16/2020 HSBCB | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.5489 02/10/2046 | 0.01% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NZD/USD 01/20/2021 CSI-FX | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| TALEND SA P/P CV 01.7500 09/01/2024 | 0.01% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.01% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.01% |
| WELBILT TLB L+250 02.6468 10/23/2025 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| DBUBS 2011-LC2A D P/P 144A 05.6703 07/10/2044 | 0.01% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.01% |
| FNR 2013-18 SB IO 05.9999 10/25/2041 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| GBP/USD 12/16/2020 RBSF | 0.01% |
| GNR 2016-77 SL IO 06.0035 03/20/2043 | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IQIYI INC P/P USD 02.0000 04/01/2025 | 0.01% |
| JPMBB 2013-C12 C 04.2360 07/15/2045 | 0.01% |
| MTU AERO ENGINES AG REGS 00.1250 05/17/2023 | 0.01% |
| NEXITY SA CV PFD | 0.01% |
| NOK/USD 12/16/2020 GSFX | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.01% |
| 0.30 R ISWP FWD SES3M P 12/16/2030 | 0.01% |
| 0.6925 R ISWP NOKOIB6M P 06/29/2025 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| CAD/USD 01/20/2021 RBSF | 0.01% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| COMM 2014-CR17 E P/P 144A 05.0086 05/10/2047 | 0.01% |
| CPURNSA R 2.028 P 10/08/40 | 0.01% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.01% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.01% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.01% |
| MSRR 2010-R4 4B 02.6630 02/26/2037 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| RMIR 2020-2 B1 07.7501 10/25/2030 | 0.01% |
| SEK/USD 12/16/2020 SSBT | 0.01% |
| STACR 2019-DNA1 M2 02.8001 01/25/2049 | 0.01% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.01% |
| WAMU 2005-AR10 1A3 03.0373 09/25/2035 | 0.01% |
| WAMU 2005-AR13 A1C3 01.1301 10/25/2045 | 0.01% |
| 0.248 R ISWP US0003M P 11/12/2022 | 0.00% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 0.655 R ISWP NOKOIB6M P 07/10/2025 | 0.00% |
| 0.655 R ISWP NOKOIB6M P 07/13/2025 | 0.00% |
| 0.93 R ISWP US0003M P 11/12/2030 | 0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| GBP/USD 12/16/2020 JPMCB | 0.00% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.00% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.00% |
| MSBAM 2013-C11 D P/P 144A 04.4973 08/15/2046 | 0.00% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.00% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.00% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.00% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.00% |
| SPRINT CORP 07.2500 09/15/2021 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.00% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.00% |
| 0.79 R ISWP CDOR03 P 10/30/2025 | 0.00% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CAS 2015-C01 1M2 04.4501 02/25/2025 | 0.00% |
| CAS 2020-R02 2B1 03.1501 01/25/2040 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| EUR/USD 12/16/2020 BANKAM | 0.00% |
| EUR/USD 12/16/2020 RBSF | 0.00% |
| EUR/USD 12/16/2020 UBS | 0.00% |
| FNR 2018-86 DS IO 05.9499 12/25/2048 | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| MRAFT 2020-4 A1 01.4778 04/23/2023 | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.2178 07/15/2046 | 0.00% |
| MWST 2019-1 A 00.9501 06/25/2052 | 0.00% |
| OWENS CORNING 04.2000 12/01/2024 | 0.00% |
| STACR 2018-DNA1 B1 03.3001 07/25/2030 | 0.00% |
| 0.43509 R ISWP US0003M P 11/02/2025 | 0.00% |
| 0.8025 R ISWP US0003M P 11/06/2030 | 0.00% |
| 0.853 R ISWP US0003M P 11/04/2030 | 0.00% |
| 1.2765 R ISWP US0003M P 11/20/2050 | 0.00% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.00% |
| AUD/USD 01/20/2021 MSCIL | 0.00% |
| BALTA 2005-8 21A1 02.9656 10/25/2035 | 0.00% |
| BERRY PLASTICS TLY L+200 02.1278 07/01/2026 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| EQUINIX INC 05.3750 05/15/2027 | 0.00% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.00% |
| FNR 2005-83 QP 17.0037 11/25/2034 | 0.00% |
| FSPC T-57 1AX IO 00.3816 07/25/2043 | 0.00% |
| GBP/USD 12/16/2020 HSBCB | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.00% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| HCA INC 05.2500 06/15/2026 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| JPY/USD 02/17/2021 HSBCB | 0.00% |
| JPY/USD 02/17/2021 UBS | 0.00% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.00% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.00% |
| SCIENTIFIC GAMES TLB5 L+275 02.8955 08/14/2024 | 0.00% |
| SEK/USD 12/16/2020 HSBCB | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STACR 2015-HQ1 M3 03.9501 03/25/2025 | 0.00% |
| STACR 2019-DNA2 M2 02.6001 03/25/2049 | 0.00% |
| STEARNS HLDG LLC CLASS B WTS | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| 0.36 R ISWP NFIX3MID P 06/05/2025 | 0.00% |
| 0.801 R ISWP US0003M P 11/06/2030 | 0.00% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| CAS 2016-C05 2M2 04.6001 01/25/2029 | 0.00% |
| CAS 2018-C01 1M2 02.4001 07/25/2030 | 0.00% |
| CHC GROUP LLC SEDOL BYXD3K4 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DIAMOND SPORTS TLB L+325 03.4000 08/24/2026 | 0.00% |
| EUR/USD 12/16/2020 MSCIL | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2997 06/25/2042 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JPY/USD 02/17/2021 BCAP-FX | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NOK/USD 12/16/2020 JPMCB | 0.00% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| REYNOLDS GROUP TL L+300 02.8955 02/05/2023 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.00% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| 0.57875 R ISWP NOKOIB6M P 11/23/2023 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CPURNSA R 2.05 P 11/12/40 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| JPY/USD 02/17/2021 CITI | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| NZD/USD 01/20/2021 TDBK | 0.00% |
| OPTN FN30 3.0 12/07/20 CALL 104.546875 JPMC | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.00% |
| SEK/USD 12/16/2020 BANKAM | 0.00% |
| SEK/USD 12/16/2020 JPMCB | 0.00% |
| STACR 2019-HQA1 M2 02.5001 02/25/2049 | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 5WX5Y P 0.48625 USD 12/14/2020 GS | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.00% |
| -0.151 R ISWP FWD SONIA P 12/16/2022 | 0.00% |
| -0.30 R ISWP FWD CHL6M P 12/16/2030 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/16/2025 | 0.00% |
| -0.456 R ISWP FWD EUR006M P 12/16/2025 | 0.00% |
| -0.518 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.001 R ISWP FWD SONIA P 12/16/2025 | 0.00% |
| 0.051 R ISWP FWD EUR006M P 12/16/2050 | 0.00% |
| 0.2325 R ISWP US0003M P 11/06/2022 | 0.00% |
| 0.2345 R ISWP US0003M P 10/23/2022 | 0.00% |
| 0.2365 R ISWP US0003M P 11/04/2022 | 0.00% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.00% |
| 0.5875 R ISWP NOKOIB6M P 11/24/2023 | 0.00% |
| 0.7805 R ISWP US0003M P 10/30/2030 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| 0.84005 R ISWP US0003M P 10/28/2030 | 0.00% |
| 0.8425 R ISWP US0003M P 10/23/2030 | 0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.00% |
| 1.05 R ISWP FWD CDOR03 P 12/16/2030 | 0.00% |
| 1.2445 R ISWP US0003M P 11/24/2050 | 0.00% |
| 1.26 R ISWP US0003M P 12/01/2050 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| AUD/USD 01/20/2021 CITI | 0.00% |
| CAD/USD 01/20/2021 BCAP-FX | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CHF/USD 12/16/2020 CITI | 0.00% |
| CHF/USD 12/16/2020 JPMCB | 0.00% |
| CHF/USD 12/16/2020 TDBK | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CSMC 2006-C5 AX IO 01.1109 12/15/2039 | 0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3314 PO PO 00.0000 11/15/2036 | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3865 10/25/2041 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| GBP/USD 12/16/2020 BANKAM | 0.00% |
| GBP/USD 12/16/2020 BCAP-FX | 0.00% |
| GBP/USD 12/16/2020 GSFX | 0.00% |
| GBP/USD PUT 1.20 20201218 BANKAM | 0.00% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 02/17/2021 BANKAM | 0.00% |
| HKD/USD 02/17/2021 GSFX | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 02/17/2021 BANKAM | 0.00% |
| JPY/USD 02/17/2021 GSFX | 0.00% |
| JPY/USD 02/17/2021 RBSF | 0.00% |
| JPY/USD 02/17/2021 SSBT | 0.00% |
| JPY/USD 02/17/2021 TDBK | 0.00% |
| JPY/USD 02/17/2021 WPAC | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NOK/USD 12/16/2020 BANKAM | 0.00% |
| NOK/USD 12/16/2020 CITI | 0.00% |
| NOK/USD 12/16/2020 MSCIL | 0.00% |
| NOK/USD 12/16/2020 UBS | 0.00% |
| NZD/USD 01/20/2021 JPMCB | 0.00% |
| SEK/USD 12/16/2020 MSCIL | 0.00% |
| SEK/USD 12/16/2020 TDBK | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| -0.015 R ISWP SES3M P 11/23/2023 | -0.00% |
| -0.015 R ISWP SES3M P 11/24/2023 | -0.00% |
| -0.151 R ISWP FWD EUR006M P 12/16/2030 | -0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | -0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | -0.00% |
| 0.8454 R ISWP US0003M P 11/03/2030 | -0.00% |
| 0.86 R ISWP US0003M P 11/04/2030 | -0.00% |
| 0.8855 R ISWP US0003M P 11/27/2030 | -0.00% |
| 0.9305 R ISWP US0003M P 11/12/2030 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| CHF/USD 12/16/2020 GSFX | -0.00% |
| CHF/USD 12/16/2020 MSCIL | -0.00% |
| CHF/USD 12/16/2020 RBSF | -0.00% |
| CHF/USD 12/16/2020 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CNH/USD 02/18/2021 BANKAM | -0.00% |
| CNH/USD 02/18/2021 JPMCB | -0.00% |
| CNH/USD 02/18/2021 WPAC | -0.00% |
| CPURNSA R 1.703 P 11/29/24 | -0.00% |
| EUR/USD 12/16/2020 WPAC | -0.00% |
| HKD/USD 02/17/2021 SSBT | -0.00% |
| JPY/USD 02/17/2021 JPMCB | -0.00% |
| JPY/USD 02/17/2021 MSCIL | -0.00% |
| OPTN FN30 2.5 12/07/20 PUT 104.0625 JPMC | -0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| -0.15 R ISWP FWD EUR006M P 12/16/2030 | -0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | -0.00% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | -0.00% |
| 1.294 R ISWP US0003M P 11/05/2050 | -0.00% |
| CAD/USD 01/20/2021 HSBCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| GBP/USD 12/16/2020 CITI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| TWD/USD 02/17/2021 JPMCB | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.15 R ISWP US0003M P 09/30/2040 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| AUD/USD 01/20/2021 GSFX | -0.00% |
| CHF/USD 12/16/2020 HSBCB | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 02/18/2021 GSFX | -0.00% |
| CNH/USD 02/18/2021 HSBCB | -0.00% |
| EUR/SEK PUT 9.90 20210323 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 TDBK | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NZD/USD 01/20/2021 WPAC | -0.00% |
| 0.452 R ISWP US0003M P 12/01/2025 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.00% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.00% |
| CAD/USD 01/20/2021 CITI | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% |
| USD/SGD PUT 1.305 20210413 JPMCB | -0.00% |
| USD/SGD PUT 1.31 20210323 HSBCB | -0.00% |
| 0.76125 R ISWP NFIX3MID P 06/05/2030 | -0.00% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | -0.00% |
| AUD/USD 01/20/2021 WPAC | -0.00% |
| CHF/USD 12/16/2020 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/USD 12/16/2020 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 GSFX | -0.00% |
| MXN/USD 01/20/2021 BANKAM | -0.00% |
| OPTN FN30 3.0 12/07/20 PUT 104.546875 JPMC | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| 0.20 R ISWP FWD SONIA P 12/16/2030 | -0.01% |
| 1.41 R ISWP FWD AUDBB6M P 11/17/2030 | -0.01% |
| AUD/USD 01/20/2021 RBSF | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 12/16/2020 BCAP-FX | -0.01% |
| SWPTN 11MX10Y P 2.7725 USD 02/26/2021 MS | -0.01% |
| TWD/USD 02/17/2021 GSFX | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| SEK/USD 12/16/2020 RBSF | -0.01% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% |
| 0.85 R ISWP FWD AUDBB6M P 12/16/2030 | -0.01% |
| 0.95 R ISWP FWD NOKOIB6M P 12/16/2030 | -0.01% |
| 1.15 R ISWP CDOR03 P 10/30/2030 | -0.01% |
| AUD/USD 01/20/2021 JPMCB | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| CPURNSA R 1.7625 P 12/10/24 | -0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% |
| SWPTN 3MX10Y R 0.7075 USD 12/18/2020 JP | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 0.792 R ISWP US0003M P 10/21/2030 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD CALL 1.25 20210323 HSBCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NZD/USD 01/20/2021 BANKAM | -0.01% |
| SEK/USD 12/16/2020 CITI | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.01% |
| 0.471 R ISWP US0003M P 11/16/2025 | -0.01% |
| 0.60 R ISWP FWD NFIX3MID P 12/16/2030 | -0.01% |
| CAD/USD 01/20/2021 CSI-FX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 3MX10Y R 0.692 USD 12/21/2020 JP | -0.01% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% |
| -0.61 R ISWP FWD CHL6M P 12/16/2025 | -0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| EUR/USD 12/16/2020 SSBT | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| AUD/USD 01/20/2021 BANKAM | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SEK/USD 12/16/2020 BCAP-FX | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| USD/KRW PUT 1085.00 20210322 HSBCB | -0.01% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | -0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| 1.00 R ISWP FWD US0003M P 09/30/2040 | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| AUD/USD CALL 0.79 20210510 GSFX | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| NOK/USD 12/16/2020 SSBT | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.02% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.02% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.02% |
| 1.192 R ISWP US0003M P 11/09/2050 | -0.02% |
| CAD/USD 01/20/2021 BANKAM | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| NZD/USD CALL 0.725 20210323 HSBCB | -0.02% |
| SWPTN 11MX10Y R 2.7725 USD 02/26/2021 MS | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% |
| CAD/USD 01/20/2021 JPMCB | -0.02% |
| CAD/USD 01/20/2021 PSBS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NZD/USD 01/20/2021 PSBS | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| USD/MXN PUT 19.75 20210322 MSCIL | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| 0.97164 R ISWP US0003M P 11/12/2030 | -0.02% |
| 0.9745 R ISWP US0003M P 11/12/2030 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| USD/MXN PUT 19.75 20210413 JPMCB | -0.02% |
| 0.977 R ISWP US0003M P 11/12/2030 | -0.02% |
| 0.97881 R ISWP US0003M P 11/12/2030 | -0.02% |
| CAD/USD 01/20/2021 TDBK | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% |
| NZD/USD 01/20/2021 GSFX | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| EUR/USD 12/16/2020 CITI | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| NZD/USD 01/20/2021 HSBCB | -0.03% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| AUD/USD 01/20/2021 PSBS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.03% |
| SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% |
| SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.03% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.03% |
| 0.7505 R ISWP US0003M P 10/16/2030 | -0.03% |
| USD/MXN PUT 19.00 20210416 GSFX | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| NZD/USD 01/20/2021 CITI | -0.03% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| NZD/USD 01/20/2021 RBSF | -0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 3MX5Y R 0.418 USD 01/13/2021 BC | -0.04% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.04% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.04% |
| AUD/USD 01/20/2021 UBS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 0.436 R ISWP GBL6M P 07/16/2050 | -0.04% |
| 0.423 R ISWP GBL6M P 07/16/2050 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.05% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.05% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.06% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.06% |
| CPTFEMU R 1.4 P 07/15/27 | -0.06% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.06% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.07% |
| OPTN FN30 2.0 01/07/21 PUT 102.59375 JPMC | -0.07% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.07% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.07% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.07% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.07% |
| SWPTN 3MX10Y R 0.792 USD 01/13/2021 JP | -0.08% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.08% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.08% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.08% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.08% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.08% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.09% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.09% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.09% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.10% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.10% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.10% |
| 0.794 R ISWP US0003M P 08/03/2050 | -0.10% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.11% |
| GNMA GII30 TBA 03.5000 12/01/2050 | -0.11% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.11% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.11% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.11% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.12% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.12% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.12% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.12% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.12% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.12% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.13% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.13% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.13% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.13% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.14% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.14% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.14% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.14% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.16% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.16% |
| UKRPI R 3.4425 P 07/15/49 | -0.17% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.17% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.17% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.17% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.18% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.18% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.18% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.19% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.19% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.19% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.19% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.19% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.20% |
| CPTFEMU P 1.13 R 05/15/50 | -0.22% |
| CPURNSA P 1.6625 R 07/10/30 | -0.23% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.25% |
| CPURNSA P 1.586 R 06/30/30 | -0.26% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.28% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.29% |
| CPTFEMU P 0.935 R 05/15/40 | -0.30% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.30% |
| CPTFEMU P 0.93 R 05/15/40 | -0.30% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.33% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.41% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.43% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.44% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.44% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.54% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.54% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.55% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.67% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.79% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.92% |
| CAN 10YR BOND FUT MAR21 CNH1 | -2.51% |
| US 10YR ULTRA FUT MAR21 UXYH1 | -2.74% |
| EURO-BUND FUTURE DEC20 RXZ0 | -3.75% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -138.89% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 14.19% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 13.40% |
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 7.87% |
| US ULTRA BOND CBT DEC20 WNZ0 | 5.70% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 4.99% |
| GNMA GII30 TBA 04.0000 11/01/2050 | 2.29% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.74% |
| TREASURY BILL 00.0000 11/12/2020 | 1.20% |
| CASH MGMT BILL 00.0000 01/05/2021 | 1.20% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 1.03% |
| TREASURY BILL 00.0000 12/15/2020 | 1.03% |
| TREASURY BILL 00.0000 11/10/2020 | 0.88% |
| FNMA FN30 TBA UMBS 05.5000 11/01/2050 | 0.88% |
| ETP LEGACY LP 29277EL28 DCP 11/02/2020 | 0.86% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.84% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.83% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.81% |
