Active Income
Diversified Income Trust (Class Y) (PDVYX)
Offering a diversified portfolio of income opportunities since 1988
Highlights
Objective
The fund seeks as high a level of current income as Putnam management believes is consistent with preservation of capital.
Strategy and process
- Broad diversification: The fund seeks multiple sources of return outside the constraints of its benchmark, investing across traditional and alternative bond markets.
- Flexible risk allocations: The fund takes a unique approach to asset allocation, dynamically establishing diversified risk exposures rather than sector exposures.
- Active duration management: As the fund's duration is independent of any index, the fund employs strategies that seek to reduce interest-rate risk.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$6.93
-0.29% | $-0.02 |
$7.06
01/13/20 |
$6.76
03/28/19 |
Fund facts as of 01/31/20
Total net assets
$4,510.19M
$4,510.19M
Turnover (fiscal year end)
701%
701%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1878
1878
Fiscal year-end
September
September
CUSIP / Fund code
746704501 / 1822
746704501 / 1822
Inception date
07/01/96
07/01/96
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PDVYX
PDVYX
Management team
Chief Investment Officer, Fixed Income
Portfolio Manager
Portfolio Manager
Portfolio Manager
Portfolio Manager
Co-Head of Fixed Income
Co-Head of Fixed Income
Manager commentary | Q4 2019
Dollar strength may continue
Bill Kohli, Chief Investment Officer, Fixed Income, describes global issues with impact on the dollar.
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (A share) (PDF) |
| Fact Sheet (Y share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Quarterly commentary (PDF) |
| Why securitized products can enhance fixed income diversification (PDF) |
China's economy braces for fallout from coronavirus
There will be some temporary disruption to economic activity in China and elsewhere from the coronavirus outbreak.How the Japan election may influence global interest rates
The Japan election could have consequences for the future leadership of the Bank of Japan and the country's impact on global interest rate trends.Performance
Consistency of positive performance over five years
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
16.24%
Best 5-year annualized return
(for period ending 12/31/13)
-4.32%
Worst 5-year annualized return
(for period ending 12/31/08)
6.06%
Average 5-year annualized return
Total return (%) as of 12/31/19
Annual performance as of 12/31/19
Annualized Total return (%) as of 12/31/19
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 12.51% | 5.92% | 4.04% | 5.16% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 2.35% | 1.68% | 1.10% | 0.61% |
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 AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, 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 01/31/20 | -0.23% | - | |
| YTD as of 02/27/20 | -0.60% | - | |
Yield
| Distribution rate before sales charge as of 02/27/20 |
4.14% |
|---|---|
| Distribution rate after sales charge as of 02/27/20 |
4.14% |
| 30-day SEC yield as of 01/31/20 | 3.77% |
Volatility as of 01/31/20
| Standard deviation (3 yrs.) | 3.17% |
|---|
Lipper rankings as of 01/31/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 23/124 | 19% |
| 3 yrs. | 11/117 | 10% |
| 5 yrs. | 13/88 | 15% |
| 10 yrs. | 3/26 | 12% |
Morningstar Ratings™ as of 01/31/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 283 | |
| 3 yrs. | 283 | |
| 5 yrs. | 238 | |
| 10 yrs. | 78 |
Distributions
| Record/Ex dividend date | 02/18/20 |
|---|---|
| Payable date | 02/20/20 |
| Income | $0.024 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Fnma Fn30 Tba Umbs 03.0000 02/01/2050 | 11.36% |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 03/01/2050 | 10.57% |
| Fnma Fn30 Tba Umbs 04.0000 02/01/2050 | 8.50% |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | 7.18% |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2050 | 2.19% |
| Gnma Gii30 Tba 04.0000 02/01/2050 | 1.24% |
| Republic Of Senegal Regs 06.7500 03/13/2048 | 0.72% |
| Gnma Gii30 Tba 04.5000 02/01/2050 | 0.58% |
| Petrobras Global Finance Usd 06.1250 01/17/2022 | 0.57% |
| Fnma Fn30 Tba Umbs 05.5000 02/01/2050 | 0.55% |
| Top 10 holdings, percent of portfolio | 43.46% |
| Top 10 holdings as of 01/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 02/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 02/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2050 | |
| Gnma Gii30 Tba 04.0000 02/01/2050 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Gnma Gii30 Tba 04.5000 02/01/2050 | |
| Petrobras Global Finance Usd 06.1250 01/17/2022 | |
| Fnma Fn30 Tba Umbs 05.5000 02/01/2050 | |
| Holdings represent 43.46% of portfolio | |
| Top 10 holdings as of 12/31/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2050 | |
| Gnma Gii30 Tba 04.0000 01/01/2050 | |
| Gnma Gii30 Tba 04.5000 01/01/2050 | |
| Petrobras Global Finance Usd 06.1250 01/17/2022 | |
| Fnma Fn30 Tba Umbs 05.5000 01/01/2050 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Holdings represent 43.30% of portfolio | |
| Top 10 holdings as of 11/30/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 12/01/2049 | |
| Fnma Fn30 Tba Umbs 02.5000 12/01/2049 | |
| Gnma Gii30 Tba 04.0000 01/01/2050 | |
| Gnma Gii30 Tba 04.5000 12/01/2049 | |
| Petrobras Global Finance Usd 06.1250 01/17/2022 | |
| Fnma Fn30 Tba Umbs 05.5000 12/01/2049 | |
| Cas 2015-C04 1m2 07.4080 04/25/2028 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Holdings represent 44.54% of portfolio | |
| Top 10 holdings as of 10/31/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 12/01/2049 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 11/01/2049 | |
| Fnma Fn30 Tba Umbs 02.5000 11/01/2049 | |
| Gnma Gii30 Tba 04.0000 11/01/2049 | |
| Gnma Gii30 Tba 04.5000 11/01/2049 | |
| Petrobras Global Finance Usd 06.1250 01/17/2022 | |
| Fnma Fn30 Tba Umbs 05.5000 11/01/2049 | |
| Cas 2015-C04 1m2 07.5228 04/25/2028 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Holdings represent 44.47% of portfolio | |
| FNMA FN30 TBA UMBS 03.0000 02/01/2050 | 18.55% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 02/01/2050 | 10.58% |
| FNMA FN30 TBA UMBS 04.0000 02/01/2050 | 8.50% |
| US 2YR NOTE (CBT) MAR20 TUH0 | 3.06% |
| FNMA FN30 TBA UMBS 02.5000 02/01/2050 | 2.19% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.34% |
| GNMA GII30 TBA 04.0000 02/01/2050 | 1.24% |
| TREASURY BILL 00.0000 04/02/2020 | 1.07% |
| REPO TRIPA MORTG 1.59 02/03/2020 | 0.80% |
| TREASURY BILL 00.0000 03/12/2020 | 0.80% |
| TREASURY BILL 00.0000 06/11/2020 | 0.79% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.70% |
| 1.70 R ISWP FWD US0003M P 03/18/2027 | 0.67% |
| GNMA GII30 TBA 04.5000 02/01/2050 | 0.58% |
| US ULTRA BOND CBT MAR20 WNH0 | 0.57% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.57% |
| FNMA FN30 TBA UMBS 05.5000 02/01/2050 | 0.55% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.53% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.53% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.53% |
| CAS 2015-C04 1M2 07.3609 04/25/2028 | 0.51% |
| CAS 2017-C02 2B1 07.1609 09/25/2029 | 0.48% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.46% |
| CAS 2016-C02 1B 13.9109 09/25/2028 | 0.45% |
| SPST 2019-3 A 02.3594 06/24/2020 | 0.45% |
| SPST 2019-7 A 02.3594 09/24/2020 | 0.45% |
| THUNDER BAY FUNDING LLC 88602TCJ0 DCP 03/18/2020 | 0.44% |
| WFRBS 2012-C10 D P/P 144A 04.5773 12/15/2045 | 0.42% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.41% |
| WFRBS 2013-C15 D P/P 144A 04.6433 08/15/2046 | 0.40% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.39% |
| OMIR 2018-1A M2 04.5109 07/25/2028 | 0.39% |
| AMERICAN EXPRESS CREDIT CORP 02581RD34 DCP 04/03/2020 | 0.38% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.38% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.37% |
| REPUBLIC OF ANGOLA P/P 144A 08.0000 11/26/2029 | 0.36% |
| TREASURY BILL 00.0000 05/21/2020 | 0.36% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.36% |
| ENCANA CORP 29250AB69 DCP 02/06/2020 | 0.36% |
| CENTERPOINT ENERGY INC 1518T2BS2 DCP 02/26/2020 | 0.35% |
| CWALT 2005-59 1A1 01.9844 11/20/2035 | 0.35% |
| EVERSOURCE ENERGY 30040XBJ4 DCP 02/18/2020 | 0.35% |
| GNR 2019-96 SY IO 04.4423 08/20/2049 | 0.35% |
| FNR 2017-32 SA IO 04.4891 05/25/2047 | 0.34% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.34% |
| FHR 4839 WS IO 04.4238 08/15/2056 | 0.34% |
| GOTHAM FUNDING CORP 38346LCA2 DCP 03/10/2020 | 0.33% |
| GOTHAM FUNDING CORP 38346LCB0 DCP 03/11/2020 | 0.33% |
| SCHLUMBERGER INVESTMENT SA 80686BCC0 DCP 03/12/2020 | 0.33% |
| VICTORY RECEIVABLES CORP 92646KBQ4 DCP 02/24/2020 | 0.33% |
| VICTORY RECEIVABLES CORP 92646KCA8 DCP 03/10/2020 | 0.33% |
| ENGIE SA 29287ADF4 DCP 04/15/2020 | 0.33% |
| MATCHPOINT FINANCE PLC 57666AEF5 DCP 05/15/2020 | 0.33% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.33% |
| GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047 | 0.33% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.32% |
| HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 | 0.32% |
| CFCRE 2011-C2 E P/P 144A 05.9327 12/15/2047 | 0.31% |
| ERP OPERATING LP 26885TC41 DCP 03/04/2020 | 0.31% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.31% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.30% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.30% |
| STACR 2015-DNA2 B 09.2109 12/25/2027 | 0.30% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.30% |
| STACR 2015-DNA3 B 11.0109 04/25/2028 | 0.30% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.29% |
| GNR 2018-H03 XI IO 02.0604 02/20/2068 | 0.29% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.28% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.28% |
| FNR 2016-82 SG IO 04.4391 11/25/2046 | 0.28% |
| WFCM 2013-LC12 D P/P 144A 04.4195 07/15/2046 | 0.28% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.28% |
| HVMLT 2005-2 1A 02.1744 05/19/2035 | 0.28% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.28% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.28% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.27% |
| GNR 2016-H23 NI IO 02.4688 10/20/2066 | 0.26% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.26% |
| CAS 2015-C03 1M2 06.6609 07/25/2025 | 0.26% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.26% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.25% |
| FNR 2019-73 SC IO 04.3891 12/25/2049 | 0.25% |
| CWALT 2006-OA10 4A1 01.8509 08/25/2046 | 0.25% |
| TREASURY BILL 00.0000 05/07/2020 | 0.25% |
| CAFCO LLC 1247P2CG7 DCP 03/16/2020 | 0.24% |
| CAS 2016-C03 1B 13.4109 10/25/2028 | 0.24% |
| GNR 2018-H02 EI IO 01.5032 01/20/2068 | 0.24% |
| METLIFE SHORT TERM FUNDING LL 59157TC43 DCP 03/04/2020 | 0.24% |
| SAMI 2006-AR7 A1A 01.8709 08/25/2036 | 0.24% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.23% |
| TREASURY BILL 00.0000 04/09/2020 | 0.23% |
| GNR 2018-H05 BI IO 01.7633 02/20/2068 | 0.23% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.23% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.22% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.22% |
| AMERICAN ELECTRIC POWER CO IN 0255E2B58 DCP 02/05/2020 | 0.22% |
| BARCLAYS BANK PLC CCP 06742QZ21 DCP 02/21/2020 | 0.22% |
| BOSTON SCIENTIFIC CORP 10114AB40 DCP 02/04/2020 | 0.22% |
| CHARTA LLC 16115VBE8 DCP 02/14/2020 | 0.22% |
| DOMINION ENERGY INC 2574P0BL7 DCP 02/20/2020 | 0.22% |
| DUKE ENERGY CORP 26244HB36 DCP 02/03/2020 | 0.22% |
| ENBRIDGE US INC 29251UB31 DCP 02/03/2020 | 0.22% |
| FNR 2016-96 ST IO 04.4391 12/25/2046 | 0.22% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.22% |
| NUTRIEN LTD 67077UBA7 DCP 02/10/2020 | 0.22% |
| SEMPRA GLOBAL 81685LBB0 DCP 02/11/2020 | 0.22% |
| UDR INC 90352PBE8 DCP 02/14/2020 | 0.22% |
| VENTAS REALTY LP 92276VB53 DCP 02/05/2020 | 0.22% |
| VIACOMCBS INC 92557KB65 DCP 02/06/2020 | 0.22% |
| ALEXANDRIA REAL ESTATE EQUITI 01527LBR5 DCP 02/25/2020 | 0.22% |
| ALPINE SECURITIZATION LLC 02088WD80 DCP 04/08/2020 | 0.22% |
| ATLANTIC ASSET SECURITIZATION 04821TCB9 DCP 03/11/2020 | 0.22% |
| BELL CANADA INC 07787PD21 DCP 04/02/2020 | 0.22% |
| CHARIOT FUNDING LLC 15963TC23 DCP 03/02/2020 | 0.22% |
| CHARIOT FUNDING LLC 15963TCA5 DCP 03/10/2020 | 0.22% |
| COLLATERALIZED COMMERCIAL PAP 19424HDT4 DCP 04/27/2020 | 0.22% |
| DOW CHEMICAL CO/THE 26055ACX2 DCP 03/31/2020 | 0.22% |
| EXPORT DEVELOPMENT CANADA 30215GCA8 DCP 03/10/2020 | 0.22% |
| EXPORT DEVELOPMENT CANADA 30215GEL2 DCP 05/20/2020 | 0.22% |
| GLAXOSMITHKLINE FINANCE PLC 3773E2C98 DCP 03/09/2020 | 0.22% |
| HUMANA INC 44486HBS1 DCP 02/26/2020 | 0.22% |
| LMA-AMERICAS LLC 53944QCQ1 DCP 03/24/2020 | 0.22% |
| MARRIOTT INTERNATIONAL INC/MD 57163TBS7 DCP 02/26/2020 | 0.22% |
| MARRIOTT INTERNATIONAL INC/MD 57163TC49 DCP 03/04/2020 | 0.22% |
| SHEFFIELD RECEIVABLES CO LLC 82124LDG4 DCP 04/16/2020 | 0.22% |
| SUNCOR ENERGY INC 86723ACB6 DCP 03/11/2020 | 0.22% |
| TELUS CORP 87974PCC5 DCP 03/12/2020 | 0.22% |
| WRKCO INC 92940XBT3 DCP 02/27/2020 | 0.22% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.22% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.22% |
| JPMBB 2014-C25 D P/P 144A 04.0992 11/15/2047 | 0.22% |
| ENTERGY CORP 29366ECA2 DCP 03/10/2020 | 0.21% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.21% |
| FNR 2019-5 SA IO 04.4391 03/25/2049 | 0.21% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.21% |
| GNR 2018-H02 HI IO 01.6932 01/20/2068 | 0.21% |
| CAS 2019-HRP1 B1 10.9109 11/25/2039 | 0.21% |
| NHLT 2019-2A M4 05.6822 11/26/2029 | 0.21% |
| SPST 2019-11 A 02.4094 10/24/2020 | 0.21% |
| ARGENTINE REPUBLIC USD 07.5000 04/22/2026 | 0.21% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.20% |
| CWALT 2005-38 A3 02.0109 09/25/2035 | 0.20% |
| 2.00 R ISWP FWD CDOR03 P 03/18/2025 | 0.20% |
| BEMIS CO INC 08143TB30 DCP 02/03/2020 | 0.20% |
| REPUBLIC OF ECUADOR P/P 144A 09.5000 03/27/2030 | 0.20% |
| CMLTI 2007-AMC3 A2D 02.0109 03/25/2037 | 0.20% |
| JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047 | 0.20% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.20% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.20% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.19% |
| CWALT 2006-OA7 1A2 03.0853 06/25/2046 | 0.19% |
| GNR 2017-H10 MI IO 01.7981 04/20/2067 | 0.19% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.19% |
| BSCMS 2007-T26 AJ 05.5613 01/12/2045 | 0.19% |
| STACR 2015-HQA2 B 12.1609 05/25/2028 | 0.18% |
| FHR 4937 MS IO 04.3738 12/25/2049 | 0.18% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.18% |
| GNR 2018-H05 AI IO 01.8834 02/20/2068 | 0.18% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.18% |
| ROGERS COMMUNICATIONS INC 77511LB69 DCP 02/06/2020 | 0.18% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.18% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.18% |
| GNR 2013-9 S IO 05.0923 01/20/2043 | 0.17% |
| WELLTOWER INC 95040WBM2 DCP 02/21/2020 | 0.17% |
| FNR 2013-107 SB IO 04.2891 02/25/2043 | 0.17% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.17% |
| CAS 2018 - C01 1B1 05.2109 07/25/2030 | 0.17% |
| CAS 2016-C01 1B 13.4109 08/25/2028 | 0.17% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.17% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.17% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.17% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.17% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.16% |
| FNR 2019-38 SC IO 04.3891 07/25/2049 | 0.16% |
| GNR 2017-160 S IO 04.5423 10/20/2043 | 0.16% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.16% |
| BCAP 2011-RR3 3A6 03.8840 11/27/2036 | 0.16% |
| GNR 2018-104 SD IO 04.5423 08/20/2048 | 0.16% |
| FHR 4265 SD IO 04.4238 01/15/2035 | 0.16% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.16% |
| SPRINT CORP 07.8750 09/15/2023 | 0.16% |
| GNR 2018-105 SG IO 04.5923 08/20/2048 | 0.16% |
| STACR 2018-DNA2 B1 05.3609 12/25/2030 | 0.16% |
| GENERAL MOTORS FINANCIAL CO I 37046TBC7 DCP 02/12/2020 | 0.16% |
| UDR INC 90352PB40 DCP 02/04/2020 | 0.16% |
| JPMBB 2014-C18 E P/P 144A 04.4705 02/15/2047 | 0.15% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.15% |
| GNR 2018-H15 EI IO 01.8612 08/20/2068 | 0.15% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.15% |
| GNR 2018-H04 IO IO 01.5002 02/20/2068 | 0.15% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.15% |
| FNR 2016-62 GS IO 04.4391 09/25/2046 | 0.15% |
| GNR 2017-H08 NI IO 02.1671 03/20/2067 | 0.15% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.15% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.15% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.15% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.14% |
| FHR 4742 S IO 04.5238 12/15/2047 | 0.14% |
| CSAIL 2015-C1 D P/P 144A 03.9142 04/15/2050 | 0.14% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.14% |
| OMAN GOV INTERNTL BOND REGS 06.7500 01/17/2048 | 0.14% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.14% |
| CAS 2017-C01 1B1 07.4109 07/25/2029 | 0.14% |
| CAS 2017-C03 1B1 06.5109 10/25/2029 | 0.14% |
| GNR 2017-H06 BI IO 02.2796 02/20/2067 | 0.14% |
| GNR 2017-H18 FI IO 02.4328 09/20/2067 | 0.14% |
| GNR 2018-H01 XI IO 01.4636 01/20/2068 | 0.14% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.14% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.14% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% |
| GNR 2015-H12 AI IO 01.8886 05/20/2065 | 0.14% |
| GNR 2015-H15 BI IO 02.6785 06/20/2065 | 0.14% |
| GNR 2018-100 S IO 04.5423 07/20/2048 | 0.14% |
| STACR 2017-DNA2 B1 06.8109 10/25/2029 | 0.14% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.14% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.14% |
| WAMU 2005-AR14 1A2 03.8409 12/25/2035 | 0.14% |
| ARAB REP OF EGYPT P/P 144A 04.5500 11/20/2023 | 0.14% |
| CAS 2016-C03 2M2 07.5609 10/25/2028 | 0.14% |
| DBALT 2006-AR4 A2 01.8509 12/25/2036 | 0.14% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| TREASURY BILL 00.0000 06/18/2020 | 0.14% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.14% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.13% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.13% |
| BERKSHIRE HATHAWAY ENERGY CO 08465RBR1 DCP 02/25/2020 | 0.13% |
| CAFCO LLC 1247P2C93 DCP 03/09/2020 | 0.13% |
| FNR 2019-34 SL IO 04.3891 07/25/2049 | 0.13% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.13% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.13% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.13% |
| METLIFE SHORT TERM FUNDING LL 59157TE17 DCP 05/01/2020 | 0.13% |
| MSC 2012-C4 E P/P 144A 05.5999 03/15/2045 | 0.13% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.13% |
| AHM 2007-1 GA1C 01.9820 05/25/2047 | 0.13% |
| GNR 2017-H12 QI IO 02.3143 05/20/2067 | 0.13% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.13% |
| COMM 2012-CR3 E P/P 144A 04.9099 10/15/2045 | 0.13% |
| BSMF 2006-AR2 2A1 01.8909 09/25/2046 | 0.13% |
| GNR 2017-H16 JI IO 02.6359 08/20/2067 | 0.13% |
| BELL CANADA INC 07787PDE5 DCP 04/14/2020 | 0.13% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.13% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.13% |
| GNR 2013-152 SJ IO 04.4923 05/20/2041 | 0.12% |
| HELLENIC REPUBLIC REGS 03.9000 01/30/2033 | 0.12% |
| SPST 2019-WL1 A 02.3109 08/25/2052 | 0.12% |
| CWALT 2006-OA10 3A1 01.8509 08/25/2046 | 0.12% |
| WFRBS 2012-C9 E P/P 144A 04.9712 11/15/2045 | 0.12% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.12% |
| GNR 2015-H23 BI IO 01.7731 09/20/2065 | 0.12% |
| GNR 2017-H03 HI IO 01.5613 01/20/2067 | 0.12% |
| GNR 2017-H20 HI IO 02.3048 10/20/2067 | 0.12% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.12% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.12% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.12% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.12% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.12% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.12% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.12% |
| CIGNA CORP 12553NBB0 DCP 02/11/2020 | 0.12% |
| GNR 2017-H06 MI IO 02.0659 02/20/2067 | 0.12% |
| NAVISTAR INTL TLB L+350 05.1700 11/06/2024 | 0.12% |
| CAS 2017-C06 2M2 04.4609 02/25/2030 | 0.12% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.12% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.12% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.11% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.11% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.11% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.11% |
| COSTA RICA GOVERNMENT REGS 06.1250 02/19/2031 | 0.11% |
| GNR 2016-77 SC IO 04.4423 10/20/2045 | 0.11% |
| GNR 2017-H16 IO 02.6467 08/20/2067 | 0.11% |
| GNR 2018-91 SH IO 04.5923 07/20/2048 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.11% |
| CAFCO LLC 1247P2C28 DCP 03/02/2020 | 0.11% |
| ENGIE SA 29287ABE9 DCP 02/14/2020 | 0.11% |
| GNR 2016-H22 AI IO 02.3930 10/20/2066 | 0.11% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.11% |
| NUTRIEN LTD 67077UBT6 DCP 02/27/2020 | 0.11% |
| PLAINS ALL AMERICAN PIPELINE 72650WB42 DCP 02/04/2020 | 0.11% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.11% |
| GNR 2015-H03 CI IO 01.7473 01/20/2065 | 0.11% |
| GSR 2007-OA1 2A3A 01.9709 05/25/2037 | 0.11% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.11% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.11% |
| CAS 2019-R04 2B1 06.9109 06/25/2039 | 0.11% |
| CAS 2020-R01 1B1 04.9421 01/25/2040 | 0.11% |
| BACM 2005-1 B 05.6868 11/10/2042 | 0.11% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.11% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.11% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.11% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.11% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.10% |
| GNR 2014-4 SG IO 04.4423 01/20/2044 | 0.10% |
| GNR 2015-H08 CI IO 01.8267 03/20/2065 | 0.10% |
| ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 | 0.10% |
| BRAND ENERGY TL L+425 06.0880 06/21/2024 | 0.10% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.10% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.10% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.10% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.10% |
| ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 | 0.10% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.10% |
| AES CORP/THE 05.5000 04/15/2025 | 0.10% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.10% |
| GNR 2016-H04 HI IO 02.3795 07/20/2065 | 0.10% |
| GNR 2018-67 SC IO 04.5423 05/20/2048 | 0.10% |
| GSAA 2006-8 2A2 01.8409 05/25/2036 | 0.10% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.10% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.10% |
| WAMU 2005-AR10 1A3 04.1314 09/25/2035 | 0.10% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.10% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.10% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.10% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.10% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.10% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.10% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.10% |
| DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 | 0.10% |
| GNR 2017-H03 EI IO 02.0428 01/20/2067 | 0.10% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.10% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.10% |
| GNR 2017-H09 IO IO 01.8606 04/20/2067 | 0.10% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.10% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.10% |
| CAS 2019-R06 2B1 05.4109 09/25/2039 | 0.10% |
| CEC ENTERTAINMENT INC L+650 08.1453 08/30/2026 | 0.10% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.10% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.10% |
| 1.70 R ISWP FWD US0003M P 03/18/2025 | 0.10% |
| GNR 2016-H16 EI IO 02.3987 06/20/2066 | 0.10% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.10% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.10% |
| 0.90 R ISWP FWD GBL6M P 03/18/2025 | 0.09% |
| FHR 4731 QS IO 04.5238 11/15/2047 | 0.09% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.09% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.09% |
| GNR 2015-H20 BI IO 02.1892 08/20/2065 | 0.09% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.09% |
| GNR 2017-H05 CI IO 02.9680 02/20/2067 | 0.09% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.09% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.09% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.09% |
| STACR 2019-DNA2 B2 12.1609 03/25/2049 | 0.09% |
| CAS 2016-C06 1B 10.9109 04/25/2029 | 0.09% |
| DEXCOM INC CV 00.7500 12/01/2023 | 0.09% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.09% |
| LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 | 0.09% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.09% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.09% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.09% |
| BOSTON SCIENTIFIC CORP 10114AB57 DCP 02/05/2020 | 0.09% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.09% |
| GNR 2015-H15 AI IO 01.8510 06/20/2065 | 0.09% |
| SPRINT CORP TLB L+300 04.6875 02/03/2024 | 0.09% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.09% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.09% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.09% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.09% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.09% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.09% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.08% |
| COMM 2013-CR9 D P/P 144A 04.3869 07/10/2045 | 0.08% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.08% |
| SPRINT CORP 07.2500 09/15/2021 | 0.08% |
| SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.08% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.08% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.08% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.08% |
| CAS 2017-C05 1B1 05.2609 01/25/2030 | 0.08% |
| GNR 2016-H12 AI IO 01.6844 07/20/2065 | 0.08% |
| GNR 2017-H11 TI IO 02.3656 04/20/2067 | 0.08% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.08% |
| UKRPI P 3.665 R 12/15/28 | 0.08% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.08% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.08% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.08% |
| GNR 2016-H27 EI IO 02.0173 12/20/2066 | 0.08% |
| PRICELINE GRO CV 00.9000 09/15/2021 | 0.08% |
| ROGERS COMMUNICATIONS INC 77511LBR3 DCP 02/25/2020 | 0.08% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.08% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.08% |
| GNR 2016-H18 IO IO 01.6830 08/20/2066 | 0.08% |
| GNR 2018-H01 IO IO 01.2275 12/20/2067 | 0.08% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.08% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.08% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.08% |
| CWALT 2006-OA10 1A1 03.1053 08/25/2046 | 0.08% |
| GNR 2014-119 SA IO 03.9423 08/20/2044 | 0.08% |
| GNR 2015-H18 BI IO 02.6173 07/20/2065 | 0.08% |
| GNR 2019-125 SG IO 04.3923 10/20/2049 | 0.08% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.08% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.08% |
| VIRGIN MEDIA FIN PLC P/P 144A 04.5000 01/15/2025 | 0.08% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.08% |
| FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 | 0.08% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.08% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.08% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.08% |
| ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.08% |
| STACR 2017-DNA1 B1 06.6109 07/25/2029 | 0.08% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.08% |
| BACM 2005-1 C 05.6868 11/10/2042 | 0.08% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.08% |
| CWALT 2006-OA10 2A1 01.8509 08/25/2046 | 0.08% |
| FNR 2011-101 SA IO 04.2391 10/25/2041 | 0.08% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.08% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.08% |
| STACR 2018-DNA3 B2 09.4109 09/25/2048 | 0.08% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028 | 0.08% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.08% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.08% |
| GNR 2014-H25 BI IO 01.7203 12/20/2064 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| GNR 2016-H08 AI IO 02.3555 08/20/2065 | 0.08% |
| GNR 2017-H11 DI IO 01.8980 05/20/2067 | 0.08% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.08% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.08% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.08% |
| CAS 2017-C06 2B1 06.1109 02/25/2030 | 0.08% |
| GNR 2016-H14 IO IO 01.7111 06/20/2066 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| STACR 2016-HQA3 M3 05.5109 03/25/2029 | 0.08% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.07% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.07% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.07% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.07% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.07% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.07% |
| CAS 2016-C07 2M2 06.0109 05/25/2029 | 0.07% |
| CCMFC 2006-4A A2 01.8409 11/25/2047 | 0.07% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.07% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.07% |
| STACR 2018-HQA2 B2 12.6609 10/25/2048 | 0.07% |
| TREASURY BILL 00.0000 02/20/2020 | 0.07% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% |
| REFINITIV TLB L+325 04.8953 10/01/2025 | 0.07% |
| STACR 2016-HQA2 M3 06.8109 11/25/2028 | 0.07% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.07% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.07% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.07% |
| FNMA FN30 BN4205 UMBS 05.0000 12/01/2048 | 0.07% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.07% |
| STACR 2019-DNA1 B2 12.4109 01/25/2049 | 0.07% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.07% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.07% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.07% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.07% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| GNR 2015-H23 DI IO 01.8928 09/20/2065 | 0.07% |
| GNR 2015-H24 AI IO 02.3319 09/20/2065 | 0.07% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.07% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.07% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.07% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.07% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.07% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.07% |
| DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 | 0.07% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.07% |
| GNR 2015-H10 BI IO 02.7825 04/20/2065 | 0.07% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.07% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.07% |
| BMIR 2019-4A B1 P/P 144A 05.5109 10/25/2029 | 0.07% |
| CHEGG INC P/P 144A CV 00.1250 03/15/2025 | 0.07% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.07% |
| CPTFEMU P 1.71 R 07/15/37 | 0.07% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.07% |
| JPALT 2007-A2 12A1 01.8609 06/25/2037 | 0.07% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.07% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.07% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.07% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.07% |
| 1.7945 R ISWP US0003M P 12/18/2029 | 0.06% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.06% |
| GNR 2016-H17 KI IO 02.6781 07/20/2066 | 0.06% |
| GNR 2017-H02 BI IO 01.8037 01/20/2067 | 0.06% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.06% |
| HUSKY TLB L+300 04.6453 03/28/2025 | 0.06% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.06% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.06% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.06% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.06% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.06% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.06% |
| WFMBS 2006-AR5 1A1 05.1539 04/25/2036 | 0.06% |
| AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.06% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.06% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.06% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.06% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.06% |
| TREASURY BILL 00.0000 06/04/2020 | 0.06% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.06% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.06% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.06% |
| STACR 2016-DNA1 B 11.6609 07/25/2028 | 0.06% |
| STACR 2019-DNA1 M2 04.3109 01/25/2049 | 0.06% |
| WAMU 2005-AR13 A1C3 02.1509 10/25/2045 | 0.06% |
| 1.40 R ISWP FWD AUDBB6M P 03/18/2030 | 0.06% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.06% |
| GNR 2014-46 SA IO 04.4423 03/20/2044 | 0.06% |
| GNR 2016-H24 JI IO 02.2624 11/20/2066 | 0.06% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.06% |
| STACR 2018-HQA1 M2 03.9609 09/25/2030 | 0.06% |
| CAS 2016-C03 1M2 06.9609 10/25/2028 | 0.06% |
| GNR 2016-H06 CI IO 01.7974 02/20/2066 | 0.06% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.06% |
| GNR 2017-H06 DI IO 01.8084 02/20/2067 | 0.06% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.06% |
| ISTAR INC 04.2500 08/01/2025 | 0.06% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.06% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.06% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.06% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.06% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% |
| ASCEND LEARNING TLB L+300 04.6453 07/12/2024 | 0.06% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| ISTAR INC 04.7500 10/01/2024 | 0.06% |
| MWST 2019-1 A 02.4609 06/25/2052 | 0.06% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.06% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.06% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.06% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.06% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.06% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.06% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.06% |
| VENTAS REALTY LP 92276VBQ7 DCP 02/24/2020 | 0.06% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.06% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| SQUARE INC CV 00.5000 05/15/2023 | 0.06% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.06% |
| CAS 2015-C01 2M2 06.2109 02/25/2025 | 0.06% |
| CWALT 2006-OA7 1A1 02.9563 06/25/2046 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.06% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.06% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.06% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.06% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.06% |
| BMIR 2017-1 B1 P/P 144A 06.4109 10/25/2027 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.06% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.06% |
| GNR 2014-60 SE IO 04.4423 04/20/2044 | 0.06% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.06% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.06% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.06% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.06% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.06% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.05% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.05% |
| BALTA 2005-7 21A1 04.2673 09/25/2035 | 0.05% |
| CAS 2018-C02 2B1 05.6609 08/25/2030 | 0.05% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.05% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.05% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.05% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.05% |
| OWENS CORNING 04.2000 12/01/2024 | 0.05% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.05% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.05% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.05% |
| VERTIV TLB L+400 05.6453 11/15/2023 | 0.05% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.05% |
| AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.05% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.05% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.05% |
| GFL ENVIRONMENTAL TLB L+300 04.6453 05/31/2025 | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| GNR 2015-H01 BI IO 01.5937 01/20/2065 | 0.05% |
| TELADOC INC CV 01.3750 05/15/2025 | 0.05% |
| FNMA FN30 BN6771 UMBS 05.0000 01/01/2049 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| HCA INC 05.3750 09/01/2026 | 0.05% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.05% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.05% |
| CAS 2018-C02 2M2 03.8609 08/25/2030 | 0.05% |
| CAS 2018-C04 2M2 04.2109 12/25/2030 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| COLLATERALIZED COMMERCIAL PAP 19423JC62 DCP 03/06/2020 | 0.05% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.05% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.05% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.05% |
| INPHI CORP CV 00.7500 09/01/2021 | 0.05% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.05% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.05% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.05% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.05% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.05% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.05% |
