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.
Prior to April 30, 2018, the fund was known as Putnam Absolute Return 300 Fund.
Fixed Income Absolute Return Fund (Class Y) (PYTRX)
Seeks positive returns with a similar level of volatility
Highlights
Objective
The fund seeks positive total return.
Strategy and process
- Global diversification: The fund can invest across global fixed-income sectors and can adjust dynamically as opportunities change.
- Independent of indexes:The portfolio managers have the flexibility to mitigate a variety of risks, and are not constrained by traditional benchmarks.
- Risk hedging: The fund's hedging and market neutral strategies can offer volatility dampening benefits to client portfolios.
Fund price
| Net asset value (yesterday’s close) |
$9.04 1.12% | $0.10 |
| 52-week high | $9.90 (12/17/19) |
| 52-week low | $8.69 (03/23/20) |
Yield
| Distribution rate before sales charge as of 03/30/20 |
3.58% |
|---|---|
| Distribution rate after sales charge as of 03/30/20 |
3.58% |
| 30-day SEC yield as of 02/29/20 | 3.07% |
Consistency of positive performance over five years
Performance shown 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 click on the performance tab.
3.74%
Best 5-year annualized return
(for period ending 03/31/14)
0.21%
Worst 5-year annualized return
(for period ending 03/31/16)
2.32%
Average 5-year annualized return
Fund facts as of 02/29/20
Total net assets
$572.51M
$572.51M
Turnover (fiscal year end)
632%
632%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1125
1125
Fiscal year-end
October
October
CUSIP / Fund code
746764323 / 1864
746764323 / 1864
Inception date
12/23/08
12/23/08
Category
Absolute Return
Absolute Return
Open to new investors
Ticker
PYTRX
PYTRX
Management team
Chief Investment Officer, Fixed Income
Portfolio Manager
Co-Head of Fixed Income
Co-Head of Fixed Income
Literature
Performance
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 | 9.39% | 5.22% | 3.19% | 2.72% |
| 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% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 02/29/20 | -0.13% | - | |
| YTD as of 03/30/20 | -7.48% | - | |
Yield
| Distribution rate before sales charge as of 03/30/20 |
3.58% |
|---|---|
| Distribution rate after sales charge as of 03/30/20 |
3.58% |
| 30-day SEC yield as of 02/29/20 | 3.07% |
Volatility as of 02/29/20
| Standard deviation (3 yrs.) | 2.00% |
|---|
Morningstar Ratings™ as of 02/29/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 279 | |
| 3 yrs. | 279 | |
| 5 yrs. | 237 | |
| 10 yrs. | 78 |
Distributions
| Record/Ex dividend date | 03/18/20 |
|---|---|
| Payable date | 03/20/20 |
| Income | $0.027 |
| 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.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Net cash | 22.58% |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 04/01/2050 | 10.24% |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2050 | 9.98% |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2050 | 9.75% |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | 5.22% |
| Gnma Gii30 Tba 04.5000 03/01/2050 | 1.10% |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | 0.83% |
| Apple 02.0000 05/06/2020 | 0.76% |
| Msbam 2013-C10 E P/P 144a 04.0827 07/15/2046 | 0.71% |
| Fnr 2017-74 Io 04.1233 10/25/2047 | 0.67% |
| Top 10 holdings, percent of portfolio | 61.84% |
| Top 10 holdings as of 02/29/20 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 03.0000 04/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | |
| Gnma Gii30 Tba 04.5000 03/01/2050 | |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | |
| Apple 02.0000 05/06/2020 | |
| Msbam 2013-C10 E P/P 144a 04.0827 07/15/2046 | |
| Fnr 2017-74 Io 04.1233 10/25/2047 | |
| Holdings represent 61.84% of portfolio | |
| Top 10 holdings as of 01/31/20 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 02/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | |
| Gnma Gii30 Tba 04.5000 02/01/2050 | |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | |
| Apple 02.0000 05/06/2020 | |
| Msbam 2013-C10 E P/P 144a 04.2172 07/15/2046 | |
| Fnr 2017-74 Io 04.0891 10/25/2047 | |
| Holdings represent 63.30% of portfolio | |
| Top 10 holdings as of 12/31/19 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2050 | |
| Gnma Gii30 Tba 04.5000 01/01/2050 | |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | |
| Apple 02.0000 05/06/2020 | |
| Msbam 2013-C10 E P/P 144a 04.0814 07/15/2046 | |
| Commonwealth Bk Aust P/P 144a 02.2000 11/09/2020 | |
| Holdings represent 63.55% of portfolio | |
| Top 10 holdings as of 11/30/19 | |
|---|---|
| Net cash | |
| 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 | |
| Gnma Gii30 Tba 04.5000 12/01/2049 | |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | |
| Apple 02.0000 05/06/2020 | |
| Msbam 2013-C10 E P/P 144a 04.2175 07/15/2046 | |
| Fnr 2017-74 Io 04.0420 10/25/2047 | |
| Fnr 2017-8 Sb Io 04.3920 02/25/2047 | |
| Holdings represent 62.73% of portfolio | |
| FNMA FN30 TBA UMBS 03.5000 03/01/2050 | 9.98% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 03/01/2050 | 9.75% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2050 | 9.54% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2050 | 5.93% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.84% |
| US 2YR NOTE (CBT) JUN20 TUM0 | 2.02% |
| GNMA GII30 TBA 04.5000 03/01/2050 | 1.10% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.83% |
| APPLE INC 02.0000 05/06/2020 | 0.76% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.75% |
| MSBAM 2013-C10 E P/P 144A 04.0827 07/15/2046 | 0.71% |
| FNR 2017-74 SA IO 04.1233 10/25/2047 | 0.67% |
| FNR 2017-8 SB IO 04.4733 02/25/2047 | 0.66% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.64% |
| TREASURY BILL 00.0000 03/12/2020 | 0.61% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.57% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.56% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.55% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.55% |
| GNMA GII30 TBA 04.0000 03/01/2050 | 0.55% |
| TREASURY BILL 00.0000 04/02/2020 | 0.54% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.54% |
| FHR 3852 NT 04.3415 05/15/2041 | 0.53% |
| VIACOMCBS INC 92557KCX5 DCP 03/31/2020 | 0.52% |
| ALPHABET INC 03.6250 05/19/2021 | 0.50% |
| SPST 2019-3 A 02.3289 06/24/2020 | 0.49% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.48% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.48% |
| US ULTRA BOND CBT JUN20 WNM0 | 0.47% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.47% |
| SPST 2019-7 A 02.3289 09/24/2020 | 0.47% |
| SPST 2020-2 A 00.0000 03/26/2021 | 0.45% |
| JPMCC 2012-C8 D P/P 144A 04.6490 10/15/2045 | 0.44% |
| CWALT 2005-59 1A1 01.9770 11/20/2035 | 0.44% |
| 1.70 R ISWP FWD US0003M P 03/18/2027 | 0.43% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.43% |
| DBUBS 2011-LC3A D P/P 144A 05.3344 08/10/2044 | 0.42% |
| WESTPAC BANKING CORP USD 02.6500 01/25/2021 | 0.40% |
| CAS 2016-C02 1B 13.8768 09/25/2028 | 0.40% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.40% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.39% |
| MSBAM 2013-C10 F P/P 144A 04.0827 07/15/2046 | 0.38% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.37% |
| CWALT 2006-OA7 1A2 02.9931 06/25/2046 | 0.36% |
| CITIBANK NA 03.0500 05/01/2020 | 0.36% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.35% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.35% |
| FNR 2011-53 ST IO 04.2933 06/25/2041 | 0.35% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.35% |
| BANK 2017-BNK9 XA IO 00.8109 11/15/2054 | 0.35% |
| WFCM 2013-LC12 D P/P 144A 04.2853 07/15/2046 | 0.34% |
| STACR 2015-DNA3 B 10.9768 04/25/2028 | 0.34% |
| BANK 2018-BN10 XA IO 00.7388 02/15/2061 | 0.34% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.33% |
| MEAD JOHNSON NUTRITION C 03.0000 11/15/2020 | 0.33% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.32% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.32% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.32% |
| COMM 2014-CR17 C 04.7839 05/10/2047 | 0.32% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.32% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.31% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.31% |
| TREASURY BILL 00.0000 05/21/2020 | 0.31% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.31% |
| MRAIT 2020-2 A 01.1500 10/22/2020 | 0.31% |
| GNR 2016-H13 IK IO 02.6233 06/20/2066 | 0.30% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.30% |
| WFRBS 2012-C10 D P/P 144A 04.4294 12/15/2045 | 0.30% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.30% |
| GSMS 2014-GC22 C 04.6906 06/10/2047 | 0.29% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.29% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.29% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.29% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.29% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.29% |
| QUIKRETE TLB L+250 04.1594 01/29/2027 | 0.29% |
| 1.40 R ISWP FWD US0003M P 03/18/2022 | 0.29% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.28% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.28% |
| WFRBS 2013-C15 D P/P 144A 04.4935 08/15/2046 | 0.28% |
| JPMBB 2013-C14 D P/P 144A 04.7019 08/15/2046 | 0.28% |
| WFRBS 2012-C7 D P/P 144A 04.8128 06/15/2045 | 0.28% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.28% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.28% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.28% |
| FNR 2016-60 LS IO 04.4733 09/25/2046 | 0.27% |
| COMM 2014-CR17 D P/P 144A 04.8476 05/10/2047 | 0.27% |
| BSCMS 2007-T26 AJ 05.4496 01/12/2045 | 0.27% |
| COMM 2013-CR11 XA IO 00.9283 08/10/2050 | 0.27% |
| FNR 2015-19 SA IO 04.5733 04/25/2045 | 0.27% |
| SCIENTIFIC GAMES TLB5 L+275 04.3659 08/14/2024 | 0.27% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.26% |
| MSBAM 2013-C13 XA IO 00.9846 11/15/2046 | 0.26% |
| TREASURY BILL 00.0000 06/11/2020 | 0.26% |
| TREASURY BILL 00.0000 06/18/2020 | 0.26% |
| FNR 2013-130 SD IO 04.9733 01/25/2044 | 0.26% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.26% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.26% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.25% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.25% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.25% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.25% |
| GNR 2017-H06 BI IO 02.0080 02/20/2067 | 0.25% |
| GNR 2018-H05 AI IO 01.3706 02/20/2068 | 0.24% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.24% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.24% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.24% |
| WFCM 2016-BNK1 XA IO 01.7600 08/15/2049 | 0.24% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.24% |
| ORACLE CORP 02.5000 05/15/2022 | 0.24% |
| FNR 2016-88 SK IO 04.3733 12/25/2046 | 0.24% |
| FNR 2017-108 SA IO 04.5233 01/25/2048 | 0.24% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.24% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.24% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.24% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.23% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.23% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.23% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.23% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.23% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.23% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.23% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.23% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.23% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.23% |
| MWST 2019-1 A 02.4268 06/25/2052 | 0.23% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.23% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.22% |
| STACR 2015-DNA1 B 10.8268 10/25/2027 | 0.22% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.22% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.22% |
| GNR 2017-H16 BI IO 02.4271 08/20/2067 | 0.22% |
| GOVERNMENT OF JAMAICA USD 07.8750 07/28/2045 | 0.22% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.22% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.22% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.22% |
| CAS 2015-C04 1M2 07.3268 04/25/2028 | 0.22% |
| CAS 2020-R01 1B1 04.8768 01/25/2040 | 0.22% |
| GNR 2015-H19 NI IO 01.9126 07/20/2065 | 0.22% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.22% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.22% |
| GNR 2018-H02 GI IO 01.3373 12/20/2067 | 0.22% |
| LENNAR CORP 05.8750 11/15/2024 | 0.21% |
| CINEWORLD TLB L+225 03.8534 02/28/2025 | 0.21% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.21% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.21% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.21% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.2500 09/15/2022 | 0.21% |
| CAS 2016-C03 1B 13.3768 10/25/2028 | 0.21% |
| COMM 2015-LC21 XA IO 00.7554 07/10/2048 | 0.21% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.21% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.20% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.20% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.20% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.20% |
| WFRBS 2012-C10 E P/P 144A 04.4294 12/15/2045 | 0.20% |
| GFL ENVIRONMENTAL TLB L+268 05.2983 05/31/2025 | 0.20% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.20% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.19% |
| TREASURY BILL 00.0000 04/16/2020 | 0.19% |
| FNR 2019-66 SC IO 04.3733 11/25/2049 | 0.19% |
| GNR 2019-121 DS IO 04.4530 08/20/2049 | 0.19% |
| GNR 2016-121 JS IO 04.4530 09/20/2046 | 0.19% |
| US BANCORP 02.6250 01/24/2022 | 0.19% |
| 1.972 R ISWP US0003M P 01/07/2050 | 0.19% |
| FNR 2016-65 CS IO 04.4733 09/25/2046 | 0.19% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.19% |
| MCAS 2019-01 M10 P/P 144A 04.8768 10/15/2049 | 0.19% |
| STACR 2018-HQA1 B1 05.9768 09/25/2030 | 0.19% |
| ADS WASTE TLB L+225 03.8325 11/10/2023 | 0.19% |
| MWST 2018-W1 A 02.4768 11/25/2051 | 0.18% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.18% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.18% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.18% |
| GNR 2018-91 SJ IO 04.6030 07/20/2048 | 0.18% |
| CAS 2018-C03 1M2 03.7768 10/25/2030 | 0.18% |
| CAS 2019-HRP1 M2 03.8109 11/25/2039 | 0.18% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.18% |
| AHM 2007-1 GA1C 01.8168 05/25/2047 | 0.18% |
| INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023 | 0.18% |
| PPD TL L+250 04.1034 08/18/2022 | 0.18% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.18% |
| GNR 2016-H23 NI IO 02.5513 10/20/2066 | 0.18% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.18% |
| JPMBB 2014-C25 D P/P 144A 03.9459 11/15/2047 | 0.17% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.17% |
| ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.17% |
| REYNOLDS TL L+175 03.4095 01/30/2027 | 0.17% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.17% |
| BANIJAY GROUP TLB L+375 05.4044 02/04/2025 | 0.17% |
| GNR 2015-H15 JI IO 01.9775 06/20/2065 | 0.17% |
| ALTICE USA TLB L+225 03.9085 01/15/2026 | 0.17% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.17% |
| GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.17% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.17% |
| COMM 2014-CR20 XA IO 01.0272 11/10/2047 | 0.17% |
| FRONT RANGE BIDCO INC L+300 04.6678 02/21/2027 | 0.17% |
| MESSER INDUST TLB L+250 04.4446 03/01/2026 | 0.17% |
| SOLENIS ADD-ON TL 1STL L+400 05.6550 06/26/2025 | 0.17% |
| CARR 2006-NC2 A4 01.8668 06/25/2036 | 0.17% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.17% |
| MSC 2016-UB12 XA IO 00.7723 12/15/2049 | 0.17% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.17% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.17% |
| JPMBB 2014-C24 XA IO 00.9208 11/15/2047 | 0.17% |
| TALLGRASS ENERGY TL L+475 06.4196 03/11/2026 | 0.17% |
| WIDEOPENWEST TLB L+325 04.8894 08/19/2023 | 0.17% |
| MSBAM 2013-C12 E P/P 144A 04.7657 10/15/2046 | 0.16% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.16% |
| REPUBLIC OF ANGOLA P/P 144A 08.0000 11/26/2029 | 0.16% |
| STACR 2015-DNA2 B 09.1768 12/25/2027 | 0.16% |
| FNR 2011-4 CS 09.6465 05/25/2040 | 0.16% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.16% |
| JPMBB 2014-C18 C 04.8169 02/15/2047 | 0.16% |
| CSAIL 2015-C1 D P/P 144A 03.7716 04/15/2050 | 0.16% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.16% |
| GNR 2018-H13 NI IO 02.7423 08/20/2068 | 0.16% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.16% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.16% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.16% |
| CAS 2018-C02 2M2 03.8268 08/25/2030 | 0.16% |
| GNR 2015-H25 AI IO 01.6134 09/20/2065 | 0.16% |
| IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 | 0.16% |
| TRANSDIGM INC TLF L+225 03.9094 12/30/2025 | 0.16% |
| TREASURY BILL 00.0000 05/07/2020 | 0.16% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.16% |
| GNR 2016-H02 BI IO 01.9182 11/20/2065 | 0.16% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.16% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.16% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.15% |
| GNR 2018-H02 EI IO 01.3752 01/20/2068 | 0.15% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.15% |
| RESTAURANT BRANDS TLB L+175 03.5080 11/19/2026 | 0.15% |
| UBSBB 2013-C5 XA IO P/P 144A 00.9498 03/10/2046 | 0.15% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.15% |
| SPST 2019-11 A 02.3789 10/24/2020 | 0.15% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.15% |
| GNR 2015-H25 EI IO 01.8584 10/20/2065 | 0.15% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.15% |
| GNR 2015-H09 BI IO 01.6975 03/20/2065 | 0.15% |
| STACR 2016-DNA1 B 11.6268 07/25/2028 | 0.15% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.15% |
| MSBAM 2014-C14 C 04.9341 02/15/2047 | 0.15% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.15% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.15% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.15% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.15% |
| PFIZER INC 01.9500 06/03/2021 | 0.15% |
| CMLTI 2007-AMC3 A2D 01.9768 03/25/2037 | 0.15% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.15% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.15% |
| WAMU 2005-AR13 A1C3 02.1168 10/25/2045 | 0.15% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.15% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.15% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7151 11/15/2045 | 0.15% |
| 2.00 R ISWP FWD CDOR03 P 03/18/2025 | 0.14% |
| GNR 2010-125 SD IO 05.0215 01/16/2040 | 0.14% |
| WFCM 2014-LC16 XA IO 01.1121 08/15/2050 | 0.14% |
| CAS 2016-C03 2M2 07.5268 10/25/2028 | 0.14% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.14% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.14% |
| STARS GROUP TLB L+350 05.4446 07/10/2025 | 0.14% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.14% |
| COMM 2014-CR19 XA IO 01.0079 08/10/2047 | 0.14% |
| COMM 2015-CR23 XA IO 00.9164 05/10/2048 | 0.14% |
| CSC HOLDINGS TLB L+225 03.9085 07/17/2025 | 0.14% |
| CGCMT 2019-GC43 X IO 00.6303 11/10/2052 | 0.14% |
| GNR 2016-77 SC IO 04.4530 10/20/2045 | 0.14% |
| RALI 2006-QO5 1A1 01.8418 05/25/2046 | 0.14% |
| SAMI 2007-AR1 2A1 01.8068 01/25/2037 | 0.14% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.14% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.14% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.14% |
| CALPINE CONS FIN TL L+200 03.6034 01/15/2025 | 0.14% |
| COMM 2014-UBS6 XA IO 00.8920 12/10/2047 | 0.14% |
| FNR 2016-83 BS IO 04.4733 11/25/2046 | 0.14% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.14% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.14% |
| UBSCM 2017-C7 XA IO 01.0558 12/15/2050 | 0.14% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.14% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.14% |
| WFCM 2013-LC12 C 04.2853 07/15/2046 | 0.14% |
| WFRBS 2011-C4 D P/P 144A 05.2297 06/15/2044 | 0.14% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.14% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.13% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.13% |
| MSBAM 2014-C15 D P/P 144A 04.9090 04/15/2047 | 0.13% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.13% |
| FHR 4922 SB IO 04.3915 04/25/2049 | 0.13% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.13% |
| FNR 2018-86 DS IO 04.4733 12/25/2048 | 0.13% |
| SPST 2019-WL1 A 02.2768 08/25/2052 | 0.13% |
| CHARTER COMM TLB2 L+175 03.6391 02/01/2027 | 0.13% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.13% |
| WFCM 2015-NXS3 B 04.5548 09/15/2057 | 0.13% |
| RACKSPACE HOSTING INC L+300 04.7632 11/03/2023 | 0.13% |
| BRAND ENERGY TL L+425 06.0880 06/21/2024 | 0.12% |
| JPMCC 2013-C10 XA IO 00.9763 12/15/2047 | 0.12% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.12% |
| CWALT 2005-27 1A1 02.3858 08/25/2035 | 0.12% |
| GARDNER DENVER TLB L+175 03.4109 02/28/2027 | 0.12% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.12% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.12% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.12% |
| CSAIL 2015-C1 XA IO 00.8389 04/15/2050 | 0.12% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.12% |
| MSBAM 2015-C26 XA IO 01.0267 10/15/2048 | 0.12% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.12% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.12% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| BERRY PLASTICS TLW L+200 03.9403 10/01/2022 | 0.12% |
| GNR 2016-H22 AI IO 02.4740 10/20/2066 | 0.12% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.12% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.12% |
| UNIVISION TLC5 L+275 04.3534 03/15/2024 | 0.12% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.12% |
| AES CORP/THE 05.1250 09/01/2027 | 0.12% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.12% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.12% |
| UBSC 2011-C1 D P/P 144A 06.0504 01/10/2045 | 0.12% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.12% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.12% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.12% |
| GSMS 2015-GC30 XA IO 00.8040 05/10/2050 | 0.11% |
| MSBAM 2012-C6 D P/P 144A 04.6074 11/15/2045 | 0.11% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.11% |
| GATES GLOBAL TLB L+275 04.3534 03/31/2024 | 0.11% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.11% |
| GNR 2015-H28 DI IO 01.5578 08/20/2065 | 0.11% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.11% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.11% |
| CF 2019-CF3 XA IO 00.7220 01/15/2053 | 0.11% |
| HILTON TLB L+175 03.3768 06/21/2026 | 0.11% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.11% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.11% |
| VICI PROPERTIES TL L+175 03.3789 12/22/2024 | 0.11% |
| GSMS 2014-GC18 XA IO 01.0133 01/10/2047 | 0.11% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.11% |
| WAMU 2005-AR14 1A2 03.8382 12/25/2035 | 0.11% |
| CGCMT 2014-GC19 X IO 01.1509 03/10/2047 | 0.11% |
| GNR 2016-H08 AI IO 02.4058 08/20/2065 | 0.11% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.11% |
| GNR 2014-H14 CI IO 01.5891 07/20/2064 | 0.10% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.10% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.10% |
| HVMLT 2005-2 1A 02.1668 05/19/2035 | 0.10% |
| LENNAR CORP 04.7500 11/15/2022 | 0.10% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.10% |