| CASH MGMT BILL 00.0000 01/19/2021 | 0.70% |
| TREASURY BILL 00.0000 12/08/2020 | 0.66% |
| CAS 2017-C02 2B1 05.6493 09/25/2029 | 0.64% |
| TREASURY BILL 00.0000 11/05/2020 | 0.63% |
| TREASURY BILL 00.0000 12/03/2020 | 0.58% |
| CAS 2016-C02 1B 12.3993 09/25/2028 | 0.57% |
| FIDELITY NATIONAL INFORMATION 31621YLG2 DCP 11/16/2020 | 0.56% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.56% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2050 | 0.56% |
| CAS 2015-C04 1M2 05.8493 04/25/2028 | 0.55% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.55% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.54% |
| GENERAL MOTORS FINANCIAL CO I 37046TL28 DCP 11/02/2020 | 0.54% |
| CASH MGMT BILL 00.0000 01/12/2021 | 0.53% |
| ALEXANDRIA REAL ESTATE EQUITI 01527LLJ2 DCP 11/18/2020 | 0.51% |
| HYUNDAI CAPITAL AMERICA 44890ML42 DCP 11/04/2020 | 0.51% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.51% |
| TREASURY BILL 00.0000 12/22/2020 | 0.49% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.48% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.47% |
| CWALT 2005-59 1A1 00.4814 11/20/2035 | 0.46% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.46% |
| REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.46% |
| CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.44% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.44% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.43% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.43% |
| STACR 2015-DNA3 B 09.4993 04/25/2028 | 0.43% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.42% |
| OMIR 2018-1A M2 02.9993 07/25/2028 | 0.40% |
| WFRBS 2013-C15 D P/P 144A 04.4935 08/15/2046 | 0.40% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.40% |
| STACR 2015-DNA2 B 07.6993 12/25/2027 | 0.39% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.39% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.38% |
| INTERCONTINENTAL EXCHANGE INC 45856WMN6 DCP 12/22/2020 | 0.38% |
| TREASURY BILL 00.0000 12/10/2020 | 0.37% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.36% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.36% |
| CWALT 2006-OA10 4A1 00.3393 08/25/2046 | 0.36% |
| GNR 2018-H03 XI IO 02.2487 02/20/2068 | 0.36% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.36% |
| SWPTN 3MX10Y P 0.692 USD 12/21/2020 JP | 0.36% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.35% |
| GNR 2016-H23 NI IO 02.6167 10/20/2066 | 0.34% |
| ALBEMARLE CORP 01265QM23 DCP 12/02/2020 | 0.34% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.34% |
| TRANSCANADA PIPELINES LTD 89355PMF2 DCP 12/15/2020 | 0.34% |
| SAMI 2006-AR7 A1A 00.3593 08/25/2036 | 0.34% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.34% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.34% |
| TREASURY BILL 00.0000 11/19/2020 | 0.34% |
| HVMLT 2005-2 1A 00.6673 05/19/2035 | 0.33% |
| GNR 2018-H02 EI IO 02.3706 01/20/2068 | 0.33% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.33% |
| FNR 2016-96 ST IO 05.9508 12/25/2046 | 0.32% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.32% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.32% |
| CAS 2016-C03 1B 11.8993 10/25/2028 | 0.31% |
| GNR 2018-H05 BI IO 02.5518 02/20/2068 | 0.31% |
| SWPTN 3MX10Y P 0.792 USD 01/13/2021 JP | 0.31% |
| GNR 2018-164 AS IO 05.9486 12/20/2048 | 0.31% |
| CMLTI 2007-AMC3 A2D 00.4993 03/25/2037 | 0.30% |
| GNR 2020-7 SK IO 05.8986 01/20/2050 | 0.29% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.29% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.29% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.29% |
| CARMX 2020-2 D 06.8700 05/17/2027 | 0.28% |
| SPST 2020-WL1 A 01.2993 06/25/2051 | 0.28% |
| GNR 2018-H02 HI IO 02.3244 01/20/2068 | 0.28% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.28% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.28% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.28% |
| CIGNA CORP 12553NM10 DCP 12/01/2020 | 0.27% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.27% |
| WFRBS 2012-C10 D P/P 144A 04.4277 12/15/2045 | 0.26% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.26% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.26% |
| JPMBB 2014-C25 D P/P 144A 03.9501 11/15/2047 | 0.25% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.25% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.25% |
| GNR 2018-H05 AI IO 02.5308 02/20/2068 | 0.25% |
| CWALT 2006-OA7 1A2 01.8225 06/25/2046 | 0.25% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.24% |
| FHR 4265 SD IO 05.9516 01/15/2035 | 0.24% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.24% |
| GNR 2017-H10 MI IO 02.2064 04/20/2067 | 0.24% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.24% |
| STACR 2015-HQA2 B 10.6493 05/25/2028 | 0.24% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.23% |
| TRANSCANADA PIPELINE USA LTD 89356TLL1 DCP 11/20/2020 | 0.23% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.23% |
| GNR 2013-9 S IO 06.5986 01/20/2043 | 0.23% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.23% |
| SWPTN 3MX10Y P 0.7075 USD 12/18/2020 JP | 0.23% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.22% |
| BCAP 2011-RR3 3A6 02.5835 11/27/2036 | 0.22% |
| GSMS 2014-GC24 D P/P 144A 04.5316 09/10/2047 | 0.22% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.22% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.22% |
| CAS 2016-C01 1B 11.8993 08/25/2028 | 0.22% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.22% |
| FNR 2016-62 GS IO 05.9508 09/25/2046 | 0.21% |
| UDR INC 90352PM14 DCP 12/01/2020 | 0.21% |
| GNR 2018-105 SG IO 06.0986 08/20/2048 | 0.21% |
| TREASURY BILL 00.0000 11/17/2020 | 0.21% |
| CAS 2019-HRP1 B1 09.3993 11/25/2039 | 0.21% |
| JPMBB 2014-C18 D P/P 144A 04.8102 02/15/2047 | 0.21% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.21% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.20% |
| GNR 2018-104 SD IO 06.0486 08/20/2048 | 0.20% |
| NATIONAL GRID PLC 63627TNK9 DCP 01/19/2021 | 0.20% |
| SUNCOR ENERGY INC 86723AM74 DCP 12/07/2020 | 0.20% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.20% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.20% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.20% |
| GNR 2017-160 S IO 06.0486 10/20/2043 | 0.20% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.20% |
| CASH MGMT BILL 00.0000 01/26/2021 | 0.20% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.19% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.19% |
| WFCM 2013-LC12 D P/P 144A 04.2751 07/15/2046 | 0.19% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.19% |
| FNMA FN30 TBA UMBS 05.0000 11/01/2050 | 0.19% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.19% |
| GNR 2015-H12 AI IO 01.8746 05/20/2065 | 0.19% |
| GSR 2007-OA1 2A3A 00.4593 05/25/2037 | 0.19% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.18% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.18% |
| DBALT 2006-AR4 A2 00.3393 12/25/2036 | 0.18% |
| OPTN FN30 2.0 12/07/20 CALL 102.71875 JPMC | 0.18% |
| GNR 2015-H15 BI IO 02.5850 06/20/2065 | 0.18% |
| GNR 2018-H04 IO IO 02.2911 02/20/2068 | 0.18% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.18% |
| FNR 2019-34 SL IO 05.9008 07/25/2049 | 0.18% |
| GNR 2017-H06 BI IO 02.2578 02/20/2067 | 0.18% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.18% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.18% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.18% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.18% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.18% |
| GNR 2017-H18 FI IO 02.3292 09/20/2067 | 0.18% |
| GNR 2018-100 S IO 06.0486 07/20/2048 | 0.18% |
| GNR 2018-H01 XI IO 02.3257 01/20/2068 | 0.18% |
| GNR 2018-H15 EI IO 01.7453 08/20/2068 | 0.18% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.18% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.18% |
| CPTFEMU P 1.71 R 07/15/37 | 0.18% |
| GNR 2017-H08 NI IO 02.2910 03/20/2067 | 0.18% |
| SNAP INC CV 00.7500 08/01/2026 | 0.17% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.17% |
| CAS 2017-C03 1B1 04.9993 10/25/2029 | 0.17% |
| CHARIOT FUNDING LLC 15963TL56 DCP 11/05/2020 | 0.17% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.17% |
| SHELL INTERNATIONAL FINANCE B 8225X2TB0 DCP 06/11/2021 | 0.17% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.17% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.17% |
| BSMF 2006-AR2 2A1 00.3793 09/25/2046 | 0.17% |
| GNR 2015-H23 BI IO 01.7647 09/20/2065 | 0.17% |
| NAVISTAR INTL TLB L+350 03.6500 11/06/2024 | 0.17% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.17% |
| FNR 2019-47 SA IO 05.9008 08/25/2049 | 0.17% |
| GNR 2013-152 SJ IO 05.9986 05/20/2041 | 0.17% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.16% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.16% |
| GNR 2017-H12 QI IO 02.6642 05/20/2067 | 0.16% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.16% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.16% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.16% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.16% |
| GNR 2017-H16 JI IO 02.8529 08/20/2067 | 0.16% |
| ORTHO-CLINICAL TLB L+325 03.3903 06/30/2025 | 0.16% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.16% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.16% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.16% |
| GNR 2017-H03 HI IO 01.5677 01/20/2067 | 0.16% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.16% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.16% |
| GNR 2017-H20 HI IO 01.3368 10/20/2067 | 0.15% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.15% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.15% |
| GNR 2016-77 SC IO 05.9486 10/20/2045 | 0.15% |
| GNR 2016-H22 AI IO 02.5022 10/20/2066 | 0.15% |
| HCA INC. 05.3750 09/01/2026 | 0.15% |
| AHM 2007-1 GA1C 00.3393 05/25/2047 | 0.15% |
| CSAIL 2015-C1 D P/P 144A 03.7684 04/15/2050 | 0.15% |
| GNR 2017-H16 IO 02.9474 08/20/2067 | 0.15% |
| 1.70 R ISWP FWD US0003M P 03/18/2027 | 0.15% |
| CWALT 2006-OA10 3A1 00.3393 08/25/2046 | 0.15% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.15% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.15% |
| CAS 2017-C01 1B1 05.8993 07/25/2029 | 0.15% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.15% |
| UKRPI P 3.665 R 12/15/28 | 0.15% |
| GNR 2015-H03 CI IO 01.7308 01/20/2065 | 0.15% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.15% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| GNR 2017-H06 MI IO 02.2423 02/20/2067 | 0.14% |
| GNR 2018-91 SH IO 06.0986 07/20/2048 | 0.14% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.14% |
| COMM 2012-CR3 E P/P 144A 04.7505 10/15/2045 | 0.14% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.14% |
| STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.14% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.14% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.14% |
| GNR 2015-H08 CI IO 01.8087 03/20/2065 | 0.14% |
| GNR 2015-H15 AI IO 01.8229 06/20/2065 | 0.14% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.14% |
| INTERCONTINENTAL EXCHANGE INC 45856WPQ6 DCP 02/24/2021 | 0.14% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.14% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.14% |
| GNR 2015-H20 BI IO 02.1275 08/20/2065 | 0.14% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.13% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.13% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.13% |
| WFRBS 2012-C9 E P/P 144A 04.8106 11/15/2045 | 0.13% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.13% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.13% |
| FHR 4742 S IO 06.0516 12/15/2047 | 0.13% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.13% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.13% |
| GNR 2018-67 SC IO 06.0486 05/20/2048 | 0.13% |
| GSAA 2006-8 2A2 00.3293 05/25/2036 | 0.13% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.13% |
| GNR 2014-4 SG IO 05.9486 01/20/2044 | 0.13% |
| GNR 2017-H09 IO IO 02.1865 04/20/2067 | 0.13% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.13% |
| FNR 2018-44 SA IO 06.0508 06/25/2048 | 0.13% |
| SWPTN 3MX5Y P 0.418 USD 01/13/2021 BC | 0.13% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.12% |
| GNR 2017-H05 CI IO 03.8288 02/20/2067 | 0.12% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.12% |
| GNR 2016-H16 EI IO 02.4950 06/20/2066 | 0.12% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.12% |
| GNR 2016-H04 HI IO 02.3831 07/20/2065 | 0.12% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.12% |
| GNR 2017-H03 EI IO 02.4864 01/20/2067 | 0.12% |
| MSC 2012-C4 E P/P 144A 05.4187 03/15/2045 | 0.12% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.12% |
| STACR 2020-HQA3 B2 10.1493 07/25/2050 | 0.12% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.12% |
| SUNCOR ENERGY INC 86723AM17 DCP 12/01/2020 | 0.12% |
| SUNCOR ENERGY INC 86723AM82 DCP 12/08/2020 | 0.12% |
| SPRINT CORP 07.8750 09/15/2023 | 0.12% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.12% |
| CAS 2017-C06 2M2 02.9493 02/25/2030 | 0.12% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.12% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.12% |
| MSBAM 2015-C23 D P/P 144A 04.1448 07/15/2050 | 0.12% |
| SPST 2020-6 A 01.8993 09/07/2021 | 0.12% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.12% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.12% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.12% |
| FHR 4731 QS IO 06.0516 11/15/2047 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.12% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.12% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.12% |
| CAS 2016-C06 1B 09.3993 04/25/2029 | 0.12% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.12% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.12% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.12% |
| BLACKLINE INC CV 00.1250 08/01/2024 | 0.11% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.11% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.11% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.11% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.11% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.11% |
| GNR 2015-H18 BI IO 02.3785 07/20/2065 | 0.11% |
| GNR 2016-H12 AI IO 01.6738 07/20/2065 | 0.11% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.11% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.11% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.11% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.11% |
| MRAFT 2020-2 A1 01.8969 05/29/2022 | 0.11% |
| STACR 2016-HQA3 M3 03.9993 03/25/2029 | 0.11% |
| CWALT 2006-OA10 1A1 01.8425 08/25/2046 | 0.11% |
| GNR 2016-H27 EI IO 03.3531 12/20/2066 | 0.11% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.11% |
| BSCMS 2005-PWR7 D 05.2638 02/11/2041 | 0.11% |
| GNR 2016-H18 IO IO 01.6718 08/20/2066 | 0.11% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.11% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.11% |
| GNR 2014-119 SA IO 05.4486 08/20/2044 | 0.11% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.11% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.11% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.11% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.11% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.11% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.11% |
| GNR 2014-H25 BI IO 01.7032 12/20/2064 | 0.11% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.11% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.11% |
| STACR 2017-DNA1 B1 05.0993 07/25/2029 | 0.11% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.11% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.11% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 0.11% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.11% |
| CWALT 2006-OA10 2A1 00.3393 08/25/2046 | 0.10% |
| GNR 2019-125 SG IO 05.8986 10/20/2049 | 0.10% |
| ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.10% |
| FNR 2011-101 SA IO 05.7508 10/25/2041 | 0.10% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.10% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.10% |
| GLOBAL MEDICAL RESPONS L+475 05.5000 10/05/2025 | 0.10% |
| GNR 2017-H11 TI IO 02.6831 04/20/2067 | 0.10% |
| JPMBB 2014-C18 E P/P 144A 04.3102 02/15/2047 | 0.10% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.10% |
| CAS 2017-C06 2B1 04.5993 02/25/2030 | 0.10% |
| GNR 2016-H08 AI IO 02.5559 08/20/2065 | 0.10% |
| GNR 2016-H14 IO IO 01.6995 06/20/2066 | 0.10% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.10% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.10% |
| GNR 2017-H11 DI IO 01.9383 05/20/2067 | 0.10% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.10% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% |
| GNR 2018-H01 IO IO 01.9231 12/20/2067 | 0.10% |
| SUNCOR ENERGY INC 86723ALP5 DCP 11/23/2020 | 0.10% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.10% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.10% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.10% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.10% |
| GNR 2015-H10 BI IO 03.0269 04/20/2065 | 0.10% |
| CENTENE CORP 04.6250 12/15/2029 | 0.10% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.10% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.10% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.10% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.10% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.10% |
| STACR 2019-DNA2 B2 10.6493 03/25/2049 | 0.10% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.10% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.10% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.10% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.10% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.09% |
| GNR 2015-H23 DI IO 01.8693 09/20/2065 | 0.09% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.09% |
| SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.09% |
| SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.09% |
| ZYNGA INC CV 00.2500 06/01/2024 | 0.09% |
| DOMINICAN REPUBLIC REGS 06.8500 01/27/2045 | 0.09% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.09% |
| GNR 2015-H24 AI IO 02.2047 09/20/2065 | 0.09% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.09% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.09% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.09% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.09% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.09% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.09% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.09% |
| MWST 2019-1 A 00.9493 06/25/2052 | 0.09% |
| OPTN FN30 2.5 12/07/20 CALL 104.0625 JPMC | 0.09% |
| SPRINT CORP 07.6250 03/01/2026 | 0.09% |
| STACR 2016-HQA2 M3 05.2993 11/25/2028 | 0.09% |
| ZILLOW GRP CV 01.3750 09/01/2026 | 0.09% |
| CCMFC 2006-4A A2 00.3293 11/25/2047 | 0.09% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.09% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.09% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.09% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.09% |
| AES CORP/THE 05.5000 04/15/2025 | 0.09% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.09% |
| ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.09% |
| GNR 2016-H17 KI IO 02.5192 07/20/2066 | 0.09% |
| BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 | 0.09% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.09% |
| GNR 2016-H06 CI IO 02.6273 02/20/2066 | 0.09% |
| STACR 2018-DNA3 B2 07.8993 09/25/2048 | 0.09% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.09% |
| CWALT 2006-OA7 1A1 02.5071 06/25/2046 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.08% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.08% |
| SUNCOR ENERGY INC 86723AME9 DCP 12/14/2020 | 0.08% |
| COMM 2013-CR9 D P/P 144A 04.2436 07/10/2045 | 0.08% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.08% |
| ISTAR INC 04.7500 10/01/2024 | 0.08% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.08% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.08% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.08% |
| GNR 2017-H06 DI IO 01.7971 02/20/2067 | 0.08% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.08% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.08% |
| UKRPI P 3.385 R 11/15/24 | 0.08% |
| GNR 2017-H02 BI IO 02.3519 01/20/2067 | 0.08% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.08% |
| 0.45 R ISWP FWD SOFRRATE P 12/16/2030 | 0.08% |
| GNR 2016-H24 JI IO 02.7790 11/20/2066 | 0.08% |
| JPALT 2007-A2 12A1 00.3493 06/25/2037 | 0.08% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.08% |
| BMIR 2017-1 B1 P/P 144A 04.8993 10/25/2027 | 0.08% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.08% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.08% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% |
| GNR 2014-46 SA IO 05.9486 03/20/2044 | 0.08% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.08% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.08% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.08% |
