Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
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
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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) |
$9.36 0.11% | $0.01 |
| 52-week high | $9.90 (12/16/19) |
| 52-week low | $8.69 (03/23/20) |
Yield
| Distribution rate before sales charge as of 09/29/20 |
3.46% |
|---|---|
| Distribution rate after sales charge as of 09/29/20 |
3.46% |
| 30-day SEC yield as of 08/31/20 | 0.81% |
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)
2.31%
Average 5-year annualized return
Fund facts as of 08/31/20
Total net assets
$502.72M
$502.72M
Turnover (fiscal year end)
632%
632%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1319
1319
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
Co-Chief Investment Officer, Fixed Income
Portfolio Manager
Co-Chief Investment Officer, Fixed Income
Co-Head of Fixed Income
Literature
Performance
Total return (%) as of 06/30/20
Annual performance as of 06/30/20
Annualized Total return (%) as of 06/30/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 0.48% | 2.69% | 2.63% | 2.31% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 1.71% | 1.80% | 1.22% | 0.66% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 08/31/20 | 0.07% | - | |
| YTD as of 09/29/20 | -2.52% | - | |
Yield
| Distribution rate before sales charge as of 09/29/20 |
3.46% |
|---|---|
| Distribution rate after sales charge as of 09/29/20 |
3.46% |
| 30-day SEC yield as of 08/31/20 | 0.81% |
Volatility as of 08/31/20
| Standard deviation (3 yrs.) | 5.07% |
|---|
Morningstar Ratings™ as of 08/31/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 272 | |
| 3 yrs. | 272 | |
| 5 yrs. | 243 | |
| 10 yrs. | 88 |
Distributions
| Record/Ex dividend date | 09/17/20 |
|---|---|
| Payable date | 09/21/20 |
| 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.
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Net cash | 13.14% |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | 7.14% |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2050 | 5.94% |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2050 | 5.30% |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2050 | 4.40% |
| Fnma Fn30 Tba Umbs 02.0000 10/01/2050 | 3.89% |
| Fnma Fn30 Tba Umbs 02.0000 09/01/2050 | 3.49% |
| Fnma Fn30 Tba Umbs 03.0000 09/01/2050 | 1.47% |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | 0.85% |
| Fnma Fn30 Tba Umbs 03.0000 10/01/2050 | 0.84% |
| Top 10 holdings, percent of portfolio | 46.46% |
| Top 10 holdings as of 08/31/20 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 02.0000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 02.0000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 09/01/2050 | |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | |
| Fnma Fn30 Tba Umbs 03.0000 10/01/2050 | |
| Holdings represent 46.46% of portfolio | |
| Top 10 holdings as of 07/31/20 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 08/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 08/01/2050 | |
| Fnma Fn30 Tba Umbs 02.0000 09/01/2050 | |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | |
| Fnma Fn30 Tba Umbs 02.0000 08/01/2050 | |
| Holdings represent 45.79% of portfolio | |
| Top 10 holdings as of 06/30/20 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 08/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | |
| Stacr 2016-Dna3 M3 05.1845 12/25/2028 | |
| Fnr 2017-74 Io 05.5655 10/25/2047 | |
| Saudi Intl Bond P/P 144a 02.9000 10/22/2025 | |
| Holdings represent 46.03% of portfolio | |
| Top 10 holdings as of 05/31/20 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2050 | |
| Gnma Gii30 Tba 04.5000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | |
| Stacr 2016-Dna3 M3 05.1683 12/25/2028 | |
| Holdings represent 48.54% of portfolio | |
| FNMA FN30 TBA UMBS 04.0000 09/01/2050 | 11.24% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 09/01/2050 | 8.60% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.90% |
| FNMA FN30 TBA UMBS 02.0000 10/01/2050 | 3.68% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2050 | 3.49% |
| T 2.25 R 0.225 P 09/10/20 JP | 3.17% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2050 | 2.94% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2050 | 1.47% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2050 | 1.47% |
| TREASURY BILL 00.0000 11/05/2020 | 1.27% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.84% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.82% |
| ORACLE CORP 03.6250 07/15/2023 | 0.80% |
| STACR 2016-DNA3 M3 05.1751 12/25/2028 | 0.78% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.75% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.73% |
| FNR 2017-74 SA IO 05.5749 10/25/2047 | 0.72% |
| FNR 2017-8 SB IO 05.9249 02/25/2047 | 0.71% |
| FNMA FN30 TBA UMBS 04.5000 09/01/2050 | 0.64% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.64% |
| GNMA GII30 TBA 04.0000 09/01/2050 | 0.64% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.63% |
| MSBAM 2013-C10 E P/P 144A 04.2182 07/15/2046 | 0.59% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.58% |
| ALPHABET INC 03.6250 05/19/2021 | 0.56% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.55% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.54% |
| FHR 3852 NT 05.8381 05/15/2041 | 0.53% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.52% |
| TREASURY BILL 00.0000 09/17/2020 | 0.52% |
| SPST 2020-2 A 01.0043 03/26/2021 | 0.51% |
| 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% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.48% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.48% |
| WESTPAC BANKING CORP USD 02.6500 01/25/2021 | 0.46% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.46% |
| TREASURY BILL 00.0000 10/15/2020 | 0.46% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.45% |
| CWALT 2005-59 1A1 00.4880 11/20/2035 | 0.44% |
| STACR 2014-HQ2 M3 03.9251 09/25/2024 | 0.44% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.43% |
| DBUBS 2011-LC3A D P/P 144A 05.5128 08/10/2044 | 0.42% |
| BANK 2017-BNK9 XA IO 00.9465 11/15/2054 | 0.42% |
| JPMCC 2012-C8 D P/P 144A 04.8262 10/15/2045 | 0.40% |
| FNR 2011-53 ST IO 05.7449 06/25/2041 | 0.40% |
| CAS 2014-C01 M2 04.5751 01/25/2024 | 0.38% |
| MEAD JOHNSON NUTRITION C 03.0000 11/15/2020 | 0.38% |
| CAS 2016-C02 1B 12.4251 09/25/2028 | 0.36% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.36% |
| CWALT 2006-OA7 1A2 02.1107 06/25/2046 | 0.36% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.36% |
| TREASURY BILL 00.0000 11/19/2020 | 0.36% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.36% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.35% |
| COMM 2014-CR17 C 04.9451 05/10/2047 | 0.35% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.34% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.34% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.34% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.34% |
| STACR 2015-DNA3 B 09.5251 04/25/2028 | 0.34% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.34% |
| GNR 2016-H13 IK IO 02.6307 06/20/2066 | 0.34% |
| BANK 2018-BN10 XA IO 00.8793 02/15/2061 | 0.34% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.34% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.33% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.33% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.32% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.32% |
| QUIKRETE TLB L+250 04.1594 02/01/2027 | 0.32% |
| TREASURY BILL 00.0000 10/27/2020 | 0.32% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.32% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.32% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.31% |
| FNR 2016-60 LS IO 05.9249 09/25/2046 | 0.31% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.30% |
| GFL ENVIRONMENTAL TLB L+300 04.0000 05/31/2025 | 0.30% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.30% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.30% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.30% |
| TREASURY BILL 00.0000 10/08/2020 | 0.30% |
| GSMS 2014-GC22 C 04.8466 06/10/2047 | 0.30% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.29% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.29% |
| JPMBB 2013-C12 B 04.2362 07/15/2045 | 0.29% |
| SCIENTIFIC GAMES TLB5 L+275 03.4722 08/14/2024 | 0.29% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.29% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.28% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.28% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.28% |
| FNR 2018-77 BI IO 04.5000 10/25/2048 | 0.28% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.28% |
| FNR 2015-19 SA IO 06.0249 04/25/2045 | 0.28% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.28% |
| ORACLE CORP 02.5000 05/15/2022 | 0.28% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.27% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.27% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.27% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.27% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.27% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.27% |
| TREASURY BILL 00.0000 09/15/2020 | 0.27% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.26% |
| SPST 2020-6 A 01.9333 09/07/2021 | 0.26% |
| CGCMT 2019-GC43 X IO 00.7500 11/10/2052 | 0.26% |
| MRAIT 2020-2 A 01.3119 10/22/2020 | 0.26% |
| GNR 2018-H05 AI IO 02.5350 02/20/2068 | 0.26% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.26% |
| MWST 2019-1 A 00.9751 06/25/2052 | 0.26% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.26% |
| TREASURY BILL 00.0000 10/22/2020 | 0.26% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.26% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.26% |
| BSCMS 2007-T26 AJ 05.5415 01/12/2045 | 0.26% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.25% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.25% |
| COMM 2013-CR11 XA IO 01.0891 08/10/2050 | 0.25% |
| LENNAR CORP 05.8750 11/15/2024 | 0.25% |
| MRAFT 2020-2 A1 01.9054 05/29/2022 | 0.25% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.25% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.25% |
| FNR 2017-108 SA IO 05.9749 01/25/2048 | 0.25% |
| FNR 2016-88 SK IO 05.8249 12/25/2046 | 0.25% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.25% |
| FNR 2013-130 SD IO 06.4249 01/25/2044 | 0.24% |
| GNR 2017-H06 BI IO 02.2975 02/20/2067 | 0.24% |
| SPRINT CORP 07.8750 09/15/2023 | 0.24% |
| CAS 2016-C06 1M2 04.4251 04/25/2029 | 0.24% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.24% |
| MSBAM 2013-C13 XA IO 01.1338 11/15/2046 | 0.24% |
| COMM 2014-CR17 D P/P 144A 05.0088 05/10/2047 | 0.24% |
| WFCM 2016-BNK1 XA IO 01.8906 08/15/2049 | 0.24% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.24% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.24% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.24% |
| STACR 2017-DNA3 M2B 02.6751 03/25/2030 | 0.24% |
| GNR 2019-121 DS IO 05.9420 08/20/2049 | 0.23% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.23% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.23% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.23% |
| MSBAM 2013-C10 F P/P 144A 04.2182 07/15/2046 | 0.23% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.23% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.23% |
| GNR 2015-H19 NI IO 01.9110 07/20/2065 | 0.23% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.23% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.23% |
| JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.23% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.23% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.23% |
| CAS 2016-C03 2M2 06.0751 10/25/2028 | 0.22% |
| SHRP 2020-1 NOTE 03.1500 07/25/2024 | 0.22% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.22% |
| HCA INC 05.2500 06/15/2026 | 0.22% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.22% |
| CASH MGMT BILL 00.0000 11/10/2020 | 0.22% |
| GNR 2017-H16 BI IO 01.4697 08/20/2067 | 0.22% |
| GNR 2018-H02 GI IO 02.3420 12/20/2067 | 0.22% |
| US BANCORP 02.6250 01/24/2022 | 0.22% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.22% |
| STACR 2015-DNA1 B 09.3751 10/25/2027 | 0.22% |
| CAS 2014-C03 2M2 03.0751 07/25/2024 | 0.22% |
| GNR 2011-70 WI IO 04.6920 12/20/2040 | 0.22% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.21% |
| MWST 2018-W1 A 01.0251 11/25/2051 | 0.21% |
| COMM 2015-LC19 C 04.3772 02/10/2048 | 0.21% |
| SPST 2019-11 A 00.9333 10/24/2020 | 0.21% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.21% |
| ADS WASTE TLB L+225 03.0000 11/10/2023 | 0.21% |
| FNR 2016-65 CS IO 05.9249 09/25/2046 | 0.20% |
| FNR 2019-66 SC IO 05.8249 11/25/2049 | 0.20% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.20% |
| INTELSAT S.A. TLB3 L+475 08.0000 11/27/2023 | 0.20% |
| SPST 2020-WL1 A 01.3251 06/25/2051 | 0.20% |
| GNR 2016-121 JS IO 05.9420 09/20/2046 | 0.20% |
| PPD TL L+250 03.5000 08/18/2022 | 0.20% |
| CASH MGMT BILL 00.0000 11/17/2020 | 0.20% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.20% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.20% |
| CAS 2014-C04 1M2 05.0751 11/25/2024 | 0.20% |
| GNR 2018-91 SJ IO 06.0920 07/20/2048 | 0.20% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.20% |
| TREASURY BILL 00.0000 09/22/2020 | 0.20% |
| WFRBS 2013-C15 D P/P 144A 04.6541 08/15/2046 | 0.20% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.20% |
| ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.20% |
| MCAS 2020-01 M10 P/P 144A 03.9251 03/25/2050 | 0.20% |
| SOLENIS 1STL L+400 04.2556 06/26/2025 | 0.19% |
| BANIJAY GROUP TLB L+375 05.4044 03/04/2025 | 0.19% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.19% |
| MESSER INDUST TLB L+250 02.8079 03/01/2026 | 0.19% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.19% |
| WIDEOPENWEST TLB L+325 04.2500 08/19/2023 | 0.19% |
| ALTICE USA TLB L+225 02.4081 01/15/2026 | 0.19% |
| CAS 2016-C03 1B 11.9251 10/25/2028 | 0.19% |
| COMM 2015-LC21 XA IO 00.8384 07/10/2048 | 0.19% |
| CAS 2015-C04 1M2 05.8751 04/25/2028 | 0.19% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.19% |
| MCAS 2019-01 M10 P/P 144A 03.4251 10/15/2049 | 0.19% |
| REYNOLDS TL 341 03.4095 02/04/2027 | 0.19% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.18% |
| CARR 2006-NC2 A4 00.4151 06/25/2036 | 0.18% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.18% |
| OPTN FN30 2.5 09/08/20 CALL 104.25 JPMC | 0.18% |
| ZOETIS INC 02.0000 05/15/2030 | 0.18% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.18% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.18% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.18% |
| GNR 2015-H15 JI IO 01.9573 06/20/2065 | 0.18% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.18% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.18% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.18% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.18% |
| FHMS K099 X1 IO 01.0055 09/25/2029 | 0.18% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.18% |