| MWST 2018-W1 A 02.5109 11/25/2051 | 0.05% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.05% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.05% |
| WAMU 2005-AR19 A1C4 02.0609 12/25/2045 | 0.05% |
| APERGY CORP 06.3750 05/01/2026 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.05% |
| ENVESTNET INC CV 01.7500 06/01/2023 | 0.05% |
| FHR 3919 SA IO 04.8238 09/15/2041 | 0.05% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.05% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.05% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.05% |
| SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.05% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.05% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.05% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.05% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.05% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.05% |
| II-VI INC CV 00.2500 09/01/2022 | 0.05% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.05% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.05% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.05% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.05% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.05% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.05% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.05% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.05% |
| CREE INC CV 00.8750 09/01/2023 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.05% |
| HCA INC 05.0000 03/15/2024 | 0.05% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.05% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.05% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| ATOTECH TLB1 L+300 04.9446 01/31/2024 | 0.04% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.04% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.04% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.04% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.04% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.04% |
| FHS 311 S1 IO 04.2738 08/15/2043 | 0.04% |
| FHS 326 S2 IO 04.2738 03/15/2044 | 0.04% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.04% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.04% |
| GNR 2014-H06 BI IO 01.5035 02/20/2064 | 0.04% |
| GNR 2019-78 SJ IO 04.3923 06/20/2049 | 0.04% |
| HMIR 2019-1 M2 P/P 144A 04.9109 05/25/2029 | 0.04% |
| OMIR 2017-1A M2 P/P 144A 05.6609 04/25/2027 | 0.04% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.04% |
| TALBOTS TLB L+700 08.6453 11/28/2022 | 0.04% |
| AMERICAN ELECTRIC POWER CO IN 0255E2BQ2 DCP 02/24/2020 | 0.04% |
| BWAY CORP TLB L+325 05.0840 04/03/2024 | 0.04% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.04% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.04% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.04% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.04% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.04% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.04% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.04% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.04% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.04% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.04% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.04% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.04% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.04% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.04% |
| L BRANDS INC 07.5000 06/15/2029 | 0.04% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.04% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.04% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.04% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.04% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.04% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.04% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.04% |
| STACR 2018-HQA2 B1 05.9109 10/25/2048 | 0.04% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.04% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.04% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.04% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.04% |
| BIOMARIN PHARMA CV 00.5990 08/01/2024 | 0.04% |
| GNMA GII30 BO5417 05.0000 06/20/2049 | 0.04% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.04% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.04% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.04% |
| BERRY PLASTICS TLY L+200 03.8985 07/01/2026 | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.04% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.04% |
| GNR 2013-182 SY IO 04.4423 12/20/2043 | 0.04% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.04% |
| ROBERTSHAW US HOLDING L+325 04.9375 02/28/2025 | 0.04% |
| STACR 2019-DNA2 M2 04.1109 03/25/2049 | 0.04% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.04% |
| TENNANT CO 05.6250 05/01/2025 | 0.04% |
| WAYFAIR INC CV 01.1250 11/01/2024 | 0.04% |
| WIX LTD USD 00.0000 07/01/2023 | 0.04% |
| ASURION TLB7 L+300 04.6453 11/03/2024 | 0.04% |
| CAS 2017-C07 1B1 05.6609 05/25/2030 | 0.04% |
| CAS 2018-C06 2B1 05.7609 03/25/2031 | 0.04% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.04% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.04% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.04% |
| PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 | 0.04% |
| RINGCENTRAL CV 00.0000 03/15/2023 | 0.04% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.04% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.04% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.04% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.04% |
| ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.04% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.04% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.04% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.04% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.04% |
| STACR 2017-DNA3 B1 06.1109 03/25/2030 | 0.04% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.04% |
| WERNER TLB L+400 05.6453 07/24/2024 | 0.04% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.04% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.04% |
| CAS 2017-C02 2M2 05.3109 09/25/2029 | 0.04% |
| CAS 2017-C07 2M2 04.1609 05/25/2030 | 0.04% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.04% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.04% |
| FNR 2010-35 SG IO 04.7391 04/25/2040 | 0.04% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GNR 2014-58 SA IO 04.4423 04/20/2044 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.04% |
| NETFLIX INC 04.8750 04/15/2028 | 0.04% |
| TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.04% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.04% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% |
| COSTA RICA GOVERNMENT REGS 07.0000 04/04/2044 | 0.04% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.04% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.04% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.04% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.04% |
| EQUINIX INC 05.3750 05/15/2027 | 0.04% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.04% |
| GNMA GII30 BL7520 05.5000 04/20/2049 | 0.04% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.04% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.04% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.04% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.04% |
| Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.04% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.04% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.04% |
| ZYNGA INC P/P 144A CV 00.2500 06/01/2024 | 0.04% |
| ARBY'S TLB L+275 04.3842 02/05/2025 | 0.04% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.04% |
| CENTURYLINK TLB L+275 05.2724 01/31/2025 | 0.04% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.04% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.04% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.04% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.04% |
| QORVO INC 05.5000 07/15/2026 | 0.04% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.04% |
| REYNOLDS GROUP TL L+300 04.3953 02/05/2023 | 0.04% |
| STACR 2018-DNA1 B1 04.8109 07/25/2030 | 0.04% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.04% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.04% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.04% |
| CAS 2015-C02 2M2 05.6609 05/25/2025 | 0.04% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.04% |
| OPTN FN30 3.0 02/05/20 CALL 101.703125 JPMC | 0.04% |
| PETSMART INC TLB L+400 05.6700 03/11/2022 | 0.04% |
| ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 | 0.04% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.04% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.03% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.03% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.03% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.03% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.03% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.03% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.03% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.03% |
| LUMENTUM HOLD CV 00.2500 03/15/2024 | 0.03% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.03% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.03% |
| CENTENE CORP 04.7500 05/15/2022 | 0.03% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.03% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.03% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.03% |
| MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.03% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.03% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.03% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.03% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.03% |
| ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028 | 0.03% |
| CAS 2018-C05 1M2 04.0109 01/25/2031 | 0.03% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.03% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.03% |
| GNR 2010-20 SC IO 04.4923 02/20/2040 | 0.03% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.03% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.03% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.03% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.03% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.03% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.03% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.03% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.03% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.03% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.03% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.03% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.03% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.03% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.03% |
| GARDA WORLD TLB L+475 06.6903 10/23/2026 | 0.03% |
| GOLDEN NUGGET TL L+275 04.4010 10/04/2023 | 0.03% |
| KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 | 0.03% |
| METLIFE INC P/P 144A 09.2500 04/08/2038 | 0.03% |
| SPRINT CORP 07.6250 03/01/2026 | 0.03% |
| SUPERNUS PH CV 00.6250 04/01/2023 | 0.03% |
| USD/JPY PUT 107.00 20200417 JPMCB | 0.03% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.03% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.03% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.03% |
| CAS 2017-C07 2B1 06.1109 05/25/2030 | 0.03% |
| CAS 2018-C06 1B1 05.4109 03/25/2031 | 0.03% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.03% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.03% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.03% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.03% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.03% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.03% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.03% |
| INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023 | 0.03% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.03% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.03% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.03% |
| USD/JPY PUT 107.00 20200413 UBS | 0.03% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.03% |
| 1.00 R ISWP FWD AUDBB6M P 03/18/2025 | 0.03% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.03% |
| CAS 2016-C04 1B 11.9109 01/25/2029 | 0.03% |
| CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 | 0.03% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.03% |
| GNR 2013-129 SN IO 04.4923 09/20/2043 | 0.03% |
| GNR 2013-99 VS IO 04.4304 07/16/2043 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.03% |
| ORYX TLB L+400 06.0536 05/22/2026 | 0.03% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.03% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.03% |
| TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027 | 0.03% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.03% |
| CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 0.03% |
| DIVERSEY TL L+300 04.7768 09/06/2024 | 0.03% |
| EUROPCAR MOBILITY GROUP REGS 04.1250 11/15/2024 | 0.03% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| MESSER INDUST TLB L+250 04.4446 03/01/2026 | 0.03% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.03% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.03% |
| REVLON CONS TLB L+350 05.4086 09/07/2023 | 0.03% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.03% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.03% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.03% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.03% |
| CMLTI 2007-AMC3 A2B 01.8409 03/25/2037 | 0.03% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| FNR 2012-36 SN IO 04.7891 04/25/2042 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 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% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.03% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.03% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.03% |
| SESI LLC 07.1250 12/15/2021 | 0.03% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.03% |
| STACR 2019-DNA3 B2 09.8109 07/25/2049 | 0.03% |
| TABULA RASA H P/P 144A CV 01.7500 02/15/2026 | 0.03% |
| UKRPI P 3.4025 R 03/15/28 | 0.03% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.03% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.03% |
| GNR 2019-99 KS IO 04.3923 08/20/2049 | 0.03% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.03% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.03% |
| LENNAR CORP 05.8750 11/15/2024 | 0.03% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.02% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.02% |
| CAS 2018-C06 2M2 03.7609 03/25/2031 | 0.02% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.02% |
| GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.02% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.02% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.02% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.02% |
| SOLENIS 1STL L+400 05.9086 06/26/2025 | 0.02% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.02% |
| UKRPI P 3.34 R 03/15/28 | 0.02% |
| UKRPI P 3.385 R 11/15/24 | 0.02% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.02% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.02% |
| ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 | 0.02% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.02% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| FIVE9 INC CV 00.1250 05/01/2023 | 0.02% |
| GNMA GII30 BL4992 05.0000 08/20/2049 | 0.02% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.02% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.02% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.02% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.02% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% |
| PROVINCIA DE BUENOS 43.0213 05/31/2022 | 0.02% |
| ROBERTSHAW TL 2L L+800 09.6875 02/28/2026 | 0.02% |
| SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.02% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.02% |
| WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.02% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.02% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.02% |
| CFMT 2019-HB1 M5 P/P 144A 06.0000 12/25/2029 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| FNR 2019-57 KS IO 04.3891 10/25/2049 | 0.02% |
| GNMA GII30 BO6603 05.0000 07/20/2049 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.02% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| L BRANDS INC 06.7500 07/01/2036 | 0.02% |
| STACR 2019-HQA3 B1 04.6609 09/25/2049 | 0.02% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.02% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.02% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.02% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.02% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.02% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.02% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.02% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.02% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.02% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.02% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.02% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.02% |
| JO-ANN STORES 2NDL L+925 10.9095 05/21/2024 | 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% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.02% |
| REALPAGE INC CV 01.5000 11/15/2022 | 0.02% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 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 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.02% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.02% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.02% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| 8X8 INC P/P 144A CV 00.5000 02/01/2024 | 0.02% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% |
| AKER BP ASA P/P 144A 04.7500 06/15/2024 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.02% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.02% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.02% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.02% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.02% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.02% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.02% |
| STACR 2019-DNA2 B1 06.0109 03/25/2049 | 0.02% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.02% |
| AMERICA MOVIL SAB DE CV REGS 00.0000 05/28/2020 | 0.02% |
| AUD/USD 04/15/2020 UBS | 0.02% |
| BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.02% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.02% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.02% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.02% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.02% |
| RAPID7 INC CV 01.2500 08/01/2023 | 0.02% |
| SILICON LABOR CV 01.3750 03/01/2022 | 0.02% |
| 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.02% |
| AES CORP/THE 04.5000 03/15/2023 | 0.02% |
| AES CORP/THE 05.1250 09/01/2027 | 0.02% |
| FHLMC FR30 ZN5648 UMBS 04.5000 01/01/2049 | 0.02% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% |
| GNMA GII30 BM2243 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GNR 2019-83 SY IO 04.4423 07/20/2049 | 0.02% |
| IHEARTMEDIA TLB L+300 04.6595 04/29/2026 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.02% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.02% |
| STMICROELECTRONICS NV REGS 00.2500 07/03/2024 | 0.02% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.02% |
| TEVA PHARMA NE P/P 144A 07.1250 01/31/2025 | 0.02% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.02% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.02% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.02% |
| AUD/USD 04/15/2020 SSBT | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.02% |
| CAS 2019-R01 2M2 04.1109 07/25/2031 | 0.02% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.02% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.02% |
| GNMA GII30 BL4980 05.0000 08/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| HCA INC. 07.5000 02/15/2022 | 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% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| JO-ANN STORES TL L+500 06.6595 10/16/2023 | 0.02% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.02% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.02% |
| NETFLIX INC 05.8750 02/15/2025 | 0.02% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.02% |
| SEK/USD 03/18/2020 SSBT | 0.02% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.02% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% |
| TOTAL SA REGS 00.5000 12/02/2022 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.02% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 05.1000 12/31/2049 | 0.02% |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.02% |
| FNR 2006-8 HP 18.4768 03/25/2036 | 0.02% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| ISTAR INC. 05.2500 09/15/2022 | 0.02% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% |
| OCI NV P/P 144A 05.2500 11/01/2024 | 0.02% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.02% |
| RACKSPACE HOSTING INC L+300 04.7632 11/03/2023 | 0.02% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.02% |
| STACR 2014-HQ3 M3 06.4109 10/25/2024 | 0.02% |
| STACR 2019-HQA1 B2 13.9109 02/25/2049 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% |
| TESLA INC CV 02.0000 05/15/2024 | 0.02% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.02% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| BMIR 2018-2A B1 P/P 144A 04.3109 08/25/2028 | 0.02% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.02% |
| EQUINIX INC 05.8750 01/15/2026 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 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% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.02% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| ALBERTSON'S TLB7 L+275 04.3953 11/17/2025 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.02% |
| CAS 2015-C03 2M2 06.6609 07/25/2025 | 0.02% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.02% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.02% |
| EMIR 2020-1 B1 04.9260 01/25/2030 | 0.02% |
| FNR 2015-42 LS IO 04.5391 06/25/2045 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% |
| GNR 2012-H29 AI IO 01.4780 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.4780 10/20/2062 | 0.02% |
| MBX.FN30.450.10 R USL1M P 01/12/41 BC | 0.02% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| STACR 2018-HQA2 M2 03.9609 10/25/2048 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.02% |
| TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.02% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 0.02% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.01% |
| 1.668 R ISWP US0003M P 01/27/2030 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.01% |
| CALIFORNIA RESOURC TL L+475 06.4000 12/31/2022 | 0.01% |
| CAS 2015-C02 1M2 05.6609 05/25/2025 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| STACR 2015-HQ1 M3 05.4609 03/25/2025 | 0.01% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.01% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.01% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.01% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.01% |
| CAS 2016-C05 2B 12.4109 01/25/2029 | 0.01% |
| COUPA SOFTWAR P/P 144A CV 00.1250 06/15/2025 | 0.01% |
| IHEARTMEDIA TL L+400 05.6550 05/01/2026 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.01% |
| KRONOS TLB L+300 04.7633 11/01/2023 | 0.01% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.01% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.01% |
| NOK/USD 03/18/2020 BCAP-FX | 0.01% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.01% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.01% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.01% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.01% |
| UKRPI P 3.381 R 11/15/24 | 0.01% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.01% |
| 1.39 R ISWP NFIX3MID P 12/17/2024 | 0.01% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.01% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.01% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.01% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.01% |
| CAS 2018-C03 1B1 05.4109 10/25/2030 | 0.01% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.01% |
| SEA LTD P/P 144A 01.0000 12/01/2024 | 0.01% |
| 1.36 R ISWP NFIX3MID P 12/18/2024 | 0.01% |
| 1.3625 R ISWP NFIX3MID P 12/13/2024 | 0.01% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | 0.01% |
| BASF SE REGS 00.9250 03/09/2023 | 0.01% |
| CAS 2018-C05 1B1 05.9109 01/25/2031 | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2019-43 JS IO 04.3891 08/25/2049 | 0.01% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.01% |
| GBP/USD CALL 1.335 20200407 CITI | 0.01% |
| GBP/USD CALL 1.335 20200407 UBS | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% |
| STACR 2019-HQA1 M2 04.0109 02/25/2049 | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.01% |
| BAYER AG REGS 00.0500 06/15/2020 | 0.01% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.01% |
| CAS 2018-C04 2B1 06.1609 12/25/2030 | 0.01% |
| FHLMC FR30 ZN5649 UMBS 05.0000 01/01/2049 | 0.01% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.01% |
| FNR 2013-18 SB IO 04.4891 10/25/2041 | 0.01% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JC PENNEY CORP INC 07.4000 04/01/2037 | 0.01% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| MBX.FN30.550.08 R USL1M P 01/12/39 GS | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.01% |
| ORTHO-CLINICAL TLB L+325 04.9050 06/01/2025 | 0.01% |
| PINDUODUO INC P/P 144A 00.0000 10/01/2024 | 0.01% |
| RAG-STIFTUNG REGS 00.0000 02/18/2021 | 0.01% |
| STACR 2018-DNA2 M2 03.8109 12/25/2030 | 0.01% |
| STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 | 0.01% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.01% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.01% |
| TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 | 0.01% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.01% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.01% |
| CAD/USD 04/15/2020 SSBT | 0.01% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.01% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 04.6250 02/15/2027 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.01% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.01% |
| JPMCC 2013-LC11 D 04.3066 04/15/2046 | 0.01% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.01% |
| MONGODB INC P/P 144A CV 00.2500 01/15/2026 | 0.01% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.01% |
| SUEZ CV PFD | 0.01% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| GBP/USD 03/18/2020 BANKAM | 0.01% |
| GNR 2010-68 SD IO 04.9223 06/20/2040 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 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% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.01% |
| OKTA INC P/P 144A CV 00.1250 09/01/2025 | 0.01% |
| OMIR 2019-1A B1B 06.0109 07/25/2029 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| SERVICENOW IN CV 00.0000 06/01/2022 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.01% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 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% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.01% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| GNR 2016-77 SL IO 04.4923 03/20/2043 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MSBAM 2013-C11 D P/P 144A 04.4985 08/15/2046 | 0.01% |
| OMIR 2019-1A B1A 05.1609 07/25/2029 | 0.01% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.01% |
| CHENIERE ENERGY INC CV 04.2500 03/15/2045 | 0.01% |
| DENBURY RESOURCES P/P 144A 09.2500 03/31/2022 | 0.01% |
| EVERBRIDGE P/P 144A CV 00.1250 12/15/2024 | 0.01% |
| FHR 3408 EK 19.0481 04/15/2037 | 0.01% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% |
| GNR 2019-89 JS IO 04.3923 04/20/2049 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| LVMH MOET HENNESSY VUITT CV PFD | 0.01% |
| NOK/USD 03/18/2020 SSBT | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| STMICROELECTRONICS N.V. REGS 00.0000 07/03/2022 | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| VODAFONE GROUP PLC REGS 00.0000 11/26/2020 | 0.01% |
| XERO INVESTMENTS LTD REGS 02.3750 10/04/2023 | 0.01% |
| 0.2475 R ISWP FWD SES3M P 01/25/2022 | 0.00% |
| AUD/USD 04/15/2020 BCAP-FX | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 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 JP | 0.00% |
| COMM 2014-CR17 E P/P 144A 05.0093 05/10/2047 | 0.00% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.00% |
| FNR 2018-86 DS IO 04.4391 12/25/2048 | 0.00% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.00% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.00% |
| HUBSPOT INC CV 00.2500 06/01/2022 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IQIYI INC P/P 144A 02.0000 04/01/2025 | 0.00% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.00% |
| LUCKIN COFFEE INC P/P 144A 00.7500 01/15/2025 | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.2172 07/15/2046 | 0.00% |
| MSRR 2010-R4 4B 02.4303 02/26/2037 | 0.00% |
| MTU AERO ENGINES AG REGS 00.1250 05/17/2023 | 0.00% |
| NEXITY SA CV PFD | 0.00% |
| NICE SYS INC CV 01.2500 01/15/2024 | 0.00% |
| NOK/USD 03/18/2020 HSBCB | 0.00% |
| NZD/USD 04/15/2020 GSFX | 0.00% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.00% |
| SEK/USD 03/18/2020 RBSF | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.00% |
| TALEND SA P/P 144A CV 01.7500 09/01/2024 | 0.00% |
| USD/JPY PUT 101.00 20200417 JPMCB | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8015 03/11/2039 | 0.00% |
| CAD/USD 04/15/2020 TDBK | 0.00% |
| CAS 2015-C01 1M2 05.9609 02/25/2025 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| DP WORLD PLC REGS 01.7500 06/19/2024 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.00% |
| IOS.FN30.350.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.450.11 R USL1M P 01/12/42 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| OPTN FN30 3.5 02/05/20 CALL 103.0 JPMC | 0.00% |
| OSI SYS INC CV 01.2500 09/01/2022 | 0.00% |
| SEK/USD 03/18/2020 BANKAM | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| USD/JPY PUT 101.00 20200413 UBS | 0.00% |
| WESTERN DI CV 01.5000 02/01/2024 | 0.00% |
| CAS 2016-C05 2M2 06.1109 01/25/2029 | 0.00% |
| CAS 2019-R02 1M2 03.9609 08/25/2031 | 0.00% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| ESC CB144A STEARNS P/P 144A 09.3750 08/15/2020 | 0.00% |
| FNR 2005-83 QP 13.0757 11/25/2034 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| NZD/USD 04/15/2020 JPMCB | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.00% |
| SEK/USD 03/18/2020 TDBK | 0.00% |
| SEK/USD 03/18/2020 UBS | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 3MX10Y P 1.529 USD 04/30/2020 MS | 0.00% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 0.2275 R ISWP FWD SES3M P 01/28/2022 | 0.00% |
| 0.24 R ISWP FWD SES3M P 01/21/2022 | 0.00% |
| BALTA 2005-8 21A1 04.0553 10/25/2035 | 0.00% |
| CAD/USD 04/15/2020 BANKAM | 0.00% |
| CAS 2018-C01 1M2 03.9109 07/25/2030 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| DIAMOND SPORTS TLB L+325 04.9100 08/24/2026 | 0.00% |
| EUR/USD 03/18/2020 CITI | 0.00% |
| EUR/USD 03/18/2020 GSFX | 0.00% |
| EUR/USD 03/18/2020 HSBCB | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FRAC TECH INTL TLB L+475 06.3953 04/16/2021 | 0.00% |
| FSPC T-57 1AX IO 00.3735 07/25/2043 | 0.00% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.00% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 02/19/2020 UBS | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| NZD/USD 04/15/2020 BCAP-FX | 0.00% |
| SCIENTIFIC GAMES TLB5 L+275 04.3953 08/14/2024 | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 GSFX | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SWPTN 3MX30Y P 0.4285 EUR 04/30/2020 MS | 0.00% |
| SWPTN 3MX5Y P 2.18775 USD 03/17/2020 CI | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 | 0.00% |
| 1.15 R ISWP NFIX3MID P 08/07/2021 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CAD/USD 04/15/2020 RBSF | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CPURNSA R 1.703 P 11/29/24 | 0.00% |
| CSMC 2006-C5 AX IO 01.0922 12/15/2039 | 0.00% |
| CZK/USD 03/18/2020 BANKAM | 0.00% |
| EUR/USD 03/18/2020 BANKAM | 0.00% |
| EUR/USD 03/18/2020 BCAP-FX | 0.00% |
| EUR/USD 03/18/2020 UBS | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3007 06/25/2042 | 0.00% |
| GBP/USD 03/18/2020 JPMCB | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| NOK/USD 03/18/2020 UBS | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 0.00% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.00% |
| -0.351 R ISWP FWD EUR006M P 12/18/2024 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/18/2021 | 0.00% |
| 0.701 R ISWP FWD GBL6M P 12/18/2021 | 0.00% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | 0.00% |
| 1.10 R ISWP FWD GBL6M P 03/18/2030 | 0.00% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.00% |
| 1.6875 R ISWP CDOR03 P 10/09/2029 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 2.10 R ISWP FWD CDOR03 P 03/18/2030 | 0.00% |
| 6.66 R ISWP IN00O/N P 12/20/2022 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| CAD/USD 04/15/2020 BCAP-FX | 0.00% |
| CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 | 0.00% |
| CHF/USD 03/18/2020 SSBT | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
| CPURNSA R 1.71 P 11/21/24 | 0.00% |
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| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
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| NZD/USD 04/15/2020 RBSF | -0.00% |
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| GBP/USD CALL 1.365 20200402 BCAP-FX | -0.00% |
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| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
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| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
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| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
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| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
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| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
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| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.01% |
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| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.01% |
| -0.10 R ISWP FWD CHL6M P 03/18/2030 | -0.02% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.02% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.02% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.02% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -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% |
| USD/JPY PUT 104.00 20200413 UBS | -0.02% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.02% |
| MBX.FN30.450.09 P USL1M R 01/12/40 GS | -0.02% |
| 1.744 R ISWP US0003M P 01/08/2030 | -0.02% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.02% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| USD/JPY PUT 104.00 20200417 JPMCB | -0.02% |
| 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.02% |
| 1.632 R ISWP US0003M P 12/17/2024 | -0.02% |
| 1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021 | -0.02% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| 1.6445 R ISWP US0003M P 12/13/2024 | -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.FN30.500.09 P USL1M R 01/12/40 GS | -0.02% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| -0.10 R ISWP FWD EUR006M P 03/18/2025 | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 1.6815 R ISWP US0003M P 12/18/2024 | -0.03% |
| 1.8315 R ISWP FWD US0003M P 01/27/2030 | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.03% |
| -0.40 R ISWP FWD CHL6M P 03/18/2025 | -0.03% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.03% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| RUB/USD 03/18/2020 GSFX | -0.03% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.03% |
| 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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| 1.40 R ISWP FWD NFIX3MID P 03/18/2025 | -0.04% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.04% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.04% |
| 1.95 R ISWP FWD NOKOIB6M P 03/18/2025 | -0.04% |
| 0.35 R ISWP FWD SES3M P 03/18/2025 | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.05% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.05% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.05% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.05% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.05% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.05% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.05% |
| 0.65 R ISWP FWD SES3M P 03/18/2030 | -0.05% |
| 1.8252 R ISWP US0003M P 12/17/2029 | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.05% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.06% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.06% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.06% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.06% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.06% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.06% |