| CMLTI 2007-AR5 1A1A 04.0820 04/25/2037 | 0.10% |
| GSMS 2014-GC24 D P/P 144A 04.5323 09/10/2047 | 0.10% |
| CFCRE 2016-C4 XA IO 01.7037 05/10/2058 | 0.10% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.10% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.10% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.10% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.10% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.10% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.10% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.10% |
| COMM 2013-CR13 E P/P 144A 04.8887 11/10/2046 | 0.10% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.10% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.10% |
| 1.40 R ISWP FWD AUDBB6M P 03/18/2030 | 0.09% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.09% |
| GNR 2017-H03 DI IO 02.7248 12/20/2066 | 0.09% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.09% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.09% |
| GNR 2015-H10 EI IO 01.6274 04/20/2065 | 0.09% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.09% |
| CAS 2017-C02 2B1 07.1268 09/25/2029 | 0.09% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.09% |
| DISH DBS CORP 05.1250 05/01/2020 | 0.09% |
| CWALT 2006-OA10 2A1 01.8168 08/25/2046 | 0.09% |
| CGCMT 2014-GC19 D P/P 144A 05.0918 03/10/2047 | 0.09% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.09% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.09% |
| GNR 2015-H18 IA IO 01.8365 06/20/2065 | 0.09% |
| GNR 2017-H11 NI IO 02.1804 05/20/2067 | 0.09% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.09% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.09% |
| MSC 2012-C4 E P/P 144A 05.4192 03/15/2045 | 0.09% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.09% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.09% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.08% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.08% |
| WAMU 2005-AR10 1A3 04.1293 09/25/2035 | 0.08% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.08% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| SPRINT TLB L+250 04.1250 02/03/2024 | 0.08% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.08% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.08% |
| CFCRE 2011-C2 D P/P 144A 05.7414 12/15/2047 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.08% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.08% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.08% |
| CINEWORLD TLB L+300 04.6653 02/07/2027 | 0.08% |
| CWALT 2006-OA7 1A1 02.9126 06/25/2046 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.08% |
| MSBAM 2013-C10 D P/P 144A 04.0827 07/15/2046 | 0.08% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.08% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| CAS 2018-C05 1M2 03.9768 01/25/2031 | 0.08% |
| CGCMT 2014-GC21 X IO 01.1769 05/10/2047 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.08% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.08% |
| COMM 2015-CR22 XA IO 00.9084 03/10/2048 | 0.08% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.08% |
| NETFLIX INC 05.5000 02/15/2022 | 0.08% |
| SAMI 2006-AR7 A1A 01.8368 08/25/2036 | 0.08% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.08% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.08% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.08% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.07% |
| CAS 2018-C06 2M2 03.7268 03/25/2031 | 0.07% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.07% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.07% |
| TREASURY BILL 00.0000 04/09/2020 | 0.07% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.07% |
| INFOR TLB6 L+275 04.6946 02/01/2022 | 0.07% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.07% |
| GRIFOLS TLB L+200 03.7996 11/15/2027 | 0.07% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.07% |
| APPLE INC 02.8500 05/06/2021 | 0.07% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.07% |
| WERNER TLB L+400 05.6034 07/24/2024 | 0.07% |
| WFRBS 2012-C10 C 04.3644 12/15/2045 | 0.07% |
| CAS 2017-C05 1B1 05.2268 01/25/2030 | 0.07% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.07% |
| CPTFEMU P 1.71 R 07/15/37 | 0.07% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.07% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.07% |
| CGCMT 2013-GC17 X IO 01.0362 11/10/2046 | 0.07% |
| COMM 2014-LC15 XA IO 01.0958 04/10/2047 | 0.07% |
| CWHL 2005-3 1A1 02.2468 04/25/2035 | 0.07% |
| GSAA 2005-15 2A2 01.8768 01/25/2036 | 0.07% |
| HUSKY TLB L+300 04.6034 03/28/2025 | 0.07% |
| JPMCC 2007-CB20 E P/P 144A 06.2787 02/12/2051 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.07% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.07% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% |
| UKRPI P 3.665 R 12/15/28 | 0.07% |
| CAS 2019-R02 1M2 03.9268 08/25/2031 | 0.07% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.07% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.07% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.07% |
| WFRBS 2011-C4 E P/P 144A 05.2297 06/15/2044 | 0.07% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.06% |
| JPALT 2007-A2 12A1 01.8268 06/25/2037 | 0.06% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.06% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.06% |
| GNR 2017-H02 BI IO 02.4731 01/20/2067 | 0.06% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.06% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.06% |
| GNR 2017-H14 DI IO 01.7102 06/20/2067 | 0.06% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.06% |
| JPMCC 2012-LC9 D P/P 144A 04.4179 12/15/2047 | 0.06% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.06% |
| STACR 2017-DNA2 B1 06.7768 10/25/2029 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.06% |
| GNR 2011-H15 AI IO 01.5390 06/20/2061 | 0.06% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.06% |
| ELDORADO RESORTS TLB L+225 03.8894 04/17/2024 | 0.06% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.06% |
| ORTHO-CLINICAL TLB L+325 04.7653 06/01/2025 | 0.06% |
| STACR 2018-HQA1 M2 03.9268 09/25/2030 | 0.06% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.06% |
| GNR 2011-H08 GI IO 01.2656 03/20/2061 | 0.06% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.06% |
| OMAN GOV INTERNTL BOND REGS 06.7500 01/17/2048 | 0.06% |
| 1.70 R ISWP FWD US0003M P 03/18/2025 | 0.06% |
| 1.743 R ISWP US0003M P 02/18/2050 | 0.06% |
| GNR 2011-17 S IO 04.4030 02/20/2041 | 0.06% |
| STACR 2016-HQA2 M3B 06.7768 11/25/2028 | 0.06% |
| WESTERN DIGITAL TLB L+175 03.3534 04/29/2023 | 0.06% |
| CAS 2019-R01 2M2 04.0768 07/25/2031 | 0.05% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.05% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.05% |
| JPMBB 2014-C19 XA IO 00.7505 04/15/2047 | 0.05% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.05% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.05% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| COMM 2012-CR3 E P/P 144A 04.7514 10/15/2045 | 0.05% |
| CAS 2020-R02 2M2 03.6609 01/25/2040 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.05% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.05% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.05% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.05% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.05% |
| TREASURY BILL 00.0000 06/04/2020 | 0.05% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.05% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.05% |
| STACR 2016-HQA1 M3 07.9768 09/25/2028 | 0.05% |
| 0.90 R ISWP FWD GBL6M P 03/18/2025 | 0.05% |
| ATOTECH TLB1 L+300 04.9446 01/31/2024 | 0.05% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| 2.10 R ISWP FWD CDOR03 P 03/18/2030 | 0.05% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| COMM 2014-UBS4 XA IO 01.1063 08/10/2047 | 0.04% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% |
| FHR 2990 LB 12.7067 06/15/2034 | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| STACR 2019-DNA1 M2 04.2768 01/25/2049 | 0.04% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.04% |
| CAS 2018-C01 1M2 03.8768 07/25/2030 | 0.04% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7685 09/10/2045 | 0.04% |
| TRANSDIGM INC TLE L+225 05/30/2025 | 0.04% |
| VISTRA ENERGY TLB3 L+175 03.3640 12/01/2025 | 0.04% |
| GNR 2016-H11 HI IO 02.0996 01/20/2066 | 0.04% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.04% |
| MEREDITH TLB L+250 04.1653 01/31/2025 | 0.04% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.04% |
| CAS 2015-C01 1M2 05.9268 02/25/2025 | 0.04% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.04% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.04% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.04% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.04% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.04% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% |
| CWALT 2006-OA10 4A1 01.8168 08/25/2046 | 0.04% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| -0.10 R ISWP FWD CHL6M P 03/18/2030 | 0.03% |
| CAS 2014-C03 2M2 04.5268 07/25/2024 | 0.03% |
| FNR 2007-53 SP 18.2353 06/25/2037 | 0.03% |
| GNR 2013-99 VS IO 04.4415 07/16/2043 | 0.03% |
| UBSBB 2012-C2 XA IO P/P 144A 01.3068 05/10/2063 | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% |
| 1.00 R ISWP FWD AUDBB6M P 03/18/2025 | 0.03% |
| DIVERSEY TL L+300 04.7767 09/06/2024 | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| GNR 2020-15 CS IO 04.3920 12/02/2021 | 0.03% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.03% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| STACR 2019-HQA1 M2 03.9768 02/25/2049 | 0.03% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.03% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6869 11/15/2044 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.03% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.03% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.03% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.03% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.03% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| UKRPI P 3.34 R 03/15/28 | 0.03% |
| USD/JPY PUT 107.00 20200417 JPMCB | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.02% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.02% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.02% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| USD/JPY PUT 107.00 20200413 UBS | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| STACR 2019-DNA2 M2 04.0768 03/25/2049 | 0.02% |
| 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.02% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.02% |
| AUD/USD 04/15/2020 UBS | 0.02% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.02% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.02% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.02% |
| CAD/USD 04/15/2020 SSBT | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| MSC 2012-C4 XA IO P/P 144A 02.0706 03/15/2045 | 0.02% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| FHR 3249 PS 16.8020 12/15/2036 | 0.02% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.02% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| TREASURY BILL 00.0000 04/23/2020 | 0.02% |
| TREASURY BILL 00.0000 05/14/2020 | 0.02% |
| 1.10 R ISWP FWD GBL6M P 03/18/2030 | 0.02% |
| AUD/USD 04/15/2020 SSBT | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| FNR 2005-75 GS 15.3698 08/25/2035 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| UKRPI P 3.385 R 11/15/24 | 0.02% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.02% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.02% |
| ASCENT RESOURCES TLB L+650 08.1394 03/30/2023 | 0.02% |
| CAS 2015-C01 2M2 06.1768 02/25/2025 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.02% |
| SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.02% |
| STACR 2018-HQA2 M2 03.9268 10/25/2048 | 0.02% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.02% |
| 1.39 R ISWP NFIX3MID P 12/17/2024 | 0.02% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| DEXCOM INC CV 00.7500 12/01/2023 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| GNR 2019-78 SJ IO 04.4030 06/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.02% |
| 1.36 R ISWP NFIX3MID P 12/18/2024 | 0.02% |
| 1.3625 R ISWP NFIX3MID P 12/13/2024 | 0.02% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.02% |
| FHR 2976 LC 18.3388 05/15/2035 | 0.02% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.02% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.02% |
| CAS 2015-C02 2M2 05.6268 05/25/2025 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.01% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| PRICELINE GRO CV 00.9000 09/15/2021 | 0.01% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.01% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.01% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.01% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.01% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.01% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.01% |
| ENVESTNET INC CV 01.7500 06/01/2023 | 0.01% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.01% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.01% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.01% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.01% |
| SEK/USD 03/18/2020 SSBT | 0.01% |
| SWPTN 2MX10Y P 1.315 USD 04/27/2020 TD | 0.01% |
| SWPTN 6WX30Y P 1.465 USD 04/08/2020 BA | 0.01% |
| AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.01% |
| BIOMARIN PHARMA CV 00.5990 08/01/2024 | 0.01% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.01% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NZD/USD 04/15/2020 JPMCB | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.01% |
| ZYNGA INC P/P 144A CV 00.2500 06/01/2024 | 0.01% |
| 8X8 INC CV 00.5000 02/01/2024 | 0.01% |
| BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| CREE INC CV 00.8750 09/01/2023 | 0.01% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| II-VI INC CV 00.2500 09/01/2022 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.01% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.01% |
| SQUARE INC CV 00.5000 05/15/2023 | 0.01% |
| SWPTN 5WX10Y P 1.265 USD 03/31/2020 GS | 0.01% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.01% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2005-74 NK 19.3663 05/25/2035 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2019-99 KS IO 04.4030 08/20/2049 | 0.01% |
| INPHI CORP CV 00.7500 09/01/2021 | 0.01% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.01% |
| LUMENTUM HOLD CV 00.2500 03/15/2024 | 0.01% |
| PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 | 0.01% |
| Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.01% |
| SGD/USD 05/20/2020 JPMCB | 0.01% |
| SWPTN 4WX5Y R 1.505 CAD 03/25/2020 TD | 0.01% |
| UKRPI P 3.381 R 11/15/24 | 0.01% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.01% |
| WAYFAIR INC CV 01.1250 11/01/2024 | 0.01% |
| 0.2475 R ISWP FWD SES3M P 01/25/2022 | 0.01% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.01% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.01% |
| NZD/USD 04/15/2020 CITI | 0.01% |
| SWPTN 4WX10Y P 1.275 USD 03/25/2020 BC | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| WIX LTD USD 00.0000 07/01/2023 | 0.01% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.01% |
| AUD/USD 04/15/2020 BCAP-FX | 0.01% |
| CHEGG INC P/P 144A CV 00.1250 03/15/2025 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| GBP/USD 03/18/2020 SSBT | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.01% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.01% |
| NZD/USD 04/15/2020 GSFX | 0.01% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.01% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| TABULA RASA H P/P 144A CV 01.7500 02/15/2026 | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| FNW 1998-W2 X IO 00.6736 06/25/2028 | 0.01% |
| IRONWOOD PHAR P/P 144A CV 01.5000 06/15/2026 | 0.01% |
| REALPAGE INC CV 01.5000 11/15/2022 | 0.01% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.01% |
| TELADOC INC CV 01.3750 05/15/2025 | 0.01% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.01% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.01% |
| WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.01% |
| AUD/USD 04/15/2020 HSBCB | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 BC | 0.00% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.00% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.00% |
| NOK/USD 03/18/2020 BCAP-FX | 0.00% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| USD/JPY PUT 101.00 20200417 JPMCB | 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% |
| 1.04 R ISWP FWD NFIX3MID P 02/04/2022 | 0.00% |
| 1.0475 R ISWP FWD NFIX3MID P 02/04/2022 | 0.00% |
| CAD/USD 04/15/2020 TDBK | 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 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.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| USD/JPY PUT 101.00 20200413 UBS | 0.00% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CAD/USD 04/15/2020 BANKAM | 0.00% |
| CAS 2015-C02 1M2 05.6268 05/25/2025 | 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.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0663 05/15/2038 | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.00% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.00% |
| RINGCENTRAL CV 00.0000 03/15/2023 | 0.00% |
| SEK/USD 03/18/2020 BANKAM | 0.00% |
| SEK/USD 03/18/2020 RBSF | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% |
| CAD/USD 04/15/2020 RBSF | 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 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.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.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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% |
| EUR/USD PUT 1.086 20200331 HSBCB | 0.00% |
| GBP/USD 03/18/2020 WPAC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| SEK/USD 03/18/2020 TDBK | 0.00% |
| SEK/USD 03/18/2020 UBS | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 3MX10Y P 0.01 EUR 04/30/2020 MS | 0.00% |
| SWPTN 3MX30Y P 1.719 USD 04/30/2020 MS | 0.00% |
| SWPTN 4WX5Y P 1.505 CAD 03/25/2020 TD | 0.00% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% |
| CAD/USD 04/15/2020 HSBCB | 0.00% |
| CAD/USD 04/15/2020 JPMCB | 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 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
| FNW 1998-W5 X IO 00.8018 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2812 10/25/2043 | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GBP/USD CALL 1.335 20200407 CITI | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| HKD/USD 05/20/2020 BANKAM | 0.00% |
| HKD/USD 05/20/2020 HSBCB | 0.00% |
| HKD/USD 05/20/2020 SSBT | 0.00% |
| HKD/USD 05/20/2020 UBS | 0.00% |
| JPY/USD 05/20/2020 HSBCB | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 GSFX | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 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 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | 0.00% |
| 0.07 R ISWP SES3M P 03/02/2022 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| BACM 2007-1 XW IO 00.3559 01/15/2049 | 0.00% |
| CHF/USD 03/18/2020 JPMCB | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CZK/USD 03/18/2020 BANKAM | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| FSPC T-8 A9 IO 00.4187 11/15/2028 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| JPY/USD 05/20/2020 UBS | 0.00% |
| LBUBS 2007-C2 XW IO 00.1915 02/15/2040 | 0.00% |
| NZD/USD 04/15/2020 BCAP-FX | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 3MX5Y P 1.999 USD 03/17/2020 CI | 0.00% |
| SWPTN 3MX5Y P 2.18775 USD 03/17/2020 CI | 0.00% |
| TWD/USD 05/20/2020 BANKAM | 0.00% |
| WBCMT 2006-C29 IO IO 00.4170 11/15/2048 | 0.00% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| JPY/USD 05/20/2020 GSFX | -0.00% |
| MXN/USD 04/15/2020 CITI | -0.00% |
| SEK/USD 03/18/2020 JPMCB | -0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.00% |
| 0.3125 R ISWP SES3M P 03/02/2030 | -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 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 ML | -0.00% |
| JPY/USD 05/20/2020 BANKAM | -0.00% |
| JPY/USD 05/20/2020 JPMCB | -0.00% |
| MXN/USD 04/15/2020 UBS | -0.00% |
| NOK/USD 03/18/2020 SSBT | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 3MX10Y P 1.529 USD 04/30/2020 MS | -0.00% |
| SWPTN 3MX30Y P 0.4285 EUR 04/30/2020 MS | -0.00% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.00% |
| 0.585 R ISWP FWD AUDBB3M P 02/03/2022 | -0.00% |
| 0.5875 R ISWP FWD AUDBB3M P 02/03/2022 | -0.00% |
| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| AUD/USD 04/15/2020 GSFX | -0.00% |
| AUD/USD 04/15/2020 RBSF | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| MXN/USD 04/15/2020 BANKAM | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| 1.60 R ISWP CDOR03 P 02/24/2030 | -0.00% |
| 1.6875 R ISWP CDOR03 P 10/09/2029 | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| JPY/USD 05/20/2020 SSBT | -0.00% |
| NZD/USD 04/15/2020 BANKAM | -0.00% |
| NZD/USD 04/15/2020 RBSF | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 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% |
| IOS.FN30.400.09 P USL1M R 01/12/40 GS | -0.00% |
| NOK/USD 03/18/2020 RBSF | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 4WX2Y P 1.195 USD 03/25/2020 BC | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| AUD/USD 04/15/2020 BANKAM | -0.01% |
| AUD/USD 04/15/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| EUR/USD CALL 1.1122 20200331 HSBCB | -0.01% |
| NZD/USD 04/15/2020 WPAC | -0.01% |
| SWPTN 5WX2Y P 1.178 USD 03/31/2020 GS | -0.01% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.01% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.01% |
| CPURNSA R 1.703 P 11/29/24 | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| 1.73 R ISWP FWD NIBOR3M P 01/28/2022 | -0.01% |
| 1.805 R ISWP FWD NOKOIB3M P 01/21/2022 | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 2MX2Y P 1.19 USD 04/27/2020 TD | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | -0.01% |
| 1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021 | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| CPURNSA R 1.7625 P 12/10/24 | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 6WX5Y P 1.17 USD 04/08/2020 BA | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.01% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.01% |
| -0.40 R ISWP FWD CHL6M P 03/18/2025 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| NZD/USD 04/15/2020 UBS | -0.01% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.01% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.01% |
| 1.75 R ISWP FWD NFIX3MID P 03/18/2030 | -0.01% |
| CPURNSA R 1.71 P 11/21/24 | -0.02% |
| NZD/USD 04/15/2020 SSBT | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.02% |
| 1.8075 R ISWP FWD NOKOIB3M P 01/25/2022 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| USD/JPY PUT 104.00 20200413 UBS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.02% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| USD/JPY PUT 104.00 20200417 JPMCB | -0.02% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.02% |
| IOS.FN30.350.14 P USL1M R 01/12/45 JP | -0.02% |
| NOK/USD 03/18/2020 GSFX | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.02% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.02% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| 0.65 R ISWP FWD SES3M P 03/18/2030 | -0.03% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.03% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.03% |