| TALLGRASS ENERGY TL L+475 04.9064 03/11/2026 | 0.18% |
| GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.18% |
| UBSBB 2012-C3 C P/P 144A 05.1978 08/10/2049 | 0.18% |
| WFRBS 2012-C7 D P/P 144A 04.9654 06/15/2045 | 0.18% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.18% |
| CSAIL 2019-C16 XA IO 01.7278 06/15/2052 | 0.18% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.18% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.17% |
| CAS 2020-R01 1B1 03.4251 01/25/2040 | 0.17% |
| GNR 2016-H23 NI IO 03.5783 10/20/2066 | 0.17% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.17% |
| TRANSDIGM INC TLF L+225 03.9094 12/09/2025 | 0.17% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.17% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.17% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.17% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.17% |
| WFCM 2013-LC12 D P/P 144A 04.4107 07/15/2046 | 0.17% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.17% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.17% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.17% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.17% |
| MSBAM 2014-C17 C 04.6565 08/15/2047 | 0.17% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.17% |
| PFIZER INC 01.9500 06/03/2021 | 0.17% |
| RESTAURANT BRANDS TLB L+175 03.5080 11/19/2026 | 0.17% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.17% |
| GNR 2016-H02 BI IO 03.3806 11/20/2065 | 0.17% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.17% |
| JPMBB 2014-C24 XA IO 01.0653 11/15/2047 | 0.17% |
| TREASURY BILL 00.0000 09/08/2020 | 0.17% |
| TREASURY BILL 00.0000 09/10/2020 | 0.17% |
| GNR 2018-H02 EI IO 02.3711 01/20/2068 | 0.16% |
| FNR 2011-4 CS 12.5497 05/25/2040 | 0.16% |
| GNR 2015-H25 AI IO 01.6152 09/20/2065 | 0.16% |
| MSC 2016-UB12 XA IO 00.8956 12/15/2049 | 0.16% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.16% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.16% |
| GNR 2015-H09 BI IO 01.6923 03/20/2065 | 0.16% |
| COMM 2014-CR20 XA IO 01.1745 11/10/2047 | 0.16% |
| MSBAM 2014-C14 C 05.1105 02/15/2047 | 0.16% |
| STACR 2015-DNA2 B 07.7251 12/25/2027 | 0.16% |
| GNR 2015-H25 EI IO 01.8512 10/20/2065 | 0.16% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.16% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.16% |
| CMLTI 2007-AMC3 A2D 00.5251 03/25/2037 | 0.16% |
| CSC HOLDINGS TLB L+225 02.4081 07/17/2025 | 0.16% |
| GNR 2010-125 SD IO 06.5181 01/16/2040 | 0.16% |
| AHM 2007-1 GA1C 00.3651 05/25/2047 | 0.16% |
| FNR 2016-83 BS IO 05.9249 11/25/2046 | 0.16% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.16% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.16% |
| WAMU 2005-AR13 A1C3 00.6651 10/25/2045 | 0.16% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.15% |
| GNR 2018-H13 NI IO 03.3200 08/20/2068 | 0.15% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.15% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.15% |
| GNR 2010-116 SA IO 05.7420 09/20/2040 | 0.15% |
| STACR 2018-DNA2 B1 03.8751 12/25/2030 | 0.15% |
| CALPINE CONS FIN TL L+200 02.1564 01/15/2025 | 0.15% |
| JPMBB 2014-C18 C 04.9705 02/15/2047 | 0.15% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.15% |
| CAS 2019-HRP1 M2 02.3251 11/25/2039 | 0.15% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.15% |
| JPMBB 2014-C25 D P/P 144A 04.0934 11/15/2047 | 0.15% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.15% |
| MRAFT 2020-4 A1 01.5054 04/23/2023 | 0.15% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.15% |
| CHARTER COMM TLB2 L+175 03.6391 02/01/2027 | 0.14% |
| CPURNSA R 0.77 P 03/11/25 | 0.14% |
| RALI 2006-QO5 1A1 00.3901 05/25/2046 | 0.14% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.14% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.14% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.14% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.14% |
| COMM 2015-CR23 XA IO 01.0372 05/10/2048 | 0.14% |
| GARDNER DENVER TLB L+175 03.4109 02/28/2027 | 0.14% |
| GNR 2016-77 SC IO 05.9420 10/20/2045 | 0.14% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.14% |
| WFCM 2014-LC16 XA IO 01.2510 08/15/2050 | 0.14% |
| WFCM 2015-NXS3 B 04.6994 09/15/2057 | 0.14% |
| BERRY PLASTICS TLW L+200 03.9403 10/01/2022 | 0.14% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.14% |
| MSBAM 2012-C5 E P/P 144A 04.8316 08/15/2045 | 0.14% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.14% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.14% |
| WFRBS 2012-C10 D P/P 144A 04.5757 12/15/2045 | 0.14% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.14% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.14% |
| STACR 2016-DNA1 B 10.1751 07/25/2028 | 0.14% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.14% |
| UBSBB 2013-C5 XA IO P/P 144A 01.0791 03/10/2046 | 0.14% |
| UBSCM 2017-C7 XA IO 01.2009 12/15/2050 | 0.14% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.13% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.13% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.13% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.13% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.13% |
| BANK 2019-BN20 XA IO 00.9628 09/15/2062 | 0.13% |
| COMM 2014-CR19 XA IO 01.1349 08/10/2047 | 0.13% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.13% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.13% |
| CAS 2016-C07 2M2 04.5251 05/25/2029 | 0.13% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.13% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.13% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.13% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.13% |
| CSAIL 2015-C1 D P/P 144A 03.9111 04/15/2050 | 0.13% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.13% |
| UNIVISION TLB L+375 04.7500 03/24/2026 | 0.13% |
| WFCM 2013-LC12 C 04.4107 07/15/2046 | 0.13% |
| CAS 2018-C02 2M2 02.3751 08/25/2030 | 0.13% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.13% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.13% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.13% |
| COMM 2014-UBS6 XA IO 01.0375 12/10/2047 | 0.12% |
| WFRBS 2011-C4 D P/P 144A 05.3898 06/15/2044 | 0.12% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8753 11/15/2045 | 0.12% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.12% |
| GNR 2016-H22 AI IO 03.9636 10/20/2066 | 0.12% |
| HILTON TLB L+175 01.9251 06/21/2026 | 0.12% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.12% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.12% |
| MSBAM 2013-C12 E P/P 144A 04.9219 10/15/2046 | 0.12% |
| MSBAM 2015-C26 XA IO 01.1703 10/15/2048 | 0.12% |
| VICI PROPERTIES TL L+175 01.9333 12/22/2024 | 0.12% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.12% |
| BBCMS 2019-C4 XA IO 01.7452 08/15/2052 | 0.12% |
| CSAIL 2015-C1 XA IO 00.9766 04/15/2050 | 0.12% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.12% |
| LENNAR CORP 04.7500 11/15/2022 | 0.12% |
| GNR 2016-H08 AI IO 02.8571 08/20/2065 | 0.12% |
| MSBAM 2014-C15 D P/P 144A 05.0704 04/15/2047 | 0.12% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.12% |
| CWALT 2005-27 1A1 01.9290 08/25/2035 | 0.11% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.11% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.11% |
| JPMCC 2013-C10 XA IO 01.1058 12/15/2047 | 0.11% |
| UBSC 2011-C1 D P/P 144A 06.2520 01/10/2045 | 0.11% |
| CF 2019-CF3 XA IO 00.8402 01/15/2053 | 0.11% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.11% |
| SAMI 2007-AR1 2A1 00.3551 01/25/2037 | 0.11% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.11% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.11% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.11% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.11% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.11% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.11% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.11% |
| GNR 2015-H28 DI IO 01.5469 08/20/2065 | 0.11% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.11% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.11% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.11% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.11% |
| MSBAM 2012-C6 D P/P 144A 04.7601 11/15/2045 | 0.11% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.11% |
| GSMS 2015-GC30 XA IO 00.8854 05/10/2050 | 0.11% |
| COMM 2018-COR3 C 04.7127 05/10/2051 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.11% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.10% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.10% |
| WAMU 2005-AR14 1A2 03.7816 12/25/2035 | 0.10% |
| GNR 2014-H14 CI IO 01.5778 07/20/2064 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.10% |
| GSMS 2014-GC18 XA IO 01.1748 01/10/2047 | 0.10% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.10% |
| 0.815 R ISWP US0003M P 07/30/2050 | 0.10% |
| CMLTI 2007-AR5 1A1A 03.9575 04/25/2037 | 0.10% |
| CWALT 2006-OA10 2A1 00.3651 08/25/2046 | 0.10% |
| CFCRE 2016-C4 XA IO 01.8528 05/10/2058 | 0.10% |
| CGCMT 2014-GC19 X IO 01.3125 03/10/2047 | 0.10% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.10% |
| STACR 2016-HQA4 M3 04.0751 04/25/2029 | 0.10% |
| STARS GROUP TLB L+350 03.8079 07/10/2025 | 0.10% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.10% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.10% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.10% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.10% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.10% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.09% |
| GNR 2015-H10 EI IO 01.6167 04/20/2065 | 0.09% |
| HVMLT 2005-2 1A 00.6814 05/19/2035 | 0.09% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.09% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.09% |
| FHR 4922 SB IO 05.8881 04/25/2049 | 0.09% |
| GNR 2017-H11 NI IO 02.5113 05/20/2067 | 0.09% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.09% |
| GNR 2015-H18 IA IO 01.8467 06/20/2065 | 0.09% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.09% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.09% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.09% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.09% |
| CFCRE 2011-C2 D P/P 144A 05.9306 12/15/2047 | 0.09% |
| GNR 2017-H03 DI IO 02.1006 12/20/2066 | 0.09% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.09% |
| CAS 2017-C02 2B1 05.6751 09/25/2029 | 0.09% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.09% |
| NETFLIX INC 05.5000 02/15/2022 | 0.09% |
| FNR 2018-86 DS IO 05.9249 12/25/2048 | 0.09% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.09% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.09% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.09% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.09% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.08% |
| WAMU 2005-AR10 1A3 03.0278 09/25/2035 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.08% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.08% |
| CGCMT 2014-GC19 D P/P 144A 05.2623 03/10/2047 | 0.08% |
| CWALT 2006-OA7 1A1 02.5901 06/25/2046 | 0.08% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.08% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.08% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| SAMI 2006-AR7 A1A 00.3851 08/25/2036 | 0.08% |
| APPLE INC 02.8500 05/06/2021 | 0.08% |
| GRIFOLS TLB L+200 03.7996 11/15/2027 | 0.08% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.08% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.08% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.08% |
| COMM 2015-CR22 XA IO 01.0275 03/10/2048 | 0.08% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.08% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.08% |
| CPTFEMU P 1.71 R 07/15/37 | 0.08% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.08% |
| CPTFEMU R 0.961 P 05/15/40 | 0.08% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.08% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.07% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.07% |
| STACR 2016-HQA3 M3 04.0251 03/25/2029 | 0.07% |
| STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.07% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.07% |
| CGCMT 2014-GC21 X IO 01.3367 05/10/2047 | 0.07% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.07% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.07% |
| UKRPI P 3.665 R 12/15/28 | 0.07% |
| CAS 2018-C05 1M2 02.5251 01/25/2031 | 0.07% |
| STATE OF QATAR P/P 144A 03.4000 04/16/2025 | 0.07% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.07% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.07% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.07% |
| CAS 2017-C05 1B1 03.7751 01/25/2030 | 0.07% |
| CPTFEMU R 0.655 P 05/15/30 | 0.07% |
| GSAA 2005-15 2A2 00.4251 01/25/2036 | 0.07% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.07% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.07% |
| WFRBS 2012-C10 E P/P 144A 04.5757 12/15/2045 | 0.07% |
| CWHL 2005-3 1A1 00.7951 04/25/2035 | 0.06% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.06% |
| ORTHO-CLINICAL TLB L+325 03.4056 06/30/2025 | 0.06% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.06% |
| CGCMT 2013-GC17 X IO 01.1817 11/10/2046 | 0.06% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.06% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.06% |
| COMM 2014-LC15 XA IO 01.2569 04/10/2047 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.06% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.06% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.06% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.06% |
| GNR 2017-H14 DI IO 01.7107 06/20/2067 | 0.06% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.06% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.06% |
| GNR 2011-H15 AI IO 01.5271 06/20/2061 | 0.06% |
| JPMCC 2012-LC9 D P/P 144A 04.5655 12/15/2047 | 0.06% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.06% |
| COMM 2013-CR13 E P/P 144A 05.0498 11/10/2046 | 0.06% |
| JPALT 2007-A2 12A1 00.3751 06/25/2037 | 0.06% |
| MSC 2012-C4 E P/P 144A 05.5994 03/15/2045 | 0.06% |
| STACR 2017-DNA2 B1 05.3251 10/25/2029 | 0.06% |
| GNR 2017-H02 BI IO 02.3852 01/20/2067 | 0.06% |
| CAS 2014-C02 2M2 02.7751 05/25/2024 | 0.06% |
| EUR/USD 09/16/2020 JPMCB | 0.06% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.06% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| GNR 2011-H08 GI IO 01.2575 03/20/2061 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.06% |
| WESTERN DIGITAL TLB L+175 01.9064 04/29/2023 | 0.06% |
| CAS 2018-C06 2M2 02.2751 03/25/2031 | 0.06% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.06% |
| MSBAM 2013-C10 D P/P 144A 04.2182 07/15/2046 | 0.06% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.06% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.06% |
| CAS 2020-R02 2M2 02.1751 01/25/2040 | 0.06% |