| 1.75 R ISWP FWD NFIX3MID P 03/18/2030 | -0.06% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.06% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.06% |
| 2.00 R ISWP FWD NOKOIB6M P 03/18/2030 | -0.06% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.06% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.06% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.07% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.07% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.07% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.07% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.07% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.07% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.07% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.07% |
| FNMA FN30 TBA UMBS 04.5000 02/01/2050 | -0.07% |
| FNMA FN30 TBA UMBS 05.0000 02/01/2050 | -0.07% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.07% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 CS | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.07% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.07% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.07% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.08% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.08% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.09% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.09% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.09% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.09% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.09% |
| GNMA GII30 TBA 03.5000 02/01/2050 | -0.09% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.09% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.10% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.10% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.11% |
| UKRPI R 3.4425 P 07/15/49 | -0.11% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.11% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.12% |
| GNMA GII30 TBA 05.0000 02/01/2050 | -0.12% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.13% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.13% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.15% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.16% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.16% |
| 0.20 R ISWP FWD EUR006M P 03/18/2030 | -0.19% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.21% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.22% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.26% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.26% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.27% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.28% |
| 1.80 R ISWP FWD US0003M P 03/18/2030 | -0.30% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.39% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.49% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.60% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.84% |
| EURO-SCHATZ FUT MAR20 DUH0 | -1.84% |
| US 5YR NOTE (CBT) MAR20 FVH0 | -3.50% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | 10.96% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 01/01/2050 | 10.59% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2050 | 8.51% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2050 | 7.52% |
| US 2YR NOTE (CBT) MAR20 TUH0 | 3.06% |
| REPO TRIPA MORTG 1.57 01/02/2020 | 2.52% |
| FNMA FN30 TBA UMBS 02.5000 02/01/2050 | 2.16% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.36% |
| GNMA GII30 TBA 04.0000 01/01/2050 | 1.25% |
| TREASURY BILL 00.0000 04/02/2020 | 1.07% |
| TREASURY BILL 00.0000 03/12/2020 | 0.80% |
| TREASURY BILL 00.0000 06/11/2020 | 0.80% |
| GNMA GII30 TBA 04.5000 01/01/2050 | 0.63% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.57% |
| FNMA FN30 TBA UMBS 05.5000 01/01/2050 | 0.55% |
| US ULTRA BOND CBT MAR20 WNH0 | 0.54% |
| ETP LEGACY LP 29277EA20 DCP 01/02/2020 | 0.54% |
| CAS 2015-C04 1M2 07.4920 04/25/2028 | 0.53% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.52% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.52% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.50% |
| HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 | 0.49% |
| CAS 2017-C02 2B1 07.2920 09/25/2029 | 0.48% |
| CWALT 2005-59 1A1 02.0946 11/20/2035 | 0.46% |
| CAS 2016-C02 1B 14.0420 09/25/2028 | 0.45% |
| SPST 2019-3 A 02.4799 06/24/2020 | 0.45% |
| SPST 2019-7 A 02.4799 09/24/2020 | 0.45% |
| AMEREN CORP 02360RA26 DCP 01/02/2020 | 0.45% |
| THUNDER BAY FUNDING LLC 88602TCJ0 DCP 03/18/2020 | 0.44% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2025 | 0.42% |
| WFRBS 2012-C10 D P/P 144A 04.4298 12/15/2045 | 0.42% |
| WFRBS 2013-C15 D P/P 144A 04.4936 08/15/2046 | 0.42% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2026 | 0.41% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.40% |
| OMIR 2018-1A M2 04.6420 07/25/2028 | 0.39% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.39% |
| AMERICAN EXPRESS CREDIT CORP 02581RD34 DCP 04/03/2020 | 0.38% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.38% |
| REPUBLIC OF ANGOLA P/P 144A 08.0000 11/26/2029 | 0.37% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.36% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2028 | 0.36% |
| TREASURY BILL 00.0000 05/21/2020 | 0.36% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.36% |
| GNR 2019-96 SY IO 04.3354 08/20/2049 | 0.35% |
| FNR 2017-32 SA IO 04.3580 05/25/2047 | 0.34% |
| GOTHAM FUNDING CORP 38346LCA2 DCP 03/10/2020 | 0.33% |
| GOTHAM FUNDING CORP 38346LCB0 DCP 03/11/2020 | 0.33% |
| SCHLUMBERGER INVESTMENT SA 80686BCC0 DCP 03/12/2020 | 0.33% |
| VICTORY RECEIVABLES CORP 92646KBQ4 DCP 02/24/2020 | 0.33% |
| VICTORY RECEIVABLES CORP 92646KCA8 DCP 03/10/2020 | 0.33% |
| ENGIE SA 29287ADF4 DCP 04/15/2020 | 0.33% |
| MATCHPOINT FINANCE PLC 57666AEF5 DCP 05/15/2020 | 0.33% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.33% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2030 | 0.32% |
| FHR 4839 WS IO 04.3603 08/15/2056 | 0.32% |
| GSMS 2014-GC24 D P/P 144A 04.5323 09/10/2047 | 0.32% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.32% |
| CFCRE 2011-C2 E P/P 144A 05.7413 12/15/2047 | 0.31% |
| ERP OPERATING LP 26885TC41 DCP 03/04/2020 | 0.31% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.31% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.30% |
| STACR 2015-DNA2 B 09.3420 12/25/2027 | 0.30% |
| STACR 2015-DNA3 B 11.1420 04/25/2028 | 0.30% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.29% |
| GNR 2018-H03 XI IO 02.3386 02/20/2068 | 0.29% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.29% |
| HVMLT 2005-2 1A 02.2839 05/19/2035 | 0.28% |
| WFCM 2013-LC12 D P/P 144A 04.2843 07/15/2046 | 0.28% |
| HELLENIC REPUBLIC REGS 03.5000 01/30/2023 | 0.27% |
| FNR 2016-82 SG IO 04.3080 11/25/2046 | 0.27% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.27% |
| HELLENIC REPUBLIC REGS 03.4500 04/02/2024 | 0.27% |
| CAS 2015-C03 1M2 06.7920 07/25/2025 | 0.26% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.26% |
| GNR 2016-H23 NI IO 02.2467 10/20/2066 | 0.26% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.26% |
| GNR 2018-H02 EI IO 02.1557 01/20/2068 | 0.26% |
| FNR 2019-73 SC IO 04.2580 12/25/2049 | 0.26% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.25% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.25% |
| CWALT 2006-OA10 4A1 01.9820 08/25/2046 | 0.25% |
| TREASURY BILL 00.0000 05/07/2020 | 0.25% |
| GNR 2018-H05 BI IO 02.0504 02/20/2068 | 0.25% |
| CAFCO LLC 1247P2CG7 DCP 03/16/2020 | 0.24% |
| CAS 2016-C03 1B 13.5420 10/25/2028 | 0.24% |
| METLIFE SHORT TERM FUNDING LL 59157TC43 DCP 03/04/2020 | 0.24% |
| ARGENTINE REPUBLIC USD 07.5000 04/22/2026 | 0.24% |
| SAMI 2006-AR7 A1A 02.0020 08/25/2036 | 0.24% |
| TREASURY BILL 00.0000 04/09/2020 | 0.23% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.23% |
| AMERICAN ELECTRIC POWER CO IN 0255E2AD2 DCP 01/13/2020 | 0.22% |
| AUTOZONE INC 05333TAA1 DCP 01/10/2020 | 0.22% |
| CANADIAN IMPERIAL BANK OF COM 02.0000 01/13/2020 | 0.22% |
| DIAGEO CAPITAL PLC 2524H4AT7 DCP 01/27/2020 | 0.22% |
| ERAC USA FINANCE LLC 26882RAG3 DCP 01/16/2020 | 0.22% |
| FORTIVE CORP 34961DA98 DCP 01/09/2020 | 0.22% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.22% |
| GNR 2018-H02 HI IO 02.1090 01/20/2068 | 0.22% |
| SOUTHERN CO GAS CAPITAL CORP 8426ELAH0 DCP 01/17/2020 | 0.22% |
| ALPINE SECURITIZATION LLC 02088WD80 DCP 04/08/2020 | 0.22% |
| ATLANTIC ASSET SECURITIZATION 04821TCB9 DCP 03/11/2020 | 0.22% |
| BARCLAYS BANK PLC CCP 06742QZ21 DCP 02/21/2020 | 0.22% |
| CHARIOT FUNDING LLC 15963TC23 DCP 03/02/2020 | 0.22% |
| CHARIOT FUNDING LLC 15963TCA5 DCP 03/10/2020 | 0.22% |
| CHARTA LLC 16115VBE8 DCP 02/14/2020 | 0.22% |
| ENBRIDGE US INC 29251UB31 DCP 02/03/2020 | 0.22% |
| EXPORT DEVELOPMENT CANADA 30215GCA8 DCP 03/10/2020 | 0.22% |
| LMA-AMERICAS LLC 53944QCQ1 DCP 03/24/2020 | 0.22% |
| MARRIOTT INTERNATIONAL INC/MD 57163TBS7 DCP 02/26/2020 | 0.22% |
| NUTRIEN LTD 67077UBA7 DCP 02/10/2020 | 0.22% |
| SHEFFIELD RECEIVABLES CO LLC 82124LDG4 DCP 04/16/2020 | 0.22% |
| SUNCOR ENERGY INC 86723ACB6 DCP 03/11/2020 | 0.22% |
| VENTAS REALTY LP 92276VB53 DCP 02/05/2020 | 0.22% |
| COLLATERALIZED COMMERCIAL PAP 19424HDT4 DCP 04/27/2020 | 0.22% |
| EXPORT DEVELOPMENT CANADA 30215GEL2 DCP 05/20/2020 | 0.22% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.22% |
| REPUBLIC OF ECUADOR P/P 144A 09.5000 03/27/2030 | 0.22% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.22% |
| JPMBB 2014-C25 D P/P 144A 03.9510 11/15/2047 | 0.22% |
| ENTERGY CORP 29366ECA2 DCP 03/10/2020 | 0.21% |
| FNR 2016-96 ST IO 04.3080 12/25/2046 | 0.21% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2029 | 0.21% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029 | 0.21% |
| SPST 2019-11 A 02.5299 10/24/2020 | 0.21% |
| FNR 2019-5 SA IO 04.3080 03/25/2049 | 0.21% |
| CWALT 2005-38 A3 02.1420 09/25/2035 | 0.21% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.20% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.20% |
| TORONTO-DOMINION BANK/NY 02.0000 01/23/2020 | 0.20% |
| BEMIS CO INC 08143TB30 DCP 02/03/2020 | 0.20% |
| NATIONAL GRID ELECTRICITY TRA 6362N2AM0 DCP 01/21/2020 | 0.20% |
| CMLTI 2007-AMC3 A2D 02.1420 03/25/2037 | 0.20% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.20% |
| JPMBB 2014-C18 D P/P 144A 04.8101 02/15/2047 | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.20% |
| CWALT 2006-OA7 1A2 03.1795 06/25/2046 | 0.20% |
| GNR 2018-H05 AI IO 02.2828 02/20/2068 | 0.20% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.20% |
| CAS 2019-HRP1 B1 11.0420 11/25/2039 | 0.19% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.19% |
| GNR 2017-H10 MI IO 01.8149 04/20/2067 | 0.19% |
| BSCMS 2007-T26 AJ 05.4499 01/12/2045 | 0.19% |
| FHR 4937 MS IO 04.3103 12/25/2049 | 0.18% |
| STACR 2015-HQA2 B 12.2920 05/25/2028 | 0.18% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.18% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.18% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.18% |
| MID-AMERICA APARTMENTS LP 59524NA93 DCP 01/09/2020 | 0.18% |
| ROGERS COMMUNICATIONS INC 77511LB69 DCP 02/06/2020 | 0.18% |
| CAS 2016-C01 1B 13.5420 08/25/2028 | 0.17% |
| FNR 2013-107 SB IO 04.1580 02/25/2043 | 0.17% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.17% |
| CAS 2018 - C01 1B1 05.3420 07/25/2030 | 0.17% |
| GNR 2013-9 S IO 04.9854 01/20/2043 | 0.17% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | 0.17% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.17% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.17% |
| BCAP 2011-RR3 3A6 03.9004 11/27/2036 | 0.17% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.17% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.16% |
| FNR 2019-38 SC IO 04.2580 07/25/2049 | 0.16% |
| GNR 2017-160 S IO 04.4354 10/20/2043 | 0.16% |
| GNR 2018-104 SD IO 04.4354 08/20/2048 | 0.16% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.16% |
| COMM 2012-CR3 E P/P 144A 04.7516 10/15/2045 | 0.16% |
| FHR 4742 S IO 04.4603 12/15/2047 | 0.16% |
| GNR 2018-105 SG IO 04.4854 08/20/2048 | 0.16% |
| STACR 2018-DNA2 B1 05.4920 12/25/2030 | 0.16% |
| UDR INC 90352PB40 DCP 02/04/2020 | 0.16% |
| FHR 4265 SD IO 04.3603 01/15/2035 | 0.16% |
| CAS 2016-C03 2M2 07.6920 10/25/2028 | 0.15% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.15% |
| JPMBB 2014-C18 E P/P 144A 04.3101 02/15/2047 | 0.15% |
| SPRINT CORP 07.8750 09/15/2023 | 0.15% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.15% |
| GNR 2018-H15 EI IO 01.8637 08/20/2068 | 0.15% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.15% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.15% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.15% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.15% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.15% |
| GNR 2018-H04 IO IO 01.7602 02/20/2068 | 0.15% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.15% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.14% |
| GNR 2017-H08 NI IO 02.1894 03/20/2067 | 0.14% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.14% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2023 | 0.14% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.14% |
| GNR 2015-H12 AI IO 01.8923 05/20/2065 | 0.14% |
| GNR 2015-H15 BI IO 02.4606 06/20/2065 | 0.14% |
| CSAIL 2015-C1 D P/P 144A 03.7720 04/15/2050 | 0.14% |
| GNR 2017-H06 BI IO 02.3132 02/20/2067 | 0.14% |
| FNR 2016-62 GS IO 04.3080 09/25/2046 | 0.14% |
| GNR 2018-H01 XI IO 02.0614 01/20/2068 | 0.14% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.14% |
| WAMU 2005-AR14 1A2 03.8441 12/25/2035 | 0.14% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.14% |
| CAS 2017-C03 1B1 06.6420 10/25/2029 | 0.14% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% |
| GNR 2017-H18 FI IO 02.4295 09/20/2067 | 0.14% |
| DBALT 2006-AR4 A2 01.9820 12/25/2036 | 0.14% |
| TREASURY BILL 00.0000 06/18/2020 | 0.14% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.14% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| GNR 2018-100 S IO 04.4354 07/20/2048 | 0.14% |
| STACR 2017-DNA2 B1 06.9420 10/25/2029 | 0.14% |
| ARAB REP OF EGYPT P/P 144A 04.5500 11/20/2023 | 0.14% |
| FNR 2019-34 SL IO 04.2580 07/25/2049 | 0.14% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.14% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.14% |
| AHM 2007-1 GA1C 01.9820 05/25/2047 | 0.13% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.13% |
| REGENCY MARKETS NO. 1 LLC 7588R0A98 DCP 01/09/2020 | 0.13% |
| CAFCO LLC 1247P2C93 DCP 03/09/2020 | 0.13% |
| METLIFE SHORT TERM FUNDING LL 59157TE17 DCP 05/01/2020 | 0.13% |
| MSC 2012-C4 E P/P 144A 05.4193 03/15/2045 | 0.13% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 0.13% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.13% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.13% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.13% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2027 | 0.13% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.13% |
| BSMF 2006-AR2 2A1 02.0220 09/25/2046 | 0.13% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.13% |
| GNR 2017-H12 QI IO 02.3310 05/20/2067 | 0.13% |
| GNR 2017-H16 JI IO 02.6761 08/20/2067 | 0.13% |
| SPST 2019-WL1 A 02.4420 08/25/2052 | 0.13% |
| HELLENIC REPUBLIC REGS 04.0000 01/30/2037 | 0.12% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.12% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.12% |
| CWALT 2006-OA10 3A1 01.9820 08/25/2046 | 0.12% |
| HELLENIC REPUBLIC REGS 03.9000 01/30/2033 | 0.12% |
| GNR 2017-H03 HI IO 01.5608 01/20/2067 | 0.12% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.12% |
| WFRBS 2012-C9 E P/P 144A 04.8108 11/15/2045 | 0.12% |
| GNR 2013-152 SJ IO 04.3854 05/20/2041 | 0.12% |
| GNR 2015-H23 BI IO 01.7754 09/20/2065 | 0.12% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.12% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.12% |
| CAS 2017-C06 2M2 04.5920 02/25/2030 | 0.12% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.12% |
| GNR 2017-H20 HI IO 02.3037 10/20/2067 | 0.12% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.12% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.12% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.12% |
| CIGNA CORP 12553NBB0 DCP 02/11/2020 | 0.12% |
| BACM 2005-1 B 05.5034 11/10/2042 | 0.12% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.12% |
| NAVISTAR INTL TLB L+350 05.2400 11/06/2024 | 0.12% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.12% |
| GNR 2017-H06 MI IO 02.2525 02/20/2067 | 0.12% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.12% |
| CAS 2017-C01 1B1 07.5420 07/25/2029 | 0.11% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.11% |
| HELLENIC REPUBLIC P/P REGS 03.3750 02/15/2025 | 0.11% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.11% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.11% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.11% |
| GNR 2015-H03 CI IO 01.7515 01/20/2065 | 0.11% |
| GNR 2017-H16 IO 02.7107 08/20/2067 | 0.11% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.11% |
| CAFCO LLC 1247P2C28 DCP 03/02/2020 | 0.11% |
| COLLATERALIZED COMMERCIAL PAP 19422FAU0 DCP 01/28/2020 | 0.11% |
| ENGIE SA 29287ABE9 DCP 02/14/2020 | 0.11% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.11% |
| GNR 2018-91 SH IO 04.4854 07/20/2048 | 0.11% |
| GSR 2007-OA1 2A3A 02.1020 05/25/2037 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.11% |
| GNR 2016-H22 AI IO 02.1738 10/20/2066 | 0.11% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.11% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.11% |
| GNR 2016-77 SC IO 04.3354 10/20/2045 | 0.11% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.11% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.10% |
| GNR 2015-H08 CI IO 01.8316 03/20/2065 | 0.10% |
| BRAND ENERGY TL L+425 06.2353 06/21/2024 | 0.10% |
| COMM 2013-CR9 D P/P 144A 04.2455 07/10/2045 | 0.10% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.10% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.10% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.10% |
| GNR 2016-H04 HI IO 02.3796 07/20/2065 | 0.10% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.10% |
| WAMU 2005-AR10 1A3 04.1407 09/25/2035 | 0.10% |
| AES CORP/THE 05.5000 04/15/2025 | 0.10% |
| ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 | 0.10% |
| GNR 2014-4 SG IO 04.3354 01/20/2044 | 0.10% |
| GSAA 2006-8 2A2 01.9720 05/25/2036 | 0.10% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.10% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.10% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.10% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.10% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.10% |
| GNR 2018-67 SC IO 04.4354 05/20/2048 | 0.10% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.10% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.10% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.10% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.10% |
| CEC ENTERTAINMENT INC L+650 08.2994 08/30/2026 | 0.10% |
| DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 | 0.10% |
| GNR 2017-H09 IO IO 01.8606 04/20/2067 | 0.10% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.10% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% |
| 1.80 R ISWP FWD US0003M P 03/18/2030 | 0.10% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.10% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.10% |
| FHR 4731 QS IO 04.4603 11/15/2047 | 0.10% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.10% |
| GNR 2017-H03 EI IO 02.2926 01/20/2067 | 0.10% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.10% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.10% |
| GNR 2016-H16 EI IO 02.4004 06/20/2066 | 0.09% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.09% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.09% |
| CAS 2019-R06 2B1 05.5420 09/25/2039 | 0.09% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.09% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.09% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.09% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.09% |
| GNR 2015-H20 BI IO 01.9748 08/20/2065 | 0.09% |
| GNR 2017-H05 CI IO 03.0331 02/20/2067 | 0.09% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.09% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.09% |
| SOUTHERN CO/THE 84262LA91 DCP 01/09/2020 | 0.09% |
| SPRINT CORP 07.2500 09/15/2021 | 0.09% |
| SPRINT CORP TLB L+300 04.8125 02/03/2024 | 0.09% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.09% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.09% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.09% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.09% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.09% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.09% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.09% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.09% |
| GNR 2015-H15 AI IO 01.8538 06/20/2065 | 0.09% |
| PRICELINE GRO CV 00.9000 09/15/2021 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.09% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.09% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.09% |
| DEXCOM INC CV 00.7500 12/01/2023 | 0.08% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.08% |
| LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 | 0.08% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.08% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.08% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.08% |
| GNR 2016-H12 AI IO 01.6872 07/20/2065 | 0.08% |
| GNR 2017-H11 TI IO 02.3752 04/20/2067 | 0.08% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.08% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2031 | 0.08% |
| CAS 2017-C05 1B1 05.3920 01/25/2030 | 0.08% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.08% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.08% |
| CWALT 2006-OA10 1A1 03.1995 08/25/2046 | 0.08% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.08% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.08% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.08% |
| GNR 2015-H18 BI IO 02.3958 07/20/2065 | 0.08% |
| GNR 2016-H18 IO IO 01.6858 08/20/2066 | 0.08% |
| GNR 2016-H27 EI IO 02.4050 12/20/2066 | 0.08% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.08% |
| GNR 2018-H01 IO IO 01.6612 12/20/2067 | 0.08% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.08% |
| VIRGIN MEDIA FIN PLC P/P 144A 04.5000 01/15/2025 | 0.08% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.08% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.08% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.08% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.08% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.08% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.08% |
| FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.08% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.08% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.08% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.08% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.08% |
| CAS 2016-C06 1B 11.0420 04/25/2029 | 0.08% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.08% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.08% |
| 1.50 R ISWP US0003M P 09/30/2024 | 0.08% |
| BACM 2005-1 C 05.5034 11/10/2042 | 0.08% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028 | 0.08% |
| CWALT 2006-OA10 2A1 01.9820 08/25/2046 | 0.08% |
| GNR 2014-119 SA IO 03.8354 08/20/2044 | 0.08% |
| GNR 2016-H08 AI IO 02.1431 08/20/2065 | 0.08% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.08% |
| STACR 2017-DNA1 B1 06.7420 07/25/2029 | 0.08% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | 0.08% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.08% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.08% |
| FNR 2011-101 SA IO 04.1080 10/25/2041 | 0.08% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.08% |
| GNR 2017-H11 DI IO 01.9078 05/20/2067 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.08% |
| ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.08% |
| CAS 2016-C07 2M2 06.1420 05/25/2029 | 0.08% |
| CCMFC 2006-4A A2 01.9720 11/25/2047 | 0.08% |
| GNR 2014-H25 BI IO 01.7241 12/20/2064 | 0.08% |
| GNR 2016-H14 IO IO 01.7169 06/20/2066 | 0.08% |
| GNR 2019-125 SG IO 04.2854 10/20/2049 | 0.08% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% |
| STACR 2016-HQA3 M3 05.6420 03/25/2029 | 0.08% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.08% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.07% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.07% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.07% |
| CAS 2017-C06 2B1 06.2420 02/25/2030 | 0.07% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.07% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.07% |
| REFINITIV TLB L+325 05.0494 10/01/2025 | 0.07% |
| TREASURY BILL 00.0000 01/02/2020 | 0.07% |
| TREASURY BILL 00.0000 02/20/2020 | 0.07% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.07% |
| STACR 2016-HQA2 M3 06.9420 11/25/2028 | 0.07% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.07% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.07% |
| FNMA FN30 BN4205 UMBS 05.0000 12/01/2048 | 0.07% |
| STACR 2018-DNA3 B2 09.5420 09/25/2048 | 0.07% |
| STACR 2018-HQA2 B2 12.7920 10/25/2048 | 0.07% |
| GNR 2015-H10 BI IO 02.5582 04/20/2065 | 0.07% |
| GNR 2015-H24 AI IO 02.1161 09/20/2065 | 0.07% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.07% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.07% |
| DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 | 0.07% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.07% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.07% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.07% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.07% |
| STACR 2019-DNA1 B2 12.5420 01/25/2049 | 0.07% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% |
| UKRPI P 3.665 R 12/15/28 | 0.07% |
| BMIR 2019-4A B1 P/P 144A 05.6420 10/25/2029 | 0.07% |
| EQUINIX INC 05.3750 05/15/2027 | 0.07% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.07% |
| GNR 2015-H23 DI IO 01.8981 09/20/2065 | 0.07% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.07% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.07% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.07% |
| JPALT 2007-A2 12A1 01.9920 06/25/2037 | 0.07% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.07% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.07% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.07% |
| 1.53 R ISWP US0003M P 10/01/2024 | 0.07% |
| GNR 2016-H17 KI IO 02.4536 07/20/2066 | 0.07% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.07% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.07% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.07% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.07% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.07% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| CHEGG INC P/P 144A CV 00.1250 03/15/2025 | 0.06% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.06% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.06% |
| GNR 2017-H02 BI IO 02.2577 01/20/2067 | 0.06% |
| HUSKY TLB L+300 04.7994 03/28/2025 | 0.06% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.06% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.06% |
| WFMBS 2006-AR5 1A1 05.1720 04/25/2036 | 0.06% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.06% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.06% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.06% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.06% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.06% |
| AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.06% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.06% |
| TREASURY BILL 00.0000 06/04/2020 | 0.06% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.06% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.06% |
| STACR 2016-DNA1 B 11.7920 07/25/2028 | 0.06% |
| STACR 2019-DNA1 M2 04.4420 01/25/2049 | 0.06% |
| WAMU 2005-AR13 A1C3 02.2820 10/25/2045 | 0.06% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.06% |
| GNR 2016-H24 JI IO 02.0429 11/20/2066 | 0.06% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.06% |
| STACR 2018-HQA1 M2 04.0920 09/25/2030 | 0.06% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.06% |
| ASCEND LEARNING TLB L+300 04.7994 07/12/2024 | 0.06% |
| CAS 2016-C03 1M2 07.0920 10/25/2028 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| GNR 2016-H06 CI IO 01.8043 02/20/2066 | 0.06% |
| ISTAR INC 04.2500 08/01/2025 | 0.06% |
| ISTAR INC 04.7500 10/01/2024 | 0.06% |
| MWST 2019-1 A 02.5920 06/25/2052 | 0.06% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.06% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.06% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.06% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.06% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.06% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.06% |
| BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 | 0.06% |
| CAS 2015-C01 2M2 06.3420 02/25/2025 | 0.06% |
| CAS 2017-C06 1M2 04.4420 02/25/2030 | 0.06% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.06% |
| GNR 2014-46 SA IO 04.3354 03/20/2044 | 0.06% |
| GNR 2017-H06 DI IO 01.8121 02/20/2067 | 0.06% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.06% |
| CWALT 2006-45T1 2A7 02.1320 02/25/2037 | 0.06% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.06% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.06% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.06% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.06% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.06% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.06% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.06% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.06% |
| STACR 2019-DNA2 M2 04.2420 03/25/2049 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.06% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.06% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.06% |
| BMIR 2017-1 B1 P/P 144A 06.5420 10/25/2027 | 0.06% |
| CWALT 2006-OA7 1A1 02.9700 06/25/2046 | 0.06% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.06% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.06% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.06% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.06% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.06% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.06% |
| BALTA 2005-7 21A1 04.3392 09/25/2035 | 0.06% |
| CPTFEMU P 1.71 R 07/15/37 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.06% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.06% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.06% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.06% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.06% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.05% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.05% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.05% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.05% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.05% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.05% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.05% |
| VERTIV TLB L+400 05.9271 11/15/2023 | 0.05% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.05% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.05% |
| CAS 2018-C02 2B1 05.7920 08/25/2030 | 0.05% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| GNR 2014-60 SE IO 04.3354 04/20/2044 | 0.05% |
| SQUARE INC CV 00.5000 05/15/2023 | 0.05% |
| CAS 2018-C02 2M2 03.9920 08/25/2030 | 0.05% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.05% |
| GFL ENVIRONMENTAL TLB L+300 04.7994 05/31/2025 | 0.05% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.05% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.05% |
| OWENS CORNING 04.2000 12/01/2024 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 | 0.05% |
| FNMA FN30 BN6771 UMBS 05.0000 01/01/2049 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| GNR 2015-H01 BI IO 01.6007 01/20/2065 | 0.05% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.05% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.05% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.05% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.05% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.05% |
| AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.05% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.05% |
| CAS 2018-C04 2M2 04.3420 12/25/2030 | 0.05% |
| COLLATERALIZED COMMERCIAL PAP 19423JC62 DCP 03/06/2020 | 0.05% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 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% |
| HCA INC 05.3750 09/01/2026 | 0.05% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.05% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.05% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.05% |
| 1.746 R ISWP US0003M P 12/27/2029 | 0.05% |
| APERGY CORP 06.3750 05/01/2026 | 0.05% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.05% |
| INPHI CORP CV 00.7500 09/01/2021 | 0.05% |
| MWST 2018-W1 A 02.6420 11/25/2051 | 0.05% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.05% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.05% |
| WAMU 2005-AR19 A1C4 02.1920 12/25/2045 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.05% |
| FHR 3919 SA IO 04.7603 09/15/2041 | 0.05% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.05% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.05% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.05% |
| OMIR 2017-1A M2 P/P 144A 05.7920 04/25/2027 | 0.05% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.05% |
| CENTURYLINK TLB L+275 05.2724 01/31/2025 | 0.05% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.05% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.05% |
| FHS 311 S1 IO 04.2103 08/15/2043 | 0.05% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.05% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.05% |
| II-VI INC CV 00.2500 09/01/2022 | 0.05% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| STACR 2019-DNA2 B2 12.2920 03/25/2049 | 0.05% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.05% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.05% |
| ATOTECH TLB1 L+300 04.9446 01/31/2024 | 0.05% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.05% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.05% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.05% |
| CREE INC CV 00.8750 09/01/2023 | 0.05% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.05% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.05% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.05% |
| GNR 2019-78 SJ IO 04.2854 06/20/2049 | 0.05% |
| HCA INC 05.0000 03/15/2024 | 0.05% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.05% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.05% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.05% |
| TALBOTS TLB L+700 08.7994 11/28/2022 | 0.05% |
| UBSBB 2012-C2 F P/P 144A 04.8901 05/10/2063 | 0.05% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.04% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.04% |
| ENVESTNET INC CV 01.7500 06/01/2023 | 0.04% |
| FHS 326 S2 IO 04.2103 03/15/2044 | 0.04% |
| GARDA WORLD TLB L+475 06.6903 10/23/2026 | 0.04% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.04% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.04% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.04% |
| HMIR 2019-1 M2 P/P 144A 05.0420 05/25/2029 | 0.04% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.04% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.04% |
| SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.04% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.04% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.04% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.04% |
| BWAY CORP TLB L+325 05.2343 04/03/2024 | 0.04% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.04% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.04% |
| GNR 2014-H06 BI IO 01.5085 02/20/2064 | 0.04% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.04% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.04% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.04% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% |
| TELADOC INC CV 01.3750 05/15/2025 | 0.04% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.04% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.04% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.04% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.04% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.04% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.04% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.04% |
| NOK/USD 03/18/2020 GSFX | 0.04% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.04% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.04% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.04% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.04% |