| BACM 2005-1 C 05.4820 11/10/2042 | 0.08% |
| GBP/USD 12/16/2020 SSBT | 0.08% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.08% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.08% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% |
| CPTFEMU R 0.961 P 05/15/40 | 0.08% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.08% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.08% |
| STACR 2016-DNA1 B 10.1481 07/25/2028 | 0.08% |
| STACR 2018-HQA2 B2 11.1493 10/25/2048 | 0.08% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.08% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.08% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.08% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.07% |
| CAS 2017-C03 1M2 03.1493 10/25/2029 | 0.07% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.07% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.07% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.07% |
| GNR 2015-H01 BI IO 01.5756 01/20/2065 | 0.07% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.07% |
| STACR 2019-DNA1 B2 10.8993 01/25/2049 | 0.07% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.07% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.07% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.07% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| BALTA 2005-7 21A1 03.2469 09/25/2035 | 0.07% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.07% |
| STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.07% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.07% |
| CAS 2016-C03 1M2 05.4493 10/25/2028 | 0.07% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.07% |
| SAILPOINT TCH P/P CV 00.1250 09/15/2024 | 0.07% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.07% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.07% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.07% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.07% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.07% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.07% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.07% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.07% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.07% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.07% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.07% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.07% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.07% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.07% |
| STACR 2017-DNA2 B1 05.2993 10/25/2029 | 0.07% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.07% |
| ETSY INC CV 00.1250 10/01/2026 | 0.07% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.07% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.07% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.07% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.07% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.07% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.07% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% |
| GNR 2014-60 SE IO 05.9486 04/20/2044 | 0.07% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.07% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.07% |
| STACR 2020-HQA2 M2 03.2493 03/25/2050 | 0.07% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.06% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.06% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.06% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.06% |
| SOLENIS 1STL L+400 04.2559 06/26/2025 | 0.06% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.06% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.06% |
| FHR 3919 SA IO 06.3516 09/15/2041 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| HMIR 2019-1 M2 P/P 144A 03.3993 05/25/2029 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.06% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.06% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.06% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.06% |
| GFL ENVIRONMENTAL TLB L+300 04.0000 05/31/2025 | 0.06% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.06% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.06% |
| GNR 2014-H06 BI IO 01.4806 02/20/2064 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.06% |
| UKRPI P 3.34 R 03/15/28 | 0.06% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.06% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.06% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.06% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.06% |
| NETFLIX INC 04.8750 04/15/2028 | 0.06% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% |
| STACR 2018-HQA1 M2 02.4493 09/25/2030 | 0.06% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.06% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.06% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.06% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.06% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.06% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.06% |
| REFINITIV TLB L+325 03.3978 10/01/2025 | 0.06% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.06% |
| WIX LTD P/P 144A 00.0000 08/15/2025 | 0.06% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.06% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.06% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.06% |
| EUR/USD 12/16/2020 SSBT | 0.06% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.06% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.06% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.06% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.06% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.06% |
| NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.06% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.06% |
| UKRPI P 3.4025 R 03/15/28 | 0.06% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.06% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.06% |
| FHS 326 S2 IO 05.8016 03/15/2044 | 0.06% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.06% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.06% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.06% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.06% |
| CPTFEMU R 0.655 P 05/15/30 | 0.06% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.06% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.06% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.06% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.06% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.06% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.06% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.06% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.06% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.06% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.06% |
| SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.06% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.05% |
| OPTN FN30 2.0 11/05/20 CALL 103.1875 JPMC | 0.05% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% |
| PULTEGROUP INC 05.0000 01/15/2027 | 0.05% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.05% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.05% |
| FNR 2010-35 SG IO 06.2508 04/25/2040 | 0.05% |
| GNR 2013-182 SY IO 05.9486 12/20/2043 | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.05% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.05% |
| STACR 2017-DNA3 B1 04.5993 03/25/2030 | 0.05% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.05% |
| AES CORP/THE 06.0000 05/15/2026 | 0.05% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.05% |
| CAS 2017-C05 1B1 03.7493 01/25/2030 | 0.05% |
| CAS 2017-C07 1B1 04.1493 05/25/2030 | 0.05% |
| CAS 2018-C02 2M2 02.3493 08/25/2030 | 0.05% |
| CAS 2018-C06 2B1 04.2493 03/25/2031 | 0.05% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.05% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.05% |
| DELIVERY HERO AG REGS 00.2500 01/23/2024 | 0.05% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| LOXAM SAS REGS 03.7500 07/15/2026 | 0.05% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.05% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.05% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.05% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.05% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.05% |
| STACR 2019-DNA3 B2 08.2993 07/25/2049 | 0.05% |
| VONAGE HLDGS CV 01.7500 06/01/2024 | 0.05% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.05% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.05% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.05% |
| FHS 311 S1 IO 05.8016 08/15/2043 | 0.05% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.05% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.05% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.05% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.05% |
| CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.05% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.05% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| GNR 2020-15 CS IO 05.8986 02/20/2050 | 0.05% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.05% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.05% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.05% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.05% |
| TALBOTS TLB L+700 07.2204 11/28/2022 | 0.05% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.05% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| GNR 2014-58 SA IO 05.9486 04/20/2044 | 0.05% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.05% |
| L BRANDS INC. 06.8750 11/01/2035 | 0.05% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| QVC INC 04.3750 09/01/2028 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| SOTERA HEALTH TL L+450 05.5000 12/13/2026 | 0.05% |
| STACR 2020-DNA3 B1 05.2493 06/25/2050 | 0.05% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.05% |
| USD/MXN PUT 20.50 20210416 GSFX | 0.05% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.05% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.05% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.05% |
| GARDA WORLD TLB L+475 06.6903 10/30/2026 | 0.05% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.05% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.05% |
| MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.05% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.05% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.05% |
| -0.189 R ISWP FWD EUR006M P 08/15/2029 | 0.05% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.05% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.05% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.05% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.05% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.05% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.05% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.05% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.05% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.05% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.05% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.05% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.04% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.04% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| L BRANDS INC 07.5000 06/15/2029 | 0.04% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.04% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.04% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.04% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.04% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.04% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.04% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.04% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.04% |
| PLURALSIGHT CV 00.3750 03/01/2024 | 0.04% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.04% |
| WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.04% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| FHR 5011 SA IO 06.1016 09/25/2050 | 0.04% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.04% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| DIVERSEY TL L+300 03.2142 09/06/2024 | 0.04% |
| GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.04% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.04% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.04% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.04% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.04% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.04% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.04% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% |
| REALPAGE INC CV 01.5000 05/15/2025 | 0.04% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.04% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.04% |
| UKRPI P 3.381 R 11/15/24 | 0.04% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.04% |
| CAS 2017-C07 2B1 04.5993 05/25/2030 | 0.04% |
| CMLTI 2007-AMC3 A2B 00.3293 03/25/2037 | 0.04% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.04% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.04% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.04% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.04% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% |
| GNR 2010-20 SC IO 05.9986 02/20/2040 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% |
| ISTAR INC 05.5000 02/15/2026 | 0.04% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.04% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.04% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.04% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.04% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.04% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.04% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.04% |
| TENNANT CO 05.6250 05/01/2025 | 0.04% |
| WHITE CAP TLB L+400 04.5000 10/08/2027 | 0.04% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.04% |
| CAS 2020-SBT1 1B1 06.8993 02/25/2040 | 0.04% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% |
| FHR 5004 SG IO 05.9516 08/25/2050 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| GNR 2013-129 SN IO 05.9986 09/20/2043 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| ISTAR INC. 04.2500 08/01/2025 | 0.04% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.04% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% |
| SYNAPTICS INC CV 00.5000 06/15/2022 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.04% |
| UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.04% |
| CAS 2015-C01 2M2 04.6993 02/25/2025 | 0.04% |
| CAS 2016-C04 1B 10.3993 01/25/2029 | 0.04% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% |
| GNR 2013-99 VS IO 05.9543 07/16/2043 | 0.04% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.04% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.04% |
| PROVINCIA DE BUENOS 34.0648 05/31/2022 | 0.04% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.04% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.04% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.04% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.04% |
| UKRPI P 3.34 R 02/15/28 | 0.04% |
| UKRPI P 3.42 R 12/15/24 | 0.04% |
| USD/CNH PUT 6.65 20210415 MSCIL | 0.04% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.04% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.04% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.04% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.04% |
| GNR 2019-78 SJ IO 05.8986 06/20/2049 | 0.04% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.04% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.04% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% |
| USD/KRW PUT 1130.00 20210322 HSBCB | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.04% |
| CAS 2017-C07 2M2 02.6493 05/25/2030 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| L BRANDS INC 06.7500 07/01/2036 | 0.04% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.04% |
| OMIR 2017-1A M2 P/P 144A 04.1493 04/25/2027 | 0.04% |
| STACR 2019-HQA2 B2 11.3993 04/25/2049 | 0.04% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% |
| SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.04% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.04% |
| 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.04% |
| CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.04% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.04% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% |
| CFMT 2019-HB1 M5 P/P 144A 06.0000 12/25/2029 | 0.04% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.03% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.03% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.03% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.03% |
| GNR 2019-99 KS IO 05.8986 08/20/2049 | 0.03% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.03% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.03% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.03% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.03% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.03% |
| STACR 2019-FTR3 B2 04.9481 09/25/2047 | 0.03% |
| STRU BMOC-8710 SA IO 05.9986 07/20/2050 | 0.03% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.03% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.03% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.03% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.03% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.03% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.03% |
| STMICROELECTRONICS NV REGS 00.2500 07/03/2024 | 0.03% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.03% |
| USD/MXN PUT 20.75 20210322 MSCIL | 0.03% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.03% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.03% |
| FHR 4945 SL IO 05.9016 01/25/2050 | 0.03% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.03% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.03% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.03% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.03% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.03% |
| RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.03% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.03% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.03% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.03% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.03% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.03% |
| FNR 2012-36 SN IO 06.3008 04/25/2042 | 0.03% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.03% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.03% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% |
| APACHE CORP 05.1000 09/01/2040 | 0.03% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.03% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.03% |
| CLUBCORP TLB L+275 02.9704 09/18/2024 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| FILTRATION GROUP TLB L+375 03.9680 03/29/2025 | 0.03% |
| FNR 2019-57 KS IO 05.9008 10/25/2049 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.03% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.03% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.03% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.03% |
| CAS 2015-C02 2M2 04.1493 05/25/2025 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| EUR/USD 12/16/2020 BCAP-FX | 0.03% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.03% |
| IHEARTMEDIA TLB L+300 04.6595 05/01/2026 | 0.03% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.03% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.03% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.03% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.03% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.03% |
| ASURION TLB7 L+300 03.1478 11/03/2024 | 0.03% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.03% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.03% |
| FHR 4969 IO IO 03.0000 04/25/2050 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.03% |
| 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% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.03% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.03% |
| TOTAL SE REGS 00.5000 12/02/2022 | 0.03% |
| USD/MXN PUT 20.50 20210413 JPMCB | 0.03% |
| CEMEX SAB DE CV P/P 144A 07.3750 06/05/2027 | 0.03% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.03% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% |
| FNR 2020-12 SK IO 05.9008 03/25/2050 | 0.03% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.03% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.03% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.03% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.03% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.03% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.03% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% |
| CAS 2018-C06 2M2 02.2493 03/25/2031 | 0.02% |
| CENTENE CORP 03.0000 10/15/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.02% |
| FHR 4839 WS IO 05.9516 08/15/2056 | 0.02% |