| STACR 2016-HQA2 M3B 05.3251 11/25/2028 | 0.06% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.05% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.05% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.05% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.05% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.05% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.05% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.05% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.05% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.05% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.05% |
| CPURNSA R 0.41 P 03/18/25 | 0.05% |
| SNAP INC CV 00.7500 08/01/2026 | 0.05% |
| STACR 2016-DNA2 M3 04.8251 10/25/2028 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| GNR 2011-17 S IO 05.8920 02/20/2041 | 0.05% |
| GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.05% |
| JPMBB 2014-C19 XA IO 00.9010 04/15/2047 | 0.05% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.05% |
| STACR 2018-HQA1 M2 02.4751 09/25/2030 | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| VISTRA ENERGY TLB3 L+175 01.9074 12/01/2025 | 0.05% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.05% |
| STACR 2018-HQA1 B1 04.5251 09/25/2030 | 0.05% |
| TRANSDIGM INC TLE L+225 05/30/2025 | 0.05% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.05% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.05% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.04% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.04% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.04% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.04% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.04% |
| MEREDITH TLB L+250 04.1653 01/31/2025 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| STACR 2019-DNA1 M2 02.8251 01/25/2049 | 0.04% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% |
| COMM 2014-UBS4 XA IO 01.2610 08/10/2047 | 0.04% |
| FHR 2990 LB 16.5319 06/15/2034 | 0.04% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.04% |
| GNR 2016-H11 HI IO 02.1023 01/20/2066 | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| WFRBS 2012-C10 C 04.5107 12/15/2045 | 0.04% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| CPURNSA R 0.835 P 04/30/25 | 0.04% |
| CWALT 2006-OA10 4A1 00.3651 08/25/2046 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.04% |
| SEK/USD 09/16/2020 GSFX | 0.04% |
| STACR 2016-HQA1 M3 06.5251 09/25/2028 | 0.04% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.04% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| CPURNSA R 0.8525 P 05/01/25 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| SWPTN 1MX30Y P 0.847 USD 09/10/2020 BA | 0.04% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.04% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.04% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.04% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.04% |
| WFRBS 2011-C4 E P/P 144A 05.3898 06/15/2044 | 0.04% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.04% |
| CAS 2018-C01 1M2 02.4251 07/25/2030 | 0.04% |
| CAS 2019-R01 2M2 02.6251 07/25/2031 | 0.04% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.04% |
| COMM 2012-CR3 E P/P 144A 04.9091 10/15/2045 | 0.04% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.04% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.04% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% |
| OPTN FN30 2.5 10/07/20 CALL 104.984375 JPMC | 0.04% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.04% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9221 09/10/2045 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.04% |
| FNR 2007-53 SP 23.5579 06/25/2037 | 0.04% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.04% |
| JPMCC 2007-CB20 E P/P 144A 06.3744 02/12/2051 | 0.04% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.04% |
| BLACKLINE INC CV 00.1250 08/01/2024 | 0.03% |
| CAS 2015-C01 1M2 04.4751 02/25/2025 | 0.03% |
| DIVERSEY TL L+300 03.2604 09/06/2024 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.03% |
| EUR/USD CALL 1.23 20210215 BANKAM | 0.03% |
| EUR/USD CALL 1.23 20210215 UBS | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.03% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| VONAGE HLDGS CV 01.7500 06/01/2024 | 0.03% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.03% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.03% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.03% |
| GNR 2013-99 VS IO 05.9381 07/16/2043 | 0.03% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.03% |
| CAS 2015-C04 2M2 05.7251 04/25/2028 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.03% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.03% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.03% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.03% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.03% |
| STACR 2015-DN1 M3 04.3251 01/25/2025 | 0.03% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.03% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.03% |
| CAD/USD 10/21/2020 GSFX | 0.03% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.03% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.03% |
| ZYNGA INC CV 00.2500 06/01/2024 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| UKRPI P 3.385 R 11/15/24 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.03% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.03% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4529 05/10/2063 | 0.03% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.03% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% |
| AUD/USD 10/21/2020 HSBCB | 0.03% |
| CPURNSA R 1.2125 P 06/15/25 | 0.03% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.03% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| CHF/USD 09/16/2020 JPMCB | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.02% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.02% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.02% |
| SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.02% |
| STACR 2019-HQA1 M2 02.5251 02/25/2049 | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| CHF/USD 09/16/2020 SSBT | 0.02% |
| CHF/USD 09/16/2020 TDBK | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.02% |
| FHR 3249 PS 21.7408 12/15/2036 | 0.02% |
| GNR 2020-15 CS IO 05.8920 02/20/2050 | 0.02% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.02% |
| SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.02% |
| UKRPI P 3.34 R 03/15/28 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.02% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.02% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.02% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.02% |
| SEK/USD 09/16/2020 UBS | 0.02% |
| STACR 2018-HQA2 M2 02.4751 10/25/2048 | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.02% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.02% |
| FNR 2005-75 GS 19.7246 08/25/2035 | 0.02% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.02% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.02% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 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% |
| SWPTN 3MX10Y P 0.6225 USD 10/15/2020 JP | 0.02% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.02% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FHR 2976 LC 23.8264 05/15/2035 | 0.02% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.02% |
| NZD/USD 10/21/2020 UBS | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8351 11/15/2044 | 0.02% |
| WIX LTD P/P 144A 00.0000 08/15/2025 | 0.02% |
| 0.439 R ISWP US0003M P 08/10/2025 | 0.02% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.02% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.02% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.02% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| REALPAGE INC CV 01.5000 05/15/2025 | 0.02% |
| STACR 2019-DNA2 M2 02.6251 03/25/2049 | 0.02% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.02% |
| WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.02% |
| CAS 2017-C01 1M2 03.7251 07/25/2029 | 0.02% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.02% |
| LIBERTY BROAD P/P 144A CV 02.7500 09/30/2050 | 0.02% |
| MSC 2012-C4 XA IO P/P 144A 02.2447 03/15/2045 | 0.02% |
| OPTN FN30 2.0 10/07/20 PUT 103.23828125 JPMC | 0.02% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.02% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.02% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.02% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.02% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.02% |
| EUR/USD CALL 1.21 20201028 BANKAM | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.02% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.02% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.02% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.02% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.01% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.01% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.01% |
| 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.01% |
| 0.525 R ISWP AUDBB6M P 06/05/2025 | 0.01% |
| AUD/USD 10/21/2020 TDBK | 0.01% |
| CAS 2015-C01 2M2 04.7251 02/25/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.01% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.01% |
| OPTN FN30 2.0 10/07/20 PUT 102.98828125 JPMC | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| 0.32 R ISWP GBL6M P 07/16/2030 | 0.01% |
| 0.321 R ISWP GBL6M P 07/16/2030 | 0.01% |
| 0.852 R ISWP FWD US0003M P 08/19/2050 | 0.01% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| CHF/USD 09/16/2020 CITI | 0.01% |
| CHF/USD 09/16/2020 GSFX | 0.01% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNR 2019-78 SJ IO 05.8920 06/20/2049 | 0.01% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.01% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| 8X8 INC CV 00.5000 02/01/2024 | 0.01% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.01% |
| AUD/USD 10/21/2020 WPAC | 0.01% |
| CAS 2015-C02 2M2 04.1751 05/25/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
| EUR/USD 09/16/2020 CITI | 0.01% |
| GBP/USD 09/16/2020 GSFX | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.01% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.01% |
| RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.01% |
| REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.01% |
| ROYAL CARIBBE P/P 144A CV 04.2500 06/15/2023 | 0.01% |
| SYNAPTICS INC CV 00.5000 06/15/2022 | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.65 R ISWP US0003M P 05/26/2030 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.01% |
| FNR 2005-74 NK 26.6244 05/25/2035 | 0.01% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.01% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.01% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.01% |
| 0.429 R ISWP FWD US0003M P 08/10/2025 | 0.01% |
| 1.00 R ISWP FWD AUDBB6M P 09/16/2030 | 0.01% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.01% |
| GNR 2019-99 KS IO 05.8920 08/20/2049 | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| 0.338 R ISWP US0003M P 07/01/2025 | 0.01% |
| 0.50 R ISWP FWD US0003M P 06/15/2025 | 0.01% |
| 0.62 R ISWP US0003M P 05/19/2030 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| PLURALSIGHT CV 00.3750 03/01/2024 | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| -0.04236 R ISWP FWD EUR006M P 08/15/2029 | 0.01% |
| 0.20 R ISWP FWD US0003M P 09/16/2022 | 0.01% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.01% |
| AUD/USD 10/21/2020 BANKAM | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| NZD/USD 10/21/2020 BCAP-FX | 0.01% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.01% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% |
| CAD/USD 10/21/2020 UBS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.01% |
| CZK/USD 09/16/2020 BANKAM | 0.01% |
| FNW 1998-W2 X IO 00.5183 06/25/2028 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.01% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 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 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.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3861 05/15/2038 | 0.00% |
| EUR/USD CALL 1.24 20201028 MSCIL | 0.00% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 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% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.00% |
| -0.09037 R ISWP FWD EUR006M P 08/15/2029 | 0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | 0.00% |
| 0.10 R ISWP FWD EUR006M P 06/03/2052 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | 0.00% |
| 0.76125 R ISWP NFIX3MID P 06/05/2030 | 0.00% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.00% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.00% |
| GBP/USD 09/16/2020 JPMCB | 0.00% |
| GBP/USD 09/16/2020 RBSF | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| NZD/USD 10/21/2020 BANKAM | 0.00% |
| SEK/USD 09/16/2020 MSCIL | 0.00% |
| SEK/USD 09/16/2020 TDBK | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 1MX30Y R 0.893 USD 09/18/2020 BA | 0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| -0.05644 R ISWP FWD EUR006M P 08/15/2029 | 0.00% |
| 0.20 R ISWP FWD SONIA P 09/16/2030 | 0.00% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 0.2501 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.2506 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.25214 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.2537 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.2545 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.2565 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.26003 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.2627 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.6925 R ISWP NOKOIB6M P 06/29/2025 | 0.00% |
| CAD/USD 10/21/2020 MSCIL | 0.00% |
| CAD/USD 10/21/2020 RBSF | 0.00% |
| CAS 2015-C02 1M2 04.1751 05/25/2025 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| EUR/USD 09/16/2020 BANKAM | 0.00% |
| NZD/USD 10/21/2020 MSCIL | 0.00% |
| NZD/USD 10/21/2020 SSBT | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 1MX10Y R 0.654 USD 09/28/2020 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 5WX5Y P 0.2815 USD 09/08/2020 GS | 0.00% |
| -0.13523 R ISWP FWD EUR006M P 08/15/2029 | 0.00% |
| 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.00% |
| 0.6085 R ISWP US0003M P 07/17/2030 | 0.00% |
| 0.655 R ISWP NOKOIB6M P 07/10/2025 | 0.00% |
| 0.655 R ISWP NOKOIB6M P 07/13/2025 | 0.00% |
| 0.695 R ISWP US0003M P 08/17/2030 | 0.00% |
| 0.70 R ISWP FWD US0003M P 09/16/2030 | 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 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% |
| FNW 1998-W5 X IO 01.8399 07/25/2028 | 0.00% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| NZD/USD 10/21/2020 TDBK | 0.00% |
| NZD/USD 10/21/2020 WPAC | 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 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.00% |
| SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% |