| BIOMARIN PHARMA CV 00.5990 08/01/2024 | 0.04% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.04% |
| GNMA GII30 BO5417 05.0000 06/20/2049 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.04% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.04% |
| STACR 2018-HQA2 B1 06.0420 10/25/2048 | 0.04% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.04% |
| TENNANT CO 05.6250 05/01/2025 | 0.04% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.04% |
| ASURION TLB7 L+300 04.7994 11/03/2024 | 0.04% |
| BERRY GLOBAL TLU L+250 5.02189 07/01/2026 | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.04% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.04% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.04% |
| GNR 2013-182 SY IO 04.3354 12/20/2043 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.04% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.04% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.04% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.04% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.04% |
| ROBERTSHAW US HOLDING L+325 05.0625 02/28/2025 | 0.04% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.04% |
| WAYFAIR INC CV 01.1250 11/01/2024 | 0.04% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.04% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.04% |
| CAS 2017-C07 1B1 05.7920 05/25/2030 | 0.04% |
| CAS 2017-C07 2M2 04.2920 05/25/2030 | 0.04% |
| CAS 2018-C06 2B1 05.8920 03/25/2031 | 0.04% |
| ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.04% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.04% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.04% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.04% |
| PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 | 0.04% |
| STACR 2017-DNA3 B1 06.2420 03/25/2030 | 0.04% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.04% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.04% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.04% |
| WERNER TLB L+400 05.7994 07/24/2024 | 0.04% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.04% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | 0.04% |
| 1.655 R ISWP US0003M P 11/29/2029 | 0.04% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% |
| CAS 2017-C02 2M2 05.4420 09/25/2029 | 0.04% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.04% |
| FNR 2010-35 SG IO 04.6080 04/25/2040 | 0.04% |
| GNMA GII30 BL7520 05.5000 04/20/2049 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.04% |
| TERRIER MEDIA TLB L+425 05.9898 12/12/2026 | 0.04% |
| WIX LTD USD 00.0000 07/01/2023 | 0.04% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.04% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.04% |
| ARBY'S TLB L+325 05.2159 02/05/2025 | 0.04% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.04% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.04% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.04% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.04% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.04% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.04% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.04% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.04% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.04% |
| NETFLIX INC 04.8750 04/15/2028 | 0.04% |
| PETSMART INC TLB L+400 05.7400 03/11/2022 | 0.04% |
| QORVO INC 05.5000 07/15/2026 | 0.04% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.04% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.04% |
| ZYNGA INC P/P 144A CV 00.2500 06/01/2024 | 0.04% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.04% |
| ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028 | 0.04% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.04% |
| CAS 2015-C02 2M2 05.7920 05/25/2025 | 0.04% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.04% |
| GNR 2014-58 SA IO 04.3354 04/20/2044 | 0.04% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.04% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% |
| LUMENTUM HOLD CV 00.2500 03/15/2024 | 0.04% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.04% |
| REYNOLDS GROUP TL L+300 04.5494 02/05/2023 | 0.04% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% |
| STACR 2017-HQA1 M2 05.3420 08/25/2029 | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| VIAVI SOLUT CV 01.7500 06/01/2023 | 0.04% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.04% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.04% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.04% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.04% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.04% |
| Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.04% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.04% |
| ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 | 0.04% |
| STACR 2018-DNA1 B1 04.9420 07/25/2030 | 0.04% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.04% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.04% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.04% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.03% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.03% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.03% |
| RINGCENTRAL CV 00.0000 03/15/2023 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.03% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.03% |
| CENTENE CORP 04.7500 05/15/2022 | 0.03% |
| CONMED CORP P/P 144A CV 02.6250 02/01/2024 | 0.03% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.03% |
| EURONET WORLD P/P 144A CV 00.7500 03/15/2049 | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.03% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.03% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.03% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.03% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.03% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.03% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.03% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.03% |
| MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.03% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.03% |
| WIDEOPENWEST TLB L+325 05.0299 08/19/2023 | 0.03% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.03% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.03% |
| CAS 2018-C05 1M2 04.1420 01/25/2031 | 0.03% |
| CINEWORLD TLB L+225 04.0494 02/28/2025 | 0.03% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.03% |
| GOLDEN NUGGET TL L+275 04.6923 10/04/2023 | 0.03% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.03% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2032 | 0.03% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.03% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.03% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.03% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.03% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.03% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.03% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.03% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.03% |
| GNR 2010-20 SC IO 04.3854 02/20/2040 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 | 0.03% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.03% |
| METLIFE INC P/P 144A 09.2500 04/08/2038 | 0.03% |
| NOK/USD 03/18/2020 BANKAM | 0.03% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.03% |
| SUPERNUS PH CV 00.6250 04/01/2023 | 0.03% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.03% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.03% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.03% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.03% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.03% |
| CAS 2016-C04 1B 12.0420 01/25/2029 | 0.03% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.03% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.03% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.03% |
| EUROPCAR MOBILITY GROUP REGS 04.1250 11/15/2024 | 0.03% |
| INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.03% |
| ORYX TLB L+400 06.0536 05/22/2026 | 0.03% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.03% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.03% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.03% |
| TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027 | 0.03% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.03% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | 0.03% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.03% |
| CAS 2018-C06 1B1 05.5420 03/25/2031 | 0.03% |
| CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 | 0.03% |
| DIVERSEY TL L+300 04.9271 09/06/2024 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| FNR 2012-36 SN IO 04.6580 04/25/2042 | 0.03% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| GNR 2013-99 VS IO 04.3603 07/16/2043 | 0.03% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.03% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.03% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.03% |
| AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.03% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.03% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.03% |
| GNR 2013-129 SN IO 04.3854 09/20/2043 | 0.03% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.03% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 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% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.03% |
| MESSER INDUST TLB L+250 04.4446 03/01/2026 | 0.03% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.03% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.03% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.03% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.03% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.03% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.03% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.03% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.03% |
| CMLTI 2007-AMC3 A2B 01.9720 03/25/2037 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.03% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.03% |
| REVLON CONS TLB L+350 05.4086 09/07/2023 | 0.03% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.03% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.03% |
| 0.20 R ISWP FWD EUR006M P 03/18/2030 | 0.03% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.03% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.03% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.03% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.03% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.03% |
| GNR 2019-99 KS IO 04.2854 08/20/2049 | 0.03% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.03% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.03% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.03% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.03% |
| LENNAR CORP 05.8750 11/15/2024 | 0.03% |
| NOK/USD 03/18/2020 RBSF | 0.03% |
| SESI LLC 07.1250 12/15/2021 | 0.03% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.03% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | 0.02% |
| CAS 2018-C06 2M2 03.8920 03/25/2031 | 0.02% |
| CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 0.02% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.02% |
| GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2033 | 0.02% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.02% |
| NOK/USD 03/18/2020 SSBT | 0.02% |
| SOLENIS 1STL L+400 05.9086 06/26/2025 | 0.02% |
| SWPTN 3MX5Y P 2.18775 USD 03/17/2020 CI | 0.02% |
| TABULA RASA H P/P 144A CV 01.7500 02/15/2026 | 0.02% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.02% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.02% |
| 0.616 R ISWP FWD GBL6M P 09/18/2029 | 0.02% |
| ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 | 0.02% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.02% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.02% |
| GNMA GII30 BL4992 05.0000 08/20/2049 | 0.02% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.02% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.02% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% |
| ROBERTSHAW TL 2L L+800 09.8125 02/28/2026 | 0.02% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.02% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.02% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.02% |
| 1.668 R ISWP FWD US0003M P 01/06/2030 | 0.02% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.02% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.02% |
| CFMT 2019-HB1 M5 144A 06.0000 12/25/2029 | 0.02% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.02% |
| GNMA GII30 BO6603 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.02% |
| NZD/USD 01/15/2020 UBS | 0.02% |
| PROVINCIA DE BUENOS 45.7248 05/31/2022 | 0.02% |
| SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.02% |
| SILICON LABOR CV 01.3750 03/01/2022 | 0.02% |
| STACR 2019-HQA3 B1 04.7920 09/25/2049 | 0.02% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.02% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.02% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.02% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.02% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.02% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.02% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.02% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% |
| FIVE9 INC CV 00.1250 05/01/2023 | 0.02% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 | 0.02% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.02% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.02% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.02% |
| AKER BP ASA P/P 144A 04.7500 06/15/2024 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.02% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.02% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| JO-ANN STORES 2NDL L+925 11.0420 05/21/2024 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.02% |
| STACR 2019-DNA2 B1 06.1420 03/25/2049 | 0.02% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 0.02% |
| 1.6675 R ISWP US0003M P 12/31/2029 | 0.02% |
| 8X8 INC P/P 144A CV 00.5000 02/01/2024 | 0.02% |
| AES CORP/THE 04.5000 03/15/2023 | 0.02% |
| AIR METHODS TLB L+350 05.4446 04/21/2024 | 0.02% |
| AMERICA MOVIL SAB DE CV REGS 00.0000 05/28/2020 | 0.02% |
| CAS 2019-R04 2B1 07.0420 06/25/2039 | 0.02% |
| CPURNSA R 1.71 P 11/21/24 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2038 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.02% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% |
| NZD/USD 01/15/2020 SSBT | 0.02% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.02% |
| WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 | 0.02% |
| AES CORP/THE 05.1250 09/01/2027 | 0.02% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.02% |
| BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.02% |
| FHLMC FR30 ZN5648 UMBS 04.5000 01/01/2049 | 0.02% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.02% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% |
| GNMA GII30 BM2243 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| GNR 2019-83 SY IO 04.3354 07/20/2049 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2036 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| RAPID7 INC CV 01.2500 08/01/2023 | 0.02% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.02% |
| STMICROELECTRONICS NV REGS 00.2500 07/03/2024 | 0.02% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | 0.02% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.02% |
| TOTAL SA REGS 00.5000 12/02/2022 | 0.02% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% |
| 0.65 R ISWP FWD SES3M P 03/18/2030 | 0.02% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.02% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% |
| CAS 2017-C07 2B1 06.2420 05/25/2030 | 0.02% |
| CAS 2019-R01 2M2 04.2420 07/25/2031 | 0.02% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.02% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.02% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.02% |
| GNMA GII30 BL4980 05.0000 08/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| HCA INC. 07.5000 02/15/2022 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.02% |
| NETFLIX INC 05.8750 02/15/2025 | 0.02% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.02% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.02% |
| TEVA PHARMA NE P/P 144A 07.1250 01/31/2025 | 0.02% |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.02% |
| FNR 2006-8 HP 17.9960 03/25/2036 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.02% |
| ISTAR INC. 05.2500 09/15/2022 | 0.02% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.02% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.02% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% |
| OCI NV P/P 144A 05.2500 11/01/2024 | 0.02% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.02% |
| RACKSPACE HOSTING INC L+300 04.9023 11/03/2023 | 0.02% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.02% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.02% |
| STACR 2014-HQ3 M3 06.5420 10/25/2024 | 0.02% |
| STACR 2019-HQA1 B2 14.0420 02/25/2049 | 0.02% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.02% |
| 2.00 R ISWP FWD NOKOIB6M P 03/18/2030 | 0.02% |
| ALBERTSON'S TLB7 L+275 04.5494 11/17/2025 | 0.02% |
| BMIR 2018-2A B1 P/P 144A 04.4420 08/25/2028 | 0.02% |
| CAS 2015-C03 2M2 06.7920 07/25/2025 | 0.02% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.02% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.02% |
| EQUINIX INC 05.8750 01/15/2026 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| GNR 2012-H29 AI IO 01.4864 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.4864 10/20/2062 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 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% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.02% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.02% |
| CAS 2015-C02 1M2 05.7920 05/25/2025 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.02% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.02% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.02% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.02% |
| SOCIALIST REP OF VIE P/P 144A 04.8000 11/19/2024 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| STACR 2018-HQA2 M2 04.0920 10/25/2048 | 0.02% |
| 0.35 R ISWP FWD SES3M P 03/18/2025 | 0.01% |
| 1.6875 R ISWP CDOR03 P 10/09/2029 | 0.01% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.01% |
| CAS 2016-C05 2M2 06.2420 01/25/2029 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2015-42 LS IO 04.4080 06/25/2045 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.01% |
| KRONOS TLB L+300 04.9091 11/01/2023 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| STACR 2015-HQ1 M3 05.5920 03/25/2025 | 0.01% |
| TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 | 0.01% |
| UKRPI P 3.385 R 11/15/24 | 0.01% |
| 1.75 R ISWP FWD NFIX3MID P 03/18/2030 | 0.01% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.01% |
| CALIFORNIA RESOURC TL L+475 06.5548 12/31/2022 | 0.01% |
| CAS 2016-C05 2B 12.5420 01/25/2029 | 0.01% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.01% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.01% |
| EUR/NOK PUT 9.85 20200121 GSFX | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.01% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| IHEARTMEDIA TL L+400 05.7809 05/01/2026 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.01% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.01% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.01% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.01% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.01% |
| 1.40 R ISWP FWD NFIX3MID P 03/18/2025 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.01% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.01% |
| CAS 2018-C03 1B1 05.5420 10/25/2030 | 0.01% |
| COUPA SOFTWAR P/P 144A CV 00.1250 06/15/2025 | 0.01% |
| FNR 2013-18 SB IO 04.3580 10/25/2041 | 0.01% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.01% |
| BASF SE REGS 00.9250 03/09/2023 | 0.01% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.01% |
| CPURNSA R 1.703 P 11/29/24 | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2019-43 JS IO 04.2580 08/25/2049 | 0.01% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| JC PENNEY CORP INC 07.4000 04/01/2037 | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.01% |
| SEA LTD P/P 144A 01.0000 12/01/2024 | 0.01% |
| STACR 2019-HQA1 M2 04.1420 02/25/2049 | 0.01% |
| STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 | 0.01% |
| TESLA INC CV 02.3750 03/15/2022 | 0.01% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| 1.8252 R ISWP US0003M P 12/17/2029 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.01% |
| BAYER AG REGS 00.0500 06/15/2020 | 0.01% |
| CAS 2018-C05 1B1 06.0420 01/25/2031 | 0.01% |
| FHLMC FR30 ZN5649 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.01% |
| MBX.FN30.550.08 R USL1M P 01/12/39 GS | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| OPTN FN30 3.0 01/07/20 CALL 101.34375 JPMC | 0.01% |
| ORTHO-CLINICAL TLB L+325 05.1584 06/01/2025 | 0.01% |
| PINDUODUO INC P/P 144A 00.0000 10/01/2024 | 0.01% |
| RAG-STIFTUNG REGS 00.0000 02/18/2021 | 0.01% |
| STACR 2018-DNA2 M2 03.9420 12/25/2030 | 0.01% |
| TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 | 0.01% |
| UKRPI P 3.34 R 03/15/28 | 0.01% |
| 1.77 R ISWP FWD US0003M P 12/27/2029 | 0.01% |
| CAS 2018-C04 2B1 06.2920 12/25/2030 | 0.01% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.01% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| GBP/USD 03/18/2020 BANKAM | 0.01% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.01% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| JPMCC 2013-LC11 D 04.1678 04/15/2046 | 0.01% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.01% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.01% |
| OMIR 2019-1A B1B 06.1420 07/25/2029 | 0.01% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.01% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.01% |
| SUEZ CV PFD | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.01% |
| 1.632 R ISWP US0003M P 12/17/2024 | 0.01% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 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% |
| GNR 2010-68 SD IO 04.8154 06/20/2040 | 0.01% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.01% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.01% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2040 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MSBAM 2013-C11 D P/P 144A 04.3535 08/15/2046 | 0.01% |
| OKTA INC P/P 144A CV 00.1250 09/01/2025 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.01% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.01% |
| UKRPI P 3.34 R 02/15/28 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| 1.6445 R ISWP US0003M P 12/13/2024 | 0.01% |
| 2.86 R ISWP US0003M P 01/22/2020 | 0.01% |
| AUD/USD 01/15/2020 UBS | 0.01% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| GNR 2016-77 SL IO 04.3854 03/20/2043 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.01% |
| LVMH MOET HENNESSY VUITT CV PFD | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| NABORS INDUSTRIES INC. 05.5000 01/15/2023 | 0.01% |
| OMIR 2019-1A B1A 05.2920 07/25/2029 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.01% |
| SERVICENOW IN CV 00.0000 06/01/2022 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.01% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| UKRPI P 3.381 R 11/15/24 | 0.01% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.01% |
| CHENIERE ENERGY INC CV 04.2500 03/15/2045 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CPURNSA R 1.7625 P 12/10/24 | 0.01% |
| EVERBRIDGE P/P 144A CV 00.1250 12/15/2024 | 0.01% |
| FHR 3408 EK 18.7925 04/15/2037 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% |
| GNR 2019-89 JS IO 04.2854 04/20/2049 | 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% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| LIGAND PHARMA CV 00.7500 05/15/2023 | 0.01% |
| STEEL DYNAMICS INC 04.1250 09/15/2025 | 0.01% |
| STMICROELECTRONICS N.V. REGS 00.0000 07/03/2022 | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| VODAFONE GROUP PLC REGS 00.0000 11/26/2020 | 0.01% |
| XERO INVESTMENTS LTD REGS 02.3750 10/04/2023 | 0.01% |
| 2.10 R ISWP FWD CDOR03 P 03/18/2030 | 0.00% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.00% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.7745 03/11/2039 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| COMM 2014-CR17 E P/P 144A 04.8499 05/10/2047 | 0.00% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.00% |
| FNR 2018-86 DS IO 04.3080 12/25/2048 | 0.00% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IQIYI INC P/P 144A 02.0000 04/01/2025 | 0.00% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.0814 07/15/2046 | 0.00% |
| MSRR 2010-R4 4B 03.0270 02/26/2037 | 0.00% |
| MTU AERO ENGINES AG REGS 00.1250 05/17/2023 | 0.00% |
| NEXITY SA CV PFD | 0.00% |
| OSI SYS INC CV 01.2500 09/01/2022 | 0.00% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| TALEND SA P/P 144A CV 01.7500 09/01/2024 | 0.00% |
| UKRPI P 3.3875 R 03/15/28 | 0.00% |
| UKRPI P 3.42 R 12/15/24 | 0.00% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | 0.00% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | 0.00% |
| 1.6815 R ISWP US0003M P 12/18/2024 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.00% |
| CAS 2015-C01 1M2 06.0920 02/25/2025 | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| DP WORLD PLC REGS 01.7500 06/19/2024 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.00% |
| HUBSPOT INC CV 00.2500 06/01/2022 | 0.00% |
| IOS.FN30.350.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.450.11 R USL1M P 01/12/42 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| NICE SYS INC CV 01.2500 01/15/2024 | 0.00% |
| SWPTN 1MX10Y R 1.695 USD 01/13/2020 UB | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WESTERN DI CV 01.5000 02/01/2024 | 0.00% |
| 0.90 R ISWP FWD GBL6M P 03/18/2025 | 0.00% |
| 1.95 R ISWP FWD NOKOIB6M P 03/18/2025 | 0.00% |
| AUD/USD 01/15/2020 BANKAM | 0.00% |
| CAS 2019-R02 1M2 04.0920 08/25/2031 | 0.00% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| ESC CB144A STEARNS P/P 144A 09.3750 08/15/2020 | 0.00% |
| EUR/USD 03/18/2020 SSBT | 0.00% |
| FNR 2005-83 QP 12.7348 11/25/2034 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| NOK/USD 03/18/2020 BCAP-FX | 0.00% |
| NOK/USD 03/18/2020 CITI | 0.00% |
| NOK/USD 03/18/2020 HSBCB | 0.00% |
| OPTN FN30 3.5 01/07/20 CALL 102.8125 JPMC | 0.00% |
| PATRICK INDS CV 01.0000 02/01/2023 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SWPTN 3MX2Y P 1.715 USD 01/10/2020 TD | 0.00% |
| SWPTN 4WX10Y R 1.71875 USD 01/09/2020 GS | 0.00% |
| -0.10 R ISWP FWD EUR006M P 03/18/2025 | 0.00% |
| -0.40 R ISWP FWD CHL6M P 03/18/2025 | 0.00% |
| 1.80 R ISWP FWD US0003M P 01/15/2030 | 0.00% |
| 1.81875 R ISWP FWD US0003M P 01/13/2030 | 0.00% |
| 1.875 R ISWP FWD US0003M P 12/31/2029 | 0.00% |
| BALTA 2005-8 21A1 04.1641 10/25/2035 | 0.00% |
| CAS 2018-C01 1M2 04.0420 07/25/2030 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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% |
| CZK/USD 03/18/2020 BANKAM | 0.00% |
| DIAMOND SPORTS TLB L+325 05.0300 08/24/2026 | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FRAC TECH INTL TLB L+475 06.5494 04/16/2021 | 0.00% |
| FSPC T-57 1AX IO 00.3749 07/25/2043 | 0.00% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.00% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.00% |
| REALPAGE INC CV 01.5000 11/15/2022 | 0.00% |
| SCIENTIFIC GAMES TLB5 L+275 04.5494 08/14/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | 0.00% |
| TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 | 0.00% |
| 1.8765 R ISWP FWD US0003M P 12/31/2029 | 0.00% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.00% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CSMC 2006-C5 AX IO 00.8836 12/15/2039 | 0.00% |
| EUR/USD 03/18/2020 RBSF | 0.00% |
| EUR/USD 03/18/2020 TDBK | 0.00% |
| EUR/USD 03/18/2020 WPAC | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2993 06/25/2042 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | 0.00% |
| SWPTN 2WX10Y R 1.81 USD 01/13/2020 CI | 0.00% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.00% |
| -0.351 R ISWP FWD EUR006M P 12/18/2024 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/18/2021 | 0.00% |
| 0.701 R ISWP FWD GBL6M P 12/18/2021 | 0.00% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | 0.00% |
| 1.00 R ISWP FWD AUDBB6M P 03/18/2025 | 0.00% |
| 1.10 R ISWP FWD GBL6M P 03/18/2030 | 0.00% |
| 1.40 R ISWP FWD AUDBB6M P 03/18/2030 | 0.00% |
| 6.66 R ISWP IN00O/N P 12/20/2022 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/USD 03/18/2020 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 00.3757 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% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GSMS 2005-GG4 XC IO P/P 144A 01.3683 07/10/2039 | 0.00% |
| INR/USD 02/20/2020 GSFX | 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 02/19/2020 HSBCB | 0.00% |
| JPY/USD 02/19/2020 UBS | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 05.8113 12/15/2049 | 0.00% |
| STEARNS HLD/CO P/P 144A 05.0000 11/05/2024 | 0.00% |
| STRIP 2003-1A N P/P 144A 05.0000 03/24/2020 | 0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS | 0.00% |
| SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS | 0.00% |
| SWPTN 5WX10Y R 1.598 USD 01/02/2020 MS | 0.00% |
| SWPTN 5WX10Y R 1.621 USD 01/06/2020 CI | 0.00% |
| SWPTN 5WX10Y R 1.668 USD 01/02/2020 MS | 0.00% |
| SWPTN 5WX10Y R 1.706 USD 01/06/2020 CI | 0.00% |
| WBCMT 2007-C34 IO IO 00.0852 05/15/2046 | 0.00% |
| -0.10 R ISWP FWD CHL6M P 03/18/2030 | -0.00% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.00% |
| BRL/USD 02/04/2020 CITI | -0.00% |
| CHF/USD 03/18/2020 JPMCB | -0.00% |
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| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
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| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
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| JPY/USD 02/19/2020 BANKAM | -0.00% |
| JPY/USD 02/19/2020 JPMCB | -0.00% |
| SEK/USD 03/18/2020 BCAP-FX | -0.00% |
| SEK/USD 03/18/2020 JPMCB | -0.00% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.00% |
| SWPTN 2WX10Y P 1.99 USD 01/13/2020 CI | -0.00% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.00% |
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| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
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| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
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| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
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| EUR/USD 03/18/2020 BCAP-FX | -0.00% |
| EUR/USD 03/18/2020 HSBCB | -0.00% |
| JPY/USD 02/19/2020 SSBT | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| OPTN FN30 3.5 01/07/20 PUT 102.8125 JPMC | -0.00% |
| 1.39 R ISWP NFIX3MID P 12/17/2024 | -0.00% |
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| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
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| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
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| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| FEDL01 P ISWP SOFRRATE R 11/29/2020 | -0.00% |
| FEDL01 P ISWP SOFRRATE R 12/05/2020 | -0.00% |
| GBP/USD 03/18/2020 UBS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SEK/USD 03/18/2020 TDBK | -0.00% |
| SEK/USD 03/18/2020 UBS | -0.00% |
| 1.15 R ISWP NFIX3MID P 08/07/2021 | -0.00% |
| 1.3625 R ISWP NFIX3MID P 12/13/2024 | -0.00% |
| 1.70 R ISWP FWD US0003M P 03/18/2025 | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% |
| CAD/USD 01/15/2020 SSBT | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
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| 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% |
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| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 03/18/2020 UBS | -0.00% |
| GBP/USD 03/18/2020 SSBT | -0.00% |
| OPTN FN30 3.0 01/07/20 PUT 101.34375 JPMC | -0.00% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | -0.00% |
| 0.712 R ISWP FWD GBL6M P 09/18/2021 | -0.00% |
| 1.36 R ISWP NFIX3MID P 12/18/2024 | -0.00% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.00% |
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| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 03/18/2020 CITI | -0.00% |
| EUR/USD 03/18/2020 GSFX | -0.00% |
| SEK/USD 03/18/2020 BANKAM | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
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| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| EUR/USD 03/18/2020 BANKAM | -0.01% |
| GBP/USD 03/18/2020 HSBCB | -0.01% |
| SEK/USD 03/18/2020 RBSF | -0.01% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.01% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| EUR/USD 03/18/2020 JPMCB | -0.01% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.01% |
| SWPTN 1MX10Y R 1.8 USD 01/13/2020 UB | -0.01% |
| SWPTN 4WX10Y R 1.81875 USD 01/09/2020 GS | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| GBP/USD 03/18/2020 GSFX | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.01% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.01% |
| CAD/USD 01/15/2020 TDBK | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 5WX10Y P 1.868 USD 01/02/2020 MS | -0.01% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SEK/USD 03/18/2020 HSBCB | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| SEK/USD 03/18/2020 GSFX | -0.01% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | -0.01% |
| BRL/USD 02/04/2020 BANKAM | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 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% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| SEK/USD 03/18/2020 SSBT | -0.01% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | -0.01% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 3MX10Y P 1.8055 USD 01/10/2020 TD | -0.02% |
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| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| 1.7945 R ISWP US0003M P 12/18/2029 | -0.02% |
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| MBX.FN30.450.09 P USL1M R 01/12/40 GS | -0.02% |
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| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
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| 0.595 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.02% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.02% |
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| SWPTN 3MX5Y P 1.999 USD 03/17/2020 CI | -0.03% |
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| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | -0.03% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | -0.03% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.03% |
| 2.00 R ISWP FWD CDOR03 P 03/18/2025 | -0.03% |
| AUD/USD 01/15/2020 SSBT | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.04% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | -0.04% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.04% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | -0.04% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.04% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.04% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.04% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.04% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.04% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.04% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | -0.04% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.04% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.04% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.04% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.05% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.05% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.05% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.05% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.06% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.06% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.06% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.06% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.06% |
| 1.60 R ISWP FWD US0003M P 12/18/2021 | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.06% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.07% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.07% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2050 | -0.07% |
| FNMA FN30 TBA UMBS 05.0000 01/01/2050 | -0.07% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 CS | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.08% |
| UKRPI R 3.4425 P 07/15/49 | -0.08% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.08% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.08% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.09% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.09% |