| GBP/USD 12/16/2020 CITI | 0.02% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.02% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.02% |
| NZD/USD CALL 0.685 20210323 HSBCB | 0.02% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.02% |
| BMIR 2018-2A B1 P/P 144A 02.7993 08/25/2028 | 0.02% |
| CAS 2018-C04 2B1 04.6493 12/25/2030 | 0.02% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% |
| ENVISION HEALTHCARE TL L+375 03.8978 10/10/2025 | 0.02% |
| FNR 2006-8 HP 24.0194 03/25/2036 | 0.02% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.02% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.02% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.02% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.02% |
| STACR 2018-HQA2 B1 04.3993 10/25/2048 | 0.02% |
| SYSCO CORPORATION 06.6000 04/01/2050 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.02% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.02% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.02% |
| THYELE TL B 1L USD L+425 04.4283 06/30/2027 | 0.02% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| CWALT 2005-38 A3 00.4993 09/25/2035 | 0.02% |
| EUR/USD CALL 1.20 20210323 HSBCB | 0.02% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| GNR 2019-83 SY IO 05.9486 07/20/2049 | 0.02% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.02% |
| MONGODB INC P/P 144A CV 00.2500 01/15/2026 | 0.02% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.02% |
| SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.02% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2019-96 SY IO 05.9486 08/20/2049 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| STACR 2018-HQA2 M2 02.4493 10/25/2048 | 0.02% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% |
| 0.32 R ISWP GBL6M P 07/16/2030 | 0.02% |
| 0.321 R ISWP GBL6M P 07/16/2030 | 0.02% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.02% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% |
| CAS 2019-R04 2B1 05.3993 06/25/2039 | 0.02% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| EUR/USD 12/16/2020 GSFX | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| FNR 2015-42 LS IO 06.0508 06/25/2045 | 0.02% |
| FNR 2019-5 SA IO 05.9508 03/25/2049 | 0.02% |
| GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.02% |
| GNR 2012-H29 AI IO 01.4260 10/20/2062 | 0.02% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.02% |
| UKRPI P 3.3875 R 03/15/28 | 0.02% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% |
| AUD/USD 01/20/2021 UBS | 0.02% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% |
| EMIR 2020-1 B1 02.9993 01/25/2030 | 0.02% |
| EUR/USD 12/16/2020 TDBK | 0.02% |
| GNR 2012-H29 FI IO 01.4260 10/20/2062 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% |
| MESSER INDUST TLB L+250 02.7204 03/01/2026 | 0.02% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.02% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.02% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% |
| APACHE CORP 04.3750 10/15/2028 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.02% |
| MCAS 2020-01 M10 P/P 144A 03.8993 03/25/2050 | 0.02% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.02% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% |
| SEA LTD P/P 144A 02.3750 12/01/2025 | 0.02% |
| SPST 2020-2 A 00.9793 03/26/2021 | 0.02% |
| STACR 2019-HQA1 B2 12.3993 02/25/2049 | 0.02% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.02% |
| CAS 2016-C03 2M2 06.0493 10/25/2028 | 0.02% |
| CAS 2016-C05 2B 10.8993 01/25/2029 | 0.02% |
| CAS 2019-R01 2M2 02.5993 07/25/2031 | 0.02% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.02% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.02% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| STACR 2020-DNA4 B2 10.1493 08/25/2050 | 0.02% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.02% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.02% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.02% |
| AUD/USD 01/20/2021 SSBT | 0.02% |
| AUD/USD PUT 0.695 20201118 BANKAM | 0.02% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.02% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.02% |
| CAS 2018-C03 1B1 03.8993 10/25/2030 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% |
| EUR/SEK PUT 10.25 20210323 CSI-FX | 0.02% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.02% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.02% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% |
| LIBERTY BROAD P/P 144A CV 02.7500 09/30/2050 | 0.02% |
| NOK/USD 12/16/2020 GSFX | 0.02% |
| PINDUODUO INC USD 00.0000 10/01/2024 | 0.02% |
| RAG-STIFTUNG REGS 00.0000 02/18/2021 | 0.02% |
| TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| YANDEX NV REGS 00.7500 03/03/2025 | 0.02% |
| 0.76125 R ISWP NFIX3MID P 06/05/2030 | 0.02% |
| CAS 2015-C02 1M2 04.1493 05/25/2025 | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.02% |
| EUR/USD 12/16/2020 RBSF | 0.02% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.02% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.02% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.02% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.02% |
| SEK/USD 12/16/2020 BCAP-FX | 0.02% |
| STACR 2018-DNA2 M2 02.2993 12/25/2030 | 0.02% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.02% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.02% |
| CAS 2018-C05 1B1 04.3993 01/25/2031 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| FNR 2019-43 JS IO 05.9008 08/25/2049 | 0.01% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| NOK/USD 12/16/2020 JPMCB | 0.01% |
| STACR 2014-HQ3 M3 04.8993 10/25/2024 | 0.01% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% |
| AMERICAN AXLE & MANUF L+273 03.4062 04/06/2024 | 0.01% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.01% |
| BSCMS 2007-T26 AJ 05.4320 01/12/2045 | 0.01% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.01% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNR 2019-73 SC IO 05.9008 12/25/2049 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.01% |
| NOK/USD 12/16/2020 UBS | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% |
| ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% |
| CAS 2015-C03 2M2 05.1493 07/25/2025 | 0.01% |
| CLP/USD 01/20/2021 CITI | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CPURNSA R 1.922 P 09/24/40 | 0.01% |
| EUR/NOK PUT 10.45 20210423 UBS | 0.01% |
| EUR/USD CALL 1.23 20210215 BANKAM | 0.01% |
| EUR/USD CALL 1.23 20210215 UBS | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% |
| OMIR 2019-1A B1B 04.4993 07/25/2029 | 0.01% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.01% |
| STACR 2017-HQA1 M2 03.6993 08/25/2029 | 0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| TERRIER MEDIA TLB L+425 04.4345 12/17/2026 | 0.01% |
| XERO INVESTMENTS LTD REGS 02.3750 10/04/2023 | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 1.263 R ISWP US0003M P 10/23/2050 | 0.01% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.01% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.01% |
| EUR/USD 12/16/2020 BANKAM | 0.01% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.01% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JPMCC 2013-LC11 D 04.1671 04/15/2046 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.01% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| USD/CAD PUT 1.285 20210127 GSFX | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| 0.85 R ISWP FWD AUDBB6M P 12/16/2030 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| APACHE CORP 04.6250 11/15/2025 | 0.01% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.01% |
| CAS 2018-C06 1B1 03.8993 03/25/2031 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| EUR/USD CALL 1.23 20210301 MSCIL | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FHR 4937 MS IO 05.9016 12/25/2049 | 0.01% |
| FNR 2019-38 SC IO 05.9008 07/25/2049 | 0.01% |
| GNR 2010-68 SD IO 06.4286 06/20/2040 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| INTELSAT S.A. TLB3 L+475 08.0000 11/27/2023 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| JPY/USD 11/18/2020 UBS | 0.01% |
| KRW/USD 02/17/2021 JPMCB | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| LVMH MOET HENNESSY VUITT CV PFD | 0.01% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% |
| OMIR 2019-1A B1A 03.6493 07/25/2029 | 0.01% |
| SEK/USD 12/16/2020 CITI | 0.01% |
| SEK/USD 12/16/2020 SSBT | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.01% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% |
| 0.06 R ISWP SES3M P 03/03/2022 | 0.01% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.01% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% |
| 1.2545 R ISWP US0003M P 10/23/2050 | 0.01% |
| CAS 2017-C04 2M2 02.9993 11/25/2029 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| EUR/NOK PUT 10.45 20210323 CSI-FX | 0.01% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.01% |
| FHR 3408 EK 25.1960 04/15/2037 | 0.01% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.01% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| KRW/USD 02/17/2021 HSBCB | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MTW FOODSERVICE ESCR 09.5000 02/15/2024 | 0.01% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| STACR 2020-DNA3 B2 09.4993 06/25/2050 | 0.01% |
| STACR 2020-DNA5 B2 11.5867 10/25/2050 | 0.01% |
| STATE OF QATAR P/P 144A 04.4000 04/16/2050 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| USD/SGD PUT 1.3425 20210413 JPMCB | 0.01% |
| USD/SGD PUT 1.345 20210323 HSBCB | 0.01% |
| VODAFONE GROUP PLC REGS 00.0000 11/26/2020 | 0.01% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.01% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.01% |
| CAS 2020-SBT1 1M2 03.7993 02/25/2040 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| COMM 2014-CR16 C 04.9273 04/10/2047 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| EUR/USD 12/16/2020 CSI-FX | 0.01% |
| FIVERR INTL LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.01% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.01% |
| FNR 2013-18 SB IO 06.0008 10/25/2041 | 0.01% |
| GBP/USD 12/16/2020 MSCIL | 0.01% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IQIYI INC P/P USD 02.0000 04/01/2025 | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.01% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.01% |
| TALEND SA P/P CV 01.7500 09/01/2024 | 0.01% |
| TESLA INC CV 02.0000 05/15/2024 | 0.01% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.01% |
| WELBILT TLB L+250 02.6478 10/23/2025 | 0.01% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.01% |
| AUD/USD 01/20/2021 RBSF | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| DBUBS 2011-LC2A D P/P 144A 05.4874 07/10/2044 | 0.01% |
| EUR/USD 12/16/2020 WPAC | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| GBP/USD 12/16/2020 UBS | 0.01% |
| GNR 2016-77 SL IO 05.9986 03/20/2043 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.4023 02/10/2046 | 0.01% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| JPMBB 2013-C12 C 04.0995 07/15/2045 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MSRR 2010-R4 4B 02.6630 02/26/2037 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | 0.01% |
| 0.84005 R ISWP US0003M P 10/28/2030 | 0.01% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.01% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| COMM 2014-CR17 E P/P 144A 04.8471 05/10/2047 | 0.01% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.01% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.01% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.01% |
| GBP/USD 12/16/2020 HSBCB | 0.01% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.01% |
| JPY/USD 11/18/2020 HSBCB | 0.01% |
| NEXITY SA CV PFD | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| RMIR 2020-2 B1 07.7461 10/25/2030 | 0.01% |
| SEK/USD 12/16/2020 RBSF | 0.01% |
| STACR 2019-DNA1 M2 02.7993 01/25/2049 | 0.01% |
| TWD/USD 02/17/2021 JPMCB | 0.01% |
| WAMU 2005-AR10 1A3 03.0349 09/25/2035 | 0.01% |
| WAMU 2005-AR13 A1C3 00.6393 10/25/2045 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.00% |
| AUD/USD 01/20/2021 JPMCB | 0.00% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.00% |
| CAD/USD 01/20/2021 JPMCB | 0.00% |
| CAD/USD 01/20/2021 TDBK | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2018-86 DS IO 05.9508 12/25/2048 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.00% |
| JPY/USD 11/18/2020 BCAP-FX | 0.00% |
| MSBAM 2013-C11 D P/P 144A 04.3524 08/15/2046 | 0.00% |
| MTU AERO ENGINES AG REGS 00.1250 05/17/2023 | 0.00% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.00% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.00% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.00% |
| SPRINT CORP 07.2500 09/15/2021 | 0.00% |
| STACR 2015-HQ1 M3 03.9493 03/25/2025 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CAS 2015-C01 1M2 04.4493 02/25/2025 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.00% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MRAFT 2020-4 A1 01.4953 04/23/2023 | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.0818 07/15/2046 | 0.00% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.00% |
| OWENS CORNING 04.2000 12/01/2024 | 0.00% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.00% |
| STACR 2018-DNA1 B1 03.2993 07/25/2030 | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | 0.00% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.00% |
| ARBY'S TLB L+275 04.4095 02/05/2025 | 0.00% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.00% |
| BALTA 2005-8 21A1 02.9698 10/25/2035 | 0.00% |
| BERRY PLASTICS TLY L+200 03.8985 07/01/2026 | 0.00% |
| CAD/USD 01/20/2021 CSI-FX | 0.00% |
| CAD/USD 01/20/2021 SSBT | 0.00% |
| CALIFORNIA RESOURCES CORP SEDOL BMBK002 | 0.00% |
| CAS 2020-R02 2B1 03.1493 01/25/2040 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CHC GRP LLC P/P CV 00.0000 10/01/2021 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| EQUINIX INC 05.3750 05/15/2027 | 0.00% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.00% |
| FNR 2005-83 QP 17.0060 11/25/2034 | 0.00% |
| FSPC T-57 1AX IO 00.3810 07/25/2043 | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% |
| HCA INC 05.2500 06/15/2026 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPY/USD 11/18/2020 CITI | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.00% |
| NZD/USD 01/20/2021 SSBT | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| OPTN FN30 3.0 11/05/20 CALL 104.703125 JPMC | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.00% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.00% |
| SCIENTIFIC GAMES TLB5 L+275 02.8978 08/14/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STACR 2019-DNA2 M2 02.5993 03/25/2049 | 0.00% |
| STEARNS HLDG LLC CLASS B WTS | 0.00% |
| SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| -0.518 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.60 R ISWP FWD NFIX3MID P 12/16/2030 | 0.00% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| 8X8 INC CV 00.5000 02/01/2024 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% |
| AUD/USD 01/20/2021 GSFX | 0.00% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| CAD/USD 01/20/2021 BANKAM | 0.00% |
| CAS 2016-C05 2M2 04.5993 01/25/2029 | 0.00% |
| CAS 2018-C01 1M2 02.3993 07/25/2030 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CPURNSA R 2.028 P 10/08/40 | 0.00% |
| CZK/USD 12/16/2020 GSFX | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DIAMOND SPORTS TLB L+325 03.4000 08/24/2026 | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 CITI | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3011 06/25/2042 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.00% |
| NZD/USD 01/20/2021 CITI | 0.00% |
| NZD/USD 01/20/2021 HSBCB | 0.00% |
| NZD/USD 01/20/2021 RBSF | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| REYNOLDS GROUP TL L+300 04.4628 02/05/2023 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SWPTN 5WX5Y P 0.42 USD 11/12/2020 GS | 0.00% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TWD/USD 02/17/2021 GSFX | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| -0.30 R ISWP FWD CHL6M P 12/16/2030 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAD/USD 01/20/2021 CITI | 0.00% |
| CHF/USD 12/16/2020 UBS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| JPY/USD 11/18/2020 GSFX | 0.00% |
| JPY/USD 11/18/2020 RBSF | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.00% |
| STACR 2019-HQA1 M2 02.4993 02/25/2049 | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.00% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.00% |
| -0.151 R ISWP FWD SONIA P 12/16/2022 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/16/2025 | 0.00% |
| -0.61 R ISWP FWD CHL6M P 12/16/2025 | 0.00% |
| 0.001 R ISWP FWD SONIA P 12/16/2025 | 0.00% |
| 0.051 R ISWP FWD EUR006M P 12/16/2050 | 0.00% |
| 0.20 R ISWP FWD SONIA P 12/16/2030 | 0.00% |
| 0.2345 R ISWP US0003M P 10/23/2022 | 0.00% |
| 0.30 R ISWP FWD SES3M P 12/16/2030 | 0.00% |
| 0.655 R ISWP NOKOIB6M P 07/10/2025 | 0.00% |
| 0.655 R ISWP NOKOIB6M P 07/13/2025 | 0.00% |
| 0.8425 R ISWP US0003M P 10/23/2030 | 0.00% |
| 1.05 R ISWP FWD CDOR03 P 12/16/2030 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| AUD/USD 01/20/2021 CITI | 0.00% |
| AUD/USD 01/20/2021 CSI-FX | 0.00% |
| CAD/USD 01/20/2021 BCAP-FX | 0.00% |
| CAD/USD 01/20/2021 HSBCB | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CHF/USD 12/16/2020 RBSF | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CSMC 2006-C5 AX IO 00.8836 12/15/2039 | 0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 MSCIL | 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 00.3869 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 12/16/2020 BANKAM | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 11/18/2020 BANKAM | 0.00% |
| HKD/USD 11/18/2020 GSFX | 0.00% |
| HKD/USD 11/18/2020 HSBCB | 0.00% |
| HKD/USD 11/18/2020 SSBT | 0.00% |
| HKD/USD 11/18/2020 UBS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 11/18/2020 TDBK | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NOK/USD 12/16/2020 CITI | 0.00% |
| NZD/USD 01/20/2021 GSFX | 0.00% |
| NZD/USD 01/20/2021 JPMCB | 0.00% |
| NZD/USD 01/20/2021 TDBK | 0.00% |
| NZD/USD 01/20/2021 WPAC | 0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | 0.00% |
| -0.151 R ISWP FWD EUR006M P 12/16/2030 | -0.00% |
| -0.741 R ISWP FWD CHL6M P 12/16/2022 | -0.00% |
| 0.7805 R ISWP US0003M P 10/30/2030 | -0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | -0.00% |
| AUD/USD 01/20/2021 WPAC | -0.00% |
| CAD/USD 01/20/2021 MSCIL | -0.00% |
| CAD/USD 01/20/2021 RBSF | -0.00% |
| CHF/USD 12/16/2020 HSBCB | -0.00% |
| CHF/USD 12/16/2020 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CNH/USD 02/18/2021 JPMCB | -0.00% |
| CNH/USD 02/18/2021 WPAC | -0.00% |
| JPY/USD 11/18/2020 BANKAM | -0.00% |
| JPY/USD 11/18/2020 WPAC | -0.00% |
| NZD/USD 01/20/2021 CSI-FX | -0.00% |
| SEK/USD 12/16/2020 BANKAM | -0.00% |
| SEK/USD 12/16/2020 HSBCB | -0.00% |
| SEK/USD 12/16/2020 JPMCB | -0.00% |
| SEK/USD 12/16/2020 TDBK | -0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| -0.456 R ISWP FWD EUR006M P 12/16/2025 | -0.00% |
| 0.43509 R ISWP US0003M P 11/02/2025 | -0.00% |
| 0.95 R ISWP FWD NOKOIB6M P 12/16/2030 | -0.00% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.00% |
| AUD/USD PUT 0.675 20201118 BANKAM | -0.00% |
| CHF/USD 12/16/2020 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| GBP/USD 12/16/2020 JPMCB | -0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.00% |
| USD/SGD PUT 1.31 20210323 HSBCB | -0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | -0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | -0.00% |
| 0.6925 R ISWP NOKOIB6M P 06/29/2025 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD CALL 1.27 20210301 MSCIL | -0.00% |
| JPY/USD 11/18/2020 JPMCB | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 12/16/2020 HSBCB | -0.00% |
| NZD/USD 01/20/2021 BCAP-FX | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| USD/SGD PUT 1.305 20210413 JPMCB | -0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.00% |
| CAD/USD 01/20/2021 UBS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/SEK PUT 9.90 20210323 CSI-FX | -0.00% |
| EUR/USD CALL 1.27 20210215 BANKAM | -0.00% |
| EUR/USD CALL 1.27 20210215 UBS | -0.00% |
| GBP/USD PUT 1.20 20201218 BANKAM | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NZD/USD 01/20/2021 BANKAM | -0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% |
| USD/CAD PUT 1.26 20210127 GSFX | -0.00% |
| CHF/USD 12/16/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| EUR/USD 12/16/2020 HSBCB | -0.00% |
| NOK/USD 12/16/2020 SSBT | -0.00% |
| SEK/USD 12/16/2020 MSCIL | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 11MX10Y P 2.7725 USD 02/26/2021 MS | -0.00% |
| SWPTN 5WX5Y R 0.42 USD 11/12/2020 GS | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| 1.15 R ISWP US0003M P 09/30/2040 | -0.01% |
| AUD/USD 01/20/2021 MSCIL | -0.01% |
| CHF/USD 12/16/2020 TDBK | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| NZD/USD 01/20/2021 MSCIL | -0.01% |
| NZD/USD CALL 0.725 20210323 HSBCB | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | -0.01% |