| -0.20 R ISWP FWD CHL6M P 09/16/2030 | 0.00% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.00% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.00% |
| 0.405 R ISWP AUDBB6M P 07/08/2025 | 0.00% |
| 0.6195 R ISWP US0003M P 07/15/2030 | 0.00% |
| 1.15 R ISWP FWD CDOR03 P 09/16/2030 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| AUD/USD 10/21/2020 MSCIL | 0.00% |
| CAD/USD 10/21/2020 HSBCB | 0.00% |
| CHF/USD 09/16/2020 HSBCB | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| EUR/USD 09/16/2020 HSBCB | 0.00% |
| EUR/USD 09/16/2020 MSCIL | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2831 10/25/2043 | 0.00% |
| JPY/USD 11/18/2020 BANKAM | 0.00% |
| JPY/USD 11/18/2020 SSBT | 0.00% |
| NOK/USD 09/16/2020 MSCIL | 0.00% |
| NZD/USD 10/21/2020 CSI-FX | 0.00% |
| NZD/USD 10/21/2020 RBSF | 0.00% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| SWPTN 5WX10Y P 0.815 USD 09/28/2020 BA | 0.00% |
| SWPTN 5WX10Y P 0.88 USD 09/28/2020 BA | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| 0.2235 R ISWP US0003M P 07/15/2022 | 0.00% |
| 0.226 R ISWP US0003M P 07/17/2022 | 0.00% |
| 0.2295 R ISWP US0003M P 07/03/2022 | 0.00% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | 0.00% |
| 0.655 R ISWP US0003M P 07/03/2030 | 0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | 0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| AUD/USD 10/21/2020 CSI-FX | 0.00% |
| BACM 2007-1 XW IO 00.6243 01/15/2049 | 0.00% |
| CHF/USD 09/16/2020 MSCIL | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 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-.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% |
| FSPC T-8 A9 IO 00.4312 11/15/2028 | 0.00% |
| GBP/USD 09/16/2020 MSCIL | 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 11/18/2020 BANKAM | 0.00% |
| HKD/USD 11/18/2020 HSBCB | 0.00% |
| HKD/USD 11/18/2020 SSBT | 0.00% |
| HKD/USD 11/18/2020 TDBK | 0.00% |
| HKD/USD 11/18/2020 UBS | 0.00% |
| JPY/USD 11/18/2020 GSFX | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| JPY/USD 11/18/2020 WPAC | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| NZD/USD 10/21/2020 HSBCB | 0.00% |
| NZD/USD 10/21/2020 JPMCB | 0.00% |
| OPTN FN30 2.5 09/08/20 PUT 104.25 JPMC | 0.00% |
| SEK/USD 09/16/2020 JPMCB | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | 0.00% |
| WBCMT 2006-C29 IO IO 00.4586 11/15/2048 | 0.00% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 09/16/2020 BCAP-FX | -0.00% |
| GBP/USD 09/16/2020 TDBK | -0.00% |
| JPY/USD 11/18/2020 CITI | -0.00% |
| JPY/USD 11/18/2020 HSBCB | -0.00% |
| JPY/USD 11/18/2020 JPMCB | -0.00% |
| SEK/USD 09/16/2020 RBSF | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.00% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 1MX5Y R 0.34 USD 09/18/2020 BA | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5WX10Y P 0.75 USD 09/28/2020 BA | -0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% |
| SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | -0.00% |
| 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.00% |
| 0.50 R ISWP FWD SES3M P 09/16/2030 | -0.00% |
| 1.00 R ISWP FWD NOKOIB6M P 09/16/2030 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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% |
| CPURNSA R 1.703 P 11/29/24 | -0.00% |
| JPY/USD 11/18/2020 BCAP-FX | -0.00% |
| JPY/USD 11/18/2020 UBS | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 1MX10Y R 0.739 USD 09/28/2020 CI | -0.00% |
| SWPTN 1MX5Y P 0.34 USD 09/18/2020 BA | -0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | -0.00% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.00% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.00% |
| 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.00% |
| 0.90 R ISWP FWD NFIX3MID P 09/16/2030 | -0.00% |
| AUD/USD 10/21/2020 GSFX | -0.00% |
| CAD/USD 10/21/2020 CITI | -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% |
| OPTN FN30 2.0 10/07/20 PUT 101.66796875 JPMC | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| CLP/USD 10/21/2020 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| GBP/USD 09/16/2020 CSI-FX | -0.00% |
| OPTN FN30 2.0 10/07/20 PUT 101.91796875 JPMC | -0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 1MX30Y P 1.093 USD 09/18/2020 BA | -0.00% |
| SWPTN 5WX5Y R 0.2815 USD 09/08/2020 GS | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.00% |
| 0.36 R ISWP NFIX3MID P 06/05/2025 | -0.00% |
| 0.733 R ISWP US0003M P 09/02/2030 | -0.00% |
| 1.20 R ISWP FWD US0003M P 06/15/2050 | -0.00% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.00% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| CPURNSA R 1.7625 P 12/10/24 | -0.00% |
| EUR/USD CALL 1.24 20201028 BANKAM | -0.00% |
| IOS.FN30.400.09 P USL1M R 01/12/40 GS | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.00% |
| 0.7375 R ISWP US0003M P 09/02/2030 | -0.01% |
| AUD/USD 10/21/2020 SSBT | -0.01% |
| CAD/USD 10/21/2020 BCAP-FX | -0.01% |
| CAD/USD 10/21/2020 WPAC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.01% |
| CPURNSA R 1.71 P 11/21/24 | -0.01% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | -0.01% |
| GBP/USD 09/16/2020 HSBCB | -0.01% |
| NZD/USD 10/21/2020 CITI | -0.01% |
| OPTN FN30 2.0 10/07/20 PUT 102.328125 JPMC | -0.01% |
| SWPTN 3MX10Y P 0.8225 USD 10/15/2020 JP | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.01% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 09/16/2020 UBS | -0.01% |
| GBP/USD 09/16/2020 WPAC | -0.01% |
| NZD/USD 10/21/2020 GSFX | -0.01% |
| SEK/USD 09/16/2020 SSBT | -0.01% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| OPTN FN30 2.0 10/07/20 PUT 102.578125 JPMC | -0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.01% |
| AUD/USD 10/21/2020 JPMCB | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| 0.8415 R ISWP FWD US0003M P 08/19/2050 | -0.01% |
| AUD/USD 10/21/2020 RBSF | -0.01% |
| SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| EUR/USD CALL 1.26 20210127 BANKAM | -0.01% |
| GBP/USD 09/16/2020 UBS | -0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| 0.90 R ISWP FWD US0003M P 09/16/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% |
| EUR/USD 09/16/2020 CSI-FX | -0.01% |
| SWPTN 3MX10Y P 0.7225 USD 10/15/2020 JP | -0.01% |
| 0.90 R ISWP FWD US0003M P 09/16/2050 | -0.01% |
| CAD/USD 10/21/2020 CSI-FX | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| EUR/USD 09/16/2020 GSFX | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| EUR/USD 09/16/2020 WPAC | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| CPURNSA P 1.6875 R 06/15/50 | -0.02% |
| EUR/USD CALL 1.21 20201028 MSCIL | -0.02% |
| 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD CALL 1.27 20210215 BANKAM | -0.02% |
| EUR/USD CALL 1.27 20210215 UBS | -0.02% |
| NOK/USD 09/16/2020 SSBT | -0.02% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| CAD/USD 10/21/2020 JPMCB | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| IOS.FN30.350.14 P USL1M R 01/12/45 JP | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SEK/USD 09/16/2020 CITI | -0.02% |
| SWPTN 1MX30Y P 1.007 USD 09/10/2020 BA | -0.02% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| AUD/USD 10/21/2020 UBS | -0.02% |
| CAD/USD 10/21/2020 BANKAM | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| 0.436 R ISWP GBL6M P 07/16/2050 | -0.02% |
| CAD/USD 10/21/2020 TDBK | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 0.423 R ISWP GBL6M P 07/16/2050 | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| -0.05 R ISWP FWD EUR006M P 09/16/2030 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| 0.5835 R ISWP US0003M P 07/30/2030 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.02% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| NOK/USD 09/16/2020 UBS | -0.03% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% |
| SWPTN 1MX30Y P 0.927 USD 09/10/2020 BA | -0.03% |
| OPTN FN30 2.5 10/07/20 PUT 104.984375 JPMC | -0.03% |
| EUR/USD 09/16/2020 TDBK | -0.03% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.03% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| CPTFEMU R 1.4 P 07/15/27 | -0.03% |
| SEK/USD 09/16/2020 BCAP-FX | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| EUR/USD 09/16/2020 RBSF | -0.03% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% |
| 0.547 R ISWP US0003M P 08/05/2030 | -0.04% |
| 0.35 R ISWP FWD US0003M P 09/16/2025 | -0.04% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.04% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.04% |
| GBP/USD 09/16/2020 CITI | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.04% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.04% |
| EUR/USD 09/16/2020 BCAP-FX | -0.04% |
| 0.385 R ISWP US0003M P 05/21/2025 | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.05% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.05% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.05% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.05% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.06% |
| 0.794 R ISWP US0003M P 08/03/2050 | -0.06% |
| CPURNSA P 1.345 R 04/30/30 | -0.06% |
| CPURNSA P 1.3475 R 05/01/30 | -0.06% |
| GBP/USD 09/16/2020 SSBT | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| CAD/USD 10/21/2020 SSBT | -0.06% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.07% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.07% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.07% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.07% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.07% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.07% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.07% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.08% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.08% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.08% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.08% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.08% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.08% |
| CPURNSA P 0.95 R 03/18/30 | -0.08% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.08% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.08% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.09% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.09% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.09% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.09% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.09% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.09% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.09% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.10% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.11% |
| UKRPI R 3.4425 P 07/15/49 | -0.11% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.11% |
| CPURNSA P 1.6625 R 07/10/30 | -0.12% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.12% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.12% |
| EUR/USD 09/16/2020 SSBT | -0.12% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.12% |
| CPTFEMU P 1.13 R 05/15/50 | -0.13% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.13% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.14% |
| CPURNSA P 1.586 R 06/30/30 | -0.14% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.14% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.14% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.16% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.17% |
| CPTFEMU P 0.935 R 05/15/40 | -0.17% |
| CPTFEMU P 0.93 R 05/15/40 | -0.17% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.19% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.22% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.23% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.24% |
| CPURNSA P 1.165 R 03/11/30 | -0.25% |
| US ULTRA BOND CBT DEC20 WNZ0 | -0.26% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.28% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.28% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.29% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.30% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.40% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.40% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.45% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.48% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2050 | -0.84% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.97% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.18% |
| EURO-BUND FUTURE SEP20 RXU0 | -1.75% |
| US 5YR NOTE (CBT) DEC20 FVZ0 | -2.88% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | -54.63% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2050 | 7.38% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 09/01/2050 | 7.11% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2050 | 5.65% |
| FNMA FN30 TBA UMBS 03.5000 08/01/2050 | 4.39% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.98% |
| FNMA FN30 TBA UMBS 04.0000 08/01/2050 | 3.79% |
| T 2.25 R 0.25 P 08/10/20 JP | 3.35% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2050 | 1.87% |
| TREASURY BILL 00.0000 08/11/2020 | 1.17% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2050 | 1.02% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.84% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.84% |
| FNMA FN30 TBA UMBS 02.0000 08/01/2050 | 0.82% |
| ORACLE CORP 03.6250 07/15/2023 | 0.80% |
| STACR 2016-DNA3 M3 05.1716 12/25/2028 | 0.77% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.76% |
| FNR 2017-74 SA IO 05.5784 10/25/2047 | 0.74% |
| FNR 2017-8 SB IO 05.9284 02/25/2047 | 0.73% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.72% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.64% |
| FNMA FN30 TBA UMBS 04.5000 08/01/2050 | 0.64% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.64% |
| GNMA GII30 TBA 04.0000 08/01/2050 | 0.63% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.63% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.58% |
| MSBAM 2013-C10 E P/P 144A 04.0823 07/15/2046 | 0.57% |
| ALPHABET INC 03.6250 05/19/2021 | 0.56% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.56% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.55% |
| FHR 3852 NT 05.8253 05/15/2041 | 0.54% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.52% |
| TREASURY BILL 00.0000 09/17/2020 | 0.52% |
| SPST 2020-2 A 01.0016 03/26/2021 | 0.51% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.50% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.49% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.48% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.48% |
| WESTPAC BANKING CORP USD 02.6500 01/25/2021 | 0.46% |
| TREASURY BILL 00.0000 10/15/2020 | 0.46% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.45% |
| CWALT 2005-59 1A1 00.5099 11/20/2035 | 0.44% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.44% |
| STACR 2014-HQ2 M3 03.9216 09/25/2024 | 0.43% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.42% |
| DBUBS 2011-LC3A D P/P 144A 05.3349 08/10/2044 | 0.42% |
| FNR 2011-53 ST IO 05.7484 06/25/2041 | 0.40% |
| BSCMS 2006-PW11 B P/P 144A 05.7751 03/11/2039 | 0.39% |
| JPMCC 2012-C8 D P/P 144A 04.6706 10/15/2045 | 0.39% |