| 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.03% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| EUR/USD 03/18/2020 JPMCB | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.03% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| 1.632 R ISWP US0003M P 12/17/2024 | -0.03% |
| 1.6445 R ISWP US0003M P 12/13/2024 | -0.03% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.04% |
| 1.6815 R ISWP US0003M P 12/18/2024 | -0.04% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 1.95 R ISWP FWD NOKOIB6M P 03/18/2025 | -0.04% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.04% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.04% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.04% |
| 1.744 R ISWP US0003M P 01/08/2030 | -0.04% |
| 2.00 R ISWP FWD NOKOIB6M P 03/18/2030 | -0.04% |
| -0.10 R ISWP FWD EUR006M P 03/18/2025 | -0.04% |
| 0.35 R ISWP FWD SES3M P 03/18/2025 | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| 1.8315 R ISWP FWD US0003M P 01/27/2030 | -0.04% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.05% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.05% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.05% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.05% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.05% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.05% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.05% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.05% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.05% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.05% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.05% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.06% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.06% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.06% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.06% |
| 1.40 R ISWP FWD NFIX3MID P 03/18/2025 | -0.06% |
| CPTFEMU R 1.4275 P 08/15/27 | -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 | -0.07% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.07% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.07% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.07% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.07% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.07% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.07% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.08% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.08% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.08% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.08% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.08% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.08% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.08% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% |
| UKRPI R 3.4425 P 07/15/49 | -0.08% |
| 0.20 R ISWP FWD EUR006M P 03/18/2030 | -0.09% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.09% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.09% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.11% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.12% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.12% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.13% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.14% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.14% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.16% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.16% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.17% |
| 2.715 R ISWP US0003M P 03/02/2030 | -0.17% |
| 2.7225 R ISWP US0003M P 02/20/2030 | -0.17% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.18% |
| FNMA FN30 TBA UMBS 04.5000 03/01/2050 | -0.19% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.21% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.21% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.22% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.22% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.22% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.23% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.23% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | -0.27% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.27% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.28% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.37% |
| 1.80 R ISWP FWD US0003M P 03/18/2030 | -0.41% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.49% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.89% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.97% |
| EURO-SCHATZ FUT MAR20 DUH0 | -1.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.10% |
| US 5YR NOTE (CBT) JUN20 FVM0 | -2.51% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2050 | 15.28% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 02/01/2050 | 9.86% |
| FNMA FN30 TBA UMBS 04.0000 02/01/2050 | 9.62% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.85% |
| US 2YR NOTE (CBT) MAR20 TUH0 | 2.29% |
| GNMA GII30 TBA 04.5000 02/01/2050 | 1.10% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.83% |
| APPLE INC 02.0000 05/06/2020 | 0.75% |
| MSBAM 2013-C10 E P/P 144A 04.2172 07/15/2046 | 0.70% |
| FNR 2017-74 SA IO 04.0891 10/25/2047 | 0.64% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.63% |
| FNR 2017-8 SB IO 04.4391 02/25/2047 | 0.63% |
| TREASURY BILL 00.0000 03/12/2020 | 0.60% |
| SPST 2018-8 A 02.3594 02/24/2020 | 0.58% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.58% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.55% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.55% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.54% |
| GNMA GII30 TBA 04.0000 02/01/2050 | 0.54% |
| TREASURY BILL 00.0000 04/02/2020 | 0.54% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.53% |
| FHR 3852 NT 04.3238 05/15/2041 | 0.53% |
| ALPHABET INC 03.6250 05/19/2021 | 0.49% |
| SPST 2019-3 A 02.3594 06/24/2020 | 0.49% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.48% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.48% |
| SPST 2019-7 A 02.3594 09/24/2020 | 0.47% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.46% |
| CWALT 2005-59 1A1 01.9844 11/20/2035 | 0.44% |
| JPMCC 2012-C8 D P/P 144A 04.8040 10/15/2045 | 0.44% |
| US ULTRA BOND CBT MAR20 WNH0 | 0.44% |
| DBUBS 2011-LC3A D P/P 144A 05.5121 08/10/2044 | 0.42% |
| 1.70 R ISWP FWD US0003M P 03/18/2027 | 0.41% |
| WESTPAC BANKING CORP USD 02.6500 01/25/2021 | 0.40% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.40% |
| CAS 2016-C02 1B 13.9109 09/25/2028 | 0.40% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.39% |
| MSBAM 2013-C10 F P/P 144A 04.2172 07/15/2046 | 0.37% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.37% |
| CWALT 2006-OA7 1A2 03.0853 06/25/2046 | 0.37% |
| CITIBANK NA 03.0500 05/01/2020 | 0.36% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.35% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.35% |
| AMERICAN ELECTRIC POWER CO IN 0255E2B58 DCP 02/05/2020 | 0.35% |
| ENBRIDGE US INC 29251UBM9 DCP 02/21/2020 | 0.35% |
| NUTRIEN LTD 67077UBT6 DCP 02/27/2020 | 0.35% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.35% |
| WRKCO INC 92940XBT3 DCP 02/27/2020 | 0.35% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.34% |
| STACR 2015-DNA3 B 11.0109 04/25/2028 | 0.34% |
| BANK 2017-BNK9 XA IO 00.9524 11/15/2054 | 0.34% |
| WFCM 2013-LC12 D P/P 144A 04.4195 07/15/2046 | 0.34% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.33% |
| MEAD JOHNSON NUTRITION C 03.0000 11/15/2020 | 0.33% |
| FNR 2011-53 ST IO 04.2591 06/25/2041 | 0.33% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.32% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.32% |
| BACM 2005-1 B 05.6868 11/10/2042 | 0.32% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.32% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.31% |
| COMM 2014-CR17 C 04.9455 05/10/2047 | 0.31% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.31% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.31% |
| TREASURY BILL 00.0000 05/21/2020 | 0.31% |
| GNR 2016-H13 IK IO 02.6217 06/20/2066 | 0.31% |
| WFRBS 2012-C10 D P/P 144A 04.5773 12/15/2045 | 0.30% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.30% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.29% |
| QUIKRETE TLB L+250 04.1594 01/29/2027 | 0.29% |
| GSMS 2014-GC22 C 04.8471 06/10/2047 | 0.29% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.29% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.29% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.29% |
| COSTA RICA GOVERNMENT REGS 07.0000 04/04/2044 | 0.28% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.28% |
| WFRBS 2013-C15 D P/P 144A 04.6433 08/15/2046 | 0.28% |
| MSBAM 2013-C13 XA IO 01.1489 11/15/2046 | 0.28% |
| JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046 | 0.28% |
| WFRBS 2012-C7 D P/P 144A 04.9675 06/15/2045 | 0.28% |
| SCIENTIFIC GAMES TLB5 L+275 04.3953 08/14/2024 | 0.27% |
| COMM 2013-CR11 XA IO 01.0911 08/10/2050 | 0.27% |
| COMM 2014-CR17 D P/P 144A 05.0093 05/10/2047 | 0.27% |
| BSCMS 2007-T26 AJ 05.5613 01/12/2045 | 0.26% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.26% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.26% |
| TREASURY BILL 00.0000 06/11/2020 | 0.26% |
| TREASURY BILL 00.0000 06/18/2020 | 0.26% |
| FNR 2013-130 SD IO 04.9391 01/25/2044 | 0.26% |
| FNR 2016-60 LS IO 04.4391 09/25/2046 | 0.26% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.26% |
| FNR 2015-19 SA IO 04.5391 04/25/2045 | 0.25% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.25% |
| GNR 2018-H05 AI IO 01.8834 02/20/2068 | 0.25% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.25% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.25% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.24% |
| GNR 2017-H06 BI IO 02.2796 02/20/2067 | 0.24% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.24% |
| WFCM 2016-BNK1 XA IO 01.9038 08/15/2049 | 0.24% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.24% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.24% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.24% |
| ORACLE CORP 02.5000 05/15/2022 | 0.24% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.24% |
| FNR 2017-108 SA IO 04.4891 01/25/2048 | 0.24% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.24% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.23% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.23% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.23% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.23% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.23% |
| FNR 2016-88 SK IO 04.3391 12/25/2046 | 0.23% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.23% |
| CINEWORLD TLB L+225 03.8953 02/28/2025 | 0.23% |
| MWST 2019-1 A 02.4609 06/25/2052 | 0.23% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.22% |
| STACR 2015-DNA1 B 10.8609 10/25/2027 | 0.22% |
| CAS 2015-C04 1M2 07.3609 04/25/2028 | 0.22% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.22% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.22% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.22% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.22% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.22% |
| CAS 2020-R01 1B1 04.9421 01/25/2040 | 0.22% |
| LENNAR CORP 05.8750 11/15/2024 | 0.22% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.22% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.22% |
| GNR 2015-H19 NI IO 01.9401 07/20/2065 | 0.22% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.22% |
| GNR 2017-H16 BI IO 02.4273 08/20/2067 | 0.22% |
| GNR 2018-H02 GI IO 01.3379 12/20/2067 | 0.21% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.2500 09/15/2022 | 0.21% |
| COMM 2015-LC21 XA IO 00.9049 07/10/2048 | 0.21% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.21% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.21% |
| CAS 2016-C03 1B 13.4109 10/25/2028 | 0.21% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.20% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.20% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.20% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.20% |
| GNR 2019-121 DS IO 04.4423 08/20/2049 | 0.20% |
| SPST 2019-WL1 A 02.3109 08/25/2052 | 0.20% |
| WFRBS 2012-C10 E P/P 144A 04.5773 12/15/2045 | 0.19% |
| TREASURY BILL 00.0000 04/16/2020 | 0.19% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.19% |
| COSTA RICA GOVERNMENT REGS 06.1250 02/19/2031 | 0.19% |
| QUIKRETE TLB L+275 04.3953 11/15/2023 | 0.19% |
| STACR 2018-HQA1 B1 06.0109 09/25/2030 | 0.19% |
| US BANCORP 02.6250 01/24/2022 | 0.19% |
| GNR 2016-121 JS IO 04.4423 09/20/2046 | 0.19% |
| ADS WASTE TLB L+225 03.8155 11/10/2023 | 0.19% |
| CAS 2019-HRP1 M2 03.8109 11/25/2039 | 0.18% |
| MWST 2018-W1 A 02.5109 11/25/2051 | 0.18% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.18% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.18% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.18% |
| FNR 2016-65 CS IO 04.4391 09/25/2046 | 0.18% |
| AHM 2007-1 GA1C 01.9820 05/25/2047 | 0.18% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.18% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.18% |
| CAS 2018-C03 1M2 03.8109 10/25/2030 | 0.18% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.18% |
| GNR 2018-91 SJ IO 04.5923 07/20/2048 | 0.18% |
| HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 | 0.18% |
| PPD TL L+250 04.1453 08/18/2022 | 0.18% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.18% |
| INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023 | 0.18% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.18% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.18% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.18% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.18% |
| GOLDEN NUGGET TL L+275 04.4010 10/04/2023 | 0.17% |
| REYNOLDS TL L+175 03.4095 01/30/2027 | 0.17% |
| GNR 2016-H23 NI IO 02.4688 10/20/2066 | 0.17% |
| ALTICE USA TLB L+225 03.9263 01/15/2026 | 0.17% |
| BANK 2018-BN10 XA IO 00.8843 02/15/2061 | 0.17% |
| JPMBB 2014-C25 D P/P 144A 04.0992 11/15/2047 | 0.17% |
| MESSER INDUST TLB L+250 04.4446 03/01/2026 | 0.17% |
| COMM 2014-CR20 XA IO 01.1781 11/10/2047 | 0.17% |
| CAS 2016-C03 2M2 07.5609 10/25/2028 | 0.17% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.17% |
| GNR 2015-H15 JI IO 02.0062 06/20/2065 | 0.17% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.17% |
| CARR 2006-NC2 A4 01.9009 06/25/2036 | 0.17% |
| WIDEOPENWEST TLB L+325 04.9044 08/19/2023 | 0.17% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.17% |
| MSC 2016-UB12 XA IO 00.9128 12/15/2049 | 0.17% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.17% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.17% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.17% |
| JPMBB 2014-C24 XA IO 01.0723 11/15/2047 | 0.17% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.17% |
| CGCMT 2014-GC19 D P/P 144A 05.2616 03/10/2047 | 0.16% |
| STACR 2015-DNA2 B 09.2109 12/25/2027 | 0.16% |
| UBSBB 2013-C5 XA IO P/P 144A 01.0873 03/10/2046 | 0.16% |
| CAS 2018-C02 2M2 03.8609 08/25/2030 | 0.16% |
| FNR 2011-4 CS 09.5782 05/25/2040 | 0.16% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.16% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.16% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.16% |
| JPMBB 2014-C18 C 04.9705 02/15/2047 | 0.16% |
| MSBAM 2013-C12 E P/P 144A 04.9246 10/15/2046 | 0.16% |
| TRANSDIGM INC TLF L+250 04.1453 06/09/2023 | 0.16% |
| IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 | 0.16% |
| CSAIL 2015-C1 D P/P 144A 03.9142 04/15/2050 | 0.16% |
| GNR 2018-H13 NI IO 02.7337 08/20/2068 | 0.16% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.16% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.16% |
| TREASURY BILL 00.0000 05/07/2020 | 0.16% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.16% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.16% |
| COMM 2015-CR23 XA IO 01.0638 05/10/2048 | 0.16% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.16% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.16% |
| GNR 2015-H25 AI IO 01.6409 09/20/2065 | 0.16% |
| GNR 2016-H02 BI IO 01.8354 11/20/2065 | 0.16% |
| GNR 2018-H02 EI IO 01.5032 01/20/2068 | 0.16% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.16% |
| RESTAURANT BRANDS TLB L+175 03.5080 11/19/2026 | 0.16% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.15% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.15% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.15% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.15% |
| SPST 2019-11 A 02.4094 10/24/2020 | 0.15% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.15% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.15% |
| GNR 2015-H25 EI IO 01.8835 10/20/2065 | 0.15% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.15% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.15% |
| GNR 2015-H09 BI IO 01.7244 03/20/2065 | 0.15% |
| STACR 2016-DNA1 B 11.6609 07/25/2028 | 0.15% |
| STARS GROUP TLB L+350 05.4446 07/10/2025 | 0.15% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.15% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.15% |
| CMLTI 2007-AMC3 A2D 02.0109 03/25/2037 | 0.15% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.15% |
| WAMU 2005-AR13 A1C3 02.1509 10/25/2045 | 0.15% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.15% |
| MSBAM 2014-C14 C 05.0988 02/15/2047 | 0.15% |
| PFIZER INC 01.9500 06/03/2021 | 0.15% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.15% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.15% |
| WFCM 2014-LC16 XA IO 01.2726 08/15/2050 | 0.15% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8755 11/15/2045 | 0.15% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.14% |
| COMM 2014-CR19 XA IO 01.1899 08/10/2047 | 0.14% |
| CSC HOLDINGS TLB L+225 03.9263 07/17/2025 | 0.14% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.14% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.14% |
| GNR 2010-125 SD IO 05.0104 01/16/2040 | 0.14% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.14% |
| RALI 2006-QO5 1A1 01.8759 05/25/2046 | 0.14% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.14% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.14% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.14% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.14% |
| CALPINE CONS FIN TL L+200 03.6453 01/15/2025 | 0.14% |
| COMM 2014-UBS6 XA IO 01.0445 12/10/2047 | 0.14% |
| FHR 4922 SB IO 04.3738 04/25/2049 | 0.14% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.14% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.14% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.14% |
| UBSCM 2017-C7 XA IO 01.2098 12/15/2050 | 0.14% |
| WFRBS 2011-C4 D P/P 144A 05.3962 06/15/2044 | 0.14% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.13% |
| GNR 2016-77 SC IO 04.4423 10/20/2045 | 0.13% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.13% |
| WFCM 2013-LC12 C 04.4195 07/15/2046 | 0.13% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.13% |
| CHARTER COMM TLB2 L+175 03.6391 02/01/2027 | 0.13% |
| FNR 2016-83 BS IO 04.4391 11/25/2046 | 0.13% |
| JPMCC 2013-C10 XA IO 01.1146 12/15/2047 | 0.13% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.13% |
| MSBAM 2014-C15 D P/P 144A 05.0728 04/15/2047 | 0.13% |
| FNR 2018-86 DS IO 04.4391 12/25/2048 | 0.13% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.13% |
| RACKSPACE HOSTING INC L+300 04.7632 11/03/2023 | 0.13% |
| BRAND ENERGY TL L+425 06.0880 06/21/2024 | 0.13% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.13% |
| CWALT 2005-27 1A1 02.4611 08/25/2035 | 0.13% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.13% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.12% |
| WFCM 2015-NXS3 B 04.6360 09/15/2057 | 0.12% |
| CSAIL 2015-C1 XA IO 00.9821 04/15/2050 | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.12% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.12% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.12% |
| MSBAM 2015-C26 XA IO 01.1742 10/15/2048 | 0.12% |
| BERRY PLASTICS TLW L+200 03.9403 10/01/2022 | 0.12% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.12% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.12% |
| HELLENIC REPUBLIC REGS 03.9000 01/30/2033 | 0.12% |
| UNIVISION TLC5 L+275 04.3953 03/15/2024 | 0.12% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.12% |
| GNR 2016-H22 AI IO 02.3930 10/20/2066 | 0.12% |
| 2.00 R ISWP FWD CDOR03 P 03/18/2025 | 0.12% |
| AES CORP/THE 05.1250 09/01/2027 | 0.12% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.12% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.12% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.12% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.12% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.12% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.12% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.12% |
| UBSC 2011-C1 D P/P 144A 06.2521 01/10/2045 | 0.12% |
| GATES GLOBAL TLB L+275 04.3953 03/31/2024 | 0.12% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.12% |
| GSMS 2015-GC30 XA IO 00.9442 05/10/2050 | 0.11% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.11% |
| GSMS 2014-GC18 XA IO 01.1820 01/10/2047 | 0.11% |
| MSBAM 2012-C6 D P/P 144A 04.7611 11/15/2045 | 0.11% |
| HILTON TLB L+175 03.4109 06/21/2026 | 0.11% |
| VICI PROPERTIES TL L+175 03.4094 12/22/2024 | 0.11% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.11% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.11% |
| GNR 2015-H28 DI IO 01.5859 08/20/2065 | 0.11% |
| CGCMT 2014-GC19 X IO 01.3215 03/10/2047 | 0.11% |
| WAMU 2005-AR14 1A2 03.8409 12/25/2035 | 0.11% |
| GNR 2016-H08 AI IO 02.3555 08/20/2065 | 0.11% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.11% |
| HVMLT 2005-2 1A 02.1744 05/19/2035 | 0.10% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.10% |
| MCAS 2019-01 M10 P/P 144A 04.9109 10/15/2049 | 0.10% |
| CMLTI 2007-AR5 1A1A 04.3403 04/25/2037 | 0.10% |
| LENNAR CORP 04.7500 11/15/2022 | 0.10% |
| GFL ENVIRONMENTAL TLB L+300 04.6453 05/31/2025 | 0.10% |
| GNR 2014-H14 CI IO 01.6061 07/20/2064 | 0.10% |
| CFCRE 2016-C4 XA IO 01.8681 05/10/2058 | 0.10% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.10% |
| GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047 | 0.10% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.10% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.10% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.10% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.10% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.10% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.10% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.10% |
| CWALT 2006-OA10 2A1 01.8509 08/25/2046 | 0.10% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.10% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.10% |
| COMM 2013-CR13 E P/P 144A 05.0520 11/10/2046 | 0.09% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.09% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.09% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.09% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.09% |
| GNR 2015-H10 EI IO 01.6511 04/20/2065 | 0.09% |
| GNR 2017-H03 DI IO 01.5784 12/20/2066 | 0.09% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.09% |
| CAS 2017-C02 2B1 07.1609 09/25/2029 | 0.09% |