| CHF/USD 12/16/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD CALL 1.25 20210323 HSBCB | -0.01% |
| GBP/USD 12/16/2020 BCAP-FX | -0.01% |
| JPY/USD 11/18/2020 SSBT | -0.01% |
| NOK/USD 12/16/2020 MSCIL | -0.01% |
| NZD/USD 01/20/2021 UBS | -0.01% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.01% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.01% |
| AUD/USD 01/20/2021 TDBK | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| GBP/USD 12/16/2020 GSFX | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| CPURNSA R 1.703 P 11/29/24 | -0.01% |
| SEK/USD 12/16/2020 UBS | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | -0.01% |
| -0.15 R ISWP FWD EUR006M P 12/16/2030 | -0.01% |
| AUD/USD 01/20/2021 BANKAM | -0.01% |
| CAD/USD 01/20/2021 GSFX | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 12/16/2020 RBSF | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| CHF/USD 12/16/2020 SSBT | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CZK/USD 12/16/2020 BANKAM | -0.01% |
| OPTN FN30 3.0 11/05/20 PUT 104.703125 JPMC | -0.01% |
| USD/KRW PUT 1085.00 20210322 HSBCB | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 ML | -0.01% |
| EUR/USD 12/16/2020 UBS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| USD/MXN PUT 19.75 20210322 MSCIL | -0.01% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.01% |
| USD/CNH PUT 6.50 20210415 MSCIL | -0.01% |
| 0.36 R ISWP NFIX3MID P 06/05/2025 | -0.02% |
| AUD/USD 01/20/2021 HSBCB | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CPURNSA R 1.7625 P 12/10/24 | -0.02% |
| SEK/USD 12/16/2020 GSFX | -0.02% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| USD/MXN PUT 19.75 20210413 JPMCB | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.02% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.02% |
| 0.792 R ISWP US0003M P 10/21/2030 | -0.02% |
| SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.02% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 1.00 R ISWP FWD US0003M P 09/30/2040 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| USD/MXN PUT 19.00 20210416 GSFX | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.02% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.03% |
| 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.03% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| SWPTN 11MX10Y R 2.7725 USD 02/26/2021 MS | -0.03% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.04% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| 0.436 R ISWP GBL6M P 07/16/2050 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.04% |
| SWPTN 3MX10Y R 0.7075 USD 12/18/2020 JP | -0.04% |
| 0.423 R ISWP GBL6M P 07/16/2050 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.04% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% |
| 1.241 R ISWP US0003M P 10/23/2050 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.04% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.05% |
| 0.7505 R ISWP US0003M P 10/16/2030 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 3MX10Y R 0.692 USD 12/21/2020 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.05% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.06% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.06% |
| EUR/USD 12/16/2020 JPMCB | -0.06% |
| SWPTN 3MX5Y R 0.418 USD 01/13/2021 BC | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| OPTN FN30 2.0 11/05/20 PUT 103.1875 JPMC | -0.06% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.06% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.06% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.07% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.07% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| CPTFEMU R 1.4 P 07/15/27 | -0.07% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.07% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.07% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.08% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.08% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.08% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.09% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.09% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.09% |
| OPTN FN30 2.5 12/07/20 PUT 104.0625 JPMC | -0.09% |
| SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.09% |
| SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.10% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.10% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.10% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.10% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.10% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.10% |
| GNMA GII30 TBA 03.5000 11/01/2050 | -0.11% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.11% |
| 0.794 R ISWP US0003M P 08/03/2050 | -0.11% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.11% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.11% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.11% |
| OPTN FN30 2.0 12/07/20 PUT 102.71875 JPMC | -0.12% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.12% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.12% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.12% |
| SWPTN 3MX10Y R 0.792 USD 01/13/2021 JP | -0.12% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.12% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.12% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.13% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.13% |
| CPTFEMU P 1.13 R 05/15/50 | -0.14% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.14% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.14% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.14% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.14% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.14% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.15% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.17% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.17% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.17% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.17% |
| CPTFEMU P 0.935 R 05/15/40 | -0.17% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.18% |
| CPTFEMU P 0.93 R 05/15/40 | -0.18% |
| UKRPI R 3.4425 P 07/15/49 | -0.18% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.19% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.19% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.19% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.20% |
| CPURNSA P 1.6625 R 07/10/30 | -0.20% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.22% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.22% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.22% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.22% |
| CPURNSA P 1.586 R 06/30/30 | -0.23% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.23% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.24% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.27% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.28% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.29% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.31% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.33% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.44% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.44% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.46% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.49% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.51% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.54% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.55% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.90% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -2.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -2.15% |
| US 10YR ULTRA FUT DEC20 UXYZ0 | -2.76% |
| EURO-BUND FUTURE DEC20 RXZ0 | -3.69% |
| FNMA FN30 TBA UMBS 02.0000 11/01/2050 | -10.23% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | -143.56% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2050 | 15.80% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 10/01/2050 | 9.93% |
| FNMA FN30 TBA UMBS 02.0000 11/01/2050 | 7.39% |
| US ULTRA BOND CBT DEC20 WNZ0 | 4.55% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 3.00% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 2.68% |
| GNMA GII30 TBA 04.0000 10/01/2050 | 2.21% |
| FNMA FN30 TBA UMBS 01.5000 10/01/2050 | 2.06% |
| TREASURY BILL 00.0000 10/08/2020 | 1.77% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.73% |
| TREASURY BILL 00.0000 11/12/2020 | 1.16% |
| 3.096 R ISWP US0003M P 12/03/2029 | 1.15% |
| CASH MGMT BILL 00.0000 12/15/2020 | 0.99% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.96% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.95% |
| TREASURY BILL 00.0000 11/10/2020 | 0.85% |
| FNMA FN30 TBA UMBS 05.5000 10/01/2050 | 0.84% |
| ETP LEGACY LP 29277EK11 DCP 10/01/2020 | 0.82% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.81% |
| GENERAL MOTORS FINANCIAL CO I 37046TK11 DCP 10/01/2020 | 0.78% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.73% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.64% |
| CASH MGMT BILL 00.0000 12/08/2020 | 0.63% |
| CAS 2017-C02 2B1 05.6481 09/25/2029 | 0.61% |
| TREASURY BILL 00.0000 11/05/2020 | 0.61% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.60% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.60% |
| TREASURY BILL 00.0000 12/03/2020 | 0.56% |
| TREASURY BILL 00.0000 10/15/2020 | 0.56% |
| TREASURY BILL 00.0000 10/27/2020 | 0.54% |
| CAS 2016-C02 1B 12.3981 09/25/2028 | 0.54% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2050 | 0.54% |
| CAS 2015-C04 1M2 05.8481 04/25/2028 | 0.52% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.52% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.50% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.50% |
| HYUNDAI CAPITAL AMERICA 44890ML42 DCP 11/04/2020 | 0.50% |
| INTERCONTINENTAL EXCHANGE INC 45856WK16 DCP 10/01/2020 | 0.50% |
| CASH MGMT BILL 00.0000 12/22/2020 | 0.48% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.47% |
| CWALT 2005-59 1A1 00.4858 11/20/2035 | 0.45% |
| CFCRE 2011-C2 E P/P 144A 05.9306 12/15/2047 | 0.43% |
| REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.42% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.42% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.42% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.42% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.41% |
| STACR 2015-DNA3 B 09.4981 04/25/2028 | 0.41% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.40% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.40% |
| OMIR 2018-1A M2 02.9981 07/25/2028 | 0.39% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.38% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.38% |
| WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046 | 0.38% |
| STACR 2015-DNA2 B 07.6981 12/25/2027 | 0.38% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.38% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.37% |
| INTERCONTINENTAL EXCHANGE INC 45856WMN6 DCP 12/22/2020 | 0.36% |
| TREASURY BILL 00.0000 12/10/2020 | 0.36% |
| GNR 2018-H03 XI IO 02.2631 02/20/2068 | 0.36% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.35% |
| CWALT 2006-OA10 4A1 00.3381 08/25/2046 | 0.35% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.35% |
| GNR 2016-H23 NI IO 03.3469 10/20/2066 | 0.34% |
| CHARTA LLC 16115VKP3 DCP 10/23/2020 | 0.33% |
| ENGIE SA 29287AKK5 DCP 10/19/2020 | 0.33% |
| OLD LINE FUNDING LLC 67983TKG0 DCP 10/16/2020 | 0.33% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.33% |
| FNR 2016-96 ST IO 05.9519 12/25/2046 | 0.33% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.33% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.33% |
| GNR 2018-H02 EI IO 02.3716 01/20/2068 | 0.32% |
| HVMLT 2005-2 1A 00.6763 05/19/2035 | 0.32% |
| TREASURY BILL 00.0000 11/19/2020 | 0.32% |
| SAMI 2006-AR7 A1A 00.3581 08/25/2036 | 0.32% |
| NHLT 2019-2A M4 05.6822 11/26/2029 | 0.31% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.31% |
| GNR 2018-164 AS IO 05.9438 12/20/2048 | 0.30% |
| GNR 2018-H05 BI IO 02.5582 02/20/2068 | 0.30% |
| GNR 2020-7 SK IO 05.8938 01/20/2050 | 0.29% |
| CAS 2016-C03 1B 11.8981 10/25/2028 | 0.29% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.29% |
| CPURNSA R 0.77 P 03/11/25 | 0.28% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.28% |
| CMLTI 2007-AMC3 A2D 00.4981 03/25/2037 | 0.28% |
| GNR 2018-H02 HI IO 02.3372 01/20/2068 | 0.28% |
| CARMX 2020-2 D 06.8700 05/17/2027 | 0.27% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.27% |
| SPST 2020-WL1 A 01.2981 06/25/2051 | 0.27% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.27% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.26% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.26% |
| WFRBS 2012-C10 D P/P 144A 04.5755 12/15/2045 | 0.26% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.26% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.25% |
| GNR 2018-H05 AI IO 02.5352 02/20/2068 | 0.25% |
| JPMBB 2014-C25 D P/P 144A 04.0986 11/15/2047 | 0.24% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.24% |
| CWALT 2006-OA7 1A2 01.9593 06/25/2046 | 0.24% |
| FHR 4265 SD IO 05.9476 01/15/2035 | 0.24% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.24% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.24% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.24% |
| SUNCOR ENERGY INC 86723AK76 DCP 10/07/2020 | 0.24% |
| GNR 2017-H10 MI IO 02.2244 04/20/2067 | 0.24% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.24% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.23% |
| GNR 2013-9 S IO 06.5938 01/20/2043 | 0.23% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.23% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.22% |
| STACR 2015-HQA2 B 10.6481 05/25/2028 | 0.22% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.22% |
| BCAP 2011-RR3 3A6 03.1794 11/27/2036 | 0.22% |
| ENTERGY CORP 29366EKS4 DCP 10/26/2020 | 0.22% |
| FNR 2016-62 GS IO 05.9519 09/25/2046 | 0.22% |
| GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.22% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.21% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.21% |
| CAS 2016-C01 1B 11.8981 08/25/2028 | 0.21% |
| GNR 2018-104 SD IO 06.0438 08/20/2048 | 0.21% |
| GNR 2018-105 SG IO 06.0938 08/20/2048 | 0.21% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.21% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.21% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.21% |
| TREASURY BILL 00.0000 11/17/2020 | 0.20% |
| CAS 2019-HRP1 B1 09.3981 11/25/2039 | 0.20% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.20% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.20% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.20% |
| GNR 2017-160 S IO 06.0438 10/20/2043 | 0.20% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.20% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.20% |
| SWPTN 3MX10Y P 0.692 USD 12/21/2020 JP | 0.20% |
| JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047 | 0.20% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.20% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.20% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.20% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.19% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.19% |
| GNR 2018-H15 EI IO 00.0866 08/20/2068 | 0.19% |
| GNR 2015-H15 BI IO 02.5749 06/20/2065 | 0.19% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.19% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.19% |
| GNR 2015-H12 AI IO 01.8696 05/20/2065 | 0.19% |
| WFCM 2013-LC12 D P/P 144A 04.4105 07/15/2046 | 0.19% |
| GNR 2018-100 S IO 06.0438 07/20/2048 | 0.18% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.18% |
| DBALT 2006-AR4 A2 00.3381 12/25/2036 | 0.18% |
| FNMA FN30 TBA UMBS 05.0000 10/01/2050 | 0.18% |
| GSR 2007-OA1 2A3A 00.4581 05/25/2037 | 0.18% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.18% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.18% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.18% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.18% |
| GNR 2017-H06 BI IO 02.2833 02/20/2067 | 0.18% |
| GNR 2018-H04 IO IO 02.6425 02/20/2068 | 0.18% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.18% |
| OPTN FN30 2.0 10/07/20 CALL 102.625 JPMC | 0.18% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.18% |
| GNR 2017-H18 FI IO 01.6832 09/20/2067 | 0.18% |
| GNR 2018-H01 XI IO 02.3351 01/20/2068 | 0.18% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.18% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.18% |
| FNR 2019-34 SL IO 05.9019 07/25/2049 | 0.17% |
| GNR 2017-H08 NI IO 02.3087 03/20/2067 | 0.17% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.17% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.17% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.17% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.17% |
| 0.815 R ISWP US0003M P 07/30/2050 | 0.17% |
| GNR 2015-H23 BI IO 01.7609 09/20/2065 | 0.17% |
| BSMF 2006-AR2 2A1 00.3781 09/25/2046 | 0.16% |
| CHARIOT FUNDING LLC 15963TL56 DCP 11/05/2020 | 0.16% |
| CPTFEMU P 1.71 R 07/15/37 | 0.16% |
| FNR 2019-47 SA IO 05.9019 08/25/2049 | 0.16% |
| GNR 2013-152 SJ IO 05.9938 05/20/2041 | 0.16% |
| SHELL INTERNATIONAL FINANCE B 8225X2TB0 DCP 06/11/2021 | 0.16% |
| SUNCOR ENERGY INC 86723AK68 DCP 10/06/2020 | 0.16% |
| CAS 2017-C03 1B1 04.9981 10/25/2029 | 0.16% |
| NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.16% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.16% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.16% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.16% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.16% |
| 1.70 R ISWP FWD US0003M P 03/18/2027 | 0.16% |
| GNR 2017-H12 QI IO 02.6792 05/20/2067 | 0.16% |
| GNR 2017-H16 JI IO 02.8661 08/20/2067 | 0.16% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.16% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.16% |
| SPRINT CORP 07.8750 09/15/2023 | 0.16% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.16% |
| CSAIL 2015-C1 D P/P 144A 03.9109 04/15/2050 | 0.16% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.16% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.16% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.16% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.16% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.16% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.16% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.16% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.15% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.15% |
| GNR 2017-H03 HI IO 01.5670 01/20/2067 | 0.15% |
| ORTHO-CLINICAL TLB L+325 03.4056 06/30/2025 | 0.15% |
| GNR 2017-H20 HI IO 01.8947 10/20/2067 | 0.15% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.15% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.15% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.15% |
| GNR 2016-77 SC IO 05.9438 10/20/2045 | 0.15% |
| GNR 2016-H22 AI IO 03.8558 10/20/2066 | 0.15% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.15% |
| CWALT 2006-OA10 3A1 00.3381 08/25/2046 | 0.15% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.14% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.14% |
| GNR 2015-H03 CI IO 01.7277 01/20/2065 | 0.14% |
| GNR 2017-H16 IO 03.0074 08/20/2067 | 0.14% |
| GNR 2018-91 SH IO 06.0938 07/20/2048 | 0.14% |
| HCA INC. 05.3750 09/01/2026 | 0.14% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.14% |
| AHM 2007-1 GA1C 00.3651 05/25/2047 | 0.14% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.14% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.14% |
| GNR 2017-H06 MI IO 02.2411 02/20/2067 | 0.14% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.14% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.14% |
| CAS 2017-C01 1B1 05.8981 07/25/2029 | 0.14% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.14% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.14% |
| COMM 2012-CR3 E P/P 144A 04.9090 10/15/2045 | 0.14% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.14% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.14% |
| GNR 2015-H08 CI IO 01.8052 03/20/2065 | 0.14% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.14% |
| GNR 2015-H15 AI IO 01.8206 06/20/2065 | 0.14% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.14% |
| STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.14% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.13% |
| FHR 4742 S IO 06.0476 12/15/2047 | 0.13% |
| GNR 2015-H20 BI IO 02.1201 08/20/2065 | 0.13% |
| STACR 2018-DNA2 B1 03.8481 12/25/2030 | 0.13% |
| UKRPI P 3.665 R 12/15/28 | 0.13% |
| WALGREENS BOOTS ALLIANCE INC 93142WKU6 DCP 10/28/2020 | 0.13% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.13% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.13% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.13% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.13% |
| GNR 2018-67 SC IO 06.0438 05/20/2048 | 0.13% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.13% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.13% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.13% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.13% |