| BANK 2017-BNK9 XA IO 00.8067 11/15/2054 | 0.39% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.38% |
| CAS 2016-C02 1B 12.4216 09/25/2028 | 0.38% |
| TREASURY BILL 00.0000 08/06/2020 | 0.38% |
| MEAD JOHNSON NUTRITION C 03.0000 11/15/2020 | 0.37% |
| CWALT 2006-OA7 1A2 02.2622 06/25/2046 | 0.37% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.36% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.35% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.35% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.35% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.35% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.35% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.35% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.35% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.35% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.35% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.35% |
| COMM 2014-CR17 C 04.7836 05/10/2047 | 0.34% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.34% |
| CAS 2014-C01 M2 04.5716 01/25/2024 | 0.34% |
| GNR 2016-H13 IK IO 02.6264 06/20/2066 | 0.34% |
| STACR 2015-DNA3 B 09.5216 04/25/2028 | 0.34% |
| BANK 2018-BN10 XA IO 00.7353 02/15/2061 | 0.34% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.33% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.33% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.33% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.33% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.33% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.32% |
| WFRBS 2012-C7 D P/P 144A 04.8113 06/15/2045 | 0.32% |
| QUIKRETE TLB L+250 04.1594 02/01/2027 | 0.32% |
| CASH MGMT BILL 00.0000 10/27/2020 | 0.32% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.32% |
| FNR 2016-60 LS IO 05.9284 09/25/2046 | 0.32% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.31% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.31% |
| GFL ENVIRONMENTAL TLB L+300 04.0000 05/31/2025 | 0.30% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.30% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.30% |
| TREASURY BILL 00.0000 10/08/2020 | 0.30% |
| GSMS 2014-GC22 C 04.6903 06/10/2047 | 0.30% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.29% |
| FNR 2018-77 BI IO 04.5000 10/25/2048 | 0.29% |
| FNR 2015-19 SA IO 06.0284 04/25/2045 | 0.29% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.28% |
| SCIENTIFIC GAMES TLB5 L+275 03.4731 08/14/2024 | 0.28% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.28% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.28% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.28% |
| ORACLE CORP 02.5000 05/15/2022 | 0.28% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.27% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.27% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.27% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.27% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.27% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.27% |
| TREASURY BILL 00.0000 09/15/2020 | 0.26% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.26% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.26% |
| GNR 2018-H05 AI IO 02.5352 02/20/2068 | 0.26% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.26% |
| SPST 2020-6 A 01.9290 09/07/2021 | 0.26% |
| MRAIT 2020-2 A 02.1900 10/22/2020 | 0.26% |
| COMM 2013-CR11 XA IO 00.9242 08/10/2050 | 0.26% |
| TREASURY BILL 00.0000 10/22/2020 | 0.26% |
| MWST 2019-1 A 00.9716 06/25/2052 | 0.26% |
| FNR 2016-88 SK IO 05.8284 12/25/2046 | 0.26% |
| CAS 2016-C06 1M2 04.4216 04/25/2029 | 0.26% |
| BSCMS 2007-T26 AJ 05.4323 01/12/2045 | 0.25% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.25% |
| LENNAR CORP 05.8750 11/15/2024 | 0.25% |
| MSBAM 2013-C13 XA IO 00.9713 11/15/2046 | 0.25% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.25% |
| FNR 2017-108 SA IO 05.9784 01/25/2048 | 0.25% |
| MRAFT 2020-2 A1 01.9383 05/30/2022 | 0.25% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.25% |
| FNR 2013-130 SD IO 06.4284 01/25/2044 | 0.25% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.25% |
| GNR 2017-H06 BI IO 02.3272 02/20/2067 | 0.25% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.24% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.24% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.24% |
| CAS 2016-C03 2M2 06.0716 10/25/2028 | 0.24% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.24% |
| SPRINT CORP 07.8750 09/15/2023 | 0.24% |
| WFCM 2016-BNK1 XA IO 01.7506 08/15/2049 | 0.24% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.24% |
| GNR 2019-121 DS IO 05.9133 08/20/2049 | 0.24% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.24% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.24% |
| GNR 2015-H19 NI IO 02.0437 07/20/2065 | 0.24% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.24% |
| STACR 2017-DNA3 M2B 02.6716 03/25/2030 | 0.23% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.23% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.23% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.23% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.23% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.23% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.23% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.23% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.23% |
| MSBAM 2013-C10 F P/P 144A 04.0823 07/15/2046 | 0.23% |
| COMM 2014-CR17 D P/P 144A 04.8473 05/10/2047 | 0.23% |
| GNR 2018-H02 GI IO 02.3394 12/20/2067 | 0.23% |
| JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.23% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.23% |
| GNR 2017-H16 BI IO 02.3924 08/20/2067 | 0.22% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.22% |
| HCA INC 05.2500 06/15/2026 | 0.22% |
| US BANCORP 02.6250 01/24/2022 | 0.22% |
| STACR 2015-DNA1 B 09.3716 10/25/2027 | 0.22% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.22% |
| GNR 2016-121 JS IO 05.9133 09/20/2046 | 0.21% |
| GNR 2011-70 WI IO 04.6633 12/20/2040 | 0.21% |
| COMM 2015-LC19 C 04.2362 02/10/2048 | 0.21% |
| FNR 2016-65 CS IO 05.9284 09/25/2046 | 0.21% |
| MWST 2018-W1 A 01.0216 11/25/2051 | 0.21% |
| SPST 2019-11 A 00.9290 10/24/2020 | 0.21% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.21% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.21% |
| ADS WASTE TLB L+225 03.0000 11/10/2023 | 0.20% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.20% |
| TREASURY BILL 00.0000 08/20/2020 | 0.20% |
| FNR 2019-66 SC IO 05.8284 11/25/2049 | 0.20% |
| INTELSAT S.A. TLB3 L+475 08.0000 11/27/2023 | 0.20% |
| SPST 2020-WL1 A 01.3216 06/25/2051 | 0.20% |
| CAS 2014-C04 1M2 05.0716 11/25/2024 | 0.20% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.20% |
| TREASURY BILL 00.0000 08/13/2020 | 0.20% |
| CAS 2014-C03 2M2 03.0716 07/25/2024 | 0.20% |
| PPD TL L+250 03.5000 08/18/2022 | 0.20% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.20% |
| CAS 2015-C04 1M2 05.8716 04/25/2028 | 0.20% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.20% |
| TREASURY BILL 00.0000 09/22/2020 | 0.20% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.20% |
| GNR 2018-91 SJ IO 06.0633 07/20/2048 | 0.20% |
| CAS 2016-C03 1B 11.9216 10/25/2028 | 0.19% |
| REYNOLDS TL 341 03.4095 02/04/2027 | 0.19% |
| COMM 2015-LC21 XA IO 00.6943 07/10/2048 | 0.19% |
| ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.19% |
| MCAS 2020-01 M10 P/P 144A 03.9216 03/25/2050 | 0.19% |
| MESSER INDUST TLB L+250 02.8079 03/01/2026 | 0.19% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.19% |
| BANIJAY GROUP TLB L+375 05.4044 03/04/2025 | 0.19% |
| SOLENIS 1STL L+400 04.3625 06/26/2025 | 0.19% |
| WFRBS 2013-C15 D P/P 144A 04.4930 08/15/2046 | 0.19% |
| WIDEOPENWEST TLB L+325 04.2500 08/19/2023 | 0.19% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.19% |
| ALTICE USA TLB L+225 02.4248 01/15/2026 | 0.19% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.19% |
| ZOETIS INC 02.0000 05/15/2030 | 0.19% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.19% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.18% |
| GNR 2015-H15 JI IO 02.0903 06/20/2065 | 0.18% |
| MCAS 2019-01 M10 P/P 144A 03.4216 10/15/2049 | 0.18% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.18% |
| CARR 2006-NC2 A4 00.4116 06/25/2036 | 0.18% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.18% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.18% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.18% |
| FHMS K099 X1 IO 00.8862 09/25/2029 | 0.18% |
| IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 | 0.18% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.18% |
| GNR 2016-H23 NI IO 03.7614 10/20/2066 | 0.18% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.18% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.18% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.18% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.18% |
| TALLGRASS ENERGY TL L+475 04.9111 03/11/2026 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.18% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.18% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.18% |
| TREASURY BILL 00.0000 08/25/2020 | 0.18% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.17% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.17% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.17% |
| UBSBB 2012-C3 C P/P 144A 05.0302 08/10/2049 | 0.17% |
| CAS 2020-R01 1B1 03.4216 01/25/2040 | 0.17% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.17% |
| WFCM 2013-LC12 D P/P 144A 04.2757 07/15/2046 | 0.17% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.17% |
| CSAIL 2019-C16 XA IO 01.5676 06/15/2052 | 0.17% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.17% |
| TRANSDIGM INC TLF L+225 03.9094 12/09/2025 | 0.17% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.17% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.17% |
| JPMBB 2014-C24 XA IO 00.9188 11/15/2047 | 0.17% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.17% |
| PFIZER INC 01.9500 06/03/2021 | 0.17% |
| RESTAURANT BRANDS TLB L+175 03.5080 11/19/2026 | 0.17% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.17% |
| GNR 2016-H02 BI IO 03.2881 11/20/2065 | 0.17% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.17% |
| GNR 2015-H09 BI IO 01.8255 03/20/2065 | 0.17% |
| GNR 2015-H25 AI IO 01.7481 09/20/2065 | 0.17% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.17% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.17% |
| FNR 2011-4 CS 12.5567 05/25/2040 | 0.17% |
| GNR 2018-H02 EI IO 02.3726 01/20/2068 | 0.17% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.17% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.17% |
| TREASURY BILL 00.0000 09/08/2020 | 0.17% |
| TREASURY BILL 00.0000 09/10/2020 | 0.17% |
| COMM 2014-CR20 XA IO 01.0247 11/10/2047 | 0.16% |
| GNR 2015-H25 EI IO 01.9845 10/20/2065 | 0.16% |
| GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.16% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.16% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.16% |
| MSC 2016-UB12 XA IO 00.7600 12/15/2049 | 0.16% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.16% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.16% |
| MSBAM 2014-C14 C 04.9459 02/15/2047 | 0.16% |
| CMLTI 2007-AMC3 A2D 00.5216 03/25/2037 | 0.16% |
| FNR 2016-83 BS IO 05.9284 11/25/2046 | 0.16% |
| GNR 2010-125 SD IO 06.5034 01/16/2040 | 0.16% |
| STACR 2015-DNA2 B 07.7216 12/25/2027 | 0.16% |
| GNR 2018-H13 NI IO 03.4225 08/20/2068 | 0.16% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.16% |
| STACR 2018-DNA2 B1 03.8716 12/25/2030 | 0.16% |
| CSC HOLDINGS TLB L+225 02.4248 07/17/2025 | 0.16% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.16% |
| AHM 2007-1 GA1C 00.3616 05/25/2047 | 0.16% |
| GNR 2010-116 SA IO 05.7133 09/20/2040 | 0.16% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.16% |
| WFRBS 2011-C4 D P/P 144A 05.2208 06/15/2044 | 0.16% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.15% |
| CALPINE CONS FIN TL L+200 02.1611 01/15/2025 | 0.15% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.15% |
| JPMBB 2014-C18 C 04.8102 02/15/2047 | 0.15% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.15% |
| CAS 2019-HRP1 M2 02.3216 11/25/2039 | 0.15% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.15% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.15% |
| SAMI 2007-AR1 2A1 00.3645 01/25/2037 | 0.15% |
| MRAFT 2020-4 A1 00.0000 04/23/2023 | 0.15% |
| CGCMT 2019-GC43 X IO 00.6294 11/10/2052 | 0.14% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.14% |
| WAMU 2005-AR13 A1C3 00.6616 10/25/2045 | 0.14% |
| CHARTER COMM TLB2 L+175 03.6391 02/01/2027 | 0.14% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.14% |
| JPMBB 2014-C25 D P/P 144A 03.9453 11/15/2047 | 0.14% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.14% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.14% |
| RALI 2006-QO5 1A1 00.3866 05/25/2046 | 0.14% |
| UBSBB 2013-C5 XA IO P/P 144A 00.9438 03/10/2046 | 0.14% |
| CAS 2016-C07 2M2 04.5216 05/25/2029 | 0.14% |
| COMM 2015-CR23 XA IO 00.8946 05/10/2048 | 0.14% |
| GNR 2016-77 SC IO 05.9133 10/20/2045 | 0.14% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.14% |
| WFCM 2014-LC16 XA IO 01.0917 08/15/2050 | 0.14% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.14% |
| UBSCM 2017-C7 XA IO 01.0495 12/15/2050 | 0.14% |
| COMM 2014-UBS6 XA IO 00.8898 12/10/2047 | 0.14% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.14% |
| STACR 2016-DNA1 B 10.1716 07/25/2028 | 0.14% |
| WFRBS 2012-C10 D P/P 144A 04.4283 12/15/2045 | 0.14% |
| BERRY PLASTICS TLW L+200 03.9403 10/01/2022 | 0.14% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.14% |
| GARDNER DENVER TLB L+175 03.4109 02/28/2027 | 0.14% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.14% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.14% |
| WFCM 2015-NXS3 B 04.5478 09/15/2057 | 0.14% |
| CAS 2018-C02 2M2 02.3716 08/25/2030 | 0.13% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.13% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.13% |
| MSBAM 2012-C5 E P/P 144A 04.6759 08/15/2045 | 0.13% |
| OPTN FN30 2.5 08/06/20 CALL 104.03125 JPMC | 0.13% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.13% |
| COMM 2014-CR19 XA IO 01.0051 08/10/2047 | 0.13% |
| OPTN FN30 2.5 09/08/20 CALL 104.25 JPMC | 0.13% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.13% |
| BANK 2019-BN20 XA IO 00.8394 09/15/2062 | 0.13% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.13% |
| MSBAM 2013-C12 E P/P 144A 04.7632 10/15/2046 | 0.13% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.13% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.13% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7150 11/15/2045 | 0.13% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.13% |
| CSAIL 2015-C1 D P/P 144A 03.7691 04/15/2050 | 0.13% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.13% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.13% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.13% |