| DISH DBS CORP 05.1250 05/01/2020 | 0.09% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.09% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.09% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.09% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.09% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.09% |
| MSC 2012-C4 E P/P 144A 05.5999 03/15/2045 | 0.09% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.09% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% |
| COMM 2015-CR22 XA IO 01.0463 03/10/2048 | 0.09% |
| GNR 2015-H18 IA IO 01.8634 06/20/2065 | 0.09% |
| GNR 2017-H11 NI IO 02.2058 05/20/2067 | 0.09% |
| WAMU 2005-AR10 1A3 04.1314 09/25/2035 | 0.09% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.08% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.08% |
| CFCRE 2011-C2 D P/P 144A 05.9327 12/15/2047 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| SPRINT TLB L+250 04.1875 02/03/2024 | 0.08% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.08% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.08% |
| CWALT 2006-OA7 1A1 02.9563 06/25/2046 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.08% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.08% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.08% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| TREASURY BILL 00.0000 02/20/2020 | 0.08% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.08% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.08% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.08% |
| CAS 2018-C05 1M2 04.0109 01/25/2031 | 0.08% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.08% |
| MSBAM 2013-C10 D P/P 144A 04.2172 07/15/2046 | 0.08% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.08% |
| CGCMT 2014-GC21 X IO 01.3425 05/10/2047 | 0.08% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.08% |
| SAMI 2006-AR7 A1A 01.8709 08/25/2036 | 0.08% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.08% |
| NETFLIX INC 05.5000 02/15/2022 | 0.08% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| 1.972 R ISWP US0003M P 01/07/2050 | 0.08% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.08% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.08% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.07% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.07% |
| INFOR TLB6 L+275 04.6946 02/01/2022 | 0.07% |
| SAMI 2007-AR1 2A1 01.8409 01/25/2037 | 0.07% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.07% |
| TREASURY BILL 00.0000 04/09/2020 | 0.07% |
| CAS 2018-C06 2M2 03.7609 03/25/2031 | 0.07% |
| GRIFOLS TLB L+200 03.7996 11/15/2027 | 0.07% |
| JPMCC 2007-CB20 E P/P 144A 06.3745 02/12/2051 | 0.07% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.07% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.07% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.07% |
| WERNER TLB L+400 05.6453 07/24/2024 | 0.07% |
| APPLE INC 02.8500 05/06/2021 | 0.07% |
| CAS 2019-R02 1M2 03.9609 08/25/2031 | 0.07% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.07% |
| HUSKY TLB L+300 04.6453 03/28/2025 | 0.07% |
| WFRBS 2012-C10 C 04.5123 12/15/2045 | 0.07% |
| CGCMT 2013-GC17 X IO 01.1885 11/10/2046 | 0.07% |
| CWHL 2005-3 1A1 02.2809 04/25/2035 | 0.07% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.07% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.07% |
| CAS 2017-C05 1B1 05.2609 01/25/2030 | 0.07% |
| COMM 2014-LC15 XA IO 01.2626 04/10/2047 | 0.07% |
| GSAA 2005-15 2A2 01.9109 01/25/2036 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.07% |
| JPALT 2007-A2 12A1 01.8609 06/25/2037 | 0.07% |
| WFRBS 2011-C4 E P/P 144A 05.3962 06/15/2044 | 0.07% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.06% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.06% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.06% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.06% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.06% |
| CENTURYLINK TLB L+275 05.2724 01/31/2025 | 0.06% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.06% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.06% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.06% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.06% |
| GNR 2017-H02 BI IO 01.8037 01/20/2067 | 0.06% |
| GNR 2017-H14 DI IO 01.7369 06/20/2067 | 0.06% |
| STACR 2017-DNA2 B1 06.8109 10/25/2029 | 0.06% |
| UKRPI P 3.665 R 12/15/28 | 0.06% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.06% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.06% |
| JPMCC 2012-LC9 D P/P 144A 04.5650 12/15/2047 | 0.06% |
| OMAN GOV INTERNTL BOND REGS 06.7500 01/17/2048 | 0.06% |
| ORTHO-CLINICAL TLB L+325 04.9050 06/01/2025 | 0.06% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.06% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.06% |
| ELDORADO RESORTS TLB L+225 03.9375 04/17/2024 | 0.06% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.06% |
| GNR 2011-H15 AI IO 01.5416 06/20/2061 | 0.06% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.06% |
| STACR 2018-HQA1 M2 03.9609 09/25/2030 | 0.06% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.06% |
| 0.90 R ISWP FWD GBL6M P 03/18/2025 | 0.06% |
| 1.70 R ISWP FWD US0003M P 03/18/2025 | 0.06% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.06% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.06% |
| WESTERN DIGITAL TLB L+175 03.3953 04/29/2023 | 0.06% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.06% |
| JPMBB 2014-C19 XA IO 00.9073 04/15/2047 | 0.06% |
| STACR 2016-HQA2 M3B 06.8109 11/25/2028 | 0.06% |
| CAS 2019-R01 2M2 04.1109 07/25/2031 | 0.05% |
| GNR 2011-H08 GI IO 01.2932 03/20/2061 | 0.05% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.05% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.05% |
| GNR 2011-17 S IO 04.3923 02/20/2041 | 0.05% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| COMM 2012-CR3 E P/P 144A 04.9099 10/15/2045 | 0.05% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.05% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.05% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.05% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.05% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.05% |
| ATOTECH TLB1 L+300 04.9446 01/31/2024 | 0.05% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.05% |
| CPTFEMU P 1.71 R 07/15/37 | 0.05% |
| STACR 2016-HQA1 M3 08.0109 09/25/2028 | 0.05% |
| TREASURY BILL 00.0000 06/04/2020 | 0.05% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| COMM 2014-UBS4 XA IO 01.2636 08/10/2047 | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9327 09/10/2045 | 0.04% |
| FHR 2990 LB 12.6613 06/15/2034 | 0.04% |
| STACR 2019-DNA1 M2 04.3109 01/25/2049 | 0.04% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.04% |
| CAS 2018-C01 1M2 03.9109 07/25/2030 | 0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.04% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.04% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.04% |
| TRANSDIGM INC TLE 04.1453 05/30/2025 | 0.04% |
| VISTRA ENERGY TLB3 L+175 03.3998 12/01/2025 | 0.04% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.04% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.04% |
| GNR 2016-H11 HI IO 02.0999 01/20/2066 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.04% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.04% |
| CAS 2015-C01 1M2 05.9609 02/25/2025 | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| MEREDITH TLB L+275 04.3953 01/31/2025 | 0.04% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.04% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.04% |
| CWALT 2006-OA10 4A1 01.8509 08/25/2046 | 0.04% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.04% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| 1.40 R ISWP FWD AUDBB6M P 03/18/2030 | 0.04% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.04% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.04% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% |
| CAS 2014-C03 2M2 04.5609 07/25/2024 | 0.03% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4639 05/10/2063 | 0.03% |
| FNR 2007-53 SP 18.1101 06/25/2037 | 0.03% |
| GNR 2013-99 VS IO 04.4304 07/16/2043 | 0.03% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.03% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.03% |
| DIVERSEY TL L+300 04.7768 09/06/2024 | 0.03% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.03% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8655 11/15/2044 | 0.03% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| GNMA GII30 BO5417 05.0000 06/20/2049 | 0.03% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.03% |
| MERCK & CO INC 01.8500 02/10/2020 | 0.03% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.03% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.02% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.02% |
| STACR 2019-DNA2 M2 04.1109 03/25/2049 | 0.02% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.02% |
| PRICELINE GRO CV 00.9000 09/15/2021 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.02% |
| MSC 2012-C4 XA IO P/P 144A 02.2522 03/15/2045 | 0.02% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% |
| FHR 3249 PS 16.7434 12/15/2036 | 0.02% |
| TREASURY BILL 00.0000 04/23/2020 | 0.02% |
| TREASURY BILL 00.0000 05/14/2020 | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| ASCENT RESOURCES TLB L+650 08.1578 03/30/2023 | 0.02% |
| CAS 2015-C01 2M2 06.2109 02/25/2025 | 0.02% |
| DEXCOM INC CV 00.7500 12/01/2023 | 0.02% |
| FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 | 0.02% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.02% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 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% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| UKRPI P 3.34 R 03/15/28 | 0.02% |
| USD/JPY PUT 107.00 20200417 JPMCB | 0.02% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.02% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| FNR 2005-75 GS 15.2674 08/25/2035 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| STACR 2018-HQA2 M2 03.9609 10/25/2048 | 0.02% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.02% |
| USD/JPY PUT 107.00 20200413 UBS | 0.02% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.02% |
| 1.00 R ISWP FWD AUDBB6M P 03/18/2025 | 0.02% |
| CHEGG INC P/P 144A CV 00.1250 03/15/2025 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| GNR 2019-78 SJ IO 04.3923 06/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.02% |
| FHR 2976 LC 18.2738 05/15/2035 | 0.02% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.02% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.02% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.02% |
| CAS 2015-C02 2M2 05.6609 05/25/2025 | 0.02% |
| GNMA GII30 BO6603 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.02% |
| INPHI CORP CV 00.7500 09/01/2021 | 0.02% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.02% |
| UKRPI P 3.385 R 11/15/24 | 0.02% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.01% |
| II-VI INC CV 00.2500 09/01/2022 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.01% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.01% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.01% |
| ENVESTNET INC CV 01.7500 06/01/2023 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.01% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.01% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.01% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.01% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AUD/USD 04/15/2020 UBS | 0.01% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.01% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.01% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.01% |
| SEK/USD 03/18/2020 SSBT | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| TELADOC INC CV 01.3750 05/15/2025 | 0.01% |
| UKRPI P 3.34 R 02/15/28 | 0.01% |
| 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.01% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.01% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.01% |
| AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| CREE INC CV 00.8750 09/01/2023 | 0.01% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.01% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| LUMENTUM HOLD CV 00.2500 03/15/2024 | 0.01% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.01% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.01% |
| WAYFAIR INC CV 01.1250 11/01/2024 | 0.01% |
| WIX LTD USD 00.0000 07/01/2023 | 0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| 8X8 INC P/P 144A CV 00.5000 02/01/2024 | 0.01% |
| BIOMARIN PHARMA CV 00.5990 08/01/2024 | 0.01% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.01% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.01% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.01% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.01% |
| SQUARE INC CV 00.5000 05/15/2023 | 0.01% |
| STACR 2019-HQA1 M2 04.0109 02/25/2049 | 0.01% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.01% |
| ZYNGA INC P/P 144A CV 00.2500 06/01/2024 | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2005-74 NK 19.1956 05/25/2035 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2019-99 KS IO 04.3923 08/20/2049 | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.01% |
| PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| RINGCENTRAL CV 00.0000 03/15/2023 | 0.01% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 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% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.01% |
| 1.39 R ISWP NFIX3MID P 12/17/2024 | 0.01% |
| AUD/USD 04/15/2020 SSBT | 0.01% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.01% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.01% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.01% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.01% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| UKRPI P 3.381 R 11/15/24 | 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% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.01% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| GBP/USD CALL 1.335 20200407 CITI | 0.01% |
| GBP/USD CALL 1.335 20200407 UBS | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.01% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.01% |
| NOK/USD 03/18/2020 BCAP-FX | 0.01% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.01% |
| SUPERNUS PH CV 00.6250 04/01/2023 | 0.01% |
| TABULA RASA H P/P 144A CV 01.7500 02/15/2026 | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
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| FNW 1998-W2 X IO 00.3837 06/25/2028 | 0.01% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.01% |
| IOS.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
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| TWILIO INC CV 00.2500 06/01/2023 | 0.01% |
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| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% |
| BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.00% |
| CAD/USD 04/15/2020 SSBT | 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.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| GBP/USD 03/18/2020 BANKAM | 0.00% |
| RAPID7 INC CV 01.2500 08/01/2023 | 0.00% |
| REALPAGE INC CV 01.5000 11/15/2022 | 0.00% |
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| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2074 05/15/2038 | 0.00% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.00% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 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% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.00% |
| 0.2475 R ISWP FWD SES3M P 01/25/2022 | 0.00% |
| AUD/USD 04/15/2020 BCAP-FX | 0.00% |
| CAS 2015-C02 1M2 05.6609 05/25/2025 | 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% |
| 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.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.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| NOK/USD 03/18/2020 HSBCB | 0.00% |
| NOK/USD 03/18/2020 SSBT | 0.00% |
| NZD/USD 04/15/2020 GSFX | 0.00% |
| SEK/USD 03/18/2020 BANKAM | 0.00% |
| SEK/USD 03/18/2020 RBSF | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| USD/JPY PUT 101.00 20200413 UBS | 0.00% |
| USD/JPY PUT 101.00 20200417 JPMCB | 0.00% |
| CAD/USD 04/15/2020 TDBK | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 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 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| EUR/USD 03/18/2020 BANKAM | 0.00% |
| EUR/USD 03/18/2020 WPAC | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| NZD/USD 04/15/2020 JPMCB | 0.00% |
| SEK/USD 03/18/2020 TDBK | 0.00% |
| SEK/USD 03/18/2020 UBS | 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% |
| 0.2275 R ISWP FWD SES3M P 01/28/2022 | 0.00% |
| 0.24 R ISWP FWD SES3M P 01/21/2022 | 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 BANKAM | 0.00% |
| CAD/USD 04/15/2020 RBSF | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 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 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.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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CZK/USD 03/18/2020 BANKAM | 0.00% |
| EUR/USD 03/18/2020 BCAP-FX | 0.00% |
| FNW 1998-W5 X IO 00.7421 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2814 10/25/2043 | 0.00% |
| GBP/USD 03/18/2020 JPMCB | 0.00% |
| JPY/USD 02/19/2020 UBS | 0.00% |
| NZD/USD 04/15/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 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 3YX2Y P 1.245 USD 08/26/2022 CI | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| VICI PROP 1 / VICI FC 08.0000 10/15/2023 | 0.00% |
| 1.10 R ISWP FWD GBL6M P 03/18/2030 | 0.00% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 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% |
| BACM 2007-1 XW IO 00.4864 01/15/2049 | 0.00% |
| CHF/USD 03/18/2020 JPMCB | 0.00% |
| CHF/USD 03/18/2020 SSBT | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.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 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 MS | 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 1.703 P 11/29/24 | 0.00% |
| CPURNSA R 1.71 P 11/21/24 | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| EUR/USD 03/18/2020 CITI | 0.00% |
| EUR/USD 03/18/2020 CSI-FX | 0.00% |
| EUR/USD 03/18/2020 GSFX | 0.00% |
| EUR/USD 03/18/2020 HSBCB | 0.00% |
| EUR/USD 03/18/2020 RBSF | 0.00% |
| EUR/USD 03/18/2020 TDBK | 0.00% |
| FSPC T-8 A9 IO 00.4173 11/15/2028 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
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| GSMPS 1998-3 IO IO 00.0000 09/19/2027 | 0.00% |
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| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| HKD/USD 05/20/2020 BANKAM | 0.00% |
| HKD/USD 05/20/2020 HSBCB | 0.00% |
| HKD/USD 05/20/2020 SSBT | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| HKD/USD 05/20/2020 UBS | 0.00% |
| JPY/USD 02/19/2020 JPMCB | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| MXN/USD 04/15/2020 BANKAM | 0.00% |
| MXN/USD 04/15/2020 CITI | 0.00% |
| MXN/USD 04/15/2020 UBS | 0.00% |
| NOK/USD 03/18/2020 BANKAM | 0.00% |
| NOK/USD 03/18/2020 JPMCB | 0.00% |
| NOK/USD 03/18/2020 UBS | 0.00% |
| SEK/USD 03/18/2020 GSFX | 0.00% |
| SEK/USD 03/18/2020 JPMCB | 0.00% |
| SGD/USD 05/20/2020 JPMCB | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 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 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | 0.00% |
| WBCMT 2006-C29 IO IO 00.4754 11/15/2048 | 0.00% |
| AUD/USD 04/15/2020 RBSF | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 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.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -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 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 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% |
| GBP/USD 03/18/2020 UBS | -0.00% |
| GBP/USD 03/18/2020 WPAC | -0.00% |
| JPY/USD 02/19/2020 BANKAM | -0.00% |
| JPY/USD 02/19/2020 GSFX | -0.00% |
| JPY/USD 02/19/2020 SSBT | -0.00% |
| NOK/USD 03/18/2020 GSFX | -0.00% |
| NOK/USD 03/18/2020 RBSF | -0.00% |
| NZD/USD 04/15/2020 RBSF | -0.00% |
| NZD/USD 04/15/2020 WPAC | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 3MX10Y P 0.01 EUR 04/30/2020 MS | -0.00% |
| SWPTN 3MX30Y P 1.719 USD 04/30/2020 MS | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.00% |
| TWD/USD 05/20/2020 BANKAM | -0.00% |
| TWD/USD 05/20/2020 GSFX | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 1.73 R ISWP FWD NIBOR3M P 01/28/2022 | -0.00% |
| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| AUD/USD 04/15/2020 GSFX | -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.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -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 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-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| CPURNSA R 1.7625 P 12/10/24 | -0.00% |
| FEDL01 P ISWP SOFRRATE R 12/05/2020 | -0.00% |
| GBP/USD 03/18/2020 HSBCB | -0.00% |
| GBP/USD 03/18/2020 SSBT | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.00% |
| SWPTN 3MX5Y P 1.999 USD 03/17/2020 CI | -0.00% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.00% |
| 1.805 R ISWP FWD NOKOIB3M P 01/21/2022 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| AUD/USD 04/15/2020 BANKAM | -0.00% |
| AUD/USD 04/15/2020 JPMCB | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| FEDL01 P ISWP SOFRRATE R 11/29/2020 | -0.00% |
| GBP/USD CALL 1.365 20200402 BCAP-FX | -0.00% |
| GBP/USD CALL 1.365 20200407 CITI | -0.00% |
| GBP/USD CALL 1.365 20200407 UBS | -0.00% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -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.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 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% |
| GBP/USD 03/18/2020 GSFX | -0.00% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.00% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.400.09 P USL1M R 01/12/40 GS | -0.01% |
| NZD/USD 04/15/2020 SSBT | -0.01% |
| NZD/USD 04/15/2020 UBS | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | -0.01% |
| 1.8075 R ISWP FWD NOKOIB3M P 01/25/2022 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| EUR/USD 03/18/2020 SSBT | -0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -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% |
| -0.10 R ISWP FWD CHL6M P 03/18/2030 | -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 MS | -0.01% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.01% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| USD/JPY PUT 104.00 20200413 UBS | -0.01% |
| 0.565 R ISWP FWD JPL6M P 01/16/2040 | -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% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| USD/JPY PUT 104.00 20200417 JPMCB | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| 1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021 | -0.01% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| -0.10 R ISWP FWD EUR006M P 03/18/2025 | -0.02% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.02% |
| 1.632 R ISWP US0003M P 12/17/2024 | -0.02% |
| 1.6445 R ISWP US0003M P 12/13/2024 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.02% |
| 1.8315 R ISWP FWD US0003M P 01/27/2030 | -0.02% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.02% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.02% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.02% |
| -0.40 R ISWP FWD CHL6M P 03/18/2025 | -0.02% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.02% |