| GNR 2014-4 SG IO 05.9438 01/20/2044 | 0.13% |
| GNR 2017-H05 CI IO 03.8212 02/20/2067 | 0.13% |
| GSAA 2006-8 2A2 00.3281 05/25/2036 | 0.13% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.13% |
| WFRBS 2012-C9 E P/P 144A 04.9710 11/15/2045 | 0.13% |
| FNR 2018-44 SA IO 06.0519 06/25/2048 | 0.12% |
| GNR 2017-H09 IO IO 02.1846 04/20/2067 | 0.12% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.12% |
| SNAP INC CV 00.7500 08/01/2026 | 0.12% |
| SWPTN 3MX10Y P 0.7075 USD 12/18/2020 JP | 0.12% |
| GNR 2016-H16 EI IO 02.4937 06/20/2066 | 0.12% |
| GNR 2016-H04 HI IO 02.3843 07/20/2065 | 0.12% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.12% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.12% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.12% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.12% |
| GNR 2017-H03 EI IO 02.4813 01/20/2067 | 0.12% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.12% |
| MSC 2012-C4 E P/P 144A 05.5994 03/15/2045 | 0.12% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.12% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.12% |
| SUNCOR ENERGY INC 86723AM17 DCP 12/01/2020 | 0.12% |
| CAS 2017-C06 2M2 02.9481 02/25/2030 | 0.12% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.12% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.12% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.12% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.11% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.11% |
| GNR 2016-H12 AI IO 01.6697 07/20/2065 | 0.11% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.11% |
| SPST 2020-6 A 01.9011 09/07/2021 | 0.11% |
| GNR 2015-H18 BI IO 02.3755 07/20/2065 | 0.11% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.11% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.11% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.11% |
| FHR 4731 QS IO 06.0476 11/15/2047 | 0.11% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.11% |
| GNR 2016-H27 EI IO 03.3968 12/20/2066 | 0.11% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.11% |
| GNR 2014-119 SA IO 05.4438 08/20/2044 | 0.11% |
| STACR 2020-HQA3 B2 10.1481 07/25/2050 | 0.11% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.11% |
| CAS 2016-C06 1B 09.3981 04/25/2029 | 0.11% |
| GNR 2017-H11 TI IO 02.6860 04/20/2067 | 0.11% |
| GNR 2019-125 SG IO 05.8938 10/20/2049 | 0.11% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.11% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.11% |
| STACR 2016-HQA3 M3 03.9981 03/25/2029 | 0.11% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.11% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.11% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.11% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.11% |
| GNR 2016-H08 AI IO 02.5507 08/20/2065 | 0.11% |
| GNR 2016-H18 IO IO 01.6680 08/20/2066 | 0.11% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.11% |
| MRAFT 2020-2 A1 01.9055 05/29/2022 | 0.11% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.10% |
| CWALT 2006-OA10 2A1 00.3381 08/25/2046 | 0.10% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% |
| GNR 2014-H25 BI IO 01.7002 12/20/2064 | 0.10% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.10% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.10% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.10% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.10% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.10% |
| BLACKLINE INC CV 00.1250 08/01/2024 | 0.10% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.10% |
| CPURNSA R 0.41 P 03/18/25 | 0.10% |
| FNR 2011-101 SA IO 05.7519 10/25/2041 | 0.10% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.10% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.10% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.10% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.10% |
| CWALT 2006-OA10 1A1 01.9793 08/25/2046 | 0.10% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.10% |
| STACR 2017-DNA1 B1 05.0981 07/25/2029 | 0.10% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.10% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.10% |
| GLOBAL MEDICAL RESPONS L+475 05.5000 10/05/2025 | 0.10% |
| GNR 2016-H14 IO IO 01.6951 06/20/2066 | 0.10% |
| GNR 2017-H11 DI IO 01.9513 05/20/2067 | 0.10% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.10% |
| ZILLOW GRP CV 01.3750 09/01/2026 | 0.10% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.10% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.10% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.10% |
| ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.10% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.10% |
| GNR 2015-H10 BI IO 03.0112 04/20/2065 | 0.10% |
| GNR 2018-H01 IO IO 02.3089 12/20/2067 | 0.10% |
| JPMBB 2014-C18 E P/P 144A 04.4705 02/15/2047 | 0.10% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.10% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.10% |
| CAS 2017-C06 2B1 04.5981 02/25/2030 | 0.10% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.10% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.10% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.10% |
| SUNCOR ENERGY INC 86723ALP5 DCP 11/23/2020 | 0.10% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.10% |
| GNR 2015-H23 DI IO 01.8668 09/20/2065 | 0.09% |
| CENTENE CORP 04.6250 12/15/2029 | 0.09% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.09% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.09% |
| STACR 2019-DNA2 B2 10.6481 03/25/2049 | 0.09% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.09% |
| AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.09% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.09% |
| GNR 2015-H24 AI IO 02.2532 09/20/2065 | 0.09% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.09% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.09% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.09% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.09% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.09% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.09% |
| DOMINICAN REPUBLIC REGS 06.8500 01/27/2045 | 0.09% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.09% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.09% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.09% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.09% |
| MWST 2019-1 A 00.9481 06/25/2052 | 0.09% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.09% |
| STACR 2016-HQA2 M3 05.2981 11/25/2028 | 0.09% |
| CCMFC 2006-4A A2 00.3281 11/25/2047 | 0.09% |
| GNR 2016-H17 KI IO 02.5104 07/20/2066 | 0.09% |
| SPRINT CORP 07.6250 03/01/2026 | 0.09% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.09% |
| ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.09% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.09% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.09% |
| GNR 2016-H06 CI IO 02.7644 02/20/2066 | 0.09% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.09% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.09% |
| AES CORP/THE 05.5000 04/15/2025 | 0.08% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.08% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.08% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.08% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.08% |
| OPTN FN30 2.5 11/05/20 CALL 104.703125 JPMC | 0.08% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.08% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.08% |
| ETSY INC CV 00.1250 10/01/2026 | 0.08% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.08% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.08% |
| CPTFEMU R 0.961 P 05/15/40 | 0.08% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.08% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| GNR 2017-H06 DI IO 01.7924 02/20/2067 | 0.08% |
| ISTAR INC 04.7500 10/01/2024 | 0.08% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.08% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.08% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.08% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.08% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.08% |
| CPURNSA R 0.835 P 04/30/25 | 0.08% |
| GBP/USD 12/16/2020 SSBT | 0.08% |
| GNR 2017-H02 BI IO 02.3727 01/20/2067 | 0.08% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.08% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.08% |
| COMM 2013-CR9 D P/P 144A 04.3853 07/10/2045 | 0.08% |
| GNR 2016-H24 JI IO 03.3048 11/20/2066 | 0.08% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.08% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.08% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.08% |
| ZYNGA INC CV 00.2500 06/01/2024 | 0.08% |
| CPURNSA R 0.8525 P 05/01/25 | 0.08% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.08% |
| JPALT 2007-A2 12A1 00.3481 06/25/2037 | 0.08% |
| CAS 2018 - C01 1B1 03.6981 07/25/2030 | 0.08% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.08% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.08% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.08% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.08% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.08% |
| GNR 2014-46 SA IO 05.9438 03/20/2044 | 0.08% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% |
| STACR 2018-DNA3 B2 07.8981 09/25/2048 | 0.08% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.08% |
| STACR 2018-HQA2 B2 11.1481 10/25/2048 | 0.07% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.07% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.07% |
| CAS 2016-C03 1M2 05.4481 10/25/2028 | 0.07% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.07% |
| MWST 2018-W1 A 00.9981 11/25/2051 | 0.07% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.07% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.07% |
| CWALT 2006-OA7 1A1 02.5475 06/25/2046 | 0.07% |
| GNR 2015-H01 BI IO 01.5721 01/20/2065 | 0.07% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.07% |
| ROYAL CARIBBE P/P 144A CV 04.2500 06/15/2023 | 0.07% |
| STACR 2016-DNA1 B 10.1751 07/25/2028 | 0.07% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.07% |
| BACM 2005-1 C 05.6647 11/10/2042 | 0.07% |
| CAS 2017-C03 1M2 03.1481 10/25/2029 | 0.07% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.07% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.07% |
| STACR 2019-DNA1 B2 10.8981 01/25/2049 | 0.07% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.07% |
| BMIR 2017-1 B1 P/P 144A 04.8981 10/25/2027 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.07% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.07% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.07% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.07% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.07% |
| BALTA 2005-7 21A1 03.2438 09/25/2035 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.07% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.07% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.07% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.07% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.07% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.07% |
| CAS 2018-C02 2B1 04.1481 08/25/2030 | 0.07% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.07% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.07% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.07% |
| GNR 2014-60 SE IO 05.9438 04/20/2044 | 0.07% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.07% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.07% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.07% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.06% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.06% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.06% |
| SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.06% |
| STACR 2017-DNA2 B1 05.2981 10/25/2029 | 0.06% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.06% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.06% |
| FHR 3919 SA IO 06.3476 09/15/2041 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.06% |
| STACR 2020-HQA2 M2 03.2481 03/25/2050 | 0.06% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.06% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.06% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.06% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.06% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.06% |
| SOLENIS 1STL L+400 04.2559 06/26/2025 | 0.06% |
| UKRPI P 3.385 R 11/15/24 | 0.06% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.06% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.06% |
| CAS 2020-R01 1B1 03.3981 01/25/2040 | 0.06% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.06% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.06% |
| HMIR 2019-1 M2 P/P 144A 03.3981 05/25/2029 | 0.06% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.06% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.06% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.06% |
| SPRINT CORP 07.2500 09/15/2021 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.06% |
| BWAY CORP TLB L+325 03.5229 04/03/2024 | 0.06% |
| CPTFEMU R 0.655 P 05/15/30 | 0.06% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.06% |
| GFL ENVIRONMENTAL TLB L+300 04.0000 05/31/2025 | 0.06% |
| GNR 2014-H06 BI IO 01.4733 02/20/2064 | 0.06% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.06% |
| OPTN FN30 2.0 11/05/20 CALL 103.0625 JPMC | 0.06% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.06% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.06% |
| STACR 2018-HQA1 M2 02.4481 09/25/2030 | 0.06% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.06% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.06% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.06% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.06% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.06% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.06% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.06% |
| NETFLIX INC 04.8750 04/15/2028 | 0.06% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.06% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.06% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.06% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.06% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.06% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.06% |
| WIX LTD P/P 144A 00.0000 08/15/2025 | 0.06% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.06% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.06% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.06% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.06% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.06% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.06% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.06% |
| REFINITIV TLB L+325 03.3966 10/01/2025 | 0.06% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.06% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.06% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.06% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.06% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% |
| GNR 2013-182 SY IO 05.9438 12/20/2043 | 0.06% |
| NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.06% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.06% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.06% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.06% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.06% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.06% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% |
| FHS 326 S2 IO 05.7976 03/15/2044 | 0.06% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.06% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.06% |
| SUNCOR ENERGY INC 86723AKL5 DCP 10/20/2020 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.05% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.05% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.05% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.05% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.05% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.05% |
| FNR 2010-35 SG IO 06.2519 04/25/2040 | 0.05% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.05% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.05% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.05% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.05% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.05% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.05% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.05% |
| LOXAM SAS REGS 03.7500 07/15/2026 | 0.05% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.05% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.05% |
| STACR 2017-DNA3 B1 04.5981 03/25/2030 | 0.05% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.05% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.05% |
| CAS 2018-C02 2M2 02.3481 08/25/2030 | 0.05% |
| CAS 2018-C06 2B1 04.2481 03/25/2031 | 0.05% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.05% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.05% |
| CPURNSA R 1.2125 P 06/15/25 | 0.05% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.05% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.05% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.05% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.05% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.05% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.05% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.05% |
| AES CORP/THE 06.0000 05/15/2026 | 0.05% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.05% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.05% |
| CAS 2017-C07 1B1 04.1481 05/25/2030 | 0.05% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.05% |
| NATWEST GROUP PLC USD 08.0000 12/29/2049 | 0.05% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.05% |
| SWPTN 5WX10Y P 0.71827 USD 10/13/2020 JP | 0.05% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.05% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.05% |
| CAS 2017-C05 1B1 03.7481 01/25/2030 | 0.05% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.05% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.05% |
| GNR 2020-15 CS IO 05.8938 02/20/2050 | 0.05% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.05% |
| STACR 2019-DNA3 B2 08.2981 07/25/2049 | 0.05% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.05% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.05% |
| UKRPI P 3.34 R 03/15/28 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.05% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.05% |
| MPH ACQUISITION HLDG P/P 144A 07.1250 06/01/2024 | 0.05% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.05% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.05% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% |
| UKRPI P 3.4025 R 03/15/28 | 0.05% |
| VONAGE HLDGS CV 01.7500 06/01/2024 | 0.05% |
| CHS/COMMUNITY HEALTH P/P 144A 08.6250 01/15/2024 | 0.05% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.05% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.05% |
| GNR 2014-58 SA IO 05.9438 04/20/2044 | 0.05% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.05% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.05% |
| QVC INC 04.3750 09/01/2028 | 0.05% |
| SOTERA HEALTH TL L+450 05.5000 12/13/2026 | 0.05% |
| STACR 2020-DNA3 B1 05.2481 06/25/2050 | 0.05% |
| TALBOTS TLB L+700 07.2204 11/28/2022 | 0.05% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 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% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.05% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.05% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.04% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% |
| GARDA WORLD TLB L+475 06.6903 10/30/2026 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| L BRANDS INC. 06.8750 11/01/2035 | 0.04% |
| MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.04% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.04% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.04% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.04% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.04% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.04% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.04% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.04% |
| FHS 311 S1 IO 05.7976 08/15/2043 | 0.04% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.04% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.04% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.04% |
| WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.04% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.04% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.04% |
| CAS 2015-C01 2M2 04.6981 02/25/2025 | 0.04% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.04% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.04% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.04% |