| GNMA GII30 TBA 03.5000 01/01/2050 | -0.09% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.09% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.10% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.11% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.11% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.11% |
| GNMA GII30 TBA 05.0000 01/01/2050 | -0.12% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.14% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.15% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.17% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | -0.17% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.18% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.18% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.22% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.23% |
| 1.30 R ISWP FWD US0003M P 12/18/2026 | -0.24% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.44% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.86% |
| EURO-SCHATZ FUT MAR20 DUH0 | -1.87% |
| US 5YR NOTE (CBT) MAR20 FVH0 | -3.47% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | 18.52% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 01/01/2050 | 10.84% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2049 | 8.70% |
| US 2YR NOTE (CBT) MAR20 TUH0 | 3.14% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2049 | 2.22% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.42% |
| GNMA GII30 TBA 04.0000 01/01/2050 | 1.35% |
| TREASURY BILL 00.0000 04/02/2020 | 1.10% |
| TREASURY BILL 00.0000 03/12/2020 | 0.82% |
| SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP | 0.72% |
| GNMA GII30 TBA 04.5000 12/01/2049 | 0.64% |
| FMC CORP 34410XZ29 DCP 12/02/2019 | 0.64% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.58% |
| TREASURY BILL 00.0000 12/12/2019 | 0.58% |
| ETP LEGACY LP 29277FZ20 DCP 12/02/2019 | 0.57% |
| US ULTRA BOND CBT MAR20 WNH0 | 0.57% |
| FNMA FN30 TBA UMBS 05.5000 12/01/2049 | 0.57% |
| CAS 2015-C04 1M2 07.4080 04/25/2028 | 0.56% |
| REPO TRIPA MORTG 1.64 12/02/2019 | 0.56% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.54% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.51% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.50% |
| HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 | 0.50% |
| CAS 2017-C02 2B1 07.2080 09/25/2029 | 0.49% |
| CWALT 2005-59 1A1 02.0536 11/20/2035 | 0.48% |
| SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP | 0.47% |
| CAS 2016-C02 1B 13.9580 09/25/2028 | 0.46% |
| SPST 2019-3 A 02.4080 06/24/2020 | 0.46% |
| SPST 2019-7 A 02.4080 09/24/2020 | 0.46% |
| WFRBS 2012-C10 D P/P 144A 04.5825 12/15/2045 | 0.42% |
| WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046 | 0.42% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2025 | 0.42% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2026 | 0.41% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.40% |
| OMIR 2018-1A M2 04.5580 07/25/2028 | 0.40% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.39% |
| SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP | 0.38% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.38% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.37% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.37% |
| TREASURY BILL 00.0000 05/21/2020 | 0.37% |
| GNR 2019-96 SY IO 04.3764 08/20/2049 | 0.36% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2028 | 0.36% |
| FNR 2017-32 SA IO 04.4420 05/25/2047 | 0.36% |
| REPUBLIC OF ANGOLA P/P 144A 08.0000 11/26/2029 | 0.35% |
| CHARTA LLC 16115WZ59 DCP 12/05/2019 | 0.34% |
| DOLLAR GENERAL CORP 25667MZ21 DCP 12/02/2019 | 0.34% |
| EVERSOURCE ENERGY 30040YZ49 DCP 12/04/2019 | 0.34% |
| FHR 4839 WS IO 04.3346 08/15/2056 | 0.34% |
| GOTHAM FUNDING CORP 38346MZ56 DCP 12/05/2019 | 0.34% |
| MID-AMERICA APARTMENTS LP 59524PZ42 DCP 12/04/2019 | 0.34% |
| STANLEY BLACK & DECKER INC 85462DZ22 DCP 12/02/2019 | 0.34% |
| CORPORATE ASSET FUNDING CO IN 1247P3ZC9 DCP 12/12/2019 | 0.34% |
| KINDER MORGAN INC/DE 49455MZA9 DCP 12/10/2019 | 0.34% |
| MARSH & MCLENNAN COS INC 57174WZK8 DCP 12/19/2019 | 0.34% |
| UDR INC 90352QZC4 DCP 12/12/2019 | 0.34% |
| VICTORY RECEIVABLES CORP 92646KBQ4 DCP 02/24/2020 | 0.34% |
| GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047 | 0.33% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2030 | 0.33% |
| CFCRE 2011-C2 E P/P 144A 05.9326 12/15/2047 | 0.32% |
| HEALTHPEAK PROPERTIES INC 42250RZS1 DCP 12/26/2019 | 0.32% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.32% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.31% |
| GNR 2018-H03 XI IO 02.3679 02/20/2068 | 0.31% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.31% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.30% |
| STACR 2015-DNA3 B 11.0580 04/25/2028 | 0.30% |
| WFCM 2013-LC12 D P/P 144A 04.4199 07/15/2046 | 0.30% |
| ENGIE SA 29287BZG6 DCP 12/16/2019 | 0.30% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.30% |
| HVMLT 2005-2 1A 02.2533 05/19/2035 | 0.30% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.30% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.29% |
| FNR 2016-82 SG IO 04.3920 11/25/2046 | 0.29% |
| CAS 2015-C03 1M2 06.7080 07/25/2025 | 0.28% |
| GNR 2016-H23 NI IO 02.1562 10/20/2066 | 0.28% |
| HELLENIC REPUBLIC REGS 03.5000 01/30/2023 | 0.28% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.28% |
| AMCOR FINANCE USA INC 0234D5ZJ1 DCP 12/18/2019 | 0.27% |
| WPP CP LLC 92939BZ27 DCP 12/02/2019 | 0.27% |
| HELLENIC REPUBLIC REGS 03.4500 04/02/2024 | 0.27% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.27% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.26% |
| CWALT 2006-OA10 4A1 01.8980 08/25/2046 | 0.26% |
| GNR 2018-H02 EI IO 02.4027 01/20/2068 | 0.26% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.26% |
| SAMI 2006-AR7 A1A 01.9180 08/25/2036 | 0.26% |
| TREASURY BILL 00.0000 05/07/2020 | 0.25% |
| CAS 2016-C03 1B 13.4580 10/25/2028 | 0.25% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.25% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.25% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.25% |
| GNR 2018-H05 BI IO 02.3097 02/20/2068 | 0.24% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.24% |
| ALEXANDRIA REAL ESTATE EQUITI 01527MZA4 DCP 12/10/2019 | 0.24% |
| TREASURY BILL 00.0000 04/09/2020 | 0.24% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.24% |
| STACR 2015-DNA2 B 09.2580 12/25/2027 | 0.24% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.23% |
| AMERICAN ELECTRIC POWER CO IN 0255E3ZJ0 DCP 12/18/2019 | 0.23% |
| AT&T INC 0020A3Z60 DCP 12/06/2019 | 0.23% |
| CBS CORP 1248C3Z23 DCP 12/02/2019 | 0.23% |
| CHARTA LLC 16115VBE8 DCP 02/14/2020 | 0.23% |
| CRH AMERICA FINANCE INC 12636DZ68 DCP 12/06/2019 | 0.23% |
| DOMINION ENERGY INC 2574P1ZJ4 DCP 12/18/2019 | 0.23% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.23% |
| FORTIVE CORP 34961EZA6 DCP 12/10/2019 | 0.23% |
| MANHATTAN ASSET FUNDING CO LL 56274MZ62 DCP 12/06/2019 | 0.23% |
| NUTRIEN LTD 67077VZT8 DCP 12/27/2019 | 0.23% |
| RECKITT BENCKISER TREASURY SE 7562E1ZA5 DCP 12/10/2019 | 0.23% |
| SHERWIN-WILLIAMS CO/THE 82434UZ59 DCP 12/05/2019 | 0.23% |
| VICTORY RECEIVABLES CORP 92646LZC7 DCP 12/12/2019 | 0.23% |
| ALPINE SECURITIZATION LLC 02088WD80 DCP 04/08/2020 | 0.23% |
| BARCLAYS BANK PLC CCP 06742QZ21 DCP 02/21/2020 | 0.23% |
| COLLATERALIZED COMMERCIAL PAP 19424HDT4 DCP 04/27/2020 | 0.23% |
| EXPORT DEVELOPMENT CANADA 30215GEL2 DCP 05/20/2020 | 0.23% |
| FNR 2016-96 ST IO 04.3920 12/25/2046 | 0.23% |
| LMA-AMERICAS LLC 53944QCQ1 DCP 03/24/2020 | 0.23% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.22% |
| JPMBB 2014-C25 D P/P 144A 04.0995 11/15/2047 | 0.22% |
| FNR 2019-5 SA IO 04.3920 03/25/2049 | 0.22% |
| GNR 2018-H02 HI IO 02.3448 01/20/2068 | 0.22% |
| CWALT 2005-38 A3 02.0580 09/25/2035 | 0.21% |
| NHLT 2019-2A M4 05.6822 11/26/2029 | 0.21% |
| SPST 2019-11 A 02.4580 10/24/2020 | 0.21% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.21% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2029 | 0.21% |
| CMLTI 2007-AMC3 A2D 02.0580 03/25/2037 | 0.21% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.21% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.20% |
| NATIONAL GRID ELECTRICITY TRA 6362N2AM0 DCP 01/21/2020 | 0.20% |
| CWALT 2006-OA7 1A2 03.2664 06/25/2046 | 0.20% |
| ARGENTINE REPUBLIC USD 07.5000 04/22/2026 | 0.20% |
| GNR 2017-H10 MI IO 01.8331 04/20/2067 | 0.20% |
| JPMBB 2014-C18 D P/P 144A 04.9728 02/15/2047 | 0.20% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.20% |
| BSCMS 2007-T26 AJ 05.5617 01/12/2045 | 0.20% |
| REPUBLIC OF ECUADOR P/P 144A 09.5000 03/27/2030 | 0.20% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.19% |
| CAS 2019-HRP1 B1 10.9580 11/25/2039 | 0.19% |
| STACR 2015-HQA2 B 12.2080 05/25/2028 | 0.19% |
| GNR 2018-H05 AI IO 02.4162 02/20/2068 | 0.19% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.19% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.19% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.18% |
| ENTERGY CORP 29366GZ20 DCP 12/02/2019 | 0.18% |
| TEXTRON INC 88320KZH9 DCP 12/17/2019 | 0.18% |
| CENTERPOINT ENERGY INC 1518T3ZA3 DCP 12/10/2019 | 0.18% |
| FNR 2013-107 SB IO 04.2420 02/25/2043 | 0.18% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.18% |
| GNR 2013-9 S IO 05.0264 01/20/2043 | 0.18% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.18% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.18% |
| CABOT CORP 12705XZ37 DCP 12/03/2019 | 0.18% |
| CAS 2016-C01 1B 13.4580 08/25/2028 | 0.18% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.18% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.17% |
| GNR 2017-160 S IO 04.4764 10/20/2043 | 0.17% |
| BCAP 2011-RR3 3A6 03.9009 11/27/2036 | 0.17% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.17% |
| BOSTON SCIENTIFIC CORP 10114BZ91 DCP 12/09/2019 | 0.17% |
| CAS 2018 - C01 1B1 05.2580 07/25/2030 | 0.17% |
| GNR 2018-104 SD IO 04.4764 08/20/2048 | 0.17% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.17% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.17% |
| FHR 4265 SD IO 04.3346 01/15/2035 | 0.17% |
| GNR 2018-105 SG IO 04.5264 08/20/2048 | 0.17% |
| FHR 4742 S IO 04.4346 12/15/2047 | 0.17% |
| CAS 2016-C03 2M2 07.6080 10/25/2028 | 0.16% |
| COMM 2012-CR3 E P/P 144A 04.9101 10/15/2045 | 0.16% |
| ENI FINANCE USA INC 26876BZ20 DCP 12/02/2019 | 0.16% |
| GNR 2018-H15 EI IO 01.8658 08/20/2068 | 0.16% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.16% |
| STACR 2018-DNA2 B1 05.4080 12/25/2030 | 0.16% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.16% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.16% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.16% |
| UNITED TECHNOLOGIES CORP 91302DZL2 DCP 12/20/2019 | 0.16% |
| SPRINT CORP 07.8750 09/15/2023 | 0.16% |
| ENGIE SA 29287BZB7 DCP 12/11/2019 | 0.15% |
| GNR 2017-H08 NI IO 02.2059 03/20/2067 | 0.15% |
| GNR 2018-H04 IO IO 02.1424 02/20/2068 | 0.15% |
| JPMBB 2014-C18 E P/P 144A 04.4728 02/15/2047 | 0.15% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.15% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.15% |
| FNR 2016-62 GS IO 04.3920 09/25/2046 | 0.15% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.15% |
| DBALT 2006-AR4 A2 01.8980 12/25/2036 | 0.15% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.15% |
| GNR 2015-H15 BI IO 02.3693 06/20/2065 | 0.15% |
| GNR 2017-H06 BI IO 02.3313 02/20/2067 | 0.15% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.15% |
| EI DU PONT DE NEMOURS & CO 2635J5Z93 DCP 12/09/2019 | 0.15% |
| GNR 2015-H12 AI IO 01.9094 05/20/2065 | 0.15% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.15% |
| CSAIL 2015-C1 D P/P 144A 03.9163 04/15/2050 | 0.15% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.15% |
| GNR 2018-H01 XI IO 02.2241 01/20/2068 | 0.15% |
| WAMU 2005-AR14 1A2 03.8601 12/25/2035 | 0.15% |
| FNR 2019-34 SL IO 04.3420 07/25/2049 | 0.14% |
| GNR 2017-H18 FI IO 02.4321 09/20/2067 | 0.14% |
| GNR 2018-100 S IO 04.4764 07/20/2048 | 0.14% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.14% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2023 | 0.14% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.14% |
| CAS 2017-C03 1B1 06.5580 10/25/2029 | 0.14% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| STACR 2017-DNA2 B1 06.8580 10/25/2029 | 0.14% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.14% |
| ARAB REP OF EGYPT P/P 144A 04.5500 11/20/2023 | 0.14% |
| BSMF 2006-AR2 2A1 01.9380 09/25/2046 | 0.14% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.14% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.14% |
| CAFCO LLC 1247P2C93 DCP 03/09/2020 | 0.14% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.14% |
| GNR 2017-H12 QI IO 02.3462 05/20/2067 | 0.14% |
| MSC 2012-C4 E P/P 144A 05.6000 03/15/2045 | 0.14% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 0.14% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.13% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.13% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.13% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.13% |
| GNR 2017-H16 JI IO 02.7126 08/20/2067 | 0.13% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2027 | 0.13% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.13% |
| CWALT 2006-OA10 3A1 01.8980 08/25/2046 | 0.13% |
| GNR 2013-152 SJ IO 04.4264 05/20/2041 | 0.13% |
| SPST 2019-WL1 A 02.3580 08/25/2052 | 0.13% |
| CAS 2017-C06 2M2 04.5080 02/25/2030 | 0.13% |
| GNR 2015-H23 BI IO 01.7902 09/20/2065 | 0.13% |
| GNR 2017-H03 HI IO 01.5613 01/20/2067 | 0.13% |
| HELLENIC REPUBLIC REGS 04.0000 01/30/2037 | 0.13% |
| WFRBS 2012-C9 E P/P 144A 04.9712 11/15/2045 | 0.13% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.12% |
| HELLENIC REPUBLIC REGS 03.9000 01/30/2033 | 0.12% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.12% |
| GNR 2017-H20 HI IO 02.3029 10/20/2067 | 0.12% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.12% |
| GNR 2017-H06 MI IO 02.2907 02/20/2067 | 0.12% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.12% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.12% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.12% |
| GNR 2017-H16 IO 02.7616 08/20/2067 | 0.12% |
| BACM 2005-1 B 05.6870 11/10/2042 | 0.12% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.12% |
| CIGNA CORP 12553NBB0 DCP 02/11/2020 | 0.12% |
| GNR 2016-H22 AI IO 02.0867 10/20/2066 | 0.12% |
| GNR 2015-H03 CI IO 01.7690 01/20/2065 | 0.12% |
| GNR 2018-91 SH IO 04.5264 07/20/2048 | 0.12% |
| NAVISTAR INTL TLB L+350 05.2700 11/06/2024 | 0.12% |
| FORTIVE CORP 34961EZG3 DCP 12/16/2019 | 0.12% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.12% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.12% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.12% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.12% |
| CAS 2017-C01 1B1 07.4580 07/25/2029 | 0.12% |
| GNR 2016-77 SC IO 04.3764 10/20/2045 | 0.12% |
| GSR 2007-OA1 2A3A 02.0180 05/25/2037 | 0.12% |
| COLLATERALIZED COMMERCIAL PAP 19422FAU0 DCP 01/28/2020 | 0.11% |
| DUPONT DE NEMOURS INC 26082NZK4 DCP 12/19/2019 | 0.11% |
| EI DU PONT DE NEMOURS & CO 2635J5ZG7 DCP 12/16/2019 | 0.11% |
| ENGIE SA 29287ABE9 DCP 02/14/2020 | 0.11% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.11% |
| HELLENIC REPUBLIC P/P REGS 03.3750 02/15/2025 | 0.11% |
| KEURIG DR PEPPER INC 49271KZJ6 DCP 12/18/2019 | 0.11% |
| KEURIG DR PEPPER INC 49271KZL1 DCP 12/20/2019 | 0.11% |
| SHEFFIELD RECEIVABLES CO LLC 82124MZJ2 DCP 12/18/2019 | 0.11% |
| TRANSCANADA PIPELINES LTD 89355QZ33 DCP 12/03/2019 | 0.11% |
| VENTAS REALTY LP 92276YZ44 DCP 12/04/2019 | 0.11% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.11% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.11% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.11% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.11% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.11% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.11% |
| WAMU 2005-AR10 1A3 04.1661 09/25/2035 | 0.11% |
| GNR 2014-4 SG IO 04.3764 01/20/2044 | 0.11% |
| GNR 2015-H08 CI IO 01.8479 03/20/2065 | 0.11% |
| COMM 2013-CR9 D P/P 144A 04.3965 07/10/2045 | 0.11% |
| GNR 2016-H04 HI IO 02.3807 07/20/2065 | 0.11% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.11% |
| GSAA 2006-8 2A2 01.8880 05/25/2036 | 0.11% |
| DEXCOM INC CV 00.7500 12/01/2023 | 0.11% |
| BRAND ENERGY TL L+425 06.2356 06/21/2024 | 0.10% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.10% |
| GNR 2018-67 SC IO 04.4764 05/20/2048 | 0.10% |
| AES CORP/THE 05.5000 04/15/2025 | 0.10% |
| ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 | 0.10% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.10% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.10% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.10% |
| GNR 2017-H09 IO IO 01.8617 04/20/2067 | 0.10% |
| WELLTOWER INC 95040XZD4 DCP 12/13/2019 | 0.10% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.10% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.10% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.10% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.10% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.10% |
| FHR 4731 QS IO 04.4346 11/15/2047 | 0.10% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.10% |
| GNR 2016-H16 EI IO 02.3967 06/20/2066 | 0.10% |
| GNR 2017-H03 EI IO 02.4214 01/20/2067 | 0.10% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.10% |
| CEC ENTERTAINMENT INC L+650 08.2016 08/30/2026 | 0.10% |
| DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 | 0.10% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.10% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.10% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.10% |
| GNR 2015-H20 BI IO 01.8898 08/20/2065 | 0.10% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.10% |
| GNR 2017-H05 CI IO 03.0053 02/20/2067 | 0.10% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.10% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.10% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.10% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.10% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.10% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.10% |
| CAS 2019-R06 2B1 05.4580 09/25/2039 | 0.09% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.09% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.09% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.09% |
| SPRINT CORP 07.2500 09/15/2021 | 0.09% |
| SPRINT CORP TLB L+300 04.7500 02/03/2024 | 0.09% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.09% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.09% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.09% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.09% |
| BOSTON SCIENTIFIC CORP 10114BZ59 DCP 12/05/2019 | 0.09% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.09% |
| AHM 2007-1 GA1C 02.0128 05/25/2047 | 0.09% |
| GNR 2015-H15 AI IO 01.8753 06/20/2065 | 0.09% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.09% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.09% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.09% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.09% |
| LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 | 0.09% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.09% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.09% |
| GNR 2016-H12 AI IO 01.7032 07/20/2065 | 0.09% |
| GNR 2016-H27 EI IO 02.5207 12/20/2066 | 0.09% |
| GNR 2017-H11 TI IO 02.3812 04/20/2067 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.09% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.09% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.09% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.09% |
| GNR 2015-H18 BI IO 02.3020 07/20/2065 | 0.09% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.09% |
| GNR 2016-H18 IO IO 01.7016 08/20/2066 | 0.09% |
| GNR 2018-H01 IO IO 01.8748 12/20/2067 | 0.09% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.09% |
| PRICELINE GRO CV 00.9000 09/15/2021 | 0.09% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.09% |
| CWALT 2006-OA10 1A1 03.2864 08/25/2046 | 0.08% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.08% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.08% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.08% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.08% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.08% |
| CAS 2017-C05 1B1 05.3080 01/25/2030 | 0.08% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.08% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.08% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.08% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.08% |
| FNR 2011-101 SA IO 04.1920 10/25/2041 | 0.08% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.08% |
| GNR 2014-119 SA IO 03.8764 08/20/2044 | 0.08% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2031 | 0.08% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.08% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.08% |
| -0.35 R ISWP FWD EUR006M P 12/18/2024 | 0.08% |
| CWALT 2006-OA10 2A1 01.8980 08/25/2046 | 0.08% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.08% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.08% |
| VIRGIN MEDIA FIN PLC P/P 144A 04.5000 01/15/2025 | 0.08% |
| GNR 2014-H25 BI IO 01.7401 12/20/2064 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| GNR 2016-H08 AI IO 02.0502 08/20/2065 | 0.08% |
| HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 | 0.08% |
| CAS 2016-C06 1B 10.9580 04/25/2029 | 0.08% |
| CAS 2016-C07 2M2 06.0580 05/25/2029 | 0.08% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.08% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.08% |
| GNR 2017-H11 DI IO 01.9205 05/20/2067 | 0.08% |
| GNR 2019-125 SG IO 04.3264 10/20/2049 | 0.08% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.08% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.08% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.08% |
| ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.08% |
| BACM 2005-1 C 05.6870 11/10/2042 | 0.08% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028 | 0.08% |
| FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 | 0.08% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.08% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| STACR 2017-DNA1 B1 06.6580 07/25/2029 | 0.08% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.08% |
| CCMFC 2006-4A A2 01.8880 11/25/2047 | 0.08% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.08% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.08% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.08% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.08% |
| GNR 2015-H24 AI IO 02.0291 09/20/2065 | 0.08% |
| GNR 2016-H14 IO IO 01.7330 06/20/2066 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.08% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.08% |
| STACR 2016-HQA3 M3 05.5580 03/25/2029 | 0.08% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.08% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.08% |
| CAS 2017-C06 2B1 06.1580 02/25/2030 | 0.08% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.08% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.08% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.08% |
| REFINITIV TLB L+375 05.4516 10/01/2025 | 0.08% |
| TREASURY BILL 00.0000 01/02/2020 | 0.08% |
| TREASURY BILL 00.0000 02/20/2020 | 0.08% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| GNR 2015-H10 BI IO 02.4679 04/20/2065 | 0.07% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.07% |
| STACR 2016-HQA2 M3 06.8580 11/25/2028 | 0.07% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.07% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.07% |
| FNMA FN30 BN4205 UMBS 05.0000 12/01/2048 | 0.07% |
| HOUSTON FUEL TLB L+175 07.0000 06/26/2025 | 0.07% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.07% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.07% |
| CPTFEMU P 1.71 R 07/15/37 | 0.07% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.07% |
| GNR 2015-H23 DI IO 01.9122 09/20/2065 | 0.07% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.07% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.07% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.07% |
| STACR 2018-DNA3 B2 09.4580 09/25/2048 | 0.07% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% |
| EQUINIX INC 05.3750 05/15/2027 | 0.07% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.07% |
| GNR 2016-H17 KI IO 02.3677 07/20/2066 | 0.07% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.07% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.07% |
| STACR 2018-HQA2 B2 12.7080 10/25/2048 | 0.07% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.07% |
| BMIR 2019-4A B1 P/P 144A 05.5580 10/25/2029 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.07% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.07% |
| GNR 2017-H02 BI IO 02.3175 01/20/2067 | 0.07% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.07% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.07% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.07% |
| DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 | 0.07% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.07% |
| JPALT 2007-A2 12A1 02.0228 06/25/2037 | 0.07% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.07% |
| STACR 2019-DNA1 B2 12.4580 01/25/2049 | 0.07% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.07% |
| WFMBS 2006-AR5 1A1 05.1832 04/25/2036 | 0.07% |
| CHEGG INC P/P 144A CV 00.1250 03/15/2025 | 0.07% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.07% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.07% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.07% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.07% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.07% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.07% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.07% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.07% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.07% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.07% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.07% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.07% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.07% |
| AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| GNR 2016-H06 CI IO 01.8032 02/20/2066 | 0.06% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.06% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.06% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.06% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.06% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.06% |
| GNR 2016-H24 JI IO 02.1328 11/20/2066 | 0.06% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.06% |
| WAMU 2005-AR13 A1C3 02.1980 10/25/2045 | 0.06% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.06% |
| CAS 2015-C01 2M2 06.2580 02/25/2025 | 0.06% |
| GNR 2017-H06 DI IO 01.8278 02/20/2067 | 0.06% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.06% |
| STACR 2018-HQA1 M2 04.0080 09/25/2030 | 0.06% |
| STACR 2019-DNA1 M2 04.3580 01/25/2049 | 0.06% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.06% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.06% |
| GNR 2014-46 SA IO 04.3764 03/20/2044 | 0.06% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.06% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.06% |
| ASCEND LEARNING TLB L+300 04.7016 07/12/2024 | 0.06% |
| CAS 2016-C03 1M2 07.0080 10/25/2028 | 0.06% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| HUSKY TLB L+300 04.7016 03/28/2025 | 0.06% |
| ISTAR INC 04.7500 10/01/2024 | 0.06% |
| MWST 2019-1 A 02.5080 06/25/2052 | 0.06% |
| STACR 2019-DNA2 M2 04.1580 03/25/2049 | 0.06% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.06% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.06% |
| CAS 2017-C06 1M2 04.3580 02/25/2030 | 0.06% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.06% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 0.06% |
| CWALT 2006-45T1 2A7 02.0480 02/25/2037 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.06% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.06% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.06% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.06% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.06% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.06% |
| UKRPI P 3.665 R 12/15/28 | 0.06% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.06% |
| BALTA 2005-7 21A1 04.4267 09/25/2035 | 0.06% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.06% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.06% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.06% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.06% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.06% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.06% |
| BOSTON SCIENTIFIC CORP 10114BZC4 DCP 12/12/2019 | 0.06% |
| CWALT 2006-OA7 1A1 03.0460 06/25/2046 | 0.06% |
| GNR 2014-60 SE IO 04.3764 04/20/2044 | 0.06% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.06% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.06% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.06% |
| SQUARE INC CV 00.5000 05/15/2023 | 0.06% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.06% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.06% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.06% |
| BMIR 2017-1 B1 P/P 144A 06.4580 10/25/2027 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.06% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.06% |
| GNR 2015-H01 BI IO 01.6160 01/20/2065 | 0.06% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.06% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.06% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.06% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.06% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.06% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.06% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.06% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.06% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.06% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.05% |
| CAS 2018-C02 2B1 05.7080 08/25/2030 | 0.05% |
| CAS 2018-C02 2M2 03.9080 08/25/2030 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.05% |
| OMIR 2017-1A M2 P/P 144A 05.7080 04/25/2027 | 0.05% |
| PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 | 0.05% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.05% |
| VERTIV TLB L+400 05.9271 11/15/2023 | 0.05% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.05% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.05% |
| FHR 3919 SA IO 04.7346 09/15/2041 | 0.05% |
| FNMA FN30 BN6771 UMBS 05.0000 01/01/2049 | 0.05% |
| GFL ENVIRONMENTAL TLB L+300 04.7016 05/31/2025 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.05% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.05% |
| OWENS CORNING 04.2000 12/01/2024 | 0.05% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.05% |
| BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| 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 CS | 0.05% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.05% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.05% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.05% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.05% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.05% |
| CAS 2018-C04 2M2 04.2580 12/25/2030 | 0.05% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.05% |
| GNMA 10000 BQ7313 04.5000 10/20/2049 | 0.05% |
| HCA INC 05.3750 09/01/2026 | 0.05% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.05% |
| MWST 2018-W1 A 02.5580 11/25/2051 | 0.05% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.05% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.05% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.05% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.05% |
| WAMU 2005-AR19 A1C4 02.6228 12/25/2045 | 0.05% |
| CAS 2018-C05 1M2 04.0580 01/25/2031 | 0.05% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.05% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.05% |
| FHS 311 S1 IO 04.1846 08/15/2043 | 0.05% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.05% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.05% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.05% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.05% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.05% |
| TREASURY BILL 00.0000 12/05/2019 | 0.05% |
| CENTURYLINK TLB L+275 05.2724 01/31/2025 | 0.05% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.05% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.05% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.05% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.05% |
| INPHI CORP CV 00.7500 09/01/2021 | 0.05% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.05% |
| TALBOTS TLB L+700 08.7016 11/28/2022 | 0.05% |
| APERGY CORP 06.3750 05/01/2026 | 0.05% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.05% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.05% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.05% |
| COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 | 0.05% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.05% |
| ENVESTNET INC CV 01.7500 06/01/2023 | 0.05% |
| FHS 326 S2 IO 04.1846 03/15/2044 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.05% |
| GNR 2019-78 SJ IO 04.3264 06/20/2049 | 0.05% |
| HCA INC 05.0000 03/15/2024 | 0.05% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.05% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.05% |
| STACR 2019-DNA2 B2 12.2080 03/25/2049 | 0.05% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.05% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.05% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.05% |
| ATOTECH TLB1 L+300 05.1044 01/31/2024 | 0.05% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.05% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.05% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.05% |
| CREE INC CV 00.8750 09/01/2023 | 0.05% |
| ENI FINANCE USA INC 26876BZ46 DCP 12/04/2019 | 0.05% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.05% |
| GARDA WORLD TLB L+475 06.6903 10/23/2026 | 0.05% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.05% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.05% |
| HMIR 2019-1 M2 P/P 144A 04.9580 05/25/2029 | 0.05% |
| II-VI INC CV 00.2500 09/01/2022 | 0.05% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.05% |
| TELADOC INC CV 01.3750 05/15/2025 | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.04% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.04% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.04% |
| GNR 2014-H06 BI IO 01.5294 02/20/2064 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.04% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.04% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.04% |
| SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.04% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.04% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.04% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.04% |
| BWAY CORP TLB L+325 05.2343 04/03/2024 | 0.04% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.04% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.04% |
| GNR 2013-182 SY IO 04.3764 12/20/2043 | 0.04% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.04% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.04% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.04% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.04% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.04% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.04% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.04% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.04% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.04% |
| GNMA 10000 BO5417 05.0000 06/20/2049 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 | 0.04% |
| STACR 2018-HQA2 B1 05.9580 10/25/2048 | 0.04% |
| TENNANT CO 05.6250 05/01/2025 | 0.04% |
| ASURION TLB7 L+300 04.7016 11/03/2024 | 0.04% |
| BERRY GLOBAL TLU L+250 5.02189 07/01/2026 | 0.04% |
| BIOMARIN PHARMA CV 00.5990 08/01/2024 | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.04% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.04% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.04% |
| FNR 2010-35 SG IO 04.6920 04/25/2040 | 0.04% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.04% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.04% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.04% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.04% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.04% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.04% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 | 0.04% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.04% |
| CAS 2017-C07 1B1 05.7080 05/25/2030 | 0.04% |
| CAS 2017-C07 2M2 04.2080 05/25/2030 | 0.04% |
| CAS 2018-C06 2B1 05.8080 03/25/2031 | 0.04% |
| ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.04% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.04% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.04% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.04% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.04% |
| ROBERTSHAW US HOLDING L+325 05.0000 02/28/2025 | 0.04% |
| STACR 2017-DNA3 B1 06.1580 03/25/2030 | 0.04% |