| 1.6815 R ISWP US0003M P 12/18/2024 | -0.02% |
| 1.744 R ISWP US0003M P 01/08/2030 | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| RUB/USD 03/18/2020 GSFX | -0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -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 ML | -0.02% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.02% |
| 1.40 R ISWP FWD NFIX3MID P 03/18/2025 | -0.02% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.02% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.02% |
| 0.35 R ISWP FWD SES3M P 03/18/2025 | -0.02% |
| 1.95 R ISWP FWD NOKOIB6M P 03/18/2025 | -0.02% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.02% |
| IOS.FN30.350.14 P USL1M R 01/12/45 JP | -0.02% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 0.65 R ISWP FWD SES3M P 03/18/2030 | -0.03% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.03% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| 1.75 R ISWP FWD NFIX3MID P 03/18/2030 | -0.03% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.04% |
| 2.00 R ISWP FWD NOKOIB6M P 03/18/2030 | -0.04% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.04% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.04% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.04% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.04% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.04% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.04% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.04% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.04% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -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% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.05% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.05% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.05% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.05% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.06% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.06% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.06% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.06% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.06% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.07% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.07% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.07% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.07% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.08% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.08% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.08% |
| UKRPI R 3.4425 P 07/15/49 | -0.08% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.09% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.09% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| 0.20 R ISWP FWD EUR006M P 03/18/2030 | -0.11% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | -0.11% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.11% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.11% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.13% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.13% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.13% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.14% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.16% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.16% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.17% |
| 1.80 R ISWP FWD US0003M P 03/18/2030 | -0.17% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.17% |
| FNMA FN30 TBA UMBS 04.5000 02/01/2050 | -0.18% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.27% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.28% |
| MBX.FN30.650.67 P USL1M R 01/12/38 CS | -0.29% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.33% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.37% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.39% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.43% |
| EURO-SCHATZ FUT MAR20 DUH0 | -1.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.10% |
| US 5YR NOTE (CBT) MAR20 FVH0 | -2.61% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2050 | 9.80% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 01/01/2050 | 9.55% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | 8.79% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2050 | 6.32% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.90% |
| US 2YR NOTE (CBT) MAR20 TUH0 | 2.28% |
| GNMA GII30 TBA 04.5000 01/01/2050 | 1.09% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.81% |
| APPLE INC 02.0000 05/06/2020 | 0.75% |
| MSBAM 2013-C10 E P/P 144A 04.0814 07/15/2046 | 0.69% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.63% |
| FNR 2017-74 SA IO 03.9580 10/25/2047 | 0.61% |
| FNR 2017-8 SB IO 04.3080 02/25/2047 | 0.60% |
| TREASURY BILL 00.0000 03/12/2020 | 0.60% |
| SPST 2018-8 A 02.4799 02/24/2020 | 0.58% |
| CWALT 2005-59 1A1 02.0946 11/20/2035 | 0.57% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.56% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.56% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.55% |
| GNMA GII30 TBA 04.0000 01/01/2050 | 0.54% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.54% |
| TREASURY BILL 00.0000 04/02/2020 | 0.53% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.52% |
| FHR 3852 NT 04.2603 05/15/2041 | 0.52% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2028 | 0.51% |
| ALPHABET INC 03.6250 05/19/2021 | 0.49% |
| SPST 2019-3 A 02.4799 06/24/2020 | 0.49% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.48% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.48% |
| SPST 2019-7 A 02.4799 09/24/2020 | 0.46% |
| JPMCC 2012-C8 D P/P 144A 04.6491 10/15/2045 | 0.43% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.42% |
| DBUBS 2011-LC3A D P/P 144A 05.3343 08/10/2044 | 0.42% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2029 | 0.42% |
| US ULTRA BOND CBT MAR20 WNH0 | 0.41% |
| WESTPAC BANKING CORP USD 02.6500 01/25/2021 | 0.40% |
| CAS 2016-C02 1B 14.0420 09/25/2028 | 0.40% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.39% |
| CWALT 2006-OA7 1A2 03.1795 06/25/2046 | 0.37% |
| MSBAM 2013-C10 F P/P 144A 04.0814 07/15/2046 | 0.36% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.36% |
| CITIBANK NA 03.0500 05/01/2020 | 0.35% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.35% |
| STACR 2015-DNA3 B 11.1420 04/25/2028 | 0.34% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.34% |
| BANK 2017-BNK9 XA IO 00.8125 11/15/2054 | 0.34% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.34% |
| BACM 2005-1 B 05.5034 11/10/2042 | 0.34% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.33% |
| WFCM 2013-LC12 D P/P 144A 04.2843 07/15/2046 | 0.33% |
| MEAD JOHNSON NUTRITION C 03.0000 11/15/2020 | 0.33% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.32% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.32% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.31% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.31% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2030 | 0.31% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.31% |
| FNR 2011-53 ST IO 04.1280 06/25/2041 | 0.31% |
| COMM 2014-CR17 C 04.7861 05/10/2047 | 0.31% |
| TREASURY BILL 00.0000 05/21/2020 | 0.31% |
| GNR 2016-H13 IK IO 02.6197 06/20/2066 | 0.31% |
| MSBAM 2013-C13 XA IO 00.9862 11/15/2046 | 0.30% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.29% |
| WFRBS 2012-C10 D P/P 144A 04.4298 12/15/2045 | 0.29% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.29% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.29% |
| WFRBS 2013-C15 D P/P 144A 04.4936 08/15/2046 | 0.28% |
| GSMS 2014-GC22 C 04.6908 06/10/2047 | 0.28% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.28% |
| HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 | 0.28% |
| COMM 2013-CR11 XA IO 00.9262 08/10/2050 | 0.28% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.27% |
| SCIENTIFIC GAMES TLB5 L+275 04.5494 08/14/2024 | 0.27% |
| JPMBB 2013-C14 D P/P 144A 04.7019 08/15/2046 | 0.27% |
| WFRBS 2012-C7 D P/P 144A 04.8134 06/15/2045 | 0.27% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.27% |
| FNR 2013-130 SD IO 04.8080 01/25/2044 | 0.27% |
| BSCMS 2007-T26 AJ 05.4499 01/12/2045 | 0.26% |
| GNR 2018-H05 AI IO 02.2828 02/20/2068 | 0.26% |
| COMM 2014-CR17 D P/P 144A 04.8499 05/10/2047 | 0.26% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.26% |
| TREASURY BILL 00.0000 06/18/2020 | 0.26% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.26% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.25% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.25% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.25% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.25% |
| BSCMS 2006-PW11 B P/P 144A 05.7745 03/11/2039 | 0.25% |
| FNR 2016-60 LS IO 04.3080 09/25/2046 | 0.24% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.24% |
| GNR 2017-H06 BI IO 02.3132 02/20/2067 | 0.24% |
| WFCM 2016-BNK1 XA IO 01.7637 08/15/2049 | 0.24% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.24% |
| MORGAN STANLEY 02.7500 05/19/2022 | 0.24% |
| FNR 2017-108 SA IO 04.3580 01/25/2048 | 0.24% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.24% |
| ORACLE CORP 02.5000 05/15/2022 | 0.24% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.23% |
| FNR 2015-19 SA IO 04.4080 04/25/2045 | 0.23% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.23% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.23% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.23% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.23% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.23% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.23% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.23% |
| CINEWORLD TLB L+225 04.0494 02/28/2025 | 0.23% |
| CAS 2015-C04 1M2 07.4920 04/25/2028 | 0.23% |
| MWST 2019-1 A 02.5920 06/25/2052 | 0.23% |
| STACR 2015-DNA1 B 10.9920 10/25/2027 | 0.22% |
| FNR 2016-88 SK IO 04.2080 12/25/2046 | 0.22% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.22% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.22% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.22% |
| LENNAR CORP 05.8750 11/15/2024 | 0.22% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.22% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.22% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.22% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.22% |
| TREASURY BILL 00.0000 06/11/2020 | 0.22% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.22% |
| HELLENIC REPUBLIC REGS 03.4500 04/02/2024 | 0.21% |
| COMM 2015-LC21 XA IO 00.7632 07/10/2048 | 0.21% |
| GNR 2015-H19 NI IO 01.9441 07/20/2065 | 0.21% |
| GNR 2019-121 DS IO 04.3354 08/20/2049 | 0.21% |
| GNR 2017-H16 BI IO 02.4250 08/20/2067 | 0.21% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.2500 09/15/2022 | 0.21% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.21% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.21% |
| CAS 2016-C03 1B 13.5420 10/25/2028 | 0.21% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 | 0.20% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.20% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.20% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.20% |
| SPST 2019-WL1 A 02.4420 08/25/2052 | 0.19% |
| TREASURY BILL 00.0000 04/16/2020 | 0.19% |
| CAS 2016-C03 2M2 07.6920 10/25/2028 | 0.19% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.19% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.19% |
| WFRBS 2012-C10 E P/P 144A 04.4298 12/15/2045 | 0.19% |
| CAS 2019-HRP1 M2 03.9420 11/25/2039 | 0.19% |
| QUIKRETE TLB L+275 04.5494 11/15/2023 | 0.19% |
| HELLENIC REPUBLIC P/P REGS 03.3750 02/15/2025 | 0.19% |
| US BANCORP 02.6250 01/24/2022 | 0.19% |
| ADS WASTE TLB L+225 03.8800 11/10/2023 | 0.18% |
| AHM 2007-1 GA1C 01.9820 05/25/2047 | 0.18% |
| MWST 2018-W1 A 02.6420 11/25/2051 | 0.18% |
| STACR 2018-HQA1 B1 06.1420 09/25/2030 | 0.18% |
| JPMBB 2014-C24 XA IO 00.9257 11/15/2047 | 0.18% |
| GNR 2016-121 JS IO 04.3354 09/20/2046 | 0.18% |
| COMM 2013-CR13 E P/P 144A 04.8893 11/10/2046 | 0.18% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.18% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.18% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.18% |
| GNR 2018-91 SJ IO 04.4854 07/20/2048 | 0.18% |
| INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023 | 0.18% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.18% |
| PPD TL L+250 04.2994 08/18/2022 | 0.18% |
| CAS 2018-C03 1M2 03.9420 10/25/2030 | 0.18% |
| MSC 2016-UB12 XA IO 00.7770 12/15/2049 | 0.18% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.18% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.18% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.18% |
| GOLDEN NUGGET TL L+275 04.6923 10/04/2023 | 0.17% |
| BANK 2018-BN10 XA IO 00.7402 02/15/2061 | 0.17% |
| FNR 2016-65 CS IO 04.3080 09/25/2046 | 0.17% |
| MESSER INDUST TLB L+250 04.4446 03/01/2026 | 0.17% |
| SOUTHERN COPPER CORP USD 05.8750 04/23/2045 | 0.17% |
| ALTICE USA TLB L+225 03.9898 01/15/2026 | 0.17% |
| COMM 2014-CR20 XA IO 01.0281 11/10/2047 | 0.17% |
| JPMBB 2014-C25 D P/P 144A 03.9510 11/15/2047 | 0.17% |
| GNR 2016-H23 NI IO 02.2467 10/20/2066 | 0.17% |
| WIDEOPENWEST TLB L+325 05.0299 08/19/2023 | 0.17% |
| CARR 2006-NC2 A4 02.0320 06/25/2036 | 0.17% |
| CAS 2018-C02 2M2 03.9920 08/25/2030 | 0.17% |
| GNR 2015-H15 JI IO 02.0124 06/20/2065 | 0.17% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.17% |
| FNR 2011-4 CS 09.3160 05/25/2040 | 0.17% |
| UBSBB 2013-C5 XA IO P/P 144A 00.9517 03/10/2046 | 0.17% |
| STACR 2015-DNA2 B 09.3420 12/25/2027 | 0.16% |
| CGCMT 2014-GC19 D P/P 144A 05.0920 03/10/2047 | 0.16% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.16% |
| GNR 2018-H02 EI IO 02.1557 01/20/2068 | 0.16% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.16% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.16% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.16% |
| WFCM 2014-LC16 XA IO 01.1131 08/15/2050 | 0.16% |
| TRANSDIGM INC TLF L+250 04.2994 06/09/2023 | 0.16% |
| IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 | 0.16% |
| MSBAM 2013-C12 E P/P 144A 04.7658 10/15/2046 | 0.16% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.16% |
| GNR 2018-H13 NI IO 02.6027 08/20/2068 | 0.16% |
| JPMBB 2014-C18 C 04.8101 02/15/2047 | 0.16% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.16% |
| GNR 2016-H02 BI IO 01.6139 11/20/2065 | 0.16% |
| COMM 2015-CR23 XA IO 00.9268 05/10/2048 | 0.16% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.16% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.16% |
| TREASURY BILL 00.0000 05/07/2020 | 0.16% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.16% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.16% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.16% |
| RESTAURANT BRANDS TLB L+175 03.5080 11/19/2026 | 0.16% |
| CSAIL 2015-C1 D P/P 144A 03.7720 04/15/2050 | 0.15% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.15% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.15% |
| COMM 2014-CR19 XA IO 01.0322 08/10/2047 | 0.15% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.15% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.15% |
| GNR 2015-H25 AI IO 01.6447 09/20/2065 | 0.15% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.15% |
| SPST 2019-11 A 02.5299 10/24/2020 | 0.15% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.15% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.15% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.15% |
| GNR 2015-H25 EI IO 01.8891 10/20/2065 | 0.15% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.15% |
| STACR 2016-DNA1 B 11.7920 07/25/2028 | 0.15% |
| STARS GROUP TLB L+350 05.4446 07/10/2025 | 0.15% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.15% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.15% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7152 11/15/2045 | 0.15% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.15% |
| CMLTI 2007-AMC3 A2D 02.1420 03/25/2037 | 0.15% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.15% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.15% |
| GNR 2015-H09 BI IO 01.7302 03/20/2065 | 0.15% |
| PFIZER INC 01.9500 06/03/2021 | 0.15% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.15% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.15% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | 0.14% |
| MSBAM 2014-C14 C 04.9346 02/15/2047 | 0.14% |
| FHR 4922 SB IO 04.3103 04/25/2049 | 0.14% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.14% |
| RALI 2006-QO5 1A1 02.0070 05/25/2046 | 0.14% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.14% |
| CSC HOLDINGS TLB L+225 03.9898 07/17/2025 | 0.14% |
| COMM 2014-UBS6 XA IO 00.8975 12/10/2047 | 0.14% |
| GNR 2010-125 SD IO 04.9403 01/16/2040 | 0.14% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.14% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.14% |
| CALPINE CONS FIN TL L+250 04.2994 01/15/2025 | 0.14% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.14% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.14% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.14% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.14% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.14% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.14% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.13% |
| UBSCM 2017-C7 XA IO 01.0583 12/15/2050 | 0.13% |
| WFRBS 2011-C4 D P/P 144A 05.2299 06/15/2044 | 0.13% |
| CALPINE CORP P/P 144A 06.0000 01/15/2022 | 0.13% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.13% |
| JPMCC 2013-C10 XA IO 00.9788 12/15/2047 | 0.13% |
| WFCM 2013-LC12 C 04.2843 07/15/2046 | 0.13% |
| CHARTER COMM TLB2 L+175 03.6391 02/01/2027 | 0.13% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.13% |
| RACKSPACE HOSTING INC L+300 04.9023 11/03/2023 | 0.13% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.13% |
| CWALT 2005-27 1A1 02.5120 08/25/2035 | 0.13% |
| FNR 2018-86 DS IO 04.3080 12/25/2048 | 0.13% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.13% |
| GNR 2016-77 SC IO 04.3354 10/20/2045 | 0.13% |
| MSBAM 2014-C15 D P/P 144A 04.9095 04/15/2047 | 0.13% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.13% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.13% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.13% |
| BRAND ENERGY TL L+425 06.2353 06/21/2024 | 0.13% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.12% |
| CSAIL 2015-C1 XA IO 00.8406 04/15/2050 | 0.12% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.12% |
| MSBAM 2015-C26 XA IO 01.0282 10/15/2048 | 0.12% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.12% |
| FNR 2016-83 BS IO 04.3080 11/25/2046 | 0.12% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2026 | 0.12% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.12% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.12% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.12% |
| WFCM 2015-NXS3 B 04.4866 09/15/2057 | 0.12% |
| BERRY PLASTICS TLW L+200 03.9403 10/01/2022 | 0.12% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.12% |
| UNIVISION TLC5 L+275 04.5494 03/15/2024 | 0.12% |
| HELLENIC REPUBLIC REGS 03.9000 01/30/2033 | 0.12% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.12% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.12% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.12% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.12% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.12% |
| TREASURY BILL 00.0000 01/02/2020 | 0.12% |
| AES CORP/THE 05.1250 09/01/2027 | 0.12% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.12% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.12% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.12% |
| GNR 2016-H22 AI IO 02.1738 10/20/2066 | 0.12% |
| UBSC 2011-C1 D P/P 144A 06.0504 01/10/2045 | 0.12% |
| GATES GLOBAL TLB L+275 04.5494 03/31/2024 | 0.12% |
| GSMS 2014-GC18 XA IO 01.0165 01/10/2047 | 0.12% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.12% |
| GSMS 2015-GC30 XA IO 00.8119 05/10/2050 | 0.11% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.11% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.11% |
| MSBAM 2012-C6 D P/P 144A 04.6077 11/15/2045 | 0.11% |
| HILTON TLB L+175 03.5420 06/21/2026 | 0.11% |
| CGCMT 2014-GC19 X IO 01.1527 03/10/2047 | 0.11% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.11% |
| VICI PROPERTIES TL L+200 03.7851 12/22/2024 | 0.11% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.11% |
| WAMU 2005-AR14 1A2 03.8441 12/25/2035 | 0.11% |
| GNR 2016-H08 AI IO 02.1431 08/20/2065 | 0.11% |
| GNR 2015-H28 DI IO 01.5900 08/20/2065 | 0.11% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.10% |
| HVMLT 2005-2 1A 02.2839 05/19/2035 | 0.10% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.10% |
| CFCRE 2016-C4 XA IO 01.7078 05/10/2058 | 0.10% |
| CMLTI 2007-AR5 1A1A 04.4430 04/25/2037 | 0.10% |
| LENNAR CORP 04.7500 11/15/2022 | 0.10% |
| GFL ENVIRONMENTAL TLB L+300 04.7994 05/31/2025 | 0.10% |
| GNR 2014-H14 CI IO 01.6122 07/20/2064 | 0.10% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.10% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.10% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.10% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.10% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.10% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.10% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.10% |
| GSMS 2014-GC24 D P/P 144A 04.5323 09/10/2047 | 0.10% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.10% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2036 | 0.10% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.10% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.10% |
| CWALT 2006-OA10 2A1 01.9820 08/25/2046 | 0.09% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.09% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.09% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.09% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.09% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.09% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.09% |
| GNR 2015-H10 EI IO 01.6542 04/20/2065 | 0.09% |
| GNR 2017-H03 DI IO 01.8138 12/20/2066 | 0.09% |
| DISH DBS CORP 05.1250 05/01/2020 | 0.09% |
| CAS 2017-C02 2B1 07.2920 09/25/2029 | 0.09% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.09% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.09% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.09% |
| MSC 2012-C4 E P/P 144A 05.4193 03/15/2045 | 0.09% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.09% |
| WAMU 2005-AR10 1A3 04.1407 09/25/2035 | 0.09% |
| COMM 2015-CR22 XA IO 00.9437 03/10/2048 | 0.09% |
| GNR 2015-H18 IA IO 01.8693 06/20/2065 | 0.09% |
| KINROSS GOLD CORP USD 05.9500 03/15/2024 | 0.09% |
| GNR 2017-H11 NI IO 02.2271 05/20/2067 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.08% |
| SPRINT TLB L+250 04.3125 02/03/2024 | 0.08% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.08% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.08% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.08% |
| CFCRE 2011-C2 D P/P 144A 05.7413 12/15/2047 | 0.08% |
| CWALT 2006-OA7 1A1 02.9700 06/25/2046 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| JPMCC 2007-CB20 E P/P 144A 06.1834 02/12/2051 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.08% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.08% |