| GNR 2016-H22 AI IO 03.8476 10/20/2066 | 0.13% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.13% |
| WFCM 2013-LC12 C 04.2757 07/15/2046 | 0.13% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.12% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.12% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.12% |
| UNIVISION TLB L+375 04.7500 03/24/2026 | 0.12% |
| MSBAM 2015-C26 XA IO 01.0239 10/15/2048 | 0.12% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.12% |
| CSAIL 2015-C1 XA IO 00.8346 04/15/2050 | 0.12% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.12% |
| HILTON TLB L+175 01.9216 06/21/2026 | 0.12% |
| VICI PROPERTIES TL L+175 01.9256 12/22/2024 | 0.12% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.12% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.12% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.12% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.12% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.12% |
| GNR 2016-H08 AI IO 03.0125 08/20/2065 | 0.12% |
| JPMCC 2013-C10 XA IO 00.9700 12/15/2047 | 0.12% |
| LENNAR CORP 04.7500 11/15/2022 | 0.12% |
| BBCMS 2019-C4 XA IO 01.5986 08/15/2052 | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.12% |
| CWALT 2005-27 1A1 02.0466 08/25/2035 | 0.12% |
| GNR 2015-H28 DI IO 01.6773 08/20/2065 | 0.12% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.12% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.12% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.11% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.11% |
| UBSC 2011-C1 D P/P 144A 06.0503 01/10/2045 | 0.11% |
| CF 2019-CF3 XA IO 00.7203 01/15/2053 | 0.11% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.11% |
| MSBAM 2014-C15 D P/P 144A 04.9071 04/15/2047 | 0.11% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.11% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.11% |
| GSMS 2015-GC30 XA IO 00.7499 05/10/2050 | 0.11% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.11% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.11% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.11% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.11% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.11% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.11% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.11% |
| COMM 2018-COR3 C 04.5607 05/10/2051 | 0.11% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.11% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.11% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.11% |
| GNR 2014-H14 CI IO 01.7224 07/20/2064 | 0.11% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.11% |
| MSBAM 2012-C6 D P/P 144A 04.6067 11/15/2045 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.11% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.11% |
| WAMU 2005-AR14 1A2 03.8221 12/25/2035 | 0.11% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.10% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.10% |
| NATWEST GROUP PLC USD 07.5000 12/29/2049 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| CGCMT 2014-GC19 X IO 01.1437 03/10/2047 | 0.10% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.10% |
| GSMS 2014-GC18 XA IO 01.0094 01/10/2047 | 0.10% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.10% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.10% |
| CFCRE 2016-C4 XA IO 01.6927 05/10/2058 | 0.10% |
| CMLTI 2007-AR5 1A1A 03.9598 04/25/2037 | 0.10% |
| CWALT 2006-OA10 2A1 00.3616 08/25/2046 | 0.10% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.10% |
| GNR 2015-H10 EI IO 01.7553 04/20/2065 | 0.10% |
| STARS GROUP TLB L+350 03.8079 07/10/2025 | 0.10% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.10% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.10% |
| STACR 2016-HQA4 M3 04.0716 04/25/2029 | 0.10% |
| HVMLT 2005-2 1A 00.7068 05/19/2035 | 0.10% |
| FHR 4922 SB IO 05.8753 04/25/2049 | 0.10% |
| GNR 2017-H11 NI IO 02.5625 05/20/2067 | 0.10% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.09% |
| GNR 2015-H18 IA IO 01.9772 06/20/2065 | 0.09% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.09% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.09% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.09% |
| GNR 2017-H03 DI IO 02.4128 12/20/2066 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.09% |
| CPURNSA R 0.77 P 03/11/25 | 0.09% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.09% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.09% |
| FNR 2018-86 DS IO 05.9284 12/25/2048 | 0.09% |
| CFCRE 2011-C2 D P/P 144A 05.7392 12/15/2047 | 0.09% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.09% |
| NETFLIX INC 05.5000 02/15/2022 | 0.09% |
| CAS 2017-C02 2B1 05.6716 09/25/2029 | 0.09% |
| CPTFEMU P 1.71 R 07/15/37 | 0.09% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.09% |
| UKRPI P 3.665 R 12/15/28 | 0.09% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.08% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| WAMU 2005-AR10 1A3 04.0791 09/25/2035 | 0.08% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.08% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| SAMI 2006-AR7 A1A 00.3816 08/25/2036 | 0.08% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.08% |
| CWALT 2006-OA7 1A1 02.6662 06/25/2046 | 0.08% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.08% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.08% |
| COMM 2015-CR22 XA IO 00.8910 03/10/2048 | 0.08% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.08% |
| APPLE INC 02.8500 05/06/2021 | 0.08% |
| CGCMT 2014-GC19 D P/P 144A 05.0926 03/10/2047 | 0.08% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.08% |
| GRIFOLS TLB L+200 03.7996 11/15/2027 | 0.08% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.08% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.08% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.08% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.08% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.08% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.08% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.08% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.08% |
| STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.08% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.08% |
| CAS 2018-C05 1M2 02.5216 01/25/2031 | 0.07% |
| CGCMT 2014-GC21 X IO 01.1725 05/10/2047 | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| STACR 2016-HQA3 M3 04.0216 03/25/2029 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.07% |
| STATE OF QATAR P/P 144A 03.4000 04/16/2025 | 0.07% |
| GSAA 2005-15 2A2 00.4216 01/25/2036 | 0.07% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.07% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.07% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.07% |
| AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.07% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.07% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.07% |
| CAS 2017-C05 1B1 03.7716 01/25/2030 | 0.07% |
| CWHL 2005-3 1A1 00.7916 04/25/2035 | 0.07% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.07% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.07% |
| WFRBS 2012-C10 E P/P 144A 04.4283 12/15/2045 | 0.07% |
| CGCMT 2013-GC17 X IO 01.0313 11/10/2046 | 0.06% |
| COMM 2014-LC15 XA IO 01.0916 04/10/2047 | 0.06% |
| ORTHO-CLINICAL TLB L+325 03.4056 06/30/2025 | 0.06% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.06% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.06% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.06% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.06% |
| CPTFEMU R 0.961 P 05/15/40 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.06% |
| GNR 2011-H15 AI IO 01.6791 06/20/2061 | 0.06% |
| GNR 2017-H14 DI IO 01.8438 06/20/2067 | 0.06% |
| MSBAM 2013-C10 D P/P 144A 04.0823 07/15/2046 | 0.06% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.06% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.06% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.06% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.06% |
| STACR 2017-DNA2 B1 05.3216 10/25/2029 | 0.06% |
| CAS 2018-C06 2M2 02.2716 03/25/2031 | 0.06% |
| COMM 2013-CR13 E P/P 144A 04.8872 11/10/2046 | 0.06% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.06% |
| GNR 2017-H02 BI IO 02.4092 01/20/2067 | 0.06% |
| JPALT 2007-A2 12A1 00.3716 06/25/2037 | 0.06% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% |
| JPMCC 2012-LC9 D P/P 144A 04.4182 12/15/2047 | 0.06% |
| EUR/USD CALL 1.16 20201118 BANKAM | 0.06% |
| EUR/USD CALL 1.16 20201118 GSFX | 0.06% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.06% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.06% |
| GNR 2011-H08 GI IO 01.3918 03/20/2061 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.06% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.06% |
| WESTERN DIGITAL TLB L+175 01.9111 04/29/2023 | 0.06% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.06% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.06% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.06% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.06% |
| CPTFEMU R 0.655 P 05/15/30 | 0.06% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.06% |
| CAS 2014-C02 2M2 02.7716 05/25/2024 | 0.05% |
| CAS 2020-R02 2M2 02.1716 01/25/2040 | 0.05% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.05% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.05% |
| STACR 2016-HQA2 M3B 05.3216 11/25/2028 | 0.05% |
| STACR 2017-HQA3 02.5216 04/25/2030 | 0.05% |
| GNR 2011-17 S IO 05.8633 02/20/2041 | 0.05% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.05% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.05% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| JPMBB 2014-C19 XA IO 00.7460 04/15/2047 | 0.05% |
| STACR 2016-DNA2 M3 04.8216 10/25/2028 | 0.05% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| GSMS 2014-GC24 D P/P 144A 04.5316 09/10/2047 | 0.05% |
| STACR 2018-HQA1 M2 02.4716 09/25/2030 | 0.05% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.05% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.05% |
| VISTRA ENERGY TLB3 L+175 01.9150 12/01/2025 | 0.05% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.05% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.05% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.05% |
| STACR 2018-HQA1 B1 04.5216 09/25/2030 | 0.05% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.05% |
| EUR/USD 09/16/2020 JPMCB | 0.05% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.05% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| TRANSDIGM INC TLE L+225 05/30/2025 | 0.05% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.04% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.04% |
| FHR 2990 LB 16.4990 06/15/2034 | 0.04% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.04% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.04% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| COMM 2014-UBS4 XA IO 01.1045 08/10/2047 | 0.04% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.04% |
| GNR 2016-H11 HI IO 02.1027 01/20/2066 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| MEREDITH TLB L+250 04.1653 01/31/2025 | 0.04% |
| STACR 2019-DNA1 M2 02.8216 01/25/2049 | 0.04% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.04% |
| CAS 2019-R01 2M2 02.6216 07/25/2031 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% |
| MSC 2012-C4 E P/P 144A 05.4189 03/15/2045 | 0.04% |
| UKRPI P 3.385 R 11/15/24 | 0.04% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.04% |
| CAS 2018-C01 1M2 02.4216 07/25/2030 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| CWALT 2006-OA10 4A1 00.3616 08/25/2046 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.04% |
| STACR 2016-HQA1 M3 06.5216 09/25/2028 | 0.04% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7610 09/10/2045 | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.04% |
| JPMCC 2007-CB20 E P/P 144A 06.1688 02/12/2051 | 0.04% |
| UKRPI P 3.34 R 03/15/28 | 0.04% |
| WFRBS 2012-C10 C 04.3633 12/15/2045 | 0.04% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.04% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| CPURNSA R 0.41 P 03/18/25 | 0.04% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.04% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.04% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.04% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.04% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.04% |
| COMM 2012-CR3 E P/P 144A 04.7509 10/15/2045 | 0.04% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.04% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.04% |
| UKRPI P 3.4025 R 03/15/28 | 0.04% |
| WFRBS 2011-C4 E P/P 144A 05.2208 06/15/2044 | 0.04% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.04% |
| FNR 2007-53 SP 23.5707 06/25/2037 | 0.04% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.04% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.04% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.04% |
| 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.04% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.04% |
| CAS 2015-C01 1M2 04.4716 02/25/2025 | 0.04% |
| GNR 2013-99 VS IO 05.9234 07/16/2043 | 0.04% |
| STACR 2015-DN1 M3 04.3216 01/25/2025 | 0.04% |
| BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.03% |
| CAS 2015-C04 2M2 05.7216 04/25/2028 | 0.03% |
| DIVERSEY TL L+300 03.2604 09/06/2024 | 0.03% |
| ENVESTNET INC CV 01.7500 06/01/2023 | 0.03% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.03% |
| VONAGE HLDGS CV 01.7500 06/01/2024 | 0.03% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.03% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.03% |
| SEK/USD 09/16/2020 GSFX | 0.03% |
| ZYNGA INC CV 00.2500 06/01/2024 | 0.03% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.03% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.03% |
| 0.338 R ISWP US0003M P 07/01/2025 | 0.03% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.03% |
| CHEGG INC CV 00.1250 03/15/2025 | 0.03% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.03% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.03% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.03% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.03% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.03% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.03% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% |
| UBSBB 2012-C2 XA IO P/P 144A 01.2975 05/10/2063 | 0.03% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.03% |
| SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.03% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.03% |
| II-VI INC CV 00.2500 09/01/2022 | 0.03% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.03% |
| WAYFAIR INC CV 01.1250 11/01/2024 | 0.03% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.03% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.03% |
| SWPTN 3MX5Y R 0.439 USD 08/06/2020 CI | 0.03% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.02% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.02% |