| PLURALSIGHT CV 00.3750 03/01/2024 | 0.04% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.04% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| L BRANDS INC 07.5000 06/15/2029 | 0.04% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.04% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.04% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.04% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.04% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.04% |
| GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.04% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.04% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% |
| CAD/USD 10/21/2020 GSFX | 0.04% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.04% |
| DIVERSEY TL L+300 03.2606 09/06/2024 | 0.04% |
| FHR 5011 SA IO 06.0976 09/25/2050 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.04% |
| REALPAGE INC CV 01.5000 05/15/2025 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.04% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.04% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.04% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.04% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.04% |
| GNR 2010-20 SC IO 05.9938 02/20/2040 | 0.04% |
| GNR 2013-129 SN IO 05.9938 09/20/2043 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.04% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.04% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.04% |
| PROVINCIA DE BUENOS 33.5560 05/31/2022 | 0.04% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.04% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.04% |
| CAS 2017-C07 2B1 04.5981 05/25/2030 | 0.04% |
| CAS 2020-SBT1 1B1 06.8981 02/25/2040 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% |
| ISTAR INC 05.5000 02/15/2026 | 0.04% |
| ISTAR INC. 04.2500 08/01/2025 | 0.04% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.04% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.04% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% |
| SYNAPTICS INC CV 00.5000 06/15/2022 | 0.04% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.04% |
| TENNANT CO 05.6250 05/01/2025 | 0.04% |
| TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.04% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.04% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.04% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.04% |
| CAS 2016-C04 1B 10.3981 01/25/2029 | 0.04% |
| CAS 2020-R02 2B1 03.1481 01/25/2040 | 0.04% |
| CMLTI 2007-AMC3 A2B 00.3281 03/25/2037 | 0.04% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.04% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.04% |
| GNR 2013-99 VS IO 05.9479 07/16/2043 | 0.04% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.04% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.04% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.04% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.04% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.04% |
| USD/CNH PUT 6.75 20210301 GSFX | 0.04% |
| FHR 5004 SG IO 05.9476 08/25/2050 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| GNR 2019-78 SJ IO 05.8938 06/20/2049 | 0.04% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.04% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.04% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.04% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.04% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.04% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.04% |
| CAS 2017-C07 2M2 02.6481 05/25/2030 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.04% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.04% |
| OMIR 2017-1A M2 P/P 144A 04.1481 04/25/2027 | 0.04% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.04% |
| STACR 2019-HQA2 B2 11.3981 04/25/2049 | 0.04% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.03% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.03% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.03% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.03% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.03% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.03% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.03% |
| GNR 2019-99 KS IO 05.8938 08/20/2049 | 0.03% |
| L BRANDS INC 06.7500 07/01/2036 | 0.03% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.03% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.03% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.03% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.03% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.03% |
| EUR/USD 12/16/2020 SSBT | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.03% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.03% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.03% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.03% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.03% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.03% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| FNR 2012-36 SN IO 06.3019 04/25/2042 | 0.03% |
| STRU BMOC-8710 SA IO 05.9938 07/20/2050 | 0.03% |
| SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.03% |
| SWPTN 3MX10Y P 0.923 USD 12/22/2020 CI | 0.03% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.03% |
| UKRPI P 3.381 R 11/15/24 | 0.03% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.03% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.03% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.03% |
| CFMT 2019-HB1 M5 P/P 144A 06.0000 12/25/2029 | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.03% |
| EUR/USD CALL 1.20 20210323 HSBCB | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| FHR 4945 SL IO 05.8976 01/25/2050 | 0.03% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.03% |
| STACR 2019-FTR3 B2 04.9751 09/25/2047 | 0.03% |
| STMICROELECTRONICS NV REGS 00.2500 07/03/2024 | 0.03% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.03% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.03% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.03% |
| CAS 2015-C02 2M2 04.1481 05/25/2025 | 0.03% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.03% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.03% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.03% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.03% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.03% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.03% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.03% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.03% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.03% |
| UKRPI P 3.34 R 02/15/28 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.03% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.03% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.03% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.03% |
| REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.03% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.03% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.03% |
| UKRPI P 3.42 R 12/15/24 | 0.03% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.03% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| FNR 2019-57 KS IO 05.9019 10/25/2049 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.03% |
| GBP/USD 12/16/2020 CITI | 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% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.03% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| NZD/USD CALL 0.685 20210323 HSBCB | 0.03% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.03% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.03% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.03% |
| -0.189 R ISWP FWD EUR006M P 08/15/2029 | 0.03% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| APACHE CORP 05.1000 09/01/2040 | 0.03% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.03% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.03% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.03% |
| IHEARTMEDIA TLB L+300 04.6595 05/01/2026 | 0.03% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.03% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.03% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.03% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.03% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% |
| 0.439 R ISWP US0003M P 08/10/2025 | 0.03% |
| ASURION TLB7 L+300 03.1466 11/03/2024 | 0.03% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.03% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.03% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.03% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.03% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.03% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.03% |
| TOTAL SE REGS 00.5000 12/02/2022 | 0.03% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.03% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.03% |
| 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.02% |
| AUD/USD 10/21/2020 HSBCB | 0.02% |
| CAS 2018-C06 2M2 02.2481 03/25/2031 | 0.02% |
| CEMEX SAB DE CV P/P 144A 07.3750 06/05/2027 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.02% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.02% |
| FHR 4969 IO IO 03.0000 04/25/2050 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.02% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.02% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.02% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.02% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.02% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 3MX10Y P 0.6225 USD 10/15/2020 JP | 0.02% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% |
| CENTENE CORP 03.0000 10/15/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| ENVISION HEALTHCARE TL L+375 03.8966 10/10/2025 | 0.02% |
| FNR 2006-8 HP 24.0235 03/25/2036 | 0.02% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.02% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.02% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.02% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.02% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.02% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.02% |
| BMIR 2018-2A B1 P/P 144A 02.7981 08/25/2028 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.02% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.02% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% |
| EUR/USD CALL 1.23 20210215 BANKAM | 0.02% |
| EUR/USD CALL 1.23 20210215 UBS | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| FHR 4839 WS IO 05.9476 08/15/2056 | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.02% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.02% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.02% |
| STACR 2018-HQA2 B1 04.3981 10/25/2048 | 0.02% |
| THYELE TL B 1L USD L+425 04.4283 06/30/2027 | 0.02% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.02% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.02% |
| CWALT 2005-38 A3 00.4981 09/25/2035 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.02% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.02% |
| USD/MXN PUT 21.00 20201130 GSFX | 0.02% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 0.02% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.02% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.02% |
| GNR 2019-83 SY IO 05.9438 07/20/2049 | 0.02% |
| GNR 2019-96 SY IO 05.9438 08/20/2049 | 0.02% |
| MONGODB INC P/P 144A CV 00.2500 01/15/2026 | 0.02% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.02% |
| STACR 2018-HQA2 M2 02.4481 10/25/2048 | 0.02% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.02% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.02% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| FNR 2015-42 LS IO 06.0519 06/25/2045 | 0.02% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% |
| GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| MBX.FN30.450.10 R USL1M P 01/12/41 BC | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% |
| USD/KRW PUT 1130.00 20210322 HSBCB | 0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| FNR 2019-5 SA IO 05.9519 03/25/2049 | 0.02% |
| GNR 2012-H29 AI IO 01.4250 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.4250 10/20/2062 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% |
| SEK/USD 12/16/2020 BCAP-FX | 0.02% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.02% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.02% |
| CAS 2019-R04 2B1 05.3981 06/25/2039 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.02% |
| EMIR 2020-1 B1 02.9981 01/25/2030 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 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% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.02% |
| MESSER INDUST TLB L+250 02.7204 03/01/2026 | 0.02% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% |
| SPST 2019-11 A 00.9011 10/24/2020 | 0.02% |
| STACR 2019-HQA1 B2 12.3981 02/25/2049 | 0.02% |
| APACHE CORP 04.3750 10/15/2028 | 0.02% |
| CAS 2016-C03 2M2 06.0481 10/25/2028 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.02% |
| EUR/USD 12/16/2020 BCAP-FX | 0.02% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.02% |
| EUR/USD CALL 1.23 20210301 MSCIL | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.02% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.02% |
| MCAS 2020-01 M10 P/P 144A 03.8981 03/25/2050 | 0.02% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.02% |
| SEA LTD P/P 144A 02.3750 12/01/2025 | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| SPST 2020-2 A 00.9748 03/26/2021 | 0.02% |
| SWPTN 11MX10Y R 2.7725 USD 02/26/2021 MS | 0.02% |
| SWPTN 2MX5Y P 0.359 USD 10/13/2020 BC | 0.02% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| 0.62 R ISWP US0003M P 05/19/2030 | 0.02% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.02% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.02% |
| CAS 2016-C05 2B 10.8981 01/25/2029 | 0.02% |
| CAS 2019-R01 2M2 02.5981 07/25/2031 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% |
| LIBERTY BROAD P/P 144A CV 02.7500 09/30/2050 | 0.02% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| UKRPI P 3.3875 R 03/15/28 | 0.02% |
| USD/MXN PUT 20.75 20210322 MSCIL | 0.02% |
| 0.76125 R ISWP NFIX3MID P 06/05/2030 | 0.02% |
| AUD/USD 10/21/2020 WPAC | 0.02% |
| CAS 2015-C02 1M2 04.1481 05/25/2025 | 0.02% |
| CAS 2018-C03 1B1 03.8981 10/25/2030 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| EUR/NOK PUT 10.45 20210323 CSI-FX | 0.02% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.02% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.02% |
| NOK/USD 12/16/2020 GSFX | 0.02% |
| NZD/USD 10/21/2020 SSBT | 0.02% |
| NZD/USD 10/21/2020 UBS | 0.02% |
| RAG-STIFTUNG REGS 00.0000 02/18/2021 | 0.02% |
| STACR 2014-HQ3 M3 04.8981 10/25/2024 | 0.02% |
| STACR 2018-DNA2 M2 02.2981 12/25/2030 | 0.02% |
| STACR 2020-DNA4 B2 10.1580 08/25/2050 | 0.02% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.02% |
| TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 | 0.02% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.02% |
| 0.32 R ISWP GBL6M P 07/16/2030 | 0.01% |
| 0.50 R ISWP FWD US0003M P 06/15/2025 | 0.01% |
| 0.65 R ISWP US0003M P 05/26/2030 | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.01% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.01% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.01% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| ROBERTSHAW US HOLDING L+325 04.2478 02/28/2025 | 0.01% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.321 R ISWP GBL6M P 07/16/2030 | 0.01% |
| 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.01% |
| 0.429 R ISWP FWD US0003M P 08/10/2025 | 0.01% |
| AUD/USD 10/21/2020 TDBK | 0.01% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.01% |
| CAS 2015-C03 2M2 05.1481 07/25/2025 | 0.01% |
| CAS 2018-C05 1B1 04.3981 01/25/2031 | 0.01% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| FNR 2019-43 JS IO 05.9019 08/25/2049 | 0.01% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| MBX.FN30.550.08 R USL1M P 01/12/39 GS | 0.01% |
| PINDUODUO INC P/P USD 00.0000 10/01/2024 | 0.01% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.01% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% |
| 0.405 R ISWP AUDBB6M P 07/08/2025 | 0.01% |
| CAS 2018-C04 2B1 04.6481 12/25/2030 | 0.01% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FNR 2019-73 SC IO 05.9019 12/25/2049 | 0.01% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.01% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.01% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.01% |
| SEK/USD 12/16/2020 CITI | 0.01% |
| SEK/USD 12/16/2020 SSBT | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| STACR 2017-HQA1 M2 03.6981 08/25/2029 | 0.01% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.01% |
| USD/SGD PUT 1.345 20210323 HSBCB | 0.01% |
| 0.85 R ISWP FWD AUDBB6M P 12/16/2030 | 0.01% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.01% |
| BSCMS 2007-T26 AJ 05.5414 01/12/2045 | 0.01% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.01% |
| EUR/SEK PUT 10.25 20210323 CSI-FX | 0.01% |
| EUR/USD 12/16/2020 GSFX | 0.01% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% |
| JPMCC 2013-LC11 D 04.3061 04/15/2046 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.01% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| OMIR 2019-1A B1B 04.4981 07/25/2029 | 0.01% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.01% |
| TERRIER MEDIA TLB L+425 04.4345 12/17/2026 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| XERO INVESTMENTS LTD REGS 02.3750 10/04/2023 | 0.01% |
| APACHE CORP 04.6250 11/15/2025 | 0.01% |
| AUD/USD 10/21/2020 BANKAM | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| EUR/USD 12/16/2020 TDBK | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FHR 4937 MS IO 05.8976 12/25/2049 | 0.01% |
| GNR 2010-68 SD IO 06.4238 06/20/2040 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.01% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.01% |
| INTELSAT S.A. TLB3 L+475 08.0000 11/27/2023 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| LVMH MOET HENNESSY VUITT CV PFD | 0.01% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.01% |
| STMICROELECTRONICS N.V. REGS 00.0000 07/03/2022 | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% |
| 0.06 R ISWP SES3M P 03/03/2022 | 0.01% |
| CAS 2017-C04 2M2 02.9981 11/25/2029 | 0.01% |
| CAS 2018-C06 1B1 03.8981 03/25/2031 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| EUR/USD 12/16/2020 RBSF | 0.01% |
| FHR 3408 EK 25.1799 04/15/2037 | 0.01% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.01% |
| FNR 2013-18 SB IO 06.0019 10/25/2041 | 0.01% |
| FNR 2019-38 SC IO 05.9019 07/25/2049 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MSBAM 2013-C11 D P/P 144A 04.4975 08/15/2046 | 0.01% |
| NOK/USD 12/16/2020 UBS | 0.01% |
| OMIR 2019-1A B1A 03.6481 07/25/2029 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.01% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% |
| AUD/USD 10/21/2020 SSBT | 0.01% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.01% |
| CAD/USD 10/21/2020 UBS | 0.01% |
| CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.01% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.01% |
| GBP/USD 12/16/2020 MSCIL | 0.01% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.01% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NOK/USD 12/16/2020 JPMCB | 0.01% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.01% |
| SEK/USD 12/16/2020 RBSF | 0.01% |
| STACR 2020-DNA3 B2 09.4981 06/25/2050 | 0.01% |
| STATE OF QATAR P/P 144A 04.4000 04/16/2050 | 0.01% |
| SWPTN 1MX10Y R 0.635 USD 10/28/2020 CI | 0.01% |
| TALEND SA P/P 144A CV 01.7500 09/01/2024 | 0.01% |
| TESLA INC CV 02.0000 05/15/2024 | 0.01% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| VODAFONE GROUP PLC REGS 00.0000 11/26/2020 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| CAS 2020-SBT1 1M2 03.7981 02/25/2040 | 0.01% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| COMM 2014-CR16 C 05.0916 04/10/2047 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| EUR/USD 12/16/2020 BANKAM | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| GBP/USD 12/16/2020 HSBCB | 0.01% |
| GBP/USD 12/16/2020 UBS | 0.01% |
| GNR 2016-77 SL IO 05.9938 03/20/2043 | 0.01% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IQIYI INC P/P USD 02.0000 04/01/2025 | 0.01% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MSBAM 2015-C23 D P/P 144A 04.2886 07/15/2050 | 0.01% |
| OPTN FN30 3.0 11/05/20 CALL 104.703125 JPMC | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| STACR 2015-HQ1 M3 03.9481 03/25/2025 | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.01% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.01% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | 0.01% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.01% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| COMM 2014-CR17 E P/P 144A 05.0087 05/10/2047 | 0.01% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.01% |