| CENTURYLINK TLB L+275 05.2724 01/31/2025 | 0.08% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.08% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| TREASURY BILL 00.0000 02/20/2020 | 0.08% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.08% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.08% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| CAS 2018-C05 1M2 04.1420 01/25/2031 | 0.08% |
| CGCMT 2014-GC21 X IO 01.1783 05/10/2047 | 0.08% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.08% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.08% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.08% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.08% |
| MSBAM 2013-C10 D P/P 144A 04.0814 07/15/2046 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| NETFLIX INC 05.5000 02/15/2022 | 0.08% |
| SAMI 2006-AR7 A1A 02.0020 08/25/2036 | 0.08% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.08% |
| SAMI 2007-AR1 2A1 01.9720 01/25/2037 | 0.08% |
| INFOR TLB6 L+275 04.6946 02/01/2022 | 0.07% |
| CAS 2018-C06 2M2 03.8920 03/25/2031 | 0.07% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.07% |
| GRIFOLS TLB L+200 03.7996 11/08/2027 | 0.07% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.07% |
| TREASURY BILL 00.0000 04/09/2020 | 0.07% |
| CAS 2019-R02 1M2 04.0920 08/25/2031 | 0.07% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.07% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.07% |
| WERNER TLB L+400 05.7994 07/24/2024 | 0.07% |
| WESTERN DIGITAL TLB L+175 03.5125 04/29/2023 | 0.07% |
| APPLE INC 02.8500 05/06/2021 | 0.07% |
| CGCMT 2013-GC17 X IO 01.0380 11/10/2046 | 0.07% |
| CWHL 2005-3 1A1 02.4120 04/25/2035 | 0.07% |
| HUSKY TLB L+300 04.7994 03/28/2025 | 0.07% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.07% |
| COMM 2014-LC15 XA IO 01.0974 04/10/2047 | 0.07% |
| GSAA 2005-15 2A2 02.0420 01/25/2036 | 0.07% |
| WFRBS 2012-C10 C 04.3648 12/15/2045 | 0.07% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.07% |
| CAS 2017-C05 1B1 05.3920 01/25/2030 | 0.07% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.07% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.07% |
| JPALT 2007-A2 12A1 01.9920 06/25/2037 | 0.07% |
| COMM 2012-CR3 E P/P 144A 04.7516 10/15/2045 | 0.06% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.06% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.06% |
| WFRBS 2011-C4 E P/P 144A 05.2299 06/15/2044 | 0.06% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | 0.06% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.06% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.06% |
| 1.50 R ISWP US0003M P 09/30/2024 | 0.06% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.06% |
| GNR 2017-H14 DI IO 01.7377 06/20/2067 | 0.06% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.06% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.06% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2031 | 0.06% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.06% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.06% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.06% |
| GNR 2017-H02 BI IO 02.2577 01/20/2067 | 0.06% |
| STACR 2017-DNA2 B1 06.9420 10/25/2029 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.06% |
| ELDORADO RESORTS TLB L+225 04.0471 04/17/2024 | 0.06% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.06% |
| ORTHO-CLINICAL TLB L+325 05.1584 06/01/2025 | 0.06% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.06% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.06% |
| CAS 2017-C06 1M2 04.4420 02/25/2030 | 0.06% |
| GNR 2011-H15 AI IO 01.5533 06/20/2061 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| JPMCC 2012-LC9 D P/P 144A 04.4177 12/15/2047 | 0.06% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.06% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.06% |
| 1.80 R ISWP FWD US0003M P 03/18/2030 | 0.06% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.06% |
| JPMBB 2014-C19 XA IO 00.7523 04/15/2047 | 0.06% |
| STACR 2018-HQA1 M2 04.0920 09/25/2030 | 0.06% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.06% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.06% |
| GNR 2011-H08 GI IO 01.2999 03/20/2061 | 0.06% |
| STACR 2016-HQA2 M3B 06.9420 11/25/2028 | 0.06% |
| 1.53 R ISWP US0003M P 10/01/2024 | 0.05% |
| CAS 2019-R01 2M2 04.2420 07/25/2031 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| GNR 2011-17 S IO 04.2854 02/20/2041 | 0.05% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.05% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.05% |
| UKRPI P 3.665 R 12/15/28 | 0.05% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.05% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.05% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.05% |
| ATOTECH TLB1 L+300 04.9446 01/31/2024 | 0.05% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.05% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| TREASURY BILL 00.0000 06/04/2020 | 0.05% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7714 09/10/2045 | 0.05% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.05% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.05% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2027 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| STACR 2016-HQA1 M3 08.1420 09/25/2028 | 0.05% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.05% |
| COMM 2014-UBS4 XA IO 01.0721 08/10/2047 | 0.04% |
| FHR 2990 LB 12.4990 06/15/2034 | 0.04% |
| NOK/USD 03/18/2020 GSFX | 0.04% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.04% |
| STACR 2019-DNA1 M2 04.4420 01/25/2049 | 0.04% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.04% |
| TRANSDIGM INC TLE 04.2994 05/30/2025 | 0.04% |
| VISTRA ENERGY TLB3 L+175 03.5374 12/01/2025 | 0.04% |
| CAS 2018-C01 1M2 04.0420 07/25/2030 | 0.04% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.04% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.04% |
| GNR 2016-H11 HI IO 02.1003 01/20/2066 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.04% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.04% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.04% |
| CAS 2015-C01 1M2 06.0920 02/25/2025 | 0.04% |
| CPTFEMU P 1.71 R 07/15/37 | 0.04% |
| MEREDITH TLB L+275 04.5494 01/31/2025 | 0.04% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.04% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.04% |
| WAMU 2005-AR13 A1C3 02.2820 10/25/2045 | 0.04% |
| CWALT 2006-OA10 4A1 01.9820 08/25/2046 | 0.04% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.04% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.04% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.04% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.04% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| 1.746 R ISWP US0003M P 12/27/2029 | 0.04% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.04% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.04% |
| STACR 2019-DNA2 M2 04.2420 03/25/2049 | 0.04% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.04% |
| UBSBB 2012-C2 XA IO P/P 144A 01.3085 05/10/2063 | 0.04% |
| CAS 2014-C03 2M2 04.6920 07/25/2024 | 0.03% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.03% |
| WFRBS 2011-C5 XA IO P/P 144A 01.7062 11/15/2044 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.03% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.03% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.03% |
| DIVERSEY TL L+300 04.9271 09/06/2024 | 0.03% |
| FNR 2007-53 SP 17.6293 06/25/2037 | 0.03% |
| GNR 2013-99 VS IO 04.3603 07/16/2043 | 0.03% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.03% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.03% |
| 1.655 R ISWP US0003M P 11/29/2029 | 0.03% |
| CWALT 2006-45T1 2A7 02.1320 02/25/2037 | 0.03% |
| GNMA GII30 BO5417 05.0000 06/20/2049 | 0.03% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.03% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.03% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.03% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.03% |
| MERCK & CO INC 01.8500 02/10/2020 | 0.03% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.03% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.03% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.03% |
| PRICELINE GRO CV 00.9000 09/15/2021 | 0.02% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.02% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| MSC 2012-C4 XA IO P/P 144A 02.0727 03/15/2045 | 0.02% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.02% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.02% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2032 | 0.02% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.02% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.02% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.02% |
| CAS 2015-C01 2M2 06.3420 02/25/2025 | 0.02% |
| FHR 3249 PS 16.5338 12/15/2036 | 0.02% |
| TREASURY BILL 00.0000 05/14/2020 | 0.02% |
| ASCENT RESOURCES TLB L+650 08.2449 03/30/2023 | 0.02% |
| FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 | 0.02% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.02% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.02% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| TREASURY BILL 00.0000 04/23/2020 | 0.02% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | 0.02% |
| DEXCOM INC CV 00.7500 12/01/2023 | 0.02% |
| FNR 2005-75 GS 14.8740 08/25/2035 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.02% |
| GNR 2019-78 SJ IO 04.2854 06/20/2049 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2033 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| STACR 2018-HQA2 M2 04.0920 10/25/2048 | 0.02% |
| SWPTN 3MX5Y P 2.18775 USD 03/17/2020 CI | 0.02% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | 0.02% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.02% |
| CHEGG INC P/P 144A CV 00.1250 03/15/2025 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2025 | 0.02% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.02% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | 0.02% |
| 1.668 R ISWP FWD US0003M P 01/06/2030 | 0.02% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.02% |
| CAS 2015-C02 2M2 05.7920 05/25/2025 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.02% |
| FHR 2976 LC 18.0409 05/15/2035 | 0.02% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.02% |
| INPHI CORP CV 00.7500 09/01/2021 | 0.02% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.02% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.02% |
| 0.20 R ISWP FWD EUR006M P 03/18/2030 | 0.02% |
| 0.616 R ISWP FWD GBL6M P 09/18/2029 | 0.02% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| GNMA GII30 BO6603 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% |
| NOK/USD 03/18/2020 SSBT | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.02% |
| 1.6675 R ISWP US0003M P 12/31/2029 | 0.01% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2040 | 0.01% |
| II-VI INC CV 00.2500 09/01/2022 | 0.01% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.01% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.01% |
| NZD/USD 01/15/2020 UBS | 0.01% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.01% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.01% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.01% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.01% |
| CPURNSA R 1.71 P 11/21/24 | 0.01% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.01% |
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| 1.6875 R ISWP CDOR03 P 10/09/2029 | 0.01% |
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| 1.40 R ISWP FWD NFIX3MID P 03/18/2025 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
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| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.01% |
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| SUPERNUS PH CV 00.6250 04/01/2023 | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.01% |
| TABULA RASA H P/P 144A CV 01.7500 02/15/2026 | 0.01% |
| UKRPI P 3.34 R 03/15/28 | 0.01% |
| 1.77 R ISWP FWD US0003M P 12/27/2029 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.01% |
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| FIVE9 INC CV 00.1250 05/01/2023 | 0.01% |
| FNW 1998-W2 X IO 01.1245 06/25/2028 | 0.01% |
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| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.01% |
| UKRPI P 3.34 R 02/15/28 | 0.01% |
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| AUD/USD 01/15/2020 UBS | 0.00% |
| BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 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% |
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| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
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| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.00% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.00% |
| 1.6445 R ISWP US0003M P 12/13/2024 | 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% |
| 2.86 R ISWP US0003M P 01/22/2020 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CPURNSA R 1.7625 P 12/10/24 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0007 05/15/2038 | 0.00% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.00% |
| UKRPI P 3.381 R 11/15/24 | 0.00% |
| UKRPI P 3.3875 R 03/15/28 | 0.00% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.00% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | 0.00% |
| 2.10 R ISWP FWD CDOR03 P 03/18/2030 | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| CAS 2015-C02 1M2 05.7920 05/25/2025 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 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.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.12 2061-08-17 500.0 08/17/2061 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% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| EUR/USD 03/18/2020 SSBT | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.00% |
| SWPTN 1MX10Y R 1.695 USD 01/13/2020 UB | 0.00% |
| UKRPI P 3.42 R 12/15/24 | 0.00% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | 0.00% |
| 0.90 R ISWP FWD GBL6M P 03/18/2025 | 0.00% |
| 1.6815 R ISWP US0003M P 12/18/2024 | 0.00% |
| 1.80 R ISWP FWD US0003M P 01/15/2030 | 0.00% |
| 1.875 R ISWP FWD US0003M P 12/31/2029 | 0.00% |
| 1.95 R ISWP FWD NOKOIB6M P 03/18/2025 | 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.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 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.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| FNW 1998-W5 X IO 00.7888 07/25/2028 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | 0.00% |
| SWPTN 3MX2Y P 1.715 USD 01/10/2020 TD | 0.00% |
| SWPTN 4WX10Y R 1.71875 USD 01/09/2020 GS | 0.00% |
| -0.10 R ISWP FWD EUR006M P 03/18/2025 | 0.00% |
| -0.40 R ISWP FWD CHL6M P 03/18/2025 | 0.00% |
| 1.81875 R ISWP FWD US0003M P 01/13/2030 | 0.00% |
| 1.8765 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.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.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 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 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 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% |
| CZK/USD 03/18/2020 BANKAM | 0.00% |
| EUR/USD 03/18/2020 CSI-FX | 0.00% |
| EUR/USD 03/18/2020 TDBK | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2815 10/25/2043 | 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% |
| VICI PROP 1 / VICI FC 08.0000 10/15/2023 | 0.00% |
| -0.10 R ISWP FWD CHL6M P 03/18/2030 | 0.00% |
| 1.00 R ISWP FWD AUDBB6M P 03/18/2025 | 0.00% |
| 1.10 R ISWP FWD GBL6M P 03/18/2030 | 0.00% |
| 1.40 R ISWP FWD AUDBB6M P 03/18/2030 | 0.00% |
| BACM 2007-1 XW IO 00.2916 01/15/2049 | 0.00% |
| BRL/USD 02/04/2020 CITI | 0.00% |
| CHF/USD 03/18/2020 JPMCB | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 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 MS | 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% |
| EUR/USD 03/18/2020 GSFX | 0.00% |
| EUR/USD 03/18/2020 HSBCB | 0.00% |
| EUR/USD 03/18/2020 RBSF | 0.00% |
| FSPC T-8 A9 IO 00.4169 11/15/2028 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1998-2 IO IO 01.0041 05/19/2027 | 0.00% |
| GSMPS 1998-3 IO IO 00.0000 09/19/2027 | 0.00% |
| GSMPS 1998-4 IO IO 00.0000 12/19/2026 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| JPY/USD 02/19/2020 JPMCB | 0.00% |
| JPY/USD 02/19/2020 UBS | 0.00% |
| LBUBS 2007-C2 XW IO 00.1634 02/15/2040 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| NOK/USD 03/18/2020 BANKAM | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 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 11MX3Y R 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 2WX10Y P 1.99 USD 01/13/2020 CI | 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% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.00% |
| WBCMT 2006-C29 IO IO 00.3056 11/15/2048 | 0.00% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.00% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 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.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 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| EUR/USD 03/18/2020 CITI | -0.00% |
| JPY/USD 02/19/2020 BANKAM | -0.00% |
| JPY/USD 02/19/2020 SSBT | -0.00% |
| SEK/USD 03/18/2020 JPMCB | -0.00% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.00% |
| 1.39 R ISWP NFIX3MID P 12/17/2024 | -0.00% |
| 1.70 R ISWP FWD US0003M P 03/18/2025 | -0.00% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | -0.00% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| CMB CMBX.NA.BB.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 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 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| FEDL01 P ISWP SOFRRATE R 12/05/2020 | -0.00% |
| GBP/USD 03/18/2020 UBS | -0.00% |
| GBP/USD 03/18/2020 WPAC | -0.00% |
| NOK/USD 03/18/2020 HSBCB | -0.00% |
| SEK/USD 03/18/2020 TDBK | -0.00% |
| SEK/USD 03/18/2020 UBS | -0.00% |
| 0.712 R ISWP FWD GBL6M P 09/18/2021 | -0.00% |
| 1.15 R ISWP NFIX3MID P 08/07/2021 | -0.00% |
| 1.36 R ISWP NFIX3MID P 12/18/2024 | -0.00% |
| 1.3625 R ISWP NFIX3MID P 12/13/2024 | -0.00% |
| CMB CMBX.NA.BB.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 JP | -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 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 BCAP-FX | -0.00% |
| FEDL01 P ISWP SOFRRATE R 11/29/2020 | -0.00% |
| GBP/USD 03/18/2020 HSBCB | -0.00% |
| GBP/USD 03/18/2020 SSBT | -0.00% |
| SEK/USD 03/18/2020 BANKAM | -0.00% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.00% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -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 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| SEK/USD 03/18/2020 GSFX | -0.00% |
| SEK/USD 03/18/2020 RBSF | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 03/18/2020 JPMCB | -0.00% |
| EUR/USD 03/18/2020 WPAC | -0.00% |
| GBP/USD 03/18/2020 GSFX | -0.00% |
| SWPTN 1MX10Y R 1.8 USD 01/13/2020 UB | -0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.00% |
| SWPTN 4WX10Y R 1.81875 USD 01/09/2020 GS | -0.00% |
| CAD/USD 01/15/2020 TDBK | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.400.09 P USL1M R 01/12/40 GS | -0.01% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.01% |
| SWPTN 5WX10Y P 1.868 USD 01/02/2020 MS | -0.01% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | -0.01% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | -0.01% |
| BRL/USD 02/04/2020 BANKAM | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| EUR/USD 03/18/2020 BANKAM | -0.01% |
| SEK/USD 03/18/2020 HSBCB | -0.01% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -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% |
| 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| SEK/USD 03/18/2020 SSBT | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CPTFEMU R 1.4 P 07/15/27 | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.01% |
| SWPTN 3MX10Y P 1.8055 USD 01/10/2020 TD | -0.01% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.02% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.02% |
| 1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021 | -0.02% |
| 2.00 R ISWP FWD CDOR03 P 03/18/2025 | -0.02% |
| SWPTN 3MX5Y P 1.999 USD 03/17/2020 CI | -0.02% |
| AUD/USD 01/15/2020 SSBT | -0.02% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.02% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.02% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | -0.02% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.02% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | -0.02% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.02% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | -0.02% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.02% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | -0.02% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.02% |
| IOS.FN30.350.14 P USL1M R 01/12/45 JP | -0.03% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.03% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | -0.03% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.03% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.03% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.03% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.03% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.03% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.03% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.03% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.03% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.03% |
| 1.60 R ISWP FWD US0003M P 12/18/2021 | -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% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.04% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.04% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.04% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.04% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.04% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.04% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.05% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.05% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.06% |
| UKRPI R 3.4425 P 07/15/49 | -0.06% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.06% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.07% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.07% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.07% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.08% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.08% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.08% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.09% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.11% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.11% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.11% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.12% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.14% |
| 1.30 R ISWP FWD US0003M P 12/18/2026 | -0.14% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.14% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | -0.16% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2050 | -0.18% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.28% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.29% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.29% |
| MBX.FN30.650.67 P USL1M R 01/12/38 CS | -0.29% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.38% |
| EURO-SCHATZ FUT MAR20 DUH0 | -1.09% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.11% |