| WAYFAIR INC CV 01.1250 11/01/2024 | 0.04% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.04% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% |
| CAS 2015-C02 2M2 05.7080 05/25/2025 | 0.04% |
| CAS 2017-C02 2M2 05.3580 09/25/2029 | 0.04% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.04% |
| GNMA GII30 BL7520 05.5000 04/20/2049 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| GNR 2014-58 SA IO 04.3764 04/20/2044 | 0.04% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.04% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.04% |
| WERNER TLB L+400 05.7016 07/24/2024 | 0.04% |
| WIX LTD USD 00.0000 07/01/2023 | 0.04% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.04% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.04% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.04% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.04% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.04% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.04% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.04% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.04% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.04% |
| QORVO INC 05.5000 07/15/2026 | 0.04% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.04% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.04% |
| ARBY'S TLB L+325 05.2158 02/05/2025 | 0.04% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.04% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.04% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.04% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.04% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.04% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% |
| NETFLIX INC 04.8750 04/15/2028 | 0.04% |
| PETSMART INC TLB L+300 05.7700 03/11/2022 | 0.04% |
| Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.04% |
| REYNOLDS GROUP TL L+300 04.4516 02/05/2023 | 0.04% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% |
| STACR 2017-HQA1 M2 05.2580 08/25/2029 | 0.04% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% |
| VIAVI SOLUT CV 01.7500 06/01/2023 | 0.04% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | 0.04% |
| 1.675 R ISWP US0003M P 10/04/2049 | 0.04% |
| ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 | 0.04% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.04% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.04% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.04% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.04% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.04% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.04% |
| ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 | 0.04% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.04% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.04% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.04% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.04% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.04% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.04% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.04% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| LUMENTUM HOLD CV 00.2500 03/15/2024 | 0.04% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.04% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.04% |
| RINGCENTRAL CV 00.0000 03/15/2023 | 0.04% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.04% |
| STACR 2018-DNA1 B1 04.8580 07/25/2030 | 0.04% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.04% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.04% |
| 1.50 R ISWP US0003M P 09/30/2024 | 0.03% |
| CENTENE CORP 04.7500 05/15/2022 | 0.03% |
| CONMED CORP P/P 144A CV 02.6250 02/01/2024 | 0.03% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.03% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.03% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.03% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.03% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.03% |
| ZYNGA INC P/P 144A CV 00.2500 06/01/2024 | 0.03% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.03% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.03% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.03% |
| EURONET WORLD P/P 144A CV 00.7500 03/15/2049 | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.03% |
| GOLDEN NUGGET TL L+275 04.6834 10/04/2023 | 0.03% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.03% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.03% |
| MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.03% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.03% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.03% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.03% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.03% |
| WIDEOPENWEST TLB L+325 04.9528 08/19/2023 | 0.03% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.03% |
| CINEWORLD TLB L+225 03.9516 02/28/2025 | 0.03% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% |
| GNR 2010-20 SC IO 04.4264 02/20/2040 | 0.03% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.03% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.03% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2032 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 | 0.03% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.03% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.03% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.03% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.03% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.03% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.03% |
| 0.05 R ISWP FWD SES3M P 12/18/2024 | 0.03% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.03% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.03% |
| CAS 2016-C04 1B 11.9580 01/25/2029 | 0.03% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.03% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.03% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| METLIFE INC P/P 144A 09.2500 04/08/2038 | 0.03% |
| SUPERNUS PH CV 00.6250 04/01/2023 | 0.03% |
| 1.00 R ISWP FWD NFIX3MID P 12/18/2024 | 0.03% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.03% |
| CAS 2018-C06 1B1 05.4580 03/25/2031 | 0.03% |
| EUROPCAR MOBILITY GROUP REGS 04.1250 11/15/2024 | 0.03% |
| FNR 2012-36 SN IO 04.7420 04/25/2042 | 0.03% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.03% |
| GNR 2013-129 SN IO 04.4264 09/20/2043 | 0.03% |
| GNR 2013-99 VS IO 04.3375 07/16/2043 | 0.03% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.03% |
| INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.03% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.03% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.03% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.03% |
| TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027 | 0.03% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.03% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.03% |
| AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 | 0.03% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.03% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 | 0.03% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.03% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| MESSER INDUST TLB L+250 04.6044 03/01/2026 | 0.03% |
| ORYX TLB L+400 06.0536 05/22/2026 | 0.03% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.03% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.03% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.03% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.03% |
| CMLTI 2007-AMC3 A2B 01.8880 03/25/2037 | 0.03% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.03% |
| DIVERSEY TL L+300 04.9270 09/06/2024 | 0.03% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.03% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.03% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.03% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.03% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.03% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.03% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.03% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.03% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.03% |
| FIVE9 INC CV 00.1250 05/01/2023 | 0.03% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.03% |
| GNR 2019-99 KS IO 04.3264 08/20/2049 | 0.03% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.03% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.03% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.03% |
| REVLON CONS TLB L+350 05.4091 09/07/2023 | 0.03% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.03% |
| ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.03% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.03% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% |
| GBP/USD CALL 1.33 20200123 BANKAM | 0.03% |
| GENESEE & WYOMING TL L+200 03.7743 11/05/2026 | 0.03% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.03% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.03% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.03% |
| LENNAR CORP 05.8750 11/15/2024 | 0.03% |
| OPTN FN30 3.0 01/07/20 CALL 101.34375 JPMC | 0.03% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.03% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.03% |
| CAS 2018-C06 2M2 03.8080 03/25/2031 | 0.02% |
| CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.02% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.02% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.02% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.02% |
| GNMA 10000 BQ7315 05.0000 10/20/2049 | 0.02% |
| GNMA GII30 BL4992 05.0000 08/20/2049 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2033 | 0.02% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.02% |
| ROBERTSHAW TL 2L L+800 09.7500 02/28/2026 | 0.02% |
| SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.02% |
| 1.30 R ISWP FWD NFIX3MID P 12/18/2029 | 0.02% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | 0.02% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.02% |
| ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 | 0.02% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| GNMA 10000 BO6603 05.0000 07/20/2049 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.02% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.02% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.02% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% |
| RAPID7 INC CV 01.2500 08/01/2023 | 0.02% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.02% |
| TABULA RASA H P/P 144A CV 01.7500 02/15/2026 | 0.02% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.02% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.02% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.02% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.02% |
| 1.53 R ISWP US0003M P 10/01/2024 | 0.02% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.02% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.02% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.02% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 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% |
| SESI LLC 07.1250 12/15/2021 | 0.02% |
| STACR 2016-DNA1 B 11.7080 07/25/2028 | 0.02% |
| STACR 2019-HQA3 B1 04.7080 09/25/2049 | 0.02% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.02% |
| 1.5594 R ISWP US0003M P 09/30/2029 | 0.02% |
| 8X8 INC P/P 144A CV 00.5000 02/01/2024 | 0.02% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.02% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.02% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.02% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.02% |
| JO-ANN STORES 2NDL L+925 10.9580 05/21/2024 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| SILICON LABOR CV 01.3750 03/01/2022 | 0.02% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.02% |
| STACR 2019-DNA2 B1 06.0580 03/25/2049 | 0.02% |
| TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 | 0.02% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.02% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.02% |
| AKER BP ASA P/P 144A 04.7500 06/15/2024 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.02% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.02% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.02% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.02% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 0.02% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% |
| AES CORP/THE 04.5000 03/15/2023 | 0.02% |
| AES CORP/THE 05.1250 09/01/2027 | 0.02% |
| AMERICA MOVIL SAB DE CV REGS 00.0000 05/28/2020 | 0.02% |
| CAS 2019-R04 2B1 06.9580 06/25/2039 | 0.02% |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.02% |
| FHLMC FR30 ZN5648 UMBS 04.5000 01/01/2049 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% |
| GNMA GII30 BM2243 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2038 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.02% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.02% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% |
| WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 | 0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.02% |
| AIR METHODS TLB L+350 05.6044 04/21/2024 | 0.02% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.02% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.02% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.02% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% |
| GNMA GII30 BL4980 05.0000 08/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| GNR 2019-83 SY IO 04.3764 07/20/2049 | 0.02% |
| HCA INC. 07.5000 02/15/2022 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2036 | 0.02% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.02% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.02% |
| TOTAL SA REGS 00.5000 12/02/2022 | 0.02% |
| 0.616 R ISWP FWD GBL6M P 09/18/2029 | 0.02% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% |
| CAS 2017-C07 2B1 06.1580 05/25/2030 | 0.02% |
| CAS 2019-R01 2M2 04.1580 07/25/2031 | 0.02% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.02% |
| FNR 2006-8 HP 18.3040 03/25/2036 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| ISTAR INC. 05.2500 09/15/2022 | 0.02% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.02% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% |
| NETFLIX INC 05.8750 02/15/2025 | 0.02% |
| OCI NV P/P 144A 05.2500 11/01/2024 | 0.02% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.02% |
| STACR 2014-HQ3 M3 06.4580 10/25/2024 | 0.02% |
| STMICROELECTRONICS NV REGS 00.2500 07/03/2024 | 0.02% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| TEVA PHARMA NE P/P 144A 07.1250 01/31/2025 | 0.02% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.02% |
| 2.86 R ISWP US0003M P 01/22/2020 | 0.02% |
| BMIR 2018-2A B1 P/P 144A 04.3580 08/25/2028 | 0.02% |
| CAS 2015-C03 2M2 06.7080 07/25/2025 | 0.02% |
| GBP/USD 12/18/2019 SSBT | 0.02% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.02% |
| RACKSPACE HOSTING INC L+300 04.9021 11/03/2023 | 0.02% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| STACR 2019-HQA1 B2 13.9580 02/25/2049 | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.02% |
| 0.40 R ISWP FWD SES3M P 12/18/2029 | 0.02% |
| 1.80 R ISWP FWD NOKOIB6M P 12/18/2029 | 0.02% |
| 1.9425 R ISWP US0003M P 11/15/2049 | 0.02% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.02% |
| ALBERTSON'S TLB7 L+275 04.4516 11/17/2025 | 0.02% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.02% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.02% |
| EQUINIX INC 05.8750 01/15/2026 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| GNR 2012-H29 AI IO 01.5028 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.5028 10/20/2062 | 0.02% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.02% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.02% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.02% |
| MBX.FN30.450.10 R USL1M P 01/12/41 BC | 0.02% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.02% |
| STACR 2015-HQ1 M3 05.5080 03/25/2025 | 0.02% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.02% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | 0.02% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | 0.02% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.02% |
| CAS 2015-C02 1M2 05.7080 05/25/2025 | 0.02% |
| CAS 2016-C05 2M2 06.1580 01/25/2029 | 0.02% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| FNR 2015-42 LS IO 04.4920 06/25/2045 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% |
| SOCIALIST REP OF VIE P/P 144A 04.8000 11/19/2024 | 0.02% |
| STACR 2018-HQA2 M2 04.0080 10/25/2048 | 0.02% |
| SWPTN 1MX10Y P 1.746 USD 12/23/2019 JP | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.01% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.01% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.01% |
| KRONOS TLB L+300 04.9091 11/01/2023 | 0.01% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.01% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SWPTN 1MX10Y R 1.5925 USD 12/27/2019 GS | 0.01% |
| TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 | 0.01% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.01% |
| 1.62779 R ISWP US0003M P 10/15/2029 | 0.01% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.01% |
| CALIFORNIA RESOURC TL L+475 06.4516 12/31/2022 | 0.01% |
| CAS 2016-C05 2B 12.4580 01/25/2029 | 0.01% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.01% |
| FNR 2013-18 SB IO 04.4420 10/25/2041 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| IHEARTMEDIA TL L+400 05.6911 05/01/2026 | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.01% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.01% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.01% |
| PROVINCIA DE BUENOS 48.5536 05/31/2022 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.01% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.01% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.01% |
| CAS 2018-C03 1B1 05.4580 10/25/2030 | 0.01% |
| COUPA SOFTWAR P/P 144A CV 00.1250 06/15/2025 | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2019-43 JS IO 04.3420 08/25/2049 | 0.01% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| STACR 2019-HQA1 M2 04.0580 02/25/2049 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| AUD/USD 01/15/2020 UBS | 0.01% |
| BASF SE REGS 00.9250 03/09/2023 | 0.01% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.01% |
| CAS 2018-C05 1B1 05.9580 01/25/2031 | 0.01% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.01% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JC PENNEY CORP INC 07.4000 04/01/2037 | 0.01% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% |
| SEA LTD P/P 144A 01.0000 12/01/2024 | 0.01% |
| STACR 2018-DNA2 M2 03.8580 12/25/2030 | 0.01% |
| STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.01% |
| AUD/USD 01/15/2020 RBSF | 0.01% |
| BAYER AG REGS 00.0500 06/15/2020 | 0.01% |
| CAS 2018-C04 2B1 06.2080 12/25/2030 | 0.01% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.01% |
| FHLMC FR30 ZN5649 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| GBP/USD 12/18/2019 BANKAM | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| MBX.FN30.550.08 R USL1M P 01/12/39 GS | 0.01% |
| ORTHO-CLINICAL TLB L+325 05.3064 06/01/2025 | 0.01% |
| PINDUODUO INC P/P 144A 00.0000 10/01/2024 | 0.01% |
| RAG-STIFTUNG REGS 00.0000 02/18/2021 | 0.01% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.01% |
| TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 | 0.01% |
| TESLA INC CV 02.3750 03/15/2022 | 0.01% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.01% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.01% |
| AUD/USD 01/15/2020 SSBT | 0.01% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| GNR 2010-68 SD IO 04.8564 06/20/2040 | 0.01% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.01% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.01% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.01% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| IVORY COAST P/P 144A 06.1250 06/15/2033 | 0.01% |
| JPMCC 2013-LC11 D 04.3067 04/15/2046 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.01% |
| MXN/USD 01/15/2020 BANKAM | 0.01% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.01% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.01% |
| OKTA INC P/P 144A CV 00.1250 09/01/2025 | 0.01% |
| OMIR 2019-1A B1B 06.0580 07/25/2029 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.01% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.01% |
| SUEZ CV PFD | 0.01% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.01% |
| VALEO SA REGS 00.0000 06/16/2021 | 0.01% |
| 1.6486 R ISWP US0003M P 11/25/2029 | 0.01% |
| 1.655 R ISWP US0003M P 11/29/2029 | 0.01% |
| 1.85 R ISWP FWD CDOR03 P 12/18/2029 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 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% |
| GNR 2016-77 SL IO 04.4264 03/20/2043 | 0.01% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2040 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MSBAM 2013-C11 D P/P 144A 04.4987 08/15/2046 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.01% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% |
| UKRPI P 3.4025 R 03/15/28 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| 1.30 R ISWP FWD AUDBB6M P 12/18/2029 | 0.01% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 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 GS | 0.01% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 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% |
| LVMH MOET HENNESSY VUITT CV PFD | 0.01% |
| NABORS INDUSTRIES INC. 05.5000 01/15/2023 | 0.01% |
| OMIR 2019-1A B1A 05.2080 07/25/2029 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.01% |
| SERVICENOW IN CV 00.0000 06/01/2022 | 0.01% |
| STEEL DYNAMICS INC 04.1250 09/15/2025 | 0.01% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.01% |
| SWPTN 5WX5Y P 1.815 CAD 12/23/2019 TD | 0.01% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.01% |
| 1.6875 R ISWP CDOR03 P 10/09/2029 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.01% |
| CHENIERE ENERGY INC CV 04.2500 03/15/2045 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| FHR 3408 EK 18.6894 04/15/2037 | 0.01% |
| FNR 2018-86 DS IO 04.3920 12/25/2048 | 0.01% |
| GNR 2019-89 JS IO 04.3264 04/20/2049 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.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% |
| LIGAND PHARMA CV 00.7500 05/15/2023 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| STMICROELECTRONICS N.V. REGS 00.0000 07/03/2022 | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.01% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| VODAFONE GROUP PLC REGS 00.0000 11/26/2020 | 0.01% |
| XERO INVESTMENTS LTD REGS 02.3750 10/04/2023 | 0.01% |
| 0.05 R ISWP FWD EUR006M P 12/18/2029 | 0.00% |
| 1.70 R ISWP FWD US0003M P 12/18/2029 | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8095 03/11/2039 | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CAS 2015-C01 1M2 06.0080 02/25/2025 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| COMM 2014-CR17 E P/P 144A 05.0116 05/10/2047 | 0.00% |
| DP WORLD PLC REGS 01.7500 06/19/2024 | 0.00% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.00% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.00% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.00% |
| IQIYI INC P/P 144A 02.0000 04/01/2025 | 0.00% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.2175 07/15/2046 | 0.00% |
| MSRR 2010-R4 4B 04.5986 02/26/2037 | 0.00% |
| MTU AERO ENGINES AG REGS 00.1250 05/17/2023 | 0.00% |
| NEXITY SA CV PFD | 0.00% |
| OSI SYS INC CV 01.2500 09/01/2022 | 0.00% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.00% |
| SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP | 0.00% |
| SWPTN 5WX5Y R 1.815 CAD 12/23/2019 TD | 0.00% |
| TALEND SA P/P 144A CV 01.7500 09/01/2024 | 0.00% |
| 1.668 R ISWP FWD US0003M P 01/06/2030 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 12/18/2019 CITI | 0.00% |
| EVERBRIDGE INC CV 01.5000 11/01/2022 | 0.00% |
| HUBSPOT INC CV 00.2500 06/01/2022 | 0.00% |
| IOS.FN30.350.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.450.11 R USL1M P 01/12/42 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| NICE SYS INC CV 01.2500 01/15/2024 | 0.00% |
| NZD/USD 01/15/2020 UBS | 0.00% |
| SWPTN 3MX2Y P 1.715 USD 01/10/2020 TD | 0.00% |
| SWPTN 5WX10Y R 1.668 USD 01/02/2020 MS | 0.00% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.00% |
| WESTERN DI CV 01.5000 02/01/2024 | 0.00% |
| 1.6675 R ISWP US0003M P 12/31/2029 | 0.00% |
| CAS 2019-R02 1M2 04.0080 08/25/2031 | 0.00% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| ESC CB144A STEARNS P/P 144A 09.3750 08/15/2020 | 0.00% |
| FNR 2005-83 QP 12.9532 11/25/2034 | 0.00% |
| GBP/USD 12/18/2019 HSBCB | 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 02/19/2020 SSBT | 0.00% |
| OPTN FN30 3.5 12/05/19 CALL 102.53125 JPMC | 0.00% |
| PATRICK INDS CV 01.0000 02/01/2023 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| 1.3935 R ISWP US0003M P 10/04/2024 | 0.00% |
| BALTA 2005-8 21A1 04.1755 10/25/2035 | 0.00% |
| CAS 2018-C01 1M2 03.9580 07/25/2030 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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% |
| DIAMOND SPORTS TLB L+325 04.9600 08/24/2026 | 0.00% |
| EUR/NOK PUT 9.85 20200121 GSFX | 0.00% |
| EUR/USD 12/18/2019 SSBT | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FRAC TECH INTL TLB L+475 06.4516 04/16/2021 | 0.00% |
| FSPC T-57 1AX IO 00.3763 07/25/2043 | 0.00% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.00% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 02/19/2020 HSBCB | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.00% |
| REALPAGE INC CV 01.5000 11/15/2022 | 0.00% |
| SCIENTIFIC GAMES TLB5 L+275 04.4516 08/14/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 | 0.00% |
| UKRPI P 3.3875 R 03/15/28 | 0.00% |
| 1.15 R ISWP NFIX3MID P 08/07/2021 | 0.00% |
| 1.60 R ISWP FWD US0003M P 12/18/2024 | 0.00% |
| AUD/USD 01/15/2020 GSFX | 0.00% |
| CHF/USD 12/18/2019 JPMCB | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CSMC 2006-C5 AX IO 01.0922 12/15/2039 | 0.00% |
| CZK/USD 12/18/2019 BANKAM | 0.00% |
| EUR/USD 12/18/2019 GSFX | 0.00% |
| EUR/USD 12/18/2019 RBSF | 0.00% |
| EUR/USD 12/18/2019 UBS | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2997 06/25/2042 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| UKRPI P 3.34 R 02/15/28 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/18/2021 | 0.00% |
| 0.701 R ISWP FWD GBL6M P 12/18/2021 | 0.00% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | 0.00% |
| 0.80 R ISWP FWD GBL6M P 12/18/2029 | 0.00% |
| 1.00 R ISWP FWD AUDBB6M P 12/18/2024 | 0.00% |
| 1.5915 R ISWP US0003M P 10/17/2024 | 0.00% |
| 1.70334 R ISWP US0003M P 10/24/2029 | 0.00% |
| 1.8525 R ISWP US0003M P 10/18/2049 | 0.00% |
| 6.66 R ISWP IN00O/N P 12/20/2022 | 0.00% |
| AUD/USD 01/15/2020 BANKAM | 0.00% |
| AUD/USD 01/15/2020 HSBCB | 0.00% |
| AUD/USD 01/15/2020 WPAC | 0.00% |
| AVAYA HOLDINGS CORP SEDOL BD9G9B3 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BRL/USD 02/04/2020 CITI | 0.00% |
| CAD/USD 01/15/2020 HSBCB | 0.00% |
| CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CPURNSA R 1.703 P 11/29/24 | 0.00% |
| DISH NETWORK CORP-RTS SEDOL BL0L9Q8 | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/USD 12/18/2019 HSBCB | 0.00% |
| EUR/USD 12/18/2019 TDBK | 0.00% |
| FEDL01 P ISWP SOFRRATE R 11/29/2020 | 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 00.3743 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% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GSMS 2005-GG4 XC IO P/P 144A 01.5898 07/10/2039 | 0.00% |
| INR/USD 02/20/2020 GSFX | 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 02/19/2020 UBS | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049 | 0.00% |
| SEK/USD 03/18/2020 GSFX | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 0.00% |
| SEK/USD 03/18/2020 SSBT | 0.00% |
| STEARNS HLD/CO P/P 144A 05.0000 11/05/2024 | 0.00% |
| STRIP 2003-1A N P/P 144A 05.0000 03/24/2020 | 0.00% |
| SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS | 0.00% |
| SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS | 0.00% |
| SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP | 0.00% |
| SWPTN 1YX30Y P 1.288 EUR 02/17/2020 JP | 0.00% |
| SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| UKRPI P 3.385 R 11/15/24 | 0.00% |
| WBCMT 2007-C34 IO IO 00.0964 05/15/2046 | 0.00% |
| 1.618 R ISWP US0003M P 11/08/2024 | -0.00% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.00% |
| CAD/USD 01/15/2020 TDBK | -0.00% |
| CLP/USD 01/15/2020 GSFX | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -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 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| EUR/USD 12/18/2019 BANKAM | -0.00% |
| EUR/USD 12/18/2019 BCAP-FX | -0.00% |
| EUR/USD 12/18/2019 CSI-FX | -0.00% |
| NOK/USD 12/18/2019 CITI | -0.00% |
| OPTN FN30 3.5 12/05/19 PUT 102.53125 JPMC | -0.00% |
| SWPTN 5WX10Y P 1.868 USD 01/02/2020 MS | -0.00% |
| UKRPI P 3.381 R 11/15/24 | -0.00% |
| 1.6937 R ISWP US0003M P 11/21/2029 | -0.00% |
| CAD/USD 01/15/2020 BCAP-FX | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 03/18/2020 GSFX | -0.00% |
| NOK/USD 03/18/2020 SSBT | -0.00% |
| NOK/USD 12/18/2019 RBSF | -0.00% |
| NOK/USD 12/18/2019 SSBT | -0.00% |
| NZD/USD 01/15/2020 HSBCB | -0.00% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | -0.00% |
| UKRPI P 3.34 R 03/15/28 | -0.00% |
| 1.75 R ISWP FWD NOKOIB6M P 12/18/2024 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CPURNSA R 1.71 P 11/21/24 | -0.00% |
| GBP/USD 12/18/2019 GSFX | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 12/18/2019 BCAP-FX | -0.00% |
| NOK/USD 12/18/2019 HSBCB | -0.00% |
| SEK/USD 12/18/2019 JPMCB | -0.00% |
| 0.712 R ISWP FWD GBL6M P 09/18/2021 | -0.00% |
| 1.6915 R ISWP US0003M P 11/12/2024 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 12/18/2019 JPMCB | -0.00% |
| NZD/USD 01/15/2020 CITI | -0.00% |
| SEK/USD 12/18/2019 GSFX | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 5WX5Y R 1.545 USD 12/23/2019 TD | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.00% |
| CAD/USD 01/15/2020 CITI | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SEK/USD 12/18/2019 BANKAM | -0.00% |
| SEK/USD 12/18/2019 HSBCB | -0.00% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SEK/USD 12/18/2019 RBSF | -0.01% |
| SEK/USD 12/18/2019 SSBT | -0.01% |
| SWPTN 1MX10Y P 1.8675 USD 12/27/2019 GS | -0.01% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.01% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.01% |
| 1.60 R ISWP FWD US0003M P 12/18/2021 | -0.01% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 5WX10Y R 1.598 USD 01/02/2020 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | -0.01% |
| NOK/USD 12/18/2019 GSFX | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 1MX10Y R 1.586 USD 12/23/2019 JP | -0.01% |
| SWPTN 3MX10Y P 1.8055 USD 01/10/2020 TD | -0.01% |
| SWPTN 5WX5Y P 1.545 USD 12/23/2019 TD | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| NZD/USD 01/15/2020 BCAP-FX | -0.01% |
| BRL/USD 02/04/2020 BANKAM | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| GBP/USD CALL 1.36 20200123 BANKAM | -0.01% |
| NOK/USD 12/18/2019 BANKAM | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 1MX10Y R 1.6675 USD 12/27/2019 GS | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| -0.65 R ISWP FWD CHL6M P 12/18/2024 | -0.02% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.02% |
| 1.80 R ISWP FWD CDOR03 P 12/18/2024 | -0.02% |
| CAD/USD 01/15/2020 SSBT | -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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| 1.612 R ISWP US0003M P 11/05/2029 | -0.02% |
| 1.6428 R ISWP US0003M P 11/04/2029 | -0.02% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| 1.92276 R ISWP US0003M P 11/08/2049 | -0.02% |
| NZD/USD 01/15/2020 GSFX | -0.02% |
| NZD/USD 01/15/2020 JPMCB | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | -0.02% |
| 1.8356 R ISWP US0003M P 11/12/2029 | -0.02% |
| 1.8358 R ISWP US0003M P 11/12/2029 | -0.02% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.02% |
| -0.35 R ISWP FWD CHL6M P 12/18/2029 | -0.02% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -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% |
| MBX.FN30.450.09 P USL1M R 01/12/40 GS | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% |
| OPTN FN30 3.0 01/07/20 PUT 101.34375 JPMC | -0.02% |
| 1.5215 R ISWP US0003M P 09/27/2029 | -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.FN30.500.09 P USL1M R 01/12/40 GS | -0.02% |
| 1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021 | -0.03% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.03% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| 0.75 R ISWP FWD GBL6M P 12/18/2024 | -0.03% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| SWPTN 2YX5Y R 1.3 USD 08/27/2021 UB | -0.03% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.03% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | -0.03% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -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 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.04% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.04% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.04% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.04% |
| SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP | -0.04% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.05% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.05% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.05% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.06% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.06% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.06% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.06% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.06% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.06% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.06% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.06% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.06% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.06% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.06% |
| 1.4925 R ISWP US0003M P 10/04/2029 | -0.07% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.07% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.07% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.07% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.07% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.07% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.07% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2049 | -0.07% |
| FNMA FN30 TBA UMBS 05.0000 12/01/2049 | -0.07% |
| SWPTN 2YX5Y P 1.3 USD 08/27/2021 UB | -0.07% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 CS | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.08% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.08% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.08% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.08% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.08% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.08% |
| UKRPI R 3.4425 P 07/15/49 | -0.09% |
| GNMA GII30 TBA 03.5000 12/01/2049 | -0.09% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.10% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.10% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.11% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.11% |
| GNMA GII30 TBA 05.0000 12/01/2049 | -0.12% |
| 1.396 R ISWP US0003M P 10/04/2024 | -0.13% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.13% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.14% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.15% |
| 1.30 R ISWP FWD US0003M P 12/18/2026 | -0.16% |
| SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP | -0.19% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.19% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.20% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.23% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.23% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.23% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.28% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.29% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.53% |
| SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP | -0.57% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.89% |
| EURO-SCHATZ FUT DEC19 DUZ9 | -2.16% |
| US 5YR NOTE (CBT) MAR20 FVH0 | -3.57% |
| 90DAY EURO$ FUTR MAR20 EDH0 | 21.34% |
|---|---|
| FNMA FN30 TBA UMBS 03.0000 12/01/2049 | 17.88% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2049 | 11.08% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2049 | 8.89% |
| US 2YR NOTE (CBT) DEC19 TUZ9 | 3.65% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2049 | 2.28% |
| REPO TRIPA MORTG 1.74 11/01/2019 | 1.74% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.48% |
| GNMA GII30 TBA 04.0000 11/01/2049 | 1.38% |
| TREASURY BILL 00.0000 04/02/2020 | 1.12% |
| TREASURY BILL 00.0000 03/12/2020 | 0.84% |
| SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP | 0.80% |
| GNMA GII30 TBA 04.5000 11/01/2049 | 0.66% |
| TREASURY BILL 00.0000 11/07/2019 | 0.65% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.60% |
| TREASURY BILL 00.0000 12/12/2019 | 0.60% |
| US ULTRA BOND CBT DEC19 WNZ9 | 0.59% |