| CPURNSA R 0.835 P 04/30/25 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.02% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.02% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.02% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.02% |
| CPURNSA R 0.8525 P 05/01/25 | 0.02% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.02% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.02% |
| STACR 2019-HQA1 M2 02.5216 02/25/2049 | 0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.02% |
| FHR 3249 PS 21.6983 12/15/2036 | 0.02% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.02% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.02% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| GNR 2020-15 CS IO 05.8633 12/02/2021 | 0.02% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.02% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.02% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.02% |
| 1.00 R ISWP FWD AUDBB6M P 09/16/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 0.02% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6772 11/15/2044 | 0.02% |
| 0.50 R ISWP FWD US0003M P 06/15/2025 | 0.02% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.02% |
| FNR 2005-75 GS 19.7351 08/25/2035 | 0.02% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.02% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.02% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| FHR 2976 LC 23.7793 05/15/2035 | 0.02% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.02% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.02% |
| STACR 2018-HQA2 M2 02.4716 10/25/2048 | 0.02% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% |
| UKRPI P 3.42 R 12/15/24 | 0.02% |
| CHF/USD 09/16/2020 JPMCB | 0.02% |
| CHF/USD 09/16/2020 SSBT | 0.02% |
| CHF/USD 09/16/2020 TDBK | 0.02% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.02% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| MSC 2012-C4 XA IO P/P 144A 02.0652 03/15/2045 | 0.02% |
| WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.02% |
| WIX LTD USD 00.0000 07/01/2023 | 0.02% |
| 0.645 R ISWP US0003M P 07/15/2030 | 0.02% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.02% |
| CAS 2017-C01 1M2 03.7216 07/25/2029 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| REALPAGE INC CV 01.5000 05/15/2025 | 0.02% |
| STACR 2019-DNA2 M2 02.6216 03/25/2049 | 0.02% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% |
| 1.15 R ISWP FWD CDOR03 P 09/16/2030 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.02% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.02% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.02% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.02% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.02% |
| SEK/USD 09/16/2020 UBS | 0.02% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.02% |
| 0.429 R ISWP FWD US0003M P 08/10/2025 | 0.02% |
| 0.525 R ISWP AUDBB6M P 06/05/2025 | 0.02% |
| CAS 2015-C01 2M2 04.7216 02/25/2025 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.02% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.02% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.02% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.01% |
| IRONWOOD PHAR P/P 144A CV 01.5000 06/15/2026 | 0.01% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.01% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.01% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.01% |
| 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.01% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.01% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CPURNSA R 1.2125 P 06/15/25 | 0.01% |
| EUR/USD CALL 1.21 20201028 BANKAM | 0.01% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.01% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.01% |
| AUD/USD 10/21/2020 HSBCB | 0.01% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.01% |
| CAS 2015-C02 2M2 04.1716 05/25/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNR 2019-78 SJ IO 05.8633 06/20/2049 | 0.01% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| 0.5835 R ISWP US0003M P 07/30/2030 | 0.01% |
| 8X8 INC CV 00.5000 02/01/2024 | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNR 2005-74 NK 26.6419 05/25/2035 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.01% |
| SYNAPTICS INC CV 00.5000 06/15/2022 | 0.01% |
| -0.04236 R ISWP FWD EUR006M P 08/15/2029 | 0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% |
| CAD/USD 10/21/2020 GSFX | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.01% |
| CPURNSA R 1.24 P 06/09/25 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 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% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.01% |
| RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.01% |
| REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.01% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | 0.01% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.01% |
| 0.90 R ISWP FWD US0003M P 09/16/2050 | 0.01% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.01% |
| CHF/USD 09/16/2020 CITI | 0.01% |
| CHF/USD 09/16/2020 GSFX | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNR 2019-99 KS IO 05.8633 08/20/2049 | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| NZD/USD 10/21/2020 UBS | 0.01% |
| SWPTN 3MX10Y P 0.6225 USD 10/15/2020 JP | 0.01% |
| -0.09037 R ISWP FWD EUR006M P 08/15/2029 | 0.01% |
| ASCENT RESOURCES TLB L+650 07.5000 03/30/2023 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| EUR/USD 09/16/2020 CITI | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GBP/USD 09/16/2020 GSFX | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| PLURALSIGHT CV 00.3750 03/01/2024 | 0.01% |
| ROYAL CARIBBE P/P 144A CV 04.2500 06/15/2023 | 0.01% |
| RUB/USD 09/16/2020 GSFX | 0.01% |
| 0.30 R ISWP US0003M P 07/14/2025 | 0.01% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| NOK/USD 09/16/2020 GSFX | 0.01% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | 0.01% |
| -0.13523 R ISWP FWD EUR006M P 08/15/2029 | 0.01% |
| AUD/USD 10/21/2020 TDBK | 0.01% |
| AUD/USD 10/21/2020 WPAC | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNW 1998-W2 X IO 00.7529 06/25/2028 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JPY/USD 08/19/2020 HSBCB | 0.01% |
| JPY/USD 08/19/2020 UBS | 0.01% |
| NOK/USD 09/16/2020 BCAP-FX | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | 0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.01% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.01% |
| -0.05644 R ISWP FWD EUR006M P 08/15/2029 | 0.00% |
| -0.20 R ISWP FWD CHL6M P 09/16/2030 | 0.00% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.00% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 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.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1728 05/15/2038 | 0.00% |
| CZK/USD 09/16/2020 BANKAM | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 BC | 0.00% |
| JPY/USD 08/19/2020 BCAP-FX | 0.00% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.00% |
| SWPTN 1MX30Y P 0.847 USD 08/17/2020 BA | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% |
| 0.76125 R ISWP NFIX3MID P 06/05/2030 | 0.00% |
| 0.794 R ISWP US0003M P 08/03/2050 | 0.00% |
| 1.00 R ISWP FWD NOKOIB6M P 09/16/2030 | 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.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 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% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPY/USD 08/19/2020 CITI | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| AUD/USD 10/21/2020 BANKAM | 0.00% |
| CAS 2015-C02 1M2 04.1716 05/25/2025 | 0.00% |
| CLP/USD 10/21/2020 CITI | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| EUR/USD 09/16/2020 BANKAM | 0.00% |
| GBP/USD 09/16/2020 JPMCB | 0.00% |
| GBP/USD 09/16/2020 RBSF | 0.00% |
| NZD/USD 10/21/2020 BCAP-FX | 0.00% |
| SEK/USD 09/16/2020 TDBK | 0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | 0.00% |
| 0.405 R ISWP AUDBB6M P 07/08/2025 | 0.00% |
| 0.436 R ISWP GBL6M P 07/16/2050 | 0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | 0.00% |
| CAD/USD 10/21/2020 UBS | 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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FNW 1998-W5 X IO 00.8577 07/25/2028 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 08/19/2020 GSFX | 0.00% |
| NZD/USD 10/21/2020 BANKAM | 0.00% |
| NZD/USD 10/21/2020 SSBT | 0.00% |
| SEK/USD 09/16/2020 MSCIL | 0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | 0.00% |
| 0.423 R ISWP GBL6M P 07/16/2050 | 0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | 0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | 0.00% |
| CAD/USD 10/21/2020 HSBCB | 0.00% |
| CAD/USD 10/21/2020 MSCIL | 0.00% |
| CAD/USD 10/21/2020 RBSF | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| EUR/USD 09/16/2020 HSBCB | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2866 10/25/2043 | 0.00% |
| JPY/USD 08/19/2020 JPMCB | 0.00% |
| NZD/USD 10/21/2020 TDBK | 0.00% |
| NZD/USD 10/21/2020 WPAC | 0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | 0.00% |
| SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% |
| SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | 0.00% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% |
| 0.2235 R ISWP US0003M P 07/15/2022 | 0.00% |
| 0.226 R ISWP US0003M P 07/17/2022 | 0.00% |
| 0.2295 R ISWP US0003M P 07/03/2022 | 0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | 0.00% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | 0.00% |
| 0.655 R ISWP US0003M P 07/03/2030 | 0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| AUD/USD 10/21/2020 CSI-FX | 0.00% |
| BACM 2007-1 XW IO 00.2910 01/15/2049 | 0.00% |
| CMB CMBX.NA.BBB-.6 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% |
| EUR/USD 09/16/2020 MSCIL | 0.00% |
| FSPC T-8 A9 IO 00.4282 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 08/19/2020 BANKAM | 0.00% |
| HKD/USD 08/19/2020 TDBK | 0.00% |
| HKD/USD 08/19/2020 UBS | 0.00% |
| LBUBS 2007-C2 XW IO 00.1667 02/15/2040 | 0.00% |
| NOK/USD 09/16/2020 MSCIL | 0.00% |
| NZD/USD 10/21/2020 CSI-FX | 0.00% |
| NZD/USD 10/21/2020 HSBCB | 0.00% |
| NZD/USD 10/21/2020 JPMCB | 0.00% |
| NZD/USD 10/21/2020 RBSF | 0.00% |
| OPTN FN30 2.5 08/06/20 PUT 102.47265625 JPMC | 0.00% |
| OPTN FN30 2.5 08/06/20 PUT 103.03515625 JPMC | 0.00% |
| OPTN FN30 2.5 08/06/20 PUT 103.59765625 JPMC | 0.00% |
| OPTN FN30 2.5 08/06/20 PUT 104.03125 JPMC | 0.00% |
| PLN/USD 09/16/2020 BCAP-FX | 0.00% |
| SEK/USD 09/16/2020 JPMCB | 0.00% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1MX5Y R 0.3 USD 08/10/2020 GS | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX5Y P 0.439 USD 08/06/2020 CI | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | 0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | 0.00% |
| WBCMT 2006-C29 IO IO 00.2662 11/15/2048 | 0.00% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | -0.00% |
| 0.6085 R ISWP US0003M P 07/17/2030 | -0.00% |
| 0.78 R ISWP US0003M P 04/28/2050 | -0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | -0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | -0.00% |
| AUD/USD 10/21/2020 SSBT | -0.00% |
| CAD/USD 10/21/2020 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA P 1.77 R 06/09/50 | -0.00% |
| GBP/USD 09/16/2020 BCAP-FX | -0.00% |
| GBP/USD 09/16/2020 TDBK | -0.00% |
| HKD/USD 08/19/2020 HSBCB | -0.00% |
| HKD/USD 08/19/2020 SSBT | -0.00% |
| JPY/USD 08/19/2020 WPAC | -0.00% |
| NOK/USD 09/16/2020 JPMCB | -0.00% |
| NZD/USD 10/21/2020 MSCIL | -0.00% |
| SWPTN 1MX30Y P 1.007 USD 08/17/2020 BA | -0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | -0.00% |
| 0.6195 R ISWP US0003M P 07/15/2030 | -0.00% |
| 0.655 R ISWP NOKOIB6M P 07/10/2025 | -0.00% |
| 0.655 R ISWP NOKOIB6M P 07/13/2025 | -0.00% |
| AUD/USD 10/21/2020 GSFX | -0.00% |
| CAD/USD 10/21/2020 BCAP-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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% |
| GBP/USD 09/16/2020 CSI-FX | -0.00% |
| JPY/USD 08/19/2020 BANKAM | -0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 1MX30Y P 0.927 USD 08/17/2020 BA | -0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | -0.00% |
| 0.32 R ISWP GBL6M P 07/16/2030 | -0.00% |
| 0.321 R ISWP GBL6M P 07/16/2030 | -0.00% |
| 0.36 R ISWP NFIX3MID P 06/05/2025 | -0.00% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | -0.00% |
| 0.90 R ISWP FWD NFIX3MID P 09/16/2030 | -0.00% |
| CAD/USD 10/21/2020 WPAC | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| JPY/USD 08/19/2020 SSBT | -0.00% |
| NZD/USD 10/21/2020 CITI | -0.00% |
| NZD/USD 10/21/2020 GSFX | -0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 3MX10Y P 0.8225 USD 10/15/2020 JP | -0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | -0.00% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | -0.00% |
| 0.50 R ISWP FWD SES3M P 09/16/2030 | -0.00% |
| AUD/USD 10/21/2020 JPMCB | -0.00% |
| AUD/USD 10/21/2020 RBSF | -0.00% |
| CAD/USD 10/21/2020 CSI-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 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% |
| CPURNSA P 1.6875 R 06/15/50 | -0.00% |
| GBP/USD 09/16/2020 HSBCB | -0.00% |
| NOK/USD 09/16/2020 BANKAM | -0.00% |
| NOK/USD 09/16/2020 CITI | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | -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% |
| 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.00% |
| 0.6925 R ISWP NOKOIB6M P 06/29/2025 | -0.00% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| GBP/USD 09/16/2020 WPAC | -0.00% |
| IOS.FN30.400.09 P USL1M R 01/12/40 GS | -0.00% |
| SWPTN 3MX10Y P 0.7225 USD 10/15/2020 JP | -0.00% |
| 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | -0.01% |
| 1.0775 R ISWP CDOR03 P 06/10/2030 | -0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.01% |
| CAD/USD 10/21/2020 BANKAM | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.01% |
| EUR/USD CALL 1.24 20201028 BANKAM | -0.01% |
| SEK/USD 09/16/2020 SSBT | -0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 1MX5Y P 0.3 USD 08/10/2020 GS | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.01% |
| 0.20 R ISWP FWD SONIA P 09/16/2030 | -0.01% |
| CAD/USD 10/21/2020 JPMCB | -0.01% |
| CAD/USD 10/21/2020 TDBK | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | -0.01% |
| NOK/USD 09/16/2020 HSBCB | -0.01% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.01% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| EUR/USD 09/16/2020 UBS | -0.01% |
| GBP/USD 09/16/2020 UBS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | -0.01% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| AUD/USD 10/21/2020 UBS | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| EUR/USD 09/16/2020 CSI-FX | -0.01% |
| EUR/USD 09/16/2020 GSFX | -0.01% |
| EUR/USD CALL 1.26 20210127 BANKAM | -0.01% |
| SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| EUR/USD 09/16/2020 WPAC | -0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| NOK/USD 09/16/2020 SSBT | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | -0.01% |