| US 5YR NOTE (CBT) MAR20 FVH0 | -2.57% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | 15.27% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 01/01/2050 | 9.89% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2049 | 9.63% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 4.01% |
| US 2YR NOTE (CBT) MAR20 TUH0 | 2.30% |
| GNMA GII30 TBA 04.5000 12/01/2049 | 1.10% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.86% |
| APPLE INC 02.0000 05/06/2020 | 0.76% |
| MSBAM 2013-C10 E P/P 144A 04.2175 07/15/2046 | 0.69% |
| FNR 2017-74 SA IO 04.0420 10/25/2047 | 0.65% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.64% |
| FNR 2017-8 SB IO 04.3920 02/25/2047 | 0.64% |
| TREASURY BILL 00.0000 03/12/2020 | 0.61% |
| CWALT 2005-59 1A1 02.0536 11/20/2035 | 0.59% |
| SPST 2018-8 A 02.4080 02/24/2020 | 0.58% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.57% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.57% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.56% |
| GNMA GII30 TBA 04.0000 01/01/2050 | 0.54% |
| FHR 3852 NT 04.2346 05/15/2041 | 0.54% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.54% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.52% |
| TREASURY BILL 00.0000 04/02/2020 | 0.52% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2028 | 0.51% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.50% |
| ALPHABET INC 03.6250 05/19/2021 | 0.50% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.50% |
| SPST 2019-3 A 02.4080 06/24/2020 | 0.49% |
| SPST 2019-7 A 02.4080 09/24/2020 | 0.47% |
| SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP | 0.46% |
| JPMCC 2012-C8 D P/P 144A 04.8041 10/15/2045 | 0.44% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.44% |
| US ULTRA BOND CBT MAR20 WNH0 | 0.43% |
| DBUBS 2011-LC3A D P/P 144A 05.5120 08/10/2044 | 0.42% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2029 | 0.41% |
| WESTPAC BANKING CORP USD 02.6500 01/25/2021 | 0.40% |
| CAS 2016-C02 1B 13.9580 09/25/2028 | 0.40% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.39% |
| CWALT 2006-OA7 1A2 03.2664 06/25/2046 | 0.38% |
| MSBAM 2013-C10 F P/P 144A 04.2175 07/15/2046 | 0.37% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.36% |
| CITIBANK NA 03.0500 05/01/2020 | 0.36% |
| WFCM 2013-LC12 D P/P 144A 04.4199 07/15/2046 | 0.36% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.35% |
| BANK 2017-BNK9 XA IO 00.9538 11/15/2054 | 0.35% |
| STACR 2015-DNA3 B 11.0580 04/25/2028 | 0.35% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.34% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.34% |
| BACM 2005-1 B 05.6870 11/10/2042 | 0.34% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.34% |
| MEAD JOHNSON NUTRITION C 03.0000 11/15/2020 | 0.33% |
| FNR 2011-53 ST IO 04.2120 06/25/2041 | 0.33% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.32% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.32% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.32% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.31% |
| COMM 2014-CR17 C 04.9478 05/10/2047 | 0.31% |
| GNR 2016-H13 IK IO 02.6197 06/20/2066 | 0.31% |
| TREASURY BILL 00.0000 05/21/2020 | 0.31% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2030 | 0.31% |
| TREASURY BILL 00.0000 12/12/2019 | 0.31% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.31% |
| SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP | 0.31% |
| MSBAM 2013-C13 XA IO 01.1505 11/15/2046 | 0.30% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.30% |
| SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP | 0.30% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.30% |
| WFRBS 2012-C10 D P/P 144A 04.5825 12/15/2045 | 0.29% |
| GSMS 2014-GC22 C 04.8472 06/10/2047 | 0.29% |
| HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 | 0.29% |
| COMM 2013-CR11 XA IO 01.0964 08/10/2050 | 0.29% |
| WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046 | 0.29% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.28% |
| FNR 2013-130 SD IO 04.8920 01/25/2044 | 0.28% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.28% |
| HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 | 0.28% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.28% |
| WFRBS 2012-C7 D P/P 144A 04.9681 06/15/2045 | 0.28% |
| SCIENTIFIC GAMES TLB5 L+275 04.4516 08/14/2024 | 0.28% |
| BSCMS 2007-T26 AJ 05.5617 01/12/2045 | 0.27% |
| JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046 | 0.27% |
| PFIZER INC 01.7000 12/15/2019 | 0.27% |
| COMM 2014-CR17 D P/P 144A 05.0116 05/10/2047 | 0.27% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.26% |
| BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 | 0.26% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.26% |
| FNR 2016-60 LS IO 04.3920 09/25/2046 | 0.26% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.26% |
| GNR 2017-H06 BI IO 02.3313 02/20/2067 | 0.25% |
| GNR 2018-H05 AI IO 02.4162 02/20/2068 | 0.25% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.25% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.25% |
| FNR 2015-19 SA IO 04.4920 04/25/2045 | 0.25% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.25% |
| WFCM 2016-BNK1 XA IO 01.9075 08/15/2049 | 0.25% |
| FNR 2017-108 SA IO 04.4420 01/25/2048 | 0.25% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.24% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.24% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.24% |
| MORGAN STANLEY 02.7500 05/19/2022 | 0.24% |
| ORACLE CORP 02.5000 05/15/2022 | 0.24% |
| CAS 2015-C04 1M2 07.4080 04/25/2028 | 0.24% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.24% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.24% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.23% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.23% |
| CINEWORLD TLB L+225 03.9516 02/28/2025 | 0.23% |
| FNR 2016-88 SK IO 04.2920 12/25/2046 | 0.23% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.23% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.23% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.23% |
| MWST 2019-1 A 02.5080 06/25/2052 | 0.23% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.23% |
| STACR 2015-DNA1 B 10.9080 10/25/2027 | 0.23% |
| GNR 2015-H19 NI IO 01.9610 07/20/2065 | 0.22% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.22% |
| COMM 2015-LC21 XA IO 00.9073 07/10/2048 | 0.22% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.22% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.22% |
| LENNAR CORP 05.8750 11/15/2024 | 0.22% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.22% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.22% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.22% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.22% |
| GNR 2017-H16 BI IO 02.4239 08/20/2067 | 0.22% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.22% |
| GNR 2019-121 DS IO 04.3764 08/20/2049 | 0.21% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.2500 09/15/2022 | 0.21% |
| HELLENIC REPUBLIC REGS 03.4500 04/02/2024 | 0.21% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.21% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.21% |
| CAS 2016-C03 1B 13.4580 10/25/2028 | 0.21% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 | 0.21% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.21% |
| CAS 2016-C03 2M2 07.6080 10/25/2028 | 0.20% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.20% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.20% |
| CAS 2019-HRP1 M2 03.8580 11/25/2039 | 0.20% |
| SPST 2019-WL1 A 02.3580 08/25/2052 | 0.20% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.20% |
| TREASURY BILL 00.0000 04/16/2020 | 0.19% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.19% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.19% |
| GNR 2016-121 JS IO 04.3764 09/20/2046 | 0.19% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.19% |
| QUIKRETE TLB L+275 04.4516 11/15/2023 | 0.19% |
| US BANCORP 02.6250 01/24/2022 | 0.19% |
| WFRBS 2012-C10 E P/P 144A 04.5825 12/15/2045 | 0.19% |
| ADS WASTE TLB L+225 03.8481 11/10/2023 | 0.19% |
| JPMBB 2014-C24 XA IO 01.0790 11/15/2047 | 0.19% |
| HELLENIC REPUBLIC P/P REGS 03.3750 02/15/2025 | 0.19% |
| GNR 2018-91 SJ IO 04.5264 07/20/2048 | 0.18% |
| MWST 2018-W1 A 02.5580 11/25/2051 | 0.18% |
| STACR 2018-HQA1 B1 06.0580 09/25/2030 | 0.18% |
| FNR 2016-65 CS IO 04.3920 09/25/2046 | 0.18% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.18% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.18% |
| COMM 2013-CR13 E P/P 144A 05.0526 11/10/2046 | 0.18% |
| GOLDEN NUGGET TL L+275 04.6834 10/04/2023 | 0.18% |
| GNR 2016-H23 NI IO 02.1562 10/20/2066 | 0.18% |
| UBSBB 2013-C5 XA IO P/P 144A 01.0880 03/10/2046 | 0.18% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.18% |
| PPD TL L+250 04.2016 08/18/2022 | 0.18% |
| COMM 2014-CR20 XA IO 01.1790 11/10/2047 | 0.18% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.18% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.18% |
| CAS 2018-C03 1M2 03.8580 10/25/2030 | 0.18% |
| GNR 2015-H15 JI IO 02.0282 06/20/2065 | 0.18% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.18% |
| INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023 | 0.18% |
| BANK 2018-BN10 XA IO 00.8856 02/15/2061 | 0.18% |
| MESSER INDUST TLB L+250 04.6044 03/01/2026 | 0.18% |
| ALTICE USA TLB L+225 04.0154 01/15/2026 | 0.17% |
| CAS 2018-C02 2M2 03.9080 08/25/2030 | 0.17% |
| FNR 2011-4 CS 09.4840 05/25/2040 | 0.17% |
| JPMBB 2014-C25 D P/P 144A 04.0995 11/15/2047 | 0.17% |
| CARR 2006-NC2 A4 01.9480 06/25/2036 | 0.17% |
| SOUTHERN COPPER CORP USD 05.8750 04/23/2045 | 0.17% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.17% |
| GNR 2018-H13 NI IO 02.5722 08/20/2068 | 0.17% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.17% |
| STACR 2015-DNA2 B 09.2580 12/25/2027 | 0.17% |
| WIDEOPENWEST TLB L+325 04.9528 08/19/2023 | 0.17% |
| CGCMT 2014-GC19 D P/P 144A 05.2617 03/10/2047 | 0.17% |
| AHM 2007-1 GA1C 02.0128 05/25/2047 | 0.16% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.16% |
| WFCM 2014-LC16 XA IO 01.2736 08/15/2050 | 0.16% |
| COMM 2015-CR23 XA IO 01.0709 05/10/2048 | 0.16% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.16% |
| TRANSDIGM INC TLF L+250 04.2016 06/09/2023 | 0.16% |
| GNR 2015-H25 AI IO 01.6608 09/20/2065 | 0.16% |
| GNR 2018-H02 EI IO 02.4027 01/20/2068 | 0.16% |
| MSBAM 2013-C12 E P/P 144A 04.9247 10/15/2046 | 0.16% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.16% |
| GNR 2016-H02 BI IO 01.7854 11/20/2065 | 0.16% |
| IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 | 0.16% |
| JPMBB 2014-C18 C 04.9728 02/15/2047 | 0.16% |
| COMM 2014-CR19 XA IO 01.1910 08/10/2047 | 0.16% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.16% |
| GNR 2015-H25 EI IO 01.9079 10/20/2065 | 0.16% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.16% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.16% |
| TREASURY BILL 00.0000 05/07/2020 | 0.16% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.16% |
| CSAIL 2015-C1 D P/P 144A 03.9163 04/15/2050 | 0.16% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.16% |
| GNR 2015-H09 BI IO 01.7475 03/20/2065 | 0.16% |
| RESTAURANT BRANDS TLB L+175 03.5080 11/14/2026 | 0.16% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8756 11/15/2045 | 0.16% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.16% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.16% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.15% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.15% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.15% |
| SPST 2019-11 A 02.4580 10/24/2020 | 0.15% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.15% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.15% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.15% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.15% |
| CMLTI 2007-AMC3 A2D 02.0580 03/25/2037 | 0.15% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.15% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.15% |
| STACR 2016-DNA1 B 11.7080 07/25/2028 | 0.15% |
| STARS GROUP TLB L+350 05.6044 07/10/2025 | 0.15% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.15% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.15% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.15% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.15% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.15% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.15% |
| GNR 2010-125 SD IO 04.9175 01/16/2040 | 0.15% |
| RALI 2006-QO5 1A1 01.9230 05/25/2046 | 0.15% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.15% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.15% |
| MSBAM 2014-C14 C 05.0993 02/15/2047 | 0.15% |
| PFIZER INC 01.9500 06/03/2021 | 0.15% |
| PNC BANK NA 02.0000 05/19/2020 | 0.15% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.15% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.15% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.15% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.15% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.15% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.15% |
| COMM 2014-UBS6 XA IO 01.0469 12/10/2047 | 0.15% |
| MSC 2016-UB12 XA IO 00.9174 12/15/2049 | 0.15% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.15% |
| FHR 4922 SB IO 04.2846 04/25/2049 | 0.14% |
| CSC HOLDINGS TLB L+225 04.0154 07/17/2025 | 0.14% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.14% |
| CALPINE CONS FIN TL L+250 04.2016 01/15/2025 | 0.14% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.14% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.14% |
| CWALT 2005-27 1A1 02.5571 08/25/2035 | 0.14% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.14% |
| JPMCC 2013-C10 XA IO 01.1202 12/15/2047 | 0.14% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.14% |
| UBSCM 2017-C7 XA IO 01.2121 12/15/2050 | 0.14% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.14% |
| MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 | 0.14% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.14% |
| FNR 2018-86 DS IO 04.3920 12/25/2048 | 0.14% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.14% |
| WFRBS 2011-C4 D P/P 144A 05.3964 06/15/2044 | 0.14% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.14% |
| CALPINE CORP P/P 144A 06.0000 01/15/2022 | 0.13% |
| GNR 2016-77 SC IO 04.3764 10/20/2045 | 0.13% |
| WFCM 2013-LC12 C 04.4199 07/15/2046 | 0.13% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.13% |
| CHARTER COMM TLB2 L+175 03.6391 02/01/2027 | 0.13% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.13% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.13% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.13% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.13% |
| FNR 2016-83 BS IO 04.3920 11/25/2046 | 0.13% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.13% |
| MSBAM 2014-C15 D P/P 144A 05.0733 04/15/2047 | 0.13% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.13% |
| CSAIL 2015-C1 XA IO 01.0029 04/15/2050 | 0.13% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.13% |
| MSBAM 2015-C26 XA IO 01.1758 10/15/2048 | 0.13% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.13% |
| BRAND ENERGY TL L+425 06.2356 06/21/2024 | 0.13% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.13% |
| RACKSPACE HOSTING INC L+300 04.9021 11/03/2023 | 0.13% |
| WFCM 2015-NXS3 B 04.6362 09/15/2057 | 0.13% |
| GNR 2016-H22 AI IO 02.0867 10/20/2066 | 0.12% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.12% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.12% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.12% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.12% |
| BERRY PLASTICS TLW L+200 03.9403 10/01/2022 | 0.12% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2026 | 0.12% |
| AES CORP/THE 05.1250 09/01/2027 | 0.12% |
| TREASURY BILL 00.0000 01/02/2020 | 0.12% |
| UNIVISION TLC5 L+275 04.4516 03/15/2024 | 0.12% |
| GSMS 2014-GC18 XA IO 01.1835 01/10/2047 | 0.12% |
| HELLENIC REPUBLIC REGS 03.9000 01/30/2033 | 0.12% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.12% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.12% |
| GSMS 2015-GC30 XA IO 00.9477 05/10/2050 | 0.12% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.12% |
| UBSC 2011-C1 D P/P 144A 06.2521 01/10/2045 | 0.12% |
| GATES GLOBAL TLB L+275 04.4516 03/31/2024 | 0.12% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.12% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| CGCMT 2014-GC19 X IO 01.3232 03/10/2047 | 0.11% |
| GNR 2015-H28 DI IO 01.6094 08/20/2065 | 0.11% |
| MSBAM 2012-C6 D P/P 144A 04.7614 11/15/2045 | 0.11% |
| HILTON TLB L+175 03.4580 06/21/2026 | 0.11% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.11% |
| GNR 2016-H08 AI IO 02.0502 08/20/2065 | 0.11% |
| VICI PROPERTIES TL L+200 03.7156 12/22/2024 | 0.11% |
| WAMU 2005-AR14 1A2 03.8601 12/25/2035 | 0.11% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.11% |
| HVMLT 2005-2 1A 02.2533 05/19/2035 | 0.11% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.11% |
| GNR 2014-H14 CI IO 01.6298 07/20/2064 | 0.11% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.11% |
| CFCRE 2016-C4 XA IO 01.8723 05/10/2058 | 0.11% |
| CMLTI 2007-AR5 1A1A 04.6025 04/25/2037 | 0.11% |
| LENNAR CORP 04.7500 11/15/2022 | 0.10% |
| ELDORADO RESORTS TLB L+225 04.0073 04/17/2024 | 0.10% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.10% |
| GFL ENVIRONMENTAL TLB L+300 04.7016 05/31/2025 | 0.10% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.10% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.10% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.10% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.10% |
| CWALT 2006-OA10 2A1 01.8980 08/25/2046 | 0.10% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.10% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.10% |
| GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047 | 0.10% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.10% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% |
| GNR 2015-H10 EI IO 01.6717 04/20/2065 | 0.10% |
| COMM 2015-CR22 XA IO 01.0856 03/10/2048 | 0.10% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.10% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.10% |
| GNR 2017-H03 DI IO 02.0421 12/20/2066 | 0.10% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2036 | 0.10% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.10% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.09% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.09% |
| DISH DBS CORP 05.1250 05/01/2020 | 0.09% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.09% |
| WAMU 2005-AR10 1A3 04.1661 09/25/2035 | 0.09% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% |
| GNR 2015-H18 IA IO 01.8844 06/20/2065 | 0.09% |
| CAS 2017-C02 2B1 07.2080 09/25/2029 | 0.09% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.09% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.09% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.09% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.09% |
| MSC 2012-C4 E P/P 144A 05.6000 03/15/2045 | 0.09% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.09% |
| GNR 2017-H11 NI IO 02.2457 05/20/2067 | 0.09% |
| KINROSS GOLD CORP USD 05.9500 03/15/2024 | 0.09% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.09% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.08% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.08% |
| JPMCC 2007-CB20 E P/P 144A 06.3895 02/12/2051 | 0.08% |
| JPMORGAN CHASE & CO 02.2500 01/23/2020 | 0.08% |
| SPRINT TLB L+250 04.2500 02/03/2024 | 0.08% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.08% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.08% |
| CFCRE 2011-C2 D P/P 144A 05.9326 12/15/2047 | 0.08% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.08% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.08% |
| CGCMT 2014-GC21 X IO 01.3450 05/10/2047 | 0.08% |
| CWALT 2006-OA7 1A1 03.0460 06/25/2046 | 0.08% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.08% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.08% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.08% |
| SAMI 2006-AR7 A1A 01.9180 08/25/2036 | 0.08% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.08% |
| CENTURYLINK TLB L+275 05.2724 01/31/2025 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.08% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| TREASURY BILL 00.0000 02/20/2020 | 0.08% |
| CAS 2018-C05 1M2 04.0580 01/25/2031 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| MSBAM 2013-C10 D P/P 144A 04.2175 07/15/2046 | 0.08% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.08% |
| NETFLIX INC 05.5000 02/15/2022 | 0.08% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.08% |
| SAMI 2007-AR1 2A1 01.8880 01/25/2037 | 0.08% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.08% |
| TREASURY BILL 00.0000 12/05/2019 | 0.08% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.08% |
| INFOR TLB6 L+275 04.8544 02/01/2022 | 0.08% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.07% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.07% |
| TREASURY BILL 00.0000 04/09/2020 | 0.07% |
| CAS 2018-C06 2M2 03.8080 03/25/2031 | 0.07% |
| CAS 2019-R02 1M2 04.0080 08/25/2031 | 0.07% |
| CGCMT 2013-GC17 X IO 01.1903 11/10/2046 | 0.07% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.07% |
| GRIFOLS TLB L+200 03.7996 11/08/2027 | 0.07% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.07% |
| CWHL 2005-3 1A1 02.3280 04/25/2035 | 0.07% |
| WESTERN DIGITAL TLB L+175 03.4516 04/29/2023 | 0.07% |
| APPLE INC 02.8500 05/06/2021 | 0.07% |
| COMM 2014-LC15 XA IO 01.2685 04/10/2047 | 0.07% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.07% |
| GSAA 2005-15 2A2 01.9580 01/25/2036 | 0.07% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| WERNER TLB L+400 05.7016 07/24/2024 | 0.07% |
| WFRBS 2012-C10 C 04.5175 12/15/2045 | 0.07% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.07% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.07% |
| HUSKY TLB L+300 04.7016 03/28/2025 | 0.07% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.07% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% |
| CAS 2017-C05 1B1 05.3080 01/25/2030 | 0.07% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.07% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.07% |
| JPALT 2007-A2 12A1 02.0228 06/25/2037 | 0.07% |
| COMM 2012-CR3 E P/P 144A 04.9101 10/15/2045 | 0.07% |
| WFRBS 2011-C4 E P/P 144A 05.3964 06/15/2044 | 0.07% |
| GNR 2017-H14 DI IO 01.7529 06/20/2067 | 0.06% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| GNR 2017-H02 BI IO 02.3175 01/20/2067 | 0.06% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.06% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.06% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.06% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.06% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.06% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.06% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.06% |
| GNR 2011-H15 AI IO 01.5733 06/20/2061 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.06% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2031 | 0.06% |
| STACR 2017-DNA2 B1 06.8580 10/25/2029 | 0.06% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.06% |
| GNR 2011-H08 GI IO 01.3145 03/20/2061 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| JPMBB 2014-C19 XA IO 00.9088 04/15/2047 | 0.06% |
| JPMCC 2012-LC9 D P/P 144A 04.5825 12/15/2047 | 0.06% |
| ORTHO-CLINICAL TLB L+325 05.3064 06/01/2025 | 0.06% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.06% |