| FNMA FN30 TBA UMBS 05.5000 11/01/2049 | 0.58% |
| CAS 2015-C04 1M2 07.5228 04/25/2028 | 0.57% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.55% |
| HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 | 0.52% |
| SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP | 0.52% |
| CWALT 2005-59 1A1 02.1803 11/20/2035 | 0.50% |
| CAS 2017-C02 2B1 07.3228 09/25/2029 | 0.50% |
| CAS 2016-C02 1B 14.0728 09/25/2028 | 0.48% |
| SPST 2019-3 A 02.7459 06/24/2020 | 0.47% |
| SPST 2019-7 A 02.7459 09/24/2020 | 0.47% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2025 | 0.45% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2026 | 0.44% |
| WFRBS 2012-C10 D P/P 144A 04.4349 12/15/2045 | 0.43% |
| WFRBS 2013-C15 D P/P 144A 04.4938 08/15/2046 | 0.43% |
| KINDER MORGAN INC/DE 49455MY10 DCP 11/01/2019 | 0.42% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.41% |
| SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP | 0.41% |
| OMIR 2018-1A M2 04.6728 07/25/2028 | 0.40% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.40% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.40% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2028 | 0.39% |
| GNR 2019-96 SY IO 04.2536 08/20/2049 | 0.39% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.38% |
| FNR 2017-32 SA IO 04.3273 05/25/2047 | 0.38% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.38% |
| PPL CAPITAL FUNDING INC 69354HY86 DCP 11/08/2019 | 0.37% |
| UNITEDHEALTH GROUP INC 91058UYJ6 DCP 11/18/2019 | 0.37% |
| FHR 4839 WS IO 04.1788 08/15/2056 | 0.36% |
| CANADIAN NATURAL RESOURCES LT 13638XYR5 DCP 11/25/2019 | 0.35% |
| CHARTA LLC 16115WZ59 DCP 12/05/2019 | 0.35% |
| ENBRIDGE US INC 29251VYF7 DCP 11/15/2019 | 0.35% |
| FIDELITY NATIONAL INFORMATION 31622GY68 DCP 11/06/2019 | 0.35% |
| GOTHAM FUNDING CORP 38346MZ56 DCP 12/05/2019 | 0.35% |
| OMNICOM CAPITAL INC 6821A3Y74 DCP 11/07/2019 | 0.35% |
| WELLTOWER INC 95040XY60 DCP 11/06/2019 | 0.35% |
| CORPORATE ASSET FUNDING CO IN 1247P3ZC9 DCP 12/12/2019 | 0.35% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2030 | 0.35% |
| TREASURY BILL 00.0000 11/14/2019 | 0.34% |
| GSMS 2014-GC24 D P/P 144A 04.5336 09/10/2047 | 0.34% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.33% |
| CFCRE 2011-C2 E P/P 144A 05.7412 12/15/2047 | 0.33% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.33% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.32% |
| GNR 2018-H03 XI IO 02.3752 02/20/2068 | 0.32% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.32% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.32% |
| BERKSHIRE HATHAWAY ENERGY CO 08465SYJ2 DCP 11/18/2019 | 0.32% |
| ERAC USA FINANCE LLC 26882SYS9 DCP 11/26/2019 | 0.32% |
| STACR 2015-DNA3 B 11.1728 04/25/2028 | 0.31% |
| HVMLT 2005-2 1A 02.3664 05/19/2035 | 0.31% |
| ENGIE SA 29287BZG6 DCP 12/16/2019 | 0.31% |
| WFCM 2013-LC12 D P/P 144A 04.2847 07/15/2046 | 0.31% |
| FNR 2016-82 SG IO 04.2773 11/25/2046 | 0.31% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.31% |
| STANLEY BLACK & DECKER INC 85462DY15 DCP 11/01/2019 | 0.30% |
| GNR 2016-H23 NI IO 02.1442 10/20/2066 | 0.30% |
| MID-AMERICA APARTMENTS LP 59524PY76 DCP 11/07/2019 | 0.29% |
| CAS 2015-C03 1M2 06.8228 07/25/2025 | 0.29% |
| TREASURY BILL 00.0000 11/21/2019 | 0.29% |
| CABOT CORP 12705XY12 DCP 11/01/2019 | 0.29% |
| HELLENIC REPUBLIC REGS 03.5000 01/30/2023 | 0.29% |
| HELLENIC REPUBLIC REGS 03.4500 04/02/2024 | 0.28% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.28% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.27% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.27% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.27% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.27% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.27% |
| CWALT 2006-OA10 4A1 02.0128 08/25/2046 | 0.27% |
| SAMI 2006-AR7 A1A 02.0328 08/25/2036 | 0.27% |
| GNR 2018-H02 EI IO 02.4132 01/20/2068 | 0.26% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.26% |
| CAS 2016-C03 1B 13.5728 10/25/2028 | 0.26% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.25% |
| GNR 2018-H05 BI IO 02.3567 02/20/2068 | 0.25% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.25% |
| ALEXANDRIA REAL ESTATE EQUITI 01527MYC1 DCP 11/12/2019 | 0.24% |
| TREASURY BILL 00.0000 04/09/2020 | 0.24% |
| FNR 2016-96 ST IO 04.2773 12/25/2046 | 0.24% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.24% |
| STACR 2015-DNA2 B 09.3728 12/25/2027 | 0.24% |
| FNR 2019-5 SA IO 04.2773 03/25/2049 | 0.24% |
| REPUBLIC OF ECUADOR P/P 144A 09.5000 03/27/2030 | 0.23% |
| ALBEMARLE CORP 01265RYT9 DCP 11/27/2019 | 0.23% |
| AMERICAN ELECTRIC POWER CO IN 0255E3YF9 DCP 11/15/2019 | 0.23% |
| AT&T INC 0020A3Z60 DCP 12/06/2019 | 0.23% |
| CIGNA CORP 12553YYE5 DCP 11/14/2019 | 0.23% |
| CRH AMERICA FINANCE INC 12636DZ68 DCP 12/06/2019 | 0.23% |
| KEURIG DR PEPPER INC 49271KYC2 DCP 11/12/2019 | 0.23% |
| MANHATTAN ASSET FUNDING CO LL 56274MZ62 DCP 12/06/2019 | 0.23% |
| NORTHROP GRUMMAN CORP 66681MYL6 DCP 11/20/2019 | 0.23% |
| NUTRIEN LTD 67077VYJ1 DCP 11/18/2019 | 0.23% |
| RECKITT BENCKISER TREASURY SE 7562E1Y65 DCP 11/06/2019 | 0.23% |
| RECKITT BENCKISER TREASURY SE 7562E1ZA5 DCP 12/10/2019 | 0.23% |
| UDR INC 90352QYM3 DCP 11/21/2019 | 0.23% |
| VICTORY RECEIVABLES CORP 92646LZC7 DCP 12/12/2019 | 0.23% |
| WRKCO INC 92940YY66 DCP 11/06/2019 | 0.23% |
| BARCLAYS BANK PLC CCP 06742QZ21 DCP 02/21/2020 | 0.23% |
| CHARTA LLC 16115VBE8 DCP 02/14/2020 | 0.23% |
| LMA-AMERICAS LLC 53944QCQ1 DCP 03/24/2020 | 0.23% |
| COLLATERALIZED COMMERCIAL PAP 19424HDT4 DCP 04/27/2020 | 0.23% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.23% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.23% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.23% |
| JPMBB 2014-C25 D P/P 144A 03.9549 11/15/2047 | 0.23% |
| GNR 2018-H02 HI IO 02.3879 01/20/2068 | 0.22% |
| CWALT 2005-38 A3 02.1728 09/25/2035 | 0.22% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2029 | 0.22% |
| SPST 2019-11 A 02.5718 10/24/2020 | 0.22% |
| CWALT 2006-OA7 1A2 03.3299 06/25/2046 | 0.21% |
| CMLTI 2007-AMC3 A2D 02.1728 03/25/2037 | 0.21% |
| GNR 2017-H10 MI IO 01.8447 04/20/2067 | 0.21% |
| ALBEMARLE CORP 01265RYR3 DCP 11/25/2019 | 0.21% |
| AMEREN ILLINOIS CO 02361LYF3 DCP 11/15/2019 | 0.21% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.21% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.21% |
| GNR 2018-H05 AI IO 02.4185 02/20/2068 | 0.21% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.21% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.21% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.21% |
| JPMBB 2014-C18 D P/P 144A 04.8124 02/15/2047 | 0.20% |
| ARGENTINE REPUBLIC USD 07.5000 04/22/2026 | 0.20% |
| BSCMS 2007-T26 AJ 05.4502 01/12/2045 | 0.20% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.20% |
| STACR 2015-HQA2 B 12.3228 05/25/2028 | 0.20% |
| FNR 2013-107 SB IO 04.1273 02/25/2043 | 0.19% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.19% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.19% |
| GNR 2013-9 S IO 04.9036 01/20/2043 | 0.19% |
| IVORY COAST P/P 144A 06.1250 06/15/2033 | 0.19% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.19% |
| ENTERGY CORP 29366GZ20 DCP 12/02/2019 | 0.19% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.18% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.18% |
| GNR 2017-160 S IO 04.3536 10/20/2043 | 0.18% |
| CAS 2016-C01 1B 13.5728 08/25/2028 | 0.18% |
| GNR 2018-104 SD IO 04.3536 08/20/2048 | 0.18% |
| BCAP 2011-RR3 3A6 03.9150 11/27/2036 | 0.18% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.18% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.18% |
| FHR 4265 SD IO 04.1788 01/15/2035 | 0.18% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.18% |
| CAS 2018 - C01 1B1 05.3728 07/25/2030 | 0.18% |
| GNR 2018-105 SG IO 04.4036 08/20/2048 | 0.17% |
| MARRIOTT INTERNATIONAL INC/MD 57163UYF7 DCP 11/15/2019 | 0.17% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.17% |
| FHR 4742 S IO 04.2788 12/15/2047 | 0.17% |
| CAS 2016-C03 2M2 07.7228 10/25/2028 | 0.17% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.17% |
| GNR 2018-H15 EI IO 01.8657 08/20/2068 | 0.17% |
| BPCE SA 05571CY13 DCP 11/01/2019 | 0.16% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.16% |
| FORTIVE CORP 34961EYC3 DCP 11/12/2019 | 0.16% |
| STACR 2018-DNA2 B1 05.5228 12/25/2030 | 0.16% |
| GNR 2017-H08 NI IO 02.2174 03/20/2067 | 0.16% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.16% |
| FNR 2016-62 GS IO 04.2773 09/25/2046 | 0.16% |
| GNR 2015-H15 BI IO 02.2285 06/20/2065 | 0.16% |
| SPRINT CORP 07.8750 09/15/2023 | 0.16% |
| GNR 2015-H12 AI IO 01.8667 05/20/2065 | 0.16% |
| GNR 2018-H04 IO IO 02.1942 02/20/2068 | 0.16% |
| ENGIE SA 29287BZB7 DCP 12/11/2019 | 0.16% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.16% |
| GNR 2017-H06 BI IO 02.3452 02/20/2067 | 0.16% |
| JPMBB 2014-C18 E P/P 144A 04.3124 02/15/2047 | 0.16% |
| CPTFEMU P 1.71 R 07/15/37 | 0.16% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.16% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.16% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.16% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.15% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.15% |
| DBALT 2006-AR4 A2 02.0128 12/25/2036 | 0.15% |
| FNR 2019-34 SL IO 04.2273 07/25/2049 | 0.15% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.15% |
| GNR 2018-100 S IO 04.3536 07/20/2048 | 0.15% |
| GNR 2018-H01 XI IO 02.2513 01/20/2068 | 0.15% |
| WAMU 2005-AR14 1A2 04.1045 12/25/2035 | 0.15% |
| EI DU PONT DE NEMOURS & CO 2635J5Z93 DCP 12/09/2019 | 0.15% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.15% |
| GNR 2017-H18 FI IO 02.4280 09/20/2067 | 0.15% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2023 | 0.15% |
| CSAIL 2015-C1 D P/P 144A 03.7740 04/15/2050 | 0.15% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.15% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.15% |
| CAS 2017-C03 1B1 06.6728 10/25/2029 | 0.14% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.14% |
| GNR 2017-H12 QI IO 02.3504 05/20/2067 | 0.14% |
| STACR 2017-DNA2 B1 06.9728 10/25/2029 | 0.14% |
| COMM 2012-CR3 E P/P 144A 04.7518 10/15/2045 | 0.14% |
| BSMF 2006-AR2 2A1 02.0528 09/25/2046 | 0.14% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.14% |
| OLD LINE FUNDING LLC 67983UYL1 DCP 11/20/2019 | 0.14% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.14% |
| SOCIETE GENERALE SA 83368YBR7 DCP 11/26/2019 | 0.14% |
| CAFCO LLC 1247P2C93 DCP 03/09/2020 | 0.14% |
| MSC 2012-C4 E P/P 144A 05.4194 03/15/2045 | 0.14% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 0.14% |
| CWALT 2006-OA10 3A1 02.0128 08/25/2046 | 0.14% |
| GNR 2017-H16 JI IO 02.7279 08/20/2067 | 0.14% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2027 | 0.14% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.14% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.14% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.14% |
| GNR 2013-152 SJ IO 04.3036 05/20/2041 | 0.14% |
| HELLENIC REPUBLIC REGS 04.0000 01/30/2037 | 0.14% |
| GNR 2015-H23 BI IO 01.7469 09/20/2065 | 0.13% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.13% |
| CAS 2017-C06 2M2 04.6228 02/25/2030 | 0.13% |
| GNR 2017-H03 HI IO 01.5608 01/20/2067 | 0.13% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.13% |
| HELLENIC REPUBLIC REGS 03.9000 01/30/2033 | 0.13% |
| SPST 2019-WL1 A 02.4728 08/25/2052 | 0.13% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.13% |
| CBS CORP 1248C3YC2 DCP 11/12/2019 | 0.13% |
| GNR 2017-H20 HI IO 01.7749 10/20/2067 | 0.13% |
| WFRBS 2012-C9 E P/P 144A 04.8109 11/15/2045 | 0.13% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.13% |
| SWPTN 3MX5Y P 1.3 USD 12/05/2019 CI | 0.13% |
| GNR 2015-H03 CI IO 01.7266 01/20/2065 | 0.13% |
| GNR 2017-H06 MI IO 02.3077 02/20/2067 | 0.13% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.13% |
| GNR 2016-H22 AI IO 02.0456 10/20/2066 | 0.12% |
| GNR 2018-91 SH IO 04.4036 07/20/2048 | 0.12% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.12% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.12% |
| BACM 2005-1 B 05.5036 11/10/2042 | 0.12% |
| GNR 2017-H16 IO 02.7701 08/20/2067 | 0.12% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.12% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.12% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.12% |
| GNR 2016-77 SC IO 04.2536 10/20/2045 | 0.12% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.12% |
| GSR 2007-OA1 2A3A 02.1328 05/25/2037 | 0.12% |
| HELLENIC REPUBLIC P/P REGS 03.3750 02/15/2025 | 0.12% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% |
| CAS 2017-C01 1B1 07.5728 07/25/2029 | 0.12% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.12% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.12% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.12% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.12% |
| ALEXANDRIA REAL ESTATE EQUITI 01527MYK3 DCP 11/19/2019 | 0.12% |
| BELL CANADA INC 07787QY59 DCP 11/05/2019 | 0.12% |
| CIGNA CORP 12553YYM7 DCP 11/21/2019 | 0.12% |
| GNR 2015-H08 CI IO 01.8054 03/20/2065 | 0.12% |
| HUMANA INC 44486JYJ2 DCP 11/18/2019 | 0.12% |
| ROGERS COMMUNICATIONS INC 77511MY13 DCP 11/01/2019 | 0.12% |
| VENTAS REALTY LP 92276YZ44 DCP 12/04/2019 | 0.12% |
| WAMU 2005-AR10 1A3 04.1917 09/25/2035 | 0.12% |
| COLLATERALIZED COMMERCIAL PAP 19422FAU0 DCP 01/28/2020 | 0.12% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.12% |
| DUPONT DE NEMOURS INC 26082NZK4 DCP 12/19/2019 | 0.12% |
| ENGIE SA 29287ABE9 DCP 02/14/2020 | 0.12% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.12% |
| KEURIG DR PEPPER INC 49271KZL1 DCP 12/20/2019 | 0.12% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.12% |
| SHEFFIELD RECEIVABLES CO LLC 82124MZJ2 DCP 12/18/2019 | 0.12% |
| GNR 2014-4 SG IO 04.2536 01/20/2044 | 0.12% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.12% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.12% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.12% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.11% |
| GNR 2016-H04 HI IO 02.3811 07/20/2065 | 0.11% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.11% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.11% |
| GSAA 2006-8 2A2 02.0028 05/25/2036 | 0.11% |
| COMM 2013-CR9 D P/P 144A 04.2549 07/10/2045 | 0.11% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.11% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.11% |
| GNR 2018-67 SC IO 04.3536 05/20/2048 | 0.11% |
| REFINITIV TLB L+375 05.5359 10/01/2025 | 0.11% |
| AES CORP/THE 05.5000 04/15/2025 | 0.11% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.11% |
| ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 | 0.11% |
| BRAND ENERGY TL L+425 06.2356 06/21/2024 | 0.11% |
| GNR 2017-H09 IO IO 01.8622 04/20/2067 | 0.11% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.10% |
| FHR 4731 QS IO 04.2788 11/15/2047 | 0.10% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.10% |
| GNR 2016-H16 EI IO 02.3945 06/20/2066 | 0.10% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.10% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.10% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.10% |
| GNR 2015-H20 BI IO 01.7540 08/20/2065 | 0.10% |
| GNR 2017-H03 EI IO 02.4393 01/20/2067 | 0.10% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.10% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.10% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.10% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.10% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.10% |
| CEC ENTERTAINMENT INC L+650 08.2859 08/30/2026 | 0.10% |
| DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 | 0.10% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.10% |
| GNR 2017-H05 CI IO 02.8714 02/20/2067 | 0.10% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.10% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.10% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.10% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.10% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.10% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.10% |
| NAVISTAR INTL TLB L+350 05.4200 11/06/2024 | 0.10% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.10% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.10% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.10% |
| CAS 2019-R06 2B1 05.5728 09/25/2039 | 0.10% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.10% |
| SPRINT CORP 07.2500 09/15/2021 | 0.10% |
| GNR 2015-H15 AI IO 01.8319 06/20/2065 | 0.10% |
| GNR 2016-H12 AI IO 01.6615 07/20/2065 | 0.10% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.10% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.10% |
| SPRINT CORP TLB L+300 04.8125 02/03/2024 | 0.10% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.10% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.09% |
| GNR 2017-H11 TI IO 02.3845 04/20/2067 | 0.09% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.09% |
| STACR 2018-HQA1 M2 04.1228 09/25/2030 | 0.09% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.09% |
| AHM 2007-1 GA1C 02.0128 05/25/2047 | 0.09% |
| BOSTON SCIENTIFIC CORP 10114BY84 DCP 11/08/2019 | 0.09% |
| LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 | 0.09% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.09% |
| PRICELINE GRO CV 00.9000 09/15/2021 | 0.09% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.09% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.09% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.09% |
| GNR 2016-H27 EI IO 02.4044 12/20/2066 | 0.09% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.09% |
| UBSBB 2012-C2 F P/P 144A 04.8904 05/10/2063 | 0.09% |
| GNR 2015-H18 BI IO 02.1651 07/20/2065 | 0.09% |
| GNR 2016-H18 IO IO 01.6596 08/20/2066 | 0.09% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.09% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2031 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.09% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.09% |
| CWALT 2006-OA10 1A1 03.3499 08/25/2046 | 0.09% |
| FNR 2011-101 SA IO 04.0773 10/25/2041 | 0.09% |
| GNR 2014-119 SA IO 03.7536 08/20/2044 | 0.09% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.09% |
| GNR 2016-H08 AI IO 01.9100 08/20/2065 | 0.09% |
| GNR 2018-H01 IO IO 01.9512 12/20/2067 | 0.09% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.09% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.09% |
| CWALT 2006-OA10 2A1 02.0128 08/25/2046 | 0.09% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.09% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.09% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.09% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.09% |
| CAS 2017-C05 1B1 05.4228 01/25/2030 | 0.09% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.09% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.09% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.09% |
| CAS 2016-C07 2M2 06.1728 05/25/2029 | 0.08% |
| DEXCOM INC P/P 144A CV 00.7500 12/01/2023 | 0.08% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.08% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.08% |
| VIRGIN MEDIA FIN PLC P/P 144A 04.5000 01/15/2025 | 0.08% |
| GNR 2014-H25 BI IO 01.6979 12/20/2064 | 0.08% |
| GNR 2017-H11 DI IO 01.9232 05/20/2067 | 0.08% |
| GNR 2019-125 SG IO 04.1590 10/20/2049 | 0.08% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.08% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.08% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.08% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.08% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.08% |
| HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 | 0.08% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.08% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.08% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.08% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.08% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.08% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.08% |
| BACM 2005-1 C 05.5036 11/10/2042 | 0.08% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.08% |
| FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 | 0.08% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 | 0.08% |
| STACR 2017-DNA1 B1 06.7728 07/25/2029 | 0.08% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.08% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.08% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.08% |
| CCMFC 2006-4A A2 02.0028 11/25/2047 | 0.08% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.0000 02/01/2028 | 0.08% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.08% |
| GNR 2015-H24 AI IO 01.9079 09/20/2065 | 0.08% |
| GNR 2016-H14 IO IO 01.6895 06/20/2066 | 0.08% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.08% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.08% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.08% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.08% |
| SCIENTIFIC GAMES INT 10.0000 12/01/2022 | 0.08% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.08% |
| GNR 2015-H10 BI IO 02.3248 04/20/2065 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% |
| CAS 2017-C06 2B1 06.2728 02/25/2030 | 0.08% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.08% |
| GNR 2015-H23 DI IO 01.8696 09/20/2065 | 0.08% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.08% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.08% |
| STACR 2016-HQA3 M3 05.6728 03/25/2029 | 0.08% |
| TREASURY BILL 00.0000 02/20/2020 | 0.08% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.08% |
| TREASURY BILL 00.0000 01/02/2020 | 0.08% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.08% |
| FNMA FN30 BN4205 UMBS 05.0000 12/01/2048 | 0.08% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.08% |
| HOUSTON FUEL TLB L+275 04.5400 06/26/2025 | 0.08% |
| STACR 2016-HQA2 M3 06.9728 11/25/2028 | 0.08% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.07% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.07% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.07% |
| GNR 2016-H17 KI IO 02.2288 07/20/2066 | 0.07% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.07% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.07% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.07% |
| STACR 2018-DNA3 B2 09.5728 09/25/2048 | 0.07% |
| STACR 2018-HQA2 B2 12.8228 10/25/2048 | 0.07% |
| WFMBS 2006-AR5 1A1 05.1922 04/25/2036 | 0.07% |
| BMIR 2019-4A B1 P/P 144A 05.7635 10/25/2029 | 0.07% |
| DOMINICAN REPUBLIC REGS 07.4500 04/30/2044 | 0.07% |
| EQUINIX INC 05.3750 05/15/2027 | 0.07% |
| GNR 2017-H02 BI IO 02.3350 01/20/2067 | 0.07% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.07% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.07% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.07% |
| AUTONATION INC 05330NY11 DCP 11/01/2019 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.07% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.07% |
| JPALT 2007-A2 12A1 02.0228 06/25/2037 | 0.07% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.07% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.07% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.07% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.07% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.07% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.07% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.07% |
| STACR 2019-DNA1 B2 12.5728 01/25/2049 | 0.07% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.07% |
| WFMBS 2006-AR2 1A1 04.9163 03/25/2036 | 0.07% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.07% |
| CAS 2015-C01 2M2 06.3728 02/25/2025 | 0.07% |
| EI DU PONT DE NEMOURS & CO 2635J5Y60 DCP 11/06/2019 | 0.07% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.07% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.07% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.07% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.07% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.07% |
| GNR 2016-H06 CI IO 01.7907 02/20/2066 | 0.07% |
| GNR 2016-H24 JI IO 02.1222 11/20/2066 | 0.07% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.07% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.07% |
| WAMU 2005-AR13 A1C3 02.3128 10/25/2045 | 0.07% |
| AKER BP ASA P/P 144A 06.0000 07/01/2022 | 0.07% |
| CENTENE CORP 06.1250 02/15/2024 | 0.07% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.07% |
| GNR 2017-H06 DI IO 01.7844 02/20/2067 | 0.07% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.07% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.07% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.06% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.06% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.06% |
| STACR 2019-DNA1 M2 04.4728 01/25/2049 | 0.06% |
| CAS 2016-C03 1M2 07.1228 10/25/2028 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.06% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.06% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.06% |
| ASCEND LEARNING TLB L+300 04.7859 07/12/2024 | 0.06% |
| BALTA 2005-7 21A1 04.4611 09/25/2035 | 0.06% |
| BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 | 0.06% |
| CHEGG INC P/P 144A CV 00.1250 03/15/2025 | 0.06% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.06% |
| MWST 2019-1 A 02.6228 06/25/2052 | 0.06% |
| STACR 2019-DNA2 M2 04.2728 03/25/2049 | 0.06% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.06% |
| TALBOTS TLB L+700 08.7859 11/28/2022 | 0.06% |
| CAS 2017-C06 1M2 04.4728 02/25/2030 | 0.06% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 0.06% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.06% |
| GNR 2014-46 SA IO 04.2536 03/20/2044 | 0.06% |
| HUSKY TLB L+300 04.7859 03/28/2025 | 0.06% |
| TELADOC INC CV 01.3750 05/15/2025 | 0.06% |
| CWALT 2006-45T1 2A7 02.1628 02/25/2037 | 0.06% |
| CWALT 2006-OA7 1A1 03.0629 06/25/2046 | 0.06% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.06% |
| GNR 2014-60 SE IO 04.2536 04/20/2044 | 0.06% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.06% |
| OMIR 2017-1A M2 P/P 144A 05.8228 04/25/2027 | 0.06% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.06% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| BMIR 2017-1 B1 P/P 144A 06.5728 10/25/2027 | 0.06% |
| BOSTON SCIENTIFIC CORP 10114BZC4 DCP 12/12/2019 | 0.06% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.06% |
| ISTAR INC 04.7500 10/01/2024 | 0.06% |
| PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 | 0.06% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.06% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.06% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.06% |
| GNR 2015-H01 BI IO 01.5732 01/20/2065 | 0.06% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.06% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.06% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.06% |
| CAS 2018-C02 2M2 04.0228 08/25/2030 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.06% |
| FHR 3919 SA IO 04.5788 09/15/2041 | 0.06% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.06% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.06% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.06% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.06% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.06% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.06% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.06% |
| GFL ENVIRONMENTAL TLB L+300 04.7859 05/31/2025 | 0.06% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.06% |
| SQUARE INC CV 00.5000 05/15/2023 | 0.06% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.06% |
| CAS 2018-C02 2B1 05.8228 08/25/2030 | 0.05% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.05% |
| FNMA FN30 BN6771 UMBS 05.0000 01/01/2049 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.05% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.05% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.05% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.05% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.05% |
| OWENS CORNING 04.2000 12/01/2024 | 0.05% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.05% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.05% |
| WAMU 2005-AR19 A1C4 02.2228 12/25/2045 | 0.05% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.05% |
| CAS 2018-C04 2M2 04.3728 12/25/2030 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.05% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.05% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.05% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.05% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.05% |
| VERTIV TLB L+400 05.9271 11/15/2023 | 0.05% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.05% |
| BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 | 0.05% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.05% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.05% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.05% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.05% |
| MWST 2018-W1 A 02.6728 11/25/2051 | 0.05% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.05% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.05% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.05% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.05% |
| CAS 2018-C05 1M2 04.1728 01/25/2031 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| GNMA 10000 BQ7313 04.5000 10/20/2049 | 0.05% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.05% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.05% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.05% |
| FHS 311 S1 IO 04.0288 08/15/2043 | 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% |
| INPHI CORP CV 00.7500 09/01/2021 | 0.05% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.05% |
| TREASURY BILL 00.0000 12/05/2019 | 0.05% |
| UKRPI P 3.665 R 12/15/28 | 0.05% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.05% |
| BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 | 0.05% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.05% |
| CPURNSA P 2.19 R 12/06/27 | 0.05% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.05% |
| EURONET WORLD P/P 144A CV 00.7500 03/15/2049 | 0.05% |
| FHS 326 S2 IO 04.0288 03/15/2044 | 0.05% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.05% |
| II-VI INC CV 00.2500 09/01/2022 | 0.05% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.05% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.05% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.05% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.05% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.05% |
| CENTURYLINK TLB L+275 05.2724 01/31/2025 | 0.05% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.05% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.05% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.05% |
| HCA INC 05.0000 03/15/2024 | 0.05% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.05% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.05% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| STACR 2019-DNA2 B2 12.3228 03/25/2049 | 0.05% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.05% |
| AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.05% |
| APERGY CORP 06.3750 05/01/2026 | 0.05% |
| ATOTECH TLB1 L+300 05.1044 01/31/2024 | 0.05% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.05% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.05% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.05% |
| ENI FINANCE USA INC 26876BZ46 DCP 12/04/2019 | 0.05% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.05% |
| GARDA WORLD TLB L+475 06.6903 10/23/2026 | 0.05% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.05% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.05% |
| GNR 2014-H06 BI IO 01.4879 02/20/2064 | 0.05% |
| HMIR 2019-1 M2 P/P 144A 05.0728 05/25/2029 | 0.05% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.05% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.05% |
| COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 | 0.05% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.05% |
| GNR 2013-182 SY IO 04.2536 12/20/2043 | 0.05% |
| GNR 2019-78 SJ IO 04.2036 06/20/2049 | 0.05% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.05% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.05% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.05% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.05% |
| SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.05% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.05% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.05% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.05% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.05% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.04% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.04% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.04% |
| BWAY CORP TLB L+325 05.2343 04/03/2024 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.04% |
| ENVESTNET INC CV 01.7500 06/01/2023 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.04% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.04% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.04% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.04% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.04% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.04% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.04% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.04% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.04% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.04% |
| GNMA 10000 BO5417 05.0000 06/20/2049 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| STACR 2018-HQA2 B1 06.0728 10/25/2048 | 0.04% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.04% |
| ASURION TLB7 L+300 04.7859 11/03/2024 | 0.04% |
| BERRY GLOBAL TLU L+250 5.02189 07/01/2026 | 0.04% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.04% |
| FNR 2010-35 SG IO 04.5773 04/25/2040 | 0.04% |
| GBP/USD CALL 1.33 20200123 BANKAM | 0.04% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.04% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 | 0.04% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.04% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.04% |
| TENNANT CO 05.6250 05/01/2025 | 0.04% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.04% |
| BIOMARIN PHARMA CV 00.5990 08/01/2024 | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.04% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.04% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.04% |
| ROBERTSHAW US HOLDING L+325 05.0625 02/28/2025 | 0.04% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.04% |
| 1.60 R ISWP FWD US0003M P 12/18/2021 | 0.04% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.04% |
| CAS 2015-C02 2M2 05.8228 05/25/2025 | 0.04% |
| CAS 2017-C07 2M2 04.3228 05/25/2030 | 0.04% |
| ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 | 0.04% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.04% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.04% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.04% |
| WAYFAIR INC P/P 144A CV 01.1250 11/01/2024 | 0.04% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.04% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 | 0.04% |
| CAS 2017-C02 2M2 05.4728 09/25/2029 | 0.04% |
| CAS 2017-C07 1B1 05.8228 05/25/2030 | 0.04% |
| CAS 2018-C06 2B1 05.9228 03/25/2031 | 0.04% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.04% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.04% |
| CREE INC CV 00.8750 09/01/2023 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% |
| GNMA GII30 BL7520 05.5000 04/20/2049 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.04% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.04% |
| RH CV 00.0000 06/15/2023 | 0.04% |
| RINGCENTRAL CV 00.0000 03/15/2023 | 0.04% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.04% |
| WIX LTD USD 00.0000 07/01/2023 | 0.04% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.04% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.04% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.04% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.04% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.04% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.04% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.04% |
| QORVO INC 05.5000 07/15/2026 | 0.04% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% |
| VIAVI SOLUT CV 01.7500 06/01/2023 | 0.04% |
| WERNER TLB L+400 05.7859 07/24/2024 | 0.04% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.04% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.04% |
| ARBY'S TLB L+325 05.2158 02/05/2025 | 0.04% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.04% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.04% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.04% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.04% |
| GNR 2014-58 SA IO 04.2536 04/20/2044 | 0.04% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.04% |
| NETFLIX INC 04.8750 04/15/2028 | 0.04% |
| PETSMART INC TLB L+300 05.9300 03/11/2022 | 0.04% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.04% |