| DBUBS 2011-LC2A D P/P 144A 05.6704 07/10/2044 | 0.01% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.01% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 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% |
| JPMBB 2013-C12 C 04.2362 07/15/2045 | 0.01% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.01% |
| MSRR 2010-R4 4B 03.5462 02/26/2037 | 0.01% |
| NEXITY SA CV PFD | 0.01% |
| NZD/USD 10/21/2020 BCAP-FX | 0.01% |
| OPTN FN30 2.5 10/07/20 CALL 104.984375 JPMC | 0.01% |
| RMIR 2020-2 B1 07.7461 10/25/2030 | 0.01% |
| STACR 2019-DNA1 M2 02.7981 01/25/2049 | 0.01% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.01% |
| WAMU 2005-AR10 1A3 03.0172 09/25/2035 | 0.01% |
| WAMU 2005-AR13 A1C3 00.6381 10/25/2045 | 0.01% |
| 0.338 R ISWP US0003M P 07/01/2025 | 0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.00% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.00% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CAS 2015-C01 1M2 04.4481 02/25/2025 | 0.00% |
| CPURNSA R 1.922 P 09/24/40 | 0.00% |
| DELIVERY HERO AG REGS 00.2500 01/23/2024 | 0.00% |
| EUR/USD 12/16/2020 WPAC | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.00% |
| FNR 2018-86 DS IO 05.9519 12/25/2048 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| MTU AERO ENGINES AG REGS 00.1250 05/17/2023 | 0.00% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.00% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.00% |
| AUD/USD 03/15/2021 UBS | 0.00% |
| AUD/USD 10/21/2020 RBSF | 0.00% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| EUR/USD 12/16/2020 CSI-FX | 0.00% |
| FNR 2005-83 QP 17.0089 11/25/2034 | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.00% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 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% |
| MRAFT 2020-4 A1 01.5055 04/23/2023 | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.2180 07/15/2046 | 0.00% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| OWENS CORNING 04.2000 12/01/2024 | 0.00% |
| REYNOLDS GROUP TL L+300 04.4628 02/05/2023 | 0.00% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.00% |
| STACR 2018-DNA1 B1 03.2981 07/25/2030 | 0.00% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.00% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.00% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.00% |
| BALTA 2005-8 21A1 02.9885 10/25/2035 | 0.00% |
| BERRY PLASTICS TLY L+200 03.8985 07/01/2026 | 0.00% |
| CAD/USD 10/21/2020 RBSF | 0.00% |
| CHC GRP LLC P/P CV 00.0000 10/01/2021 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| EQUINIX INC 05.3750 05/15/2027 | 0.00% |
| FSPC T-57 1AX IO 00.3812 07/25/2043 | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| HCA INC 05.2500 06/15/2026 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.00% |
| NZD/USD 10/21/2020 BANKAM | 0.00% |
| NZD/USD 10/21/2020 RBSF | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.00% |
| SCIENTIFIC GAMES TLB5 L+275 03.4712 08/14/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STACR 2019-DNA2 M2 02.5981 03/25/2049 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.00% |
| -0.30 R ISWP FWD CHL6M P 12/16/2030 | 0.00% |
| 0.60 R ISWP FWD NFIX3MID P 12/16/2030 | 0.00% |
| 0.95 R ISWP FWD NOKOIB6M P 12/16/2030 | 0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| 8X8 INC CV 00.5000 02/01/2024 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% |
| ARBY'S TLB L+275 04.4095 02/05/2025 | 0.00% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| CAS 2016-C05 2M2 04.5981 01/25/2029 | 0.00% |
| CAS 2018-C01 1M2 02.3981 07/25/2030 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CENTENE CORP 04.7500 05/15/2022 | 0.00% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| DIAMOND SPORTS TLB L+325 03.4000 08/24/2026 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EUR/USD CALL 1.21 20201028 BANKAM | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3011 06/25/2042 | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| MXN/USD 10/21/2020 BANKAM | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| QORVO INC 05.5000 07/15/2026 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STEARNS HLDG LLC CLASS B WTS | 0.00% |
| SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAD/USD 10/21/2020 MSCIL | 0.00% |
| CHF/USD 12/16/2020 UBS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EUR/USD 12/16/2020 CITI | 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% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| JPY/USD 11/18/2020 HSBCB | 0.00% |
| JPY/USD 11/18/2020 RBSF | 0.00% |
| JPY/USD 11/18/2020 UBS | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MXN/USD 10/21/2020 UBS | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| NOK/USD 12/16/2020 HSBCB | 0.00% |
| NZD/USD 10/21/2020 MSCIL | 0.00% |
| NZD/USD 10/21/2020 TDBK | 0.00% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.00% |
| STACR 2019-HQA1 M2 02.4981 02/25/2049 | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | 0.00% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.00% |
| -0.151 R ISWP FWD SONIA P 12/16/2022 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/16/2025 | 0.00% |
| 0.001 R ISWP FWD SONIA P 12/16/2025 | 0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% |
| 0.30 R ISWP FWD SES3M P 12/16/2030 | 0.00% |
| 0.70 R ISWP US0003M P 09/11/2030 | 0.00% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| AUD/USD 10/21/2020 CITI | 0.00% |
| AUD/USD 10/21/2020 CSI-FX | 0.00% |
| CAD/USD 10/21/2020 BCAP-FX | 0.00% |
| CHF/USD 12/16/2020 HSBCB | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| CSMC 2006-C5 AX IO 01.0922 12/15/2039 | 0.00% |
| CZK/USD 12/16/2020 GSFX | 0.00% |
| EUR/USD 12/16/2020 HSBCB | 0.00% |
| EUR/USD CALL 1.24 20201028 BANKAM | 0.00% |
| EUR/USD CALL 1.24 20201028 MSCIL | 0.00% |
| FHR 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 00.3869 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 12/16/2020 BANKAM | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 11/18/2020 BANKAM | 0.00% |
| HKD/USD 11/18/2020 GSFX | 0.00% |
| HKD/USD 11/18/2020 HSBCB | 0.00% |
| HKD/USD 11/18/2020 SSBT | 0.00% |
| HKD/USD 11/18/2020 UBS | 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% |
| JPY/USD 11/18/2020 BANKAM | 0.00% |
| JPY/USD 11/18/2020 CITI | 0.00% |
| JPY/USD 11/18/2020 GSFX | 0.00% |
| JPY/USD 11/18/2020 SSBT | 0.00% |
| JPY/USD 11/18/2020 TDBK | 0.00% |
| JPY/USD 11/18/2020 WPAC | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NZD/USD 10/21/2020 CSI-FX | 0.00% |
| NZD/USD 10/21/2020 JPMCB | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OPTN FN30 3.0 10/07/20 CALL 105.5625 JPMC | 0.00% |
| SEK/USD 12/16/2020 HSBCB | 0.00% |
| SEK/USD 12/16/2020 JPMCB | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | -0.00% |
| 0.6915 R ISWP US0003M P 09/30/2030 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | -0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | -0.00% |
| CHF/USD 12/16/2020 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 12/16/2020 MSCIL | -0.00% |
| GBP/USD 12/16/2020 JPMCB | -0.00% |
| JPY/USD 11/18/2020 BCAP-FX | -0.00% |
| NZD/USD 10/21/2020 WPAC | -0.00% |
| SEK/USD 12/16/2020 BANKAM | -0.00% |
| SEK/USD 12/16/2020 TDBK | -0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | -0.00% |
| 0.20 R ISWP FWD SONIA P 12/16/2030 | -0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | -0.00% |
| 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | -0.00% |
| 0.655 R ISWP NOKOIB6M P 07/10/2025 | -0.00% |
| 0.655 R ISWP NOKOIB6M P 07/13/2025 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.05 R ISWP FWD CDOR03 P 12/16/2030 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% |
| 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 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/USD CALL 1.21 20201028 MSCIL | -0.00% |
| SWPTN 3MX10Y P 0.8225 USD 10/15/2020 JP | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.00% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/SEK PUT 9.90 20210323 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 UBS | -0.00% |
| JPY/USD 11/18/2020 JPMCB | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NZD/USD 10/21/2020 HSBCB | -0.00% |
| OPTN FN30 2.0 10/07/20 PUT 102.625 JPMC | -0.00% |
| SEK/USD 12/16/2020 MSCIL | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 1.00 R ISWP FWD US0003M P 09/30/2040 | -0.00% |
| AUD/USD 10/21/2020 MSCIL | -0.00% |
| CHF/USD 12/16/2020 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| OPTN FN30 3.0 11/05/20 PUT 104.703125 JPMC | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.00% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.00% |
| USD/SGD PUT 1.31 20210323 HSBCB | -0.00% |
| CHF/USD 12/16/2020 GSFX | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | -0.00% |
| NOK/USD 12/16/2020 MSCIL | -0.00% |
| NZD/USD 10/21/2020 CITI | -0.00% |
| NZD/USD 10/21/2020 GSFX | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 11MX10Y P 2.7725 USD 02/26/2021 MS | -0.00% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.00% |
| SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | -0.00% |
| USD/MXN PUT 20.00 20201130 GSFX | -0.00% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | -0.01% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | -0.01% |
| 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.01% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.01% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| EUR/USD CALL 1.26 20210127 BANKAM | -0.01% |
| SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | -0.01% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% |
| USD/KRW PUT 1085.00 20210322 HSBCB | -0.01% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.01% |
| 0.739 R ISWP US0003M P 09/30/2030 | -0.01% |
| AUD/USD 10/21/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD CALL 1.27 20210301 MSCIL | -0.01% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.01% |
| SWPTN 1MX5Y P 0.344 USD 10/08/2020 GS | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.01% |
| USD/MXN PUT 19.75 20210322 MSCIL | -0.01% |
| 0.6925 R ISWP NOKOIB6M P 06/29/2025 | -0.01% |
| 1.20 R ISWP FWD US0003M P 06/15/2050 | -0.01% |
| GBP/USD 12/16/2020 BCAP-FX | -0.01% |
| GBP/USD 12/16/2020 GSFX | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| NOK/USD 12/16/2020 SSBT | -0.01% |
| NZD/USD CALL 0.725 20210323 HSBCB | -0.01% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.01% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.01% |
| CAD/USD 10/21/2020 HSBCB | -0.01% |
| CHF/USD 12/16/2020 TDBK | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| CZK/USD 12/16/2020 BANKAM | -0.01% |
| EUR/USD CALL 1.27 20210215 BANKAM | -0.01% |
| EUR/USD CALL 1.27 20210215 UBS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 1MX10Y R 0.705 USD 10/28/2020 CI | -0.01% |
| SWPTN 1MX5Y R 0.344 USD 10/08/2020 GS | -0.01% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 3MX10Y P 0.7225 USD 10/15/2020 JP | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.01% |
| CHF/USD 12/16/2020 JPMCB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CPURNSA R 1.703 P 11/29/24 | -0.01% |
| GBP/USD PUT 1.20 20201218 BANKAM | -0.01% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | -0.01% |
| -0.15 R ISWP FWD EUR006M P 12/16/2030 | -0.01% |
| AUD/USD 10/21/2020 GSFX | -0.01% |
| CAD/USD 10/21/2020 CSI-FX | -0.01% |
| CAD/USD 10/21/2020 WPAC | -0.01% |
| CLP/USD 10/21/2020 CITI | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| EUR/USD CALL 1.25 20210323 HSBCB | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| CHF/USD 12/16/2020 SSBT | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 12/16/2020 RBSF | -0.01% |
| OPTN FN30 2.5 10/07/20 PUT 104.984375 JPMC | -0.01% |
| OPTN FN30 3.0 10/07/20 PUT 105.5625 JPMC | -0.01% |
| SEK/USD 12/16/2020 UBS | -0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% |
| 0.36 R ISWP NFIX3MID P 06/05/2025 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% |
| USD/CNH PUT 6.60 20210301 GSFX | -0.01% |
| CAD/USD 10/21/2020 CITI | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.02% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.02% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA R 1.7625 P 12/10/24 | -0.02% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.02% |
| CAD/USD 10/21/2020 BANKAM | -0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 1MX30Y P 1.241 USD 10/21/2020 CI | -0.02% |
| 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.02% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| CAD/USD 10/21/2020 JPMCB | -0.02% |
| CAD/USD 10/21/2020 TDBK | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA R 1.71 P 11/21/24 | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| SEK/USD 12/16/2020 GSFX | -0.02% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.02% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| SWPTN 3MX10Y R 0.523 USD 12/22/2020 CI | -0.02% |
| 0.436 R ISWP GBL6M P 07/16/2050 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% |
| MBX.FN30.450.09 P USL1M R 01/12/40 GS | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| AUD/USD 10/21/2020 UBS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.03% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 0.423 R ISWP GBL6M P 07/16/2050 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| CPURNSA P 1.6875 R 06/15/50 | -0.03% |
| SWPTN 2MX5Y R 0.359 USD 10/13/2020 BC | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.04% |
| OPTN FN30 2.0 11/05/20 PUT 103.0625 JPMC | -0.04% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| EUR/USD 12/16/2020 JPMCB | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.04% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.05% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.06% |
| SWPTN 5WX10Y R 0.71827 USD 10/13/2020 JP | -0.06% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| 0.385 R ISWP US0003M P 05/21/2025 | -0.06% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.06% |
| 1.08 R ISWP FWD US0003M P 12/16/2050 | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -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 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| CPTFEMU R 1.4 P 07/15/27 | -0.07% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.07% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.07% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| OPTN FN30 2.5 11/05/20 PUT 104.703125 JPMC | -0.07% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.07% |
| CAD/USD 10/21/2020 SSBT | -0.07% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.07% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.08% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.08% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.08% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.08% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.08% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.08% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.09% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.09% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.09% |
| SWPTN 3MX10Y R 0.7075 USD 12/18/2020 JP | -0.10% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.10% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.10% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.10% |
| GNMA GII30 TBA 03.5000 10/01/2050 | -0.10% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.10% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.11% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.11% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.11% |
| CPURNSA P 1.345 R 04/30/30 | -0.11% |
| CPURNSA P 1.3475 R 05/01/30 | -0.11% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.13% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.13% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.13% |
| CPTFEMU P 1.13 R 05/15/50 | -0.13% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.13% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.13% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.13% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.13% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.13% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.14% |
| SWPTN 3MX10Y R 0.692 USD 12/21/2020 JP | -0.14% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.14% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.14% |
| 0.794 R ISWP US0003M P 08/03/2050 | -0.14% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.14% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.14% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.15% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.15% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.16% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.16% |
| CPURNSA P 1.6625 R 07/10/30 | -0.16% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.16% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.16% |
| CPURNSA P 0.95 R 03/18/30 | -0.16% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.16% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.17% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.18% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.18% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.18% |
| CPTFEMU P 0.935 R 05/15/40 | -0.19% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.19% |
| CPTFEMU P 0.93 R 05/15/40 | -0.19% |
| CPURNSA P 1.586 R 06/30/30 | -0.19% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.20% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.21% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.21% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.21% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.21% |
| UKRPI R 3.4425 P 07/15/49 | -0.21% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.21% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.23% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.28% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.30% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.30% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.31% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.32% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.36% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.42% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.45% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.48% |
| CPURNSA P 1.165 R 03/11/30 | -0.49% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.49% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.58% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.59% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.63% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.89% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -2.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -2.14% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2050 | -2.63% |
| EURO-BUND FUTURE DEC20 RXZ0 | -3.55% |
| US 5YR NOTE (CBT) DEC20 FVZ0 | -5.01% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | -138.62% |
Fixed income statistics as of 12/31/20
| Average effective maturity | 4.50 yrs. |
|---|---|
| Average effective duration | 1.37 yrs. |
| Average yield to maturity | 8.29% |
| Average coupon | 5.68% |
Sector weightings as of 12/31/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 0.01% | 0.00 | 45.22% | 1.46 | 45.23% | 1.46 |
| Commercial MBS | 5.58% | 0.10 | 15.45% | 0.08 | 21.03% | 0.18 |
| Agency CMO | 19.00% | 0.59 | 0.27% | 0.01 | 19.27% | 0.60 |
| Emerging-market bonds | 15.32% | 1.00 | 0.00% | 0.00 | 15.32% | 1.00 |
| High-yield corporate bonds | 13.45% | 0.41 | 0.00% | 0.00 | 13.45% | 0.41 |
| Residential MBS (non-agency) | 11.44% | 0.52 | 0.00% | 0.00 | 11.44% | 0.52 |
| Convertible securities | 8.77% | 0.11 | 0.00% | 0.00 | 8.77% | 0.11 |
| Investment-grade corporate bonds | 2.67% | 0.16 | 0.00% | 0.00 | 2.67% | 0.16 |
| Bank loans | 2.17% | 0.09 | 0.00% | 0.00 | 2.17% | 0.09 |
| Asset-backed securities (ABS) | 0.93% | 0.02 | 0.00% | 0.00 | 0.93% | 0.02 |
| International Treasury/agency | 0.05% | 0.00 | 0.00% | 0.00 | 0.05% | 0.00 |
| Equity investments | 0.00% | 0.00 | 0.00% | 0.00 | 0.00% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -1.33 | 0.00% | -1.33 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -1.54 | 0.00% | -1.54 |
| Net cash | 20.60% | 0.00 | 0.00% | 0.00 | 20.60% | 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 12/31/20
| 0 - 1 yr. | -15.93% |
|---|---|
| 1 - 5 yrs. | 83.71% |
| 5 - 10 yrs. | 24.49% |
| 10 - 15 yrs. | 3.90% |
| Over 15 yrs. | 3.83% |
Quality rating as of 12/31/20
| AAA | 71.62% |
|---|---|
| AA | 1.16% |
| A | 6.28% |
| BBB | 9.23% |
| BB | 17.36% |
| B | 11.75% |
| CCC and Below | 7.53% |
| Not Rated | -24.93% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. International investing involves currency, economic, and political risks. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country allocation as of 12/31/20
| United States | 82.73% |
|---|---|
| Ivory Coast | 1.85% |
| Indonesia | 1.78% |
| Dominican Republic | 1.66% |
| Senegal | 1.66% |
| Mexico | 1.40% |
| Egypt | 1.31% |
| Argentina | 1.28% |
| Canada | 0.89% |
| Other | 5.44% |
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 BofA 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