| CAS 2017-C06 1M2 04.3580 02/25/2030 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.06% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.06% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.06% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.06% |
| STACR 2018-HQA1 M2 04.0080 09/25/2030 | 0.06% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.06% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.06% |
| GNR 2011-17 S IO 04.3264 02/20/2041 | 0.06% |
| STACR 2016-HQA2 M3B 06.8580 11/25/2028 | 0.06% |
| CAS 2019-R01 2M2 04.1580 07/25/2031 | 0.05% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.05% |
| CPTFEMU P 1.71 R 07/15/37 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.05% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.05% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.05% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9355 09/10/2045 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.05% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.05% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.05% |
| ATOTECH TLB1 L+300 05.1044 01/31/2024 | 0.05% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.05% |
| -0.35 R ISWP FWD EUR006M P 12/18/2024 | 0.05% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.05% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.05% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.05% |
| STACR 2016-HQA1 M3 08.0580 09/25/2028 | 0.05% |
| COMM 2014-UBS4 XA IO 01.2642 08/10/2047 | 0.05% |
| FHR 2990 LB 12.4335 06/15/2034 | 0.05% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2027 | 0.05% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.05% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.05% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.05% |
| STACR 2019-DNA1 M2 04.3580 01/25/2049 | 0.04% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% |
| TRANSDIGM INC TLE 04.2016 05/30/2025 | 0.04% |
| CAS 2018-C01 1M2 03.9580 07/25/2030 | 0.04% |
| GNR 2016-H11 HI IO 02.0997 01/20/2066 | 0.04% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.04% |
| UKRPI P 3.665 R 12/15/28 | 0.04% |
| VISTRA ENERGY TLB3 L+175 03.4639 12/01/2025 | 0.04% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.04% |
| CAS 2015-C01 1M2 06.0080 02/25/2025 | 0.04% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| MEREDITH TLB L+275 04.4516 01/31/2025 | 0.04% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.04% |
| WAMU 2005-AR13 A1C3 02.1980 10/25/2045 | 0.04% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.04% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.04% |
| CWALT 2006-OA10 4A1 01.8980 08/25/2046 | 0.04% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.04% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.04% |
| STACR 2019-DNA2 M2 04.1580 03/25/2049 | 0.04% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4670 05/10/2063 | 0.04% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.04% |
| CAS 2014-C03 2M2 04.6080 07/25/2024 | 0.04% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8680 11/15/2044 | 0.04% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.04% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.03% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | 0.03% |
| FNR 2007-53 SP 17.9373 06/25/2037 | 0.03% |
| GNR 2013-99 VS IO 04.3375 07/16/2043 | 0.03% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.03% |
| DIVERSEY TL L+300 04.9270 09/06/2024 | 0.03% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.03% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.03% |
| CWALT 2006-45T1 2A7 02.0480 02/25/2037 | 0.03% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.03% |
| GNMA 10000 BO5417 05.0000 06/20/2049 | 0.03% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.03% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.03% |
| 1.50 R ISWP US0003M P 09/30/2024 | 0.03% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.03% |
| MERCK & CO INC 01.8500 02/10/2020 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| MSC 2012-C4 XA IO P/P 144A 02.2543 03/15/2045 | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.02% |
| DEXCOM INC CV 00.7500 12/01/2023 | 0.02% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.02% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.02% |
| PRICELINE GRO CV 00.9000 09/15/2021 | 0.02% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2032 | 0.02% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.02% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% |
| 1.4925 R ISWP US0003M P 10/04/2029 | 0.02% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.02% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.02% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.02% |
| CAS 2015-C01 2M2 06.2580 02/25/2025 | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| FHR 3249 PS 16.4492 12/15/2036 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% |
| TREASURY BILL 00.0000 04/23/2020 | 0.02% |
| TREASURY BILL 00.0000 05/14/2020 | 0.02% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNR 2005-75 GS 15.1260 08/25/2035 | 0.02% |
| FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 | 0.02% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.02% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.02% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.02% |
| 0.05 R ISWP FWD SES3M P 12/18/2024 | 0.02% |
| 1.00 R ISWP FWD NFIX3MID P 12/18/2024 | 0.02% |
| 1.53 R ISWP US0003M P 10/01/2024 | 0.02% |
| ASCENT RESOURCES TLB L+650 08.2625 03/30/2023 | 0.02% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| GNR 2019-78 SJ IO 04.3264 06/20/2049 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2033 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| STACR 2018-HQA2 M2 04.0080 10/25/2048 | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.02% |
| CAS 2015-C02 2M2 05.7080 05/25/2025 | 0.02% |
| CHEGG INC P/P 144A CV 00.1250 03/15/2025 | 0.02% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.02% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.02% |
| FHR 2976 LC 17.9469 05/15/2035 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| GBP/USD CALL 1.33 20200123 BANKAM | 0.02% |
| GNMA 10000 BO6603 05.0000 07/20/2049 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2025 | 0.02% |
| INPHI CORP CV 00.7500 09/01/2021 | 0.02% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
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| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.01% |
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| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
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| AUD/USD 01/15/2020 SSBT | 0.01% |
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| UKRPI P 3.4025 R 03/15/28 | 0.01% |
| 1.85 R ISWP FWD CDOR03 P 12/18/2029 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.00% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
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| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 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 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| 1.30 R ISWP FWD AUDBB6M P 12/18/2029 | 0.00% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.00% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.00% |
| 1.6785 R ISWP US0003M P 10/22/2029 | 0.00% |
| 1.6875 R ISWP CDOR03 P 10/09/2029 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
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| GBP/USD 12/18/2019 HSBCB | 0.00% |
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| 1.70 R ISWP FWD US0003M P 12/18/2029 | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
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| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
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| 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 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% |
| CSFB 2003-C3 AX IO P/P 144A 02.2093 05/15/2038 | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| NZD/USD 01/15/2020 UBS | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP | 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% |
| 1.6675 R ISWP US0003M P 12/31/2029 | 0.00% |
| AUD/USD 01/15/2020 WPAC | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 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.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 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% |
| EUR/USD 12/18/2019 CITI | 0.00% |
| FNW 1998-W5 X IO 00.7183 07/25/2028 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 02/19/2020 SSBT | 0.00% |
| UKRPI P 3.3875 R 03/15/28 | 0.00% |
| 1.15 R ISWP NFIX3MID P 08/07/2021 | 0.00% |
| AUD/USD 01/15/2020 GSFX | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 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 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% |
| CZK/USD 12/18/2019 BANKAM | 0.00% |
| EUR/NOK PUT 9.85 20200121 GSFX | 0.00% |
| EUR/USD 12/18/2019 SSBT | 0.00% |
| EUR/USD 12/18/2019 WPAC | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2818 10/25/2043 | 0.00% |
| JPY/USD 02/19/2020 JPMCB | 0.00% |
| UKRPI P 3.34 R 02/15/28 | 0.00% |
| VICI PROP 1 / VICI FC 08.0000 10/15/2023 | 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% |
| 1.60 R ISWP FWD US0003M P 12/18/2024 | 0.00% |
| 1.618 R ISWP US0003M P 11/08/2024 | 0.00% |
| BACM 2007-1 XW IO 00.4018 01/15/2049 | 0.00% |
| BRL/USD 02/04/2020 CITI | 0.00% |
| CAD/USD 01/15/2020 HSBCB | 0.00% |
| CAD/USD 01/15/2020 TDBK | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| 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% |
| EUR/USD 12/18/2019 BANKAM | 0.00% |
| EUR/USD 12/18/2019 BCAP-FX | 0.00% |
| EUR/USD 12/18/2019 HSBCB | 0.00% |
| FEDL01 P ISWP SOFRRATE R 11/29/2020 | 0.00% |
| FSPC T-8 A9 IO 00.4276 11/15/2028 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1998-2 IO IO 01.0041 05/19/2027 | 0.00% |
| GSMPS 1998-3 IO IO 00.0000 09/19/2027 | 0.00% |
| GSMPS 1998-4 IO IO 00.0000 12/19/2026 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3551 02/15/2040 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| NOK/USD 12/18/2019 BANKAM | 0.00% |
| NOK/USD 12/18/2019 RBSF | 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% |
| 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 3.381 R 11/15/24 | 0.00% |
| UKRPI P 3.385 R 11/15/24 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4760 11/15/2048 | 0.00% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.00% |
| CAD/USD 01/15/2020 BCAP-FX | -0.00% |
| CHF/USD 12/18/2019 JPMCB | -0.00% |
| CLP/USD 01/15/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 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 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 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 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| GBP/USD 12/18/2019 GSFX | -0.00% |
| NOK/USD 03/18/2020 GSFX | -0.00% |
| NOK/USD 03/18/2020 SSBT | -0.00% |
| NZD/USD 01/15/2020 HSBCB | -0.00% |
| NZD/USD 01/15/2020 SSBT | -0.00% |
| SEK/USD 12/18/2019 JPMCB | -0.00% |
| SWPTN 5WX10Y P 1.868 USD 01/02/2020 MS | -0.00% |
| UKRPI P 3.34 R 03/15/28 | -0.00% |
| 0.712 R ISWP FWD GBL6M P 09/18/2021 | -0.00% |
| 1.75 R ISWP FWD NOKOIB6M P 12/18/2024 | -0.00% |
| AUD/USD 01/15/2020 HSBCB | -0.00% |
| CMB CMBX.NA.BB.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.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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% |
| CPURNSA R 1.71 P 11/21/24 | -0.00% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -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 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 12/18/2019 JPMCB | -0.00% |
| SEK/USD 12/18/2019 BANKAM | -0.00% |
| SEK/USD 12/18/2019 HSBCB | -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% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.00% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.00% |
| 1.60 R ISWP FWD US0003M P 12/18/2021 | -0.00% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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% |
| NZD/USD 01/15/2020 CITI | -0.00% |
| SEK/USD 12/18/2019 RBSF | -0.00% |
| SEK/USD 12/18/2019 SSBT | -0.00% |
| SWPTN 1MX10Y P 1.8675 USD 12/27/2019 GS | -0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.00% |
| 1.6805 R ISWP US0003M P 11/06/2029 | -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 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% |
| SWPTN 1MX10Y R 1.586 USD 12/23/2019 JP | -0.00% |
| SWPTN 5WX10Y R 1.598 USD 01/02/2020 MS | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.01% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -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% |
| IOS.FN30.400.09 P USL1M R 01/12/40 GS | -0.01% |
| NOK/USD 12/18/2019 BCAP-FX | -0.01% |
| NZD/USD 01/15/2020 BCAP-FX | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -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% |
| NZD/USD 01/15/2020 GSFX | -0.01% |
| 1.7575 R ISWP US0003M P 10/30/2029 | -0.01% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| GBP/USD CALL 1.36 20200123 BANKAM | -0.01% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.01% |
| -0.65 R ISWP FWD CHL6M P 12/18/2024 | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 1.80 R ISWP FWD CDOR03 P 12/18/2024 | -0.01% |
| CAD/USD 01/15/2020 SSBT | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 1MX10Y R 1.6675 USD 12/27/2019 GS | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| -0.35 R ISWP FWD CHL6M P 12/18/2029 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| NZD/USD 01/15/2020 JPMCB | -0.01% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | -0.01% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | -0.01% |
| 1.6428 R ISWP US0003M P 11/04/2029 | -0.01% |
| 1.8356 R ISWP US0003M P 11/12/2029 | -0.01% |
| 1.8358 R ISWP US0003M P 11/12/2029 | -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% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 1.92276 R ISWP US0003M P 11/08/2049 | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NOK/USD 12/18/2019 GSFX | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.02% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | -0.02% |
| 1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021 | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| 0.75 R ISWP FWD GBL6M P 12/18/2024 | -0.02% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.02% |
| 1.675 R ISWP US0003M P 10/04/2049 | -0.02% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.02% |
| SWPTN 2YX5Y R 1.3 USD 08/27/2021 UB | -0.02% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.03% |
| IOS.FN30.350.14 P USL1M R 01/12/45 JP | -0.03% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% |
| SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP | -0.03% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.03% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.03% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.03% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.04% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.04% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.04% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.04% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.04% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% |
| 1.529 R ISWP US0003M P 10/04/2029 | -0.04% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.04% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.04% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.05% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.05% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.05% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.05% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.05% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.05% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.05% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.05% |
| SWPTN 2YX5Y P 1.3 USD 08/27/2021 UB | -0.05% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.05% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.05% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.06% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.06% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.06% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.06% |
| UKRPI R 3.4425 P 07/15/49 | -0.06% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.07% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.07% |
| 1.30 R ISWP FWD US0003M P 12/18/2026 | -0.09% |
| 1.396 R ISWP US0003M P 10/04/2024 | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.10% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.11% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.11% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.11% |
| SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP | -0.12% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.12% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.14% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.14% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.14% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.15% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.17% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2049 | -0.18% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.22% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.28% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.30% |
| MBX.FN30.650.67 P USL1M R 01/12/38 CS | -0.30% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.34% |
| SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP | -0.37% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.39% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.14% |
| EURO-SCHATZ FUT DEC19 DUZ9 | -1.23% |
| US 5YR NOTE (CBT) MAR20 FVH0 | -2.60% |
Fixed income statistics as of 02/29/20
| Average effective maturity | 4.40 yrs. |
|---|---|
| Average effective duration | 0.86 yrs. |
| Average yield to maturity | 3.53% |
| Average coupon | 4.59% |
Sector weightings as of 02/29/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 0.23% | 0.01 | 40.65% | 1.27 | 40.88% | 1.28 |
| Commercial MBS | 14.19% | 0.40 | 7.37% | 0.09 | 21.56% | 0.49 |
| Agency CMO | 16.51% | 0.57 | 0.33% | 0.01 | 16.84% | 0.58 |
| Investment-grade corporate bonds | 14.92% | 0.27 | 0.00% | 0.00 | 14.92% | 0.27 |
| High-yield corporate bonds | 9.05% | 0.26 | 0.00% | 0.00 | 9.05% | 0.26 |
| Residential MBS (non-agency) | 6.75% | 0.31 | 0.00% | 0.00 | 6.75% | 0.31 |
| Bank loans | 6.21% | 0.28 | 0.00% | 0.00 | 6.21% | 0.28 |
| Emerging-market bonds | 6.02% | 0.41 | 0.00% | 0.00 | 6.02% | 0.41 |
| Asset-backed securities (ABS) | 2.59% | 0.03 | 0.00% | 0.00 | 2.59% | 0.03 |
| Convertible securities | 0.95% | 0.02 | 0.00% | 0.00 | 0.95% | 0.02 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -0.95 | 0.00% | -0.95 |
| International Treasury/agency | 0.00% | 0.00 | 0.00% | -0.02 | 0.00% | -0.02 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 0.02 | 0.00% | 0.02 |
| Net cash | 22.58% | 0.00 | 0.00% | 0.00 | 22.58% | 0.00 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Maturity detail as of 02/29/20
| 0 - 1 yr. | -8.24% |
|---|---|
| 1 - 5 yrs. | 88.35% |
| 5 - 10 yrs. | 17.49% |
| 10 - 15 yrs. | 0.76% |
| Over 15 yrs. | 1.64% |
Quality rating as of 02/29/20
| AAA | 58.66% |
|---|---|
| AA | 10.44% |
| A | 6.43% |
| BBB | 12.55% |
| BB | 14.90% |
| B | 6.23% |
| CCC and Below | 3.16% |
| Not Rated | -12.37% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Allocation of assets among fixed-income strategies and sectors may hurt performance. 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. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. 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. Unlike bonds, funds that invest in bonds have fees and expenses. 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 when interest rates decline and decline in value more when interest rates rise. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. The fund may not achieve its goal, and it is not intended to be a complete investment program. 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. The fund's efforts to produce lower-volatility returns may not be successful and may make it more difficult at times for the fund to achieve its targeted return. Under certain market conditions, the fund may accept greater-than-typical volatility to seek its targeted return. You can lose money by investing in the fund. The fund’s prospectus lists additional risks.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country allocation as of 02/29/20
| United States | 89.20% |
|---|---|
| Canada | 1.46% |
| Australia | 1.20% |
| Mexico | 0.94% |
| Brazil | 0.77% |
| France | 0.72% |
| United Kingdom | 0.64% |
| Indonesia | 0.55% |
| Uruguay | 0.55% |
| Other | 3.97% |
1
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| Total expense ratio | 0.87% | 1.07% | 1.62% | 1.12% | 0.62% | 0.62% |
| What you pay | 0.87% | 1.07% | 1.62% | 1.12% | 0.62% | 0.62% |
Sales charge
| Breakpoint | Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| $0-$49,999 | 2.25% / 2.00% | 0.00% / 1.00% | 0.00% / 1.00% | -- | -- | -- |
| $50,000-$99,999 | 2.25% / 2.00% | 0.00% / 1.00% | 0.00% / 1.00% | -- | -- | -- |
| $100,000-$249,999 | 1.75% / 1.50% | -- | 0.00% / 1.00% | -- | -- | -- |
| $250,000-$499,999 | 1.25% / 1.00% | -- | 0.00% / 1.00% | -- | -- | -- |
| $500,000-$999,999 | 0.00% / 1.00% | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 1.00% | 1.00% | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 1.00% | 1.00% | -- | -- | -- |
| 2 yrs. | 0.00% | 0.50% | 0.00% | -- | -- | -- |
| 3 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 4 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 5 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 6 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 7+ yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.50% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $500,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
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.
Each fund seeks to earn a positive total return that exceeds the rate of inflation by a targeted amount over a reasonable period of time regardless of market conditions. There can be no assurance that a fund will meet its objective. The fund is not intended to outperform stocks and bonds during strong market rallies. Consult your financial advisor to determine which fund fits into your investment goals and time horizon.
Consider these risks before investing: Allocation of assets among fixed-income strategies and sectors may hurt performance. 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. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. 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. Unlike bonds, funds that invest in bonds have fees and expenses. 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 when interest rates decline and decline in value more when interest rates rise. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. The fund may not achieve its goal, and it is not intended to be a complete investment program. 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. The fund's efforts to produce lower-volatility returns may not be successful and may make it more difficult at times for the fund to achieve its targeted return. Under certain market conditions, the fund may accept greater-than-typical volatility to seek its targeted return. You can lose money by investing in the fund. The fund’s prospectus lists additional risks.
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.