| REYNOLDS GROUP TL L+300 04.5359 02/05/2023 | 0.04% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.04% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.04% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.04% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.04% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.04% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.04% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.04% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.04% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.04% |
| ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 | 0.04% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.04% |
| STACR 2017-HQA1 M2 05.3728 08/25/2029 | 0.04% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.04% |
| ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 | 0.04% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.04% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.04% |
| STACR 2018-DNA1 B1 04.9728 07/25/2030 | 0.04% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.04% |
| 1.1575 R ISWP SES3M P 11/13/2027 | 0.04% |
| 1.16 R ISWP SES3M P 11/13/2027 | 0.04% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.04% |
| CENTENE CORP 04.7500 05/15/2022 | 0.04% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.04% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.04% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.04% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.04% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.04% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.04% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.04% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.04% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.04% |
| WRIGHT MEDICA CV 01.6250 06/15/2023 | 0.04% |
| 1.13 R ISWP SES3M P 11/10/2027 | 0.03% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.03% |
| CONMED CORP P/P 144A CV 02.6250 02/01/2024 | 0.03% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.03% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.03% |
| GNR 2010-20 SC IO 04.3036 02/20/2040 | 0.03% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.03% |
| GOLDEN NUGGET TL L+275 04.6866 10/04/2023 | 0.03% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.03% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2032 | 0.03% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.03% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.03% |
| Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.03% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.03% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.03% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.03% |
| ZYNGA INC P/P 144A CV 00.2500 06/01/2024 | 0.03% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.03% |
| CINEWORLD TLB L+225 04.0359 02/28/2025 | 0.03% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.03% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| J2 GLOBAL COMM CV 03.2500 06/15/2029 | 0.03% |
| KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 | 0.03% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.03% |
| MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 | 0.03% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.03% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.03% |
| SUPERNUS PH CV 00.6250 04/01/2023 | 0.03% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.03% |
| WIDEOPENWEST TLB L+325 05.0543 08/19/2023 | 0.03% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.03% |
| ALBERTSON'S TLB7 L+275 04.5359 11/17/2025 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.03% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.03% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.03% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% |
| GNR 2013-99 VS IO 04.2093 07/16/2043 | 0.03% |
| LUMENTUM HOLD CV 00.2500 03/15/2024 | 0.03% |
| METLIFE INC P/P 144A 09.2500 04/08/2038 | 0.03% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.03% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.03% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.03% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.03% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.03% |
| CAS 2016-C04 1B 12.0728 01/25/2029 | 0.03% |
| CAS 2018-C06 1B1 05.5728 03/25/2031 | 0.03% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.03% |
| GNR 2013-129 SN IO 04.3036 09/20/2043 | 0.03% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.03% |
| GOEASY LTD P/P 144A 07.8750 11/01/2022 | 0.03% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.03% |
| INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.03% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.03% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.03% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.03% |
| FNR 2012-36 SN IO 04.6273 04/25/2042 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.03% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.03% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 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% |
| ORYX TLB L+400 06.0536 05/22/2026 | 0.03% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.03% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.03% |
| TRIVIUM PACKAGING P/P 144A 08.5000 08/15/2027 | 0.03% |
| AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 | 0.03% |
| AMERICA MOVIL SAB DE CV REGS 00.0000 05/28/2020 | 0.03% |
| AUD/USD 01/15/2020 RBSF | 0.03% |
| CMLTI 2007-AMC3 A2B 02.0028 03/25/2037 | 0.03% |
| DIVERSEY TL L+300 04.9270 09/06/2024 | 0.03% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.03% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.03% |
| MESSER INDUST TLB L+250 04.6044 03/01/2026 | 0.03% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.03% |
| REVLON CONS TLB L+350 05.6241 09/07/2023 | 0.03% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.03% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.03% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.03% |
| CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 | 0.03% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.03% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.03% |
| GNR 2019-99 KS IO 04.2036 08/20/2049 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.03% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.03% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.03% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.03% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.03% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.03% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.03% |
| 2.86 R ISWP US0003M P 01/22/2020 | 0.03% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.03% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.03% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.03% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2033 | 0.03% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.03% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.03% |
| LENNAR CORP 05.8750 11/15/2024 | 0.03% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.03% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.03% |
| TABULA RASA H P/P 144A CV 01.7500 02/15/2026 | 0.03% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.03% |
| ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028 | 0.03% |
| CAS 2018-C06 2M2 03.9228 03/25/2031 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.03% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.03% |
| GNMA 10000 BQ7315 05.0000 10/20/2049 | 0.03% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.03% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.03% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.03% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.03% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.03% |
| ROBERTSHAW TL 2L L+800 09.8125 02/28/2026 | 0.03% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.03% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.03% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.03% |
| ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 | 0.02% |
| CALIFORNIA RESOURCES L+1038 12.1746 12/31/2021 | 0.02% |
| CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 0.02% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| GNMA GII30 BL4992 05.0000 08/20/2049 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.02% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.02% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.02% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.02% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.02% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.02% |
| GNMA 10000 BO6603 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| SESI LLC 07.1250 12/15/2021 | 0.02% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.02% |
| STACR 2016-DNA1 B 11.8228 07/25/2028 | 0.02% |
| STACR 2019-HQA3 B1 04.8228 09/25/2049 | 0.02% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.02% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.02% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.02% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.02% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.02% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.02% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% |
| FIVE9 INC CV 00.1250 05/01/2023 | 0.02% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.02% |
| INTELSAT SA USD 04.5000 06/15/2025 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| RAPID7 INC CV 01.2500 08/01/2023 | 0.02% |
| SILICON LABOR CV 01.3750 03/01/2022 | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.02% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.02% |
| 8X8 INC P/P 144A CV 00.5000 02/01/2024 | 0.02% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.02% |
| AKER BP ASA P/P 144A 04.7500 06/15/2024 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.02% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.02% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.02% |
| CALIFORNIA RESOURC TL L+475 06.5496 12/31/2022 | 0.02% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| JO-ANN STORES 2NDL L+925 11.0730 05/21/2024 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% |
| SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.02% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.02% |
| STACR 2019-DNA2 B1 06.1728 03/25/2049 | 0.02% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 0.02% |
| TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 | 0.02% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.02% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | 0.02% |
| 1.675 R ISWP US0003M P 10/04/2049 | 0.02% |
| AES CORP/THE 04.5000 03/15/2023 | 0.02% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.02% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.02% |
| CAS 2019-R04 2B1 07.0728 06/25/2039 | 0.02% |
| CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2038 | 0.02% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.02% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.02% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 | 0.02% |
| 1.00 R ISWP FWD NFIX3MID P 12/18/2024 | 0.02% |
| AES CORP/THE 05.1250 09/01/2027 | 0.02% |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.02% |
| FHLMC FR30 ZN5648 UMBS 04.5000 01/01/2049 | 0.02% |
| GBP/USD 12/18/2019 SSBT | 0.02% |
| GNMA GII30 BM2243 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| GNR 2019-83 SY IO 04.2536 07/20/2049 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2036 | 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% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.02% |
| STACR 2014-HQ3 M3 06.5728 10/25/2024 | 0.02% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.02% |
| TOTAL SA REGS 00.5000 12/02/2022 | 0.02% |
| UNIVAR USA INC P/P 144A 06.7500 07/15/2023 | 0.02% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 | 0.02% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| AIR METHODS TLB L+350 05.6044 04/21/2024 | 0.02% |
| CAS 2017-C07 2B1 06.2728 05/25/2030 | 0.02% |
| CAS 2019-R01 2M2 04.2728 07/25/2031 | 0.02% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.02% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.02% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% |
| GNMA GII30 BL4980 05.0000 08/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| HCA INC. 07.5000 02/15/2022 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.02% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| AUD/USD 01/15/2020 UBS | 0.02% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.02% |
| CAS 2015-C03 2M2 06.8228 07/25/2025 | 0.02% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.02% |
| FNR 2006-8 HP 17.8833 03/25/2036 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.02% |
| ISTAR INC. 05.2500 09/15/2022 | 0.02% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| NETFLIX INC 05.8750 02/15/2025 | 0.02% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.02% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.02% |
| OCI NV P/P 144A 05.2500 11/01/2024 | 0.02% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.02% |
| STACR 2019-HQA1 B2 14.0728 02/25/2049 | 0.02% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.02% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.02% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.02% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.02% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.02% |
| BMIR 2018-2A B1 P/P 144A 04.4728 08/25/2028 | 0.02% |
| CHESAPEAKE EN CV 05.5000 09/15/2026 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| GNR 2012-H29 AI IO 01.4664 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.4664 10/20/2062 | 0.02% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.02% |
| HUB INTL TLB L+400 05.9274 04/25/2025 | 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% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.02% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| STACR 2015-HQ1 M3 05.6228 03/25/2025 | 0.02% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.02% |
| 1.30 R ISWP US0003M P 12/09/2024 | 0.02% |
| ANTERO RESOURCES COR 05.6250 06/01/2023 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.02% |
| CAS 2015-C02 1M2 05.8228 05/25/2025 | 0.02% |
| CAS 2016-C05 2M2 06.2728 01/25/2029 | 0.02% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.02% |
| EQUINIX INC 05.8750 01/15/2026 | 0.02% |
| FNR 2015-42 LS IO 04.3773 06/25/2045 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.02% |
| IHEARTMEDIA TL L+400 05.7814 05/01/2026 | 0.02% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.02% |
| PROVINCIA DE BUENOS 60.8205 05/31/2022 | 0.02% |
| RACKSPACE HOSTING INC L+300 04.9021 11/03/2023 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.02% |
| 1.80 R ISWP FWD CDOR03 P 12/18/2024 | 0.02% |
| CARBONITE INC CV 02.5000 04/01/2022 | 0.02% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.02% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SOCIALIST REP OF VIE P/P 144A 04.8000 11/19/2024 | 0.02% |
| STACR 2018-HQA2 M2 04.1228 10/25/2048 | 0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.01% |
| AUD/USD 01/15/2020 HSBCB | 0.01% |
| CAS 2016-C05 2B 12.5728 01/25/2029 | 0.01% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.01% |
| KRONOS TLB L+300 04.9091 11/01/2023 | 0.01% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.01% |
| NETFLIX INC P/P 144A 04.8750 06/15/2030 | 0.01% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.01% |
| RUB/USD 12/18/2019 BANKAM | 0.01% |
| RUB/USD 12/18/2019 GSFX | 0.01% |
| TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 | 0.01% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.01% |
| 0.616 R ISWP FWD GBL6M P 09/18/2029 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.01% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.01% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.01% |
| RAG-STIFTUNG REGS 00.0000 02/18/2021 | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.01% |
| TELEFONICA PARTICIPACION REGS 00.0000 03/09/2021 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.01% |
| CAS 2018-C03 1B1 05.5728 10/25/2030 | 0.01% |
| COUPA SOFTWAR P/P 144A CV 00.1250 06/15/2025 | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2013-18 SB IO 04.3273 10/25/2041 | 0.01% |
| FNR 2019-43 JS IO 04.2273 08/25/2049 | 0.01% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| STACR 2019-HQA1 M2 04.1728 02/25/2049 | 0.01% |
| STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 | 0.01% |
| STMICROELECTRONICS NV REGS 00.2500 07/03/2024 | 0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.01% |
| BASF SE REGS 00.9250 03/09/2023 | 0.01% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.01% |
| CAS 2018-C05 1B1 06.0728 01/25/2031 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JC PENNEY CORP INC 07.4000 04/01/2037 | 0.01% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.01% |
| MBX.FN30.550.08 R USL1M P 01/12/39 GS | 0.01% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.01% |
| PINDUODUO INC P/P 144A 00.0000 10/01/2024 | 0.01% |
| STACR 2018-DNA2 M2 03.9728 12/25/2030 | 0.01% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.01% |
| 1.30 R ISWP FWD NFIX3MID P 12/18/2029 | 0.01% |
| BAYER AG REGS 00.0500 06/15/2020 | 0.01% |
| CAS 2018-C04 2B1 06.3228 12/25/2030 | 0.01% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.01% |
| CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.01% |
| FHLMC FR30 ZN5649 UMBS 05.0000 01/01/2049 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| GBP/USD 12/18/2019 BANKAM | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.01% |
| ORTHO-CLINICAL TLB L+325 05.3064 06/01/2025 | 0.01% |
| STARFRUIT US/STAR F P/P 144A 06.5000 10/01/2026 | 0.01% |
| TESLA INC CV 02.3750 03/15/2022 | 0.01% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.01% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNR 2010-68 SD IO 04.7336 06/20/2040 | 0.01% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.01% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.01% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.01% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JPMCC 2013-LC11 D 04.1679 04/15/2046 | 0.01% |
| JPY/USD 11/20/2019 HSBCB | 0.01% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.01% |
| MXN/USD 01/15/2020 BANKAM | 0.01% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.01% |
| OMIR 2019-1A B1B 06.1728 07/25/2029 | 0.01% |
| OPTN FN30 3.0 11/06/19 CALL 101.625 JPMC | 0.01% |
| SUEZ CV PFD | 0.01% |
| VALEO SA REGS 00.0000 06/16/2021 | 0.01% |
| VODAFONE GROUP PLC REGS 00.0000 11/26/2020 | 0.01% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| 0.05 R ISWP FWD SES3M P 12/18/2024 | 0.01% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2040 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MEDICINES CO CV 02.5000 01/15/2022 | 0.01% |
| MSBAM 2013-C11 D P/P 144A 04.3537 08/15/2046 | 0.01% |
| OKTA INC P/P 144A CV 00.1250 09/01/2025 | 0.01% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.01% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% |
| VEOLIA ENVIRONNEMENT SA CV PFD | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| 1.5594 R ISWP US0003M P 09/30/2029 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| FNR 2018-86 DS IO 04.2773 12/25/2048 | 0.01% |
| GNR 2016-77 SL IO 04.3036 03/20/2043 | 0.01% |
| GNR 2019-89 JS IO 04.2036 04/20/2049 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| NABORS INDUSTRIES INC. 05.5000 01/15/2023 | 0.01% |
| OMIR 2019-1A B1A 05.3228 07/25/2029 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| SERVICENOW IN CV 00.0000 06/01/2022 | 0.01% |
| STEEL DYNAMICS INC 04.1250 09/15/2025 | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.01% |
| SWPTN 3MX2Y P 1.715 USD 01/10/2020 TD | 0.01% |
| 1.15 R ISWP NFIX3MID P 08/07/2021 | 0.01% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | 0.01% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | 0.01% |
| 1.75 R ISWP FWD NOKOIB6M P 12/18/2024 | 0.01% |
| 1.8125 R ISWP NOKOIB6M P 09/18/2021 | 0.01% |
| BRL/USD 02/04/2020 GSFX | 0.01% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.01% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.01% |
| CHENIERE ENERGY INC CV 04.2500 03/15/2045 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| FHR 3408 EK 18.0622 04/15/2037 | 0.01% |
| GSMS 2012-GC6 D P/P 144A 05.6512 01/10/2045 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| 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% |
| LIGAND PHARMA CV 00.7500 05/15/2023 | 0.01% |
| LVMH MOET HENNESSY VUITT CV PFD | 0.01% |
| NICE SYS INC CV 01.2500 01/15/2024 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| STMICROELECTRONICS N.V. REGS 00.0000 07/03/2022 | 0.01% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| 0.05 R ISWP FWD EUR006M P 12/18/2029 | 0.00% |
| 1.416 R ISWP FWD US0003M P 12/09/2024 | 0.00% |
| 1.6875 R ISWP CDOR03 P 10/09/2029 | 0.00% |
| BEKAERT SA REGS 00.0000 06/09/2021 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.7745 03/11/2039 | 0.00% |
| CAS 2015-C01 1M2 06.1228 02/25/2025 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| COMM 2014-CR17 E P/P 144A 04.8500 05/10/2047 | 0.00% |
| DP WORLD PLC REGS 01.7500 06/19/2024 | 0.00% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.00% |
| FRESENIUS MEDICAL CARE A REGS 01.1250 01/31/2020 | 0.00% |
| GBP/USD 12/18/2019 HSBCB | 0.00% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.00% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.00% |
| HUBSPOT INC CV 00.2500 06/01/2022 | 0.00% |
| IQIYI INC P/P 144A 02.0000 04/01/2025 | 0.00% |
| LLOYDS BANK PLC 13.0000 01/29/2049 | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.0817 07/15/2046 | 0.00% |
| MSRR 2010-R4 4B 03.1086 02/26/2037 | 0.00% |
| MTU AERO ENGINES AG REGS 00.1250 05/17/2023 | 0.00% |
| NEXITY SA CV PFD | 0.00% |
| OSI SYS INC CV 01.2500 09/01/2022 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.00% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| TALEND SA P/P 144A CV 01.7500 09/01/2024 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| IOS.FN30.350.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.450.11 R USL1M P 01/12/42 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| NZD/USD 01/15/2020 UBS | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP | 0.00% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.00% |
| WESTERN DI CV 01.5000 02/01/2024 | 0.00% |
| CAS 2019-R02 1M2 04.1228 08/25/2031 | 0.00% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CZK/USD 12/18/2019 BANKAM | 0.00% |
| EVERBRIDGE INC CV 01.5000 11/01/2022 | 0.00% |
| FNR 2005-83 QP 12.6549 11/25/2034 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPY/USD 11/20/2019 UBS | 0.00% |
| PATRICK INDS CV 01.0000 02/01/2023 | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 | 0.00% |
| REALPAGE INC CV 01.5000 11/15/2022 | 0.00% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | 0.00% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.00% |
| 1.527 R ISWP FWD US0003M P 12/09/2024 | 0.00% |
| 1.80 R ISWP FWD NOKOIB6M P 12/18/2029 | 0.00% |
| BALTA 2005-8 21A1 04.2252 10/25/2035 | 0.00% |
| CAS 2018-C01 1M2 04.0728 07/25/2030 | 0.00% |
| CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| DIAMOND SPORTS TLB L+325 05.0800 08/24/2026 | 0.00% |
| EUR/NOK PUT 9.85 20200121 GSFX | 0.00% |
| EUR/USD PUT 1.08 20200103 BANKAM | 0.00% |
| FHLMC FR30 QA1912 UMBS 05.0000 06/01/2049 | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FRAC TECH INTL TLB L+475 06.5359 04/16/2021 | 0.00% |
| FSPC T-57 1AX IO 00.3754 07/25/2043 | 0.00% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.00% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 101.2421875 JPMC | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| SCIENTIFIC GAMES TLB5 L+275 04.5359 08/14/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 | 0.00% |
| 0.75 R ISWP FWD GBL6M P 12/18/2024 | 0.00% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | 0.00% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.00% |
| 1.3935 R ISWP US0003M P 10/04/2024 | 0.00% |
| AUD/USD PUT 0.655 20200109 UBS | 0.00% |
| CHF/USD 12/18/2019 JPMCB | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CSMC 2006-C5 AX IO 00.8810 12/15/2039 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3019 06/25/2042 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| OPTN FN30 3.5 11/06/19 CALL 102.71875 JPMC | 0.00% |
| SPEC BRNDS ESCROW CO 06.6250 11/15/2022 | 0.00% |
| SWPTN 1YX30Y P 1.288 EUR 02/17/2020 JP | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/18/2021 | 0.00% |
| 0.701 R ISWP FWD GBL6M P 12/18/2021 | 0.00% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | 0.00% |
| 1.60 R ISWP FWD US0003M P 12/18/2024 | 0.00% |
| 6.66 R ISWP IN00O/N P 12/20/2022 | 0.00% |
| AUD/USD 01/15/2020 BANKAM | 0.00% |
| AUD/USD 01/15/2020 WPAC | 0.00% |
| AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| CAD/USD 01/15/2020 CITI | 0.00% |
| CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 | 0.00% |
| CHF/USD 12/18/2019 UBS | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/SEK PUT 10.50 20191121 CITI | 0.00% |
| EUR/USD 12/18/2019 WPAC | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3314 PO PO 00.0000 11/15/2036 | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3746 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% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GSMS 2005-GG4 XC IO P/P 144A 01.3684 07/10/2039 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.09 R USL1M P 01/12/40 CS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 05.8113 12/15/2049 | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 100.2421875 JPMC | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 100.7421875 JPMC | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 99.7421875 JPMC | 0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.0 JPMC | 0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.09375 JPMC | 0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.1875 JPMC | 0.00% |
| SEK/USD 12/18/2019 UBS | 0.00% |
| STRIP 2003-1A N P/P 144A 05.0000 03/24/2020 | 0.00% |
| SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS | 0.00% |
| SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS | 0.00% |
| SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP | 0.00% |
| SWPTN 1YX2Y P 3.095 USD 11/19/2019 JP | 0.00% |
| SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS | 0.00% |
| SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS | 0.00% |
| SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP | 0.00% |
| SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| UKRPI P 3.4025 R 03/15/28 | 0.00% |
| WBCMT 2007-C34 IO IO 00.0854 05/15/2046 | 0.00% |
| 1.30 R ISWP FWD AUDBB6M P 12/18/2029 | -0.00% |
| 1.85 R ISWP FWD CDOR03 P 12/18/2029 | -0.00% |
| 1.8525 R ISWP US0003M P 10/18/2049 | -0.00% |
| BRL/USD 02/04/2020 CITI | -0.00% |
| CLP/USD 01/15/2020 GSFX | -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 ML | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| NOK/USD 12/18/2019 SSBT | -0.00% |
| UKRPI P 3.3875 R 03/15/28 | -0.00% |
| 1.00 R ISWP FWD AUDBB6M P 12/18/2024 | -0.00% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.00% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| GBP/USD 12/18/2019 GSFX | -0.00% |
| NOK/USD 12/18/2019 HSBCB | -0.00% |
| NZD/USD 01/15/2020 HSBCB | -0.00% |
| OPTN FN30 3.5 11/06/19 PUT 102.71875 JPMC | -0.00% |
| SEK/USD 12/18/2019 BCAP-FX | -0.00% |
| SEK/USD 12/18/2019 JPMCB | -0.00% |
| 0.712 R ISWP FWD GBL6M P 09/18/2021 | -0.00% |
| 0.80 R ISWP FWD GBL6M P 12/18/2029 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 12/18/2019 CITI | -0.00% |
| EUR/USD 12/18/2019 CSI-FX | -0.00% |
| EUR/USD 12/18/2019 HSBCB | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 12/18/2019 BCAP-FX | -0.00% |
| SEK/USD 12/18/2019 BANKAM | -0.00% |
| SEK/USD 12/18/2019 HSBCB | -0.00% |
| SEK/USD 12/18/2019 RBSF | -0.00% |
| 0.40 R ISWP FWD SES3M P 12/18/2029 | -0.00% |
| 1.53 R ISWP FWD US0003M P 12/09/2024 | -0.00% |
| CAD/USD 01/15/2020 BCAP-FX | -0.00% |
| CAD/USD 01/15/2020 SSBT | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 12/18/2019 BCAP-FX | -0.00% |
| EUR/USD 12/18/2019 RBSF | -0.00% |
| EUR/USD 12/18/2019 UBS | -0.00% |
| INR/USD 11/20/2019 GSFX | -0.00% |
| NZD/USD 01/15/2020 CITI | -0.00% |
| SEK/USD 12/18/2019 GSFX | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| 1.62779 R ISWP US0003M P 10/15/2029 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| SEK/USD 12/18/2019 SSBT | -0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.00% |
| UKRPI P 3.34 R 02/15/28 | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| EUR/USD 12/18/2019 SSBT | -0.01% |
| NOK/USD 12/18/2019 GSFX | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| 1.5775 R ISWP FWD US0003M P 12/09/2024 | -0.01% |
| AUD/JPY PUT 66.00 20200214 GSFX | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| EUR/USD 12/18/2019 GSFX | -0.01% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| EUR/USD 12/18/2019 BANKAM | -0.01% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| OPTN FN30 3.0 11/06/19 PUT 101.625 JPMC | -0.01% |
| SWPTN 3MX10Y P 1.8055 USD 01/10/2020 TD | -0.01% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| NZD/USD 01/15/2020 BCAP-FX | -0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.01% |
| AUD/USD CALL 0.6898 20200109 UBS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| 1.5215 R ISWP US0003M P 09/27/2029 | -0.01% |
| 1.5915 R ISWP US0003M P 10/17/2024 | -0.01% |
| 1.605 R ISWP FWD US0003M P 12/09/2024 | -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% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| NOK/USD 12/18/2019 BANKAM | -0.01% |
| -0.35 R ISWP FWD EUR006M P 12/18/2024 | -0.01% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | -0.01% |
| BRL/USD 02/04/2020 BANKAM | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.01% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| UKRPI P 3.34 R 03/15/28 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| JPY/USD 11/20/2019 SSBT | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.02% |
| 1.70334 R ISWP US0003M P 10/24/2029 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| NZD/USD 01/15/2020 GSFX | -0.02% |
| NZD/USD 01/15/2020 JPMCB | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.02% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CPURNSA R 2.05 P 12/06/22 | -0.02% |
| EUR/USD 12/18/2019 JPMCB | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.02% |
| -0.65 R ISWP FWD CHL6M P 12/18/2024 | -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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| MBX.FN30.450.09 P USL1M R 01/12/40 GS | -0.02% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | -0.02% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| 1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021 | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| EUR/USD CALL 1.1291 20200103 BANKAM | -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% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| GBP/USD CALL 1.36 20200123 BANKAM | -0.03% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.03% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -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 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% |
| -0.35 R ISWP FWD CHL6M P 12/18/2029 | -0.04% |
| 1.4925 R ISWP US0003M P 10/04/2029 | -0.04% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 2YX5Y R 1.3 USD 08/27/2021 UB | -0.04% |
| SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP | -0.04% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.04% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.05% |
| GNMA GII30 TBA 03.5000 11/01/2049 | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.05% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.05% |
| CPTFEMU R 1.4 P 07/15/27 | -0.05% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.05% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.05% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.05% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.06% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.06% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.06% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.06% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.06% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.06% |
| 1.396 R ISWP US0003M P 10/04/2024 | -0.06% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.06% |
| SWPTN 2YX5Y P 1.3 USD 08/27/2021 UB | -0.06% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.07% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.07% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.07% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.07% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.07% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.07% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.07% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.07% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | -0.07% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2049 | -0.07% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.07% |
| FNMA FN30 TBA UMBS 05.0000 11/01/2049 | -0.08% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.08% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.08% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.08% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 CS | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.08% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.08% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.09% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.09% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.09% |
| UKRPI R 3.4425 P 07/15/49 | -0.10% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.10% |
| SWPTN 3MX5Y P 1.475 USD 12/05/2019 CI | -0.10% |
| 1.30 R ISWP FWD US0003M P 12/18/2026 | -0.11% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.11% |
| 1.70 R ISWP FWD US0003M P 12/18/2029 | -0.11% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.11% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.12% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.12% |
| GNMA GII30 TBA 05.0000 11/01/2049 | -0.12% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.15% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.15% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.19% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.20% |
| SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP | -0.21% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.21% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.25% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.26% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.26% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.39% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.40% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.59% |
| SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP | -0.63% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.93% |
| EURO-SCHATZ FUT DEC19 DUZ9 | -2.23% |
| US 5YR NOTE (CBT) DEC19 FVZ9 | -3.89% |
| EURO-BUND FUTURE DEC19 RXZ9 | -8.19% |
| 90DAY EURO$ FUTR MAR21 EDH1 | -21.40% |
Fixed income statistics as of 01/31/20
| Average effective maturity | 5.77 yrs. |
|---|---|
| Average effective duration | 0.72 yrs. |
| Average yield to maturity | 4.75% |
| Average coupon | 5.59% |
Sector weightings as of 01/31/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 1.34% | 0.04 | 42.99% | 1.65 | 44.33% | 1.69 |
| Commercial MBS | 5.40% | 0.18 | 16.69% | 0.29 | 22.09% | 0.47 |
| Agency CMO | 17.64% | 0.63 | 0.32% | 0.01 | 17.96% | 0.64 |
| High-yield corporate bonds | 15.33% | 0.46 | 0.00% | 0.00 | 15.33% | 0.46 |
| Emerging-market bonds | 13.26% | 0.80 | 0.00% | 0.00 | 13.26% | 0.80 |
| Residential MBS (non-agency) | 11.05% | 0.49 | 0.00% | 0.00 | 11.05% | 0.49 |
| Convertible securities | 4.25% | 0.07 | 0.00% | 0.00 | 4.25% | 0.07 |
| Investment-grade corporate bonds | 3.14% | 0.16 | 0.00% | 0.00 | 3.14% | 0.16 |
| Asset-backed securities (ABS) | 1.83% | 0.02 | 0.00% | 0.00 | 1.83% | 0.02 |
| Bank loans | 1.78% | 0.07 | 0.00% | 0.00 | 1.78% | 0.07 |
| International Treasury/agency | 0.44% | 0.01 | 0.00% | -0.03 | 0.44% | -0.02 |
| Equity investments | 0.00% | 0.00 | 0.00% | 0.00 | 0.00% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -1.29 | 0.00% | -1.29 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 0.01 | 0.00% | 0.01 |
| Net cash | 24.53% | 0.00 | 0.00% | 0.00 | 24.53% | 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 01/31/20
| 0 - 1 yr. | -13.85% |
|---|---|
| 1 - 5 yrs. | 78.21% |
| 5 - 10 yrs. | 29.76% |
| 10 - 15 yrs. | 3.66% |
| Over 15 yrs. | 2.22% |
Quality rating as of 01/31/20
| AAA | 70.10% |
|---|---|
| AA | 1.11% |
| A | 9.65% |
| BBB | 10.28% |
| BB | 19.30% |
| B | 10.96% |
| CCC and Below | 4.83% |
| Not Rated | -26.23% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. International investing involves currency, economic, and political risks. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country allocation as of 01/31/20
| United States | 83.48% |
|---|---|
| Brazil | 1.93% |
| Indonesia | 1.31% |
| Argentina | 1.27% |
| Dominican Republic | 1.27% |
| Ivory Coast | 1.23% |
| Mexico | 1.22% |
| Egypt | 1.15% |
| Canada | 1.12% |
| Other | 6.02% |
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 means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. International investing involves currency, economic, and political risks. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.