| 0.62 R ISWP US0003M P 05/19/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| OPTN FN30 2.5 09/08/20 PUT 104.25 JPMC | -0.01% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.01% |
| 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.01% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.02% |
| 0.815 R ISWP US0003M P 07/30/2050 | -0.02% |
| 1.134 R ISWP CDOR03 P 03/11/2050 | -0.02% |
| CPURNSA R 1.703 P 11/29/24 | -0.02% |
| SEK/USD 09/16/2020 CITI | -0.02% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% |
| 0.20 R ISWP FWD US0003M P 09/16/2022 | -0.02% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.02% |
| NOK/USD 09/16/2020 UBS | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| CPURNSA R 1.7625 P 12/10/24 | -0.02% |
| IOS.FN30.350.14 P USL1M R 01/12/45 JP | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -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% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.02% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.02% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD 09/16/2020 TDBK | -0.02% |
| EUR/USD CALL 1.20 20201118 BANKAM | -0.02% |
| EUR/USD CALL 1.20 20201118 GSFX | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| CAD/USD 10/21/2020 SSBT | -0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% |
| SEK/USD 09/16/2020 BCAP-FX | -0.02% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| CPURNSA P 1.3475 R 05/01/30 | -0.03% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CPURNSA P 1.345 R 04/30/30 | -0.03% |
| CPURNSA P 1.6625 R 07/10/30 | -0.03% |
| EUR/USD 09/16/2020 RBSF | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.03% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% |
| 1.60 R ISWP CDOR03 P 02/24/2030 | -0.03% |
| GBP/USD 09/16/2020 CITI | -0.03% |
| CPURNSA R 1.71 P 11/21/24 | -0.03% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.03% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.03% |
| CPTFEMU R 1.4 P 07/15/27 | -0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% |
| 0.65 R ISWP US0003M P 05/26/2030 | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 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 | -0.04% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% |
| EUR/USD 09/16/2020 BCAP-FX | -0.04% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| 1.20 R ISWP FWD US0003M P 06/15/2050 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| GBP/USD 09/16/2020 SSBT | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.04% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.04% |
| 0.90 R ISWP FWD US0003M P 09/16/2030 | -0.04% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.05% |
| CPURNSA P 1.586 R 06/30/30 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| -0.05 R ISWP FWD EUR006M P 09/16/2030 | -0.05% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| 0.70 R ISWP FWD US0003M P 09/16/2030 | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.06% |
| CPURNSA P 0.95 R 03/18/30 | -0.06% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.06% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.06% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.07% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.07% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.07% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.07% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.08% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.08% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.08% |
| 0.385 R ISWP US0003M P 05/21/2025 | -0.08% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.08% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.09% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.09% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.09% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.09% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.09% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.09% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.10% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.10% |
| EUR/USD 09/16/2020 SSBT | -0.10% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.10% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.10% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.10% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.11% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.11% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.11% |
| CPTFEMU P 1.13 R 05/15/50 | -0.11% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.11% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.11% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.11% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.11% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.11% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.11% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.12% |
| UKRPI R 3.4425 P 07/15/49 | -0.13% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.14% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.14% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.14% |
| CPTFEMU P 0.935 R 05/15/40 | -0.14% |
| CPTFEMU P 0.93 R 05/15/40 | -0.14% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.14% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.15% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.15% |
| CPURNSA P 1.165 R 03/11/30 | -0.15% |
| 0.35 R ISWP FWD US0003M P 09/16/2025 | -0.15% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.15% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.15% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.17% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.19% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.20% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.26% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.27% |
| US ULTRA BOND CBT SEP20 WNU0 | -0.27% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.27% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.29% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.30% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.31% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.34% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.35% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.40% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.41% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.42% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.46% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.50% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.99% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.19% |
| EURO-BUND FUTURE SEP20 RXU0 | -1.74% |
| US 5YR NOTE (CBT) SEP20 FVU0 | -2.93% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -55.17% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2050 | 11.57% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 11.23% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 4.13% |
| FNMA FN30 TBA UMBS 03.0000 08/01/2050 | 3.57% |
| T 2.25 R 0.25 P 08/10/20 JP | 3.22% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2050 | 2.11% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2050 | 1.25% |
| TREASURY BILL 00.0000 08/11/2020 | 1.18% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.88% |
| 1.70 R ISWP FWD US0003M P 03/18/2027 | 0.87% |
| STACR 2016-DNA3 M3 05.1845 12/25/2028 | 0.83% |
| FNR 2017-74 SA IO 05.5655 10/25/2047 | 0.77% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.76% |
| FNR 2017-8 SB IO 05.9155 02/25/2047 | 0.74% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.73% |
| FNMA FN30 TBA UMBS 04.5000 07/01/2050 | 0.64% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.64% |
| GNMA GII30 TBA 04.0000 07/01/2050 | 0.64% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.63% |
| FNMA FN30 TBA UMBS 02.0000 07/01/2050 | 0.61% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.61% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.58% |
| FHR 3852 NT 05.8153 05/15/2041 | 0.58% |
| MSBAM 2013-C10 E P/P 144A 04.2181 07/15/2046 | 0.57% |
| ALPHABET INC 03.6250 05/19/2021 | 0.57% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.55% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.53% |
| TREASURY BILL 00.0000 09/17/2020 | 0.53% |
| SPST 2020-2 A 01.0095 03/26/2021 | 0.52% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.51% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.51% |
| JPMCC 2012-C8 D P/P 144A 04.8263 10/15/2045 | 0.48% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.46% |
| WESTPAC BANKING CORP USD 02.6500 01/25/2021 | 0.46% |
| DBUBS 2011-LC3A D P/P 144A 05.5126 08/10/2044 | 0.46% |
| CWALT 2005-59 1A1 00.5200 11/20/2035 | 0.46% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.46% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.45% |
| STACR 2014-HQ2 M3 03.9345 09/25/2024 | 0.44% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.43% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.42% |
| FNMA FN30 TBA UMBS 02.5000 08/01/2050 | 0.42% |
| FNR 2011-53 ST IO 05.7355 06/25/2041 | 0.41% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.40% |
| CAS 2014-C01 M2 04.5845 01/25/2024 | 0.40% |
| CAS 2016-C02 1B 12.4345 09/25/2028 | 0.39% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.39% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.39% |
| BANK 2017-BNK9 XA IO 00.9482 11/15/2054 | 0.38% |
| MEAD JOHNSON NUTRITION C 03.0000 11/15/2020 | 0.38% |
| TREASURY BILL 00.0000 08/06/2020 | 0.38% |
| CWALT 2006-OA7 1A2 02.4438 06/25/2046 | 0.38% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.36% |
| STACR 2015-DNA3 B 09.5345 04/25/2028 | 0.36% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.36% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.36% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.35% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.35% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.34% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.34% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.34% |
| BANK 2018-BN10 XA IO 00.8808 02/15/2061 | 0.34% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.33% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.33% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.33% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.33% |
| WFRBS 2012-C7 D P/P 144A 04.9660 06/15/2045 | 0.32% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.32% |
| FNR 2016-60 LS IO 05.9155 09/25/2046 | 0.32% |
| QUIKRETE TLB L+250 04.1594 02/01/2027 | 0.32% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.32% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.32% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.32% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.32% |
| GNR 2016-H13 IK IO 02.6244 06/20/2066 | 0.32% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.32% |
| WFCM 2013-LC12 D P/P 144A 04.4111 07/15/2046 | 0.32% |
| COMM 2014-CR17 C 04.9452 05/10/2047 | 0.31% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.30% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.30% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.30% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.30% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.30% |
| GFL ENVIRONMENTAL TLB L+300 04.0000 05/31/2025 | 0.30% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.30% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.29% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.29% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.29% |
| GSMS 2014-GC22 C 04.8467 06/10/2047 | 0.28% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.28% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.28% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.28% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.28% |
| ORACLE CORP 02.5000 05/15/2022 | 0.28% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.28% |
| FNR 2013-130 SD IO 06.4155 01/25/2044 | 0.28% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.28% |
| SCIENTIFIC GAMES TLB5 L+275 03.4764 08/14/2024 | 0.28% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.27% |
| FNR 2017-108 SA IO 05.9655 01/25/2048 | 0.27% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.27% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.27% |
| WFRBS 2013-C15 D P/P 144A 04.6428 08/15/2046 | 0.27% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.27% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.27% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.27% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.27% |
| CASH MGMT BILL 00.0000 09/15/2020 | 0.27% |
| SPST 2020-6 A 00.9983 09/07/2021 | 0.27% |
| COMM 2013-CR11 XA IO 01.0907 08/10/2050 | 0.26% |
| CAS 2016-C03 2M2 06.0845 10/25/2028 | 0.26% |
| FNR 2016-88 SK IO 05.8155 12/25/2046 | 0.26% |
| GNR 2018-H05 AI IO 02.5347 02/20/2068 | 0.26% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.26% |
| MWST 2019-1 A 00.9845 06/25/2052 | 0.26% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.26% |
| FNR 2015-19 SA IO 06.0155 04/25/2045 | 0.26% |
| MSBAM 2013-C13 XA IO 01.1355 11/15/2046 | 0.26% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.25% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.25% |
| MRAFT 2020-2 A1 01.9266 05/30/2022 | 0.25% |
| BSCMS 2007-T26 AJ 05.5417 01/12/2045 | 0.25% |
| GNR 2017-H06 BI IO 02.3512 02/20/2067 | 0.25% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.25% |
| JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.25% |
| LENNAR CORP 05.8750 11/15/2024 | 0.24% |
| GNR 2019-121 DS IO 05.9100 08/20/2049 | 0.24% |
| GNR 2015-H19 NI IO 01.8796 07/20/2065 | 0.24% |
| WFCM 2016-BNK1 XA IO 01.8944 08/15/2049 | 0.24% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.24% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.24% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.24% |
| TREASURY BILL 00.0000 07/21/2020 | 0.24% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.24% |
| STACR 2017-DNA3 M2B 02.6845 03/25/2030 | 0.24% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.24% |
| GNR 2018-H02 GI IO 02.3384 12/20/2067 | 0.24% |
| SPRINT CORP 07.8750 09/15/2023 | 0.24% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.23% |
| GNR 2011-70 WI IO 04.6600 12/20/2040 | 0.23% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.23% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.23% |
| GNR 2017-H16 BI IO 02.4268 08/20/2067 | 0.23% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.23% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.23% |
| STACR 2015-DNA1 B 09.3845 10/25/2027 | 0.23% |
| CAS 2014-C03 2M2 03.0845 07/25/2024 | 0.23% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.22% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.22% |
| TREASURY BILL 00.0000 07/23/2020 | 0.22% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.22% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.22% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.22% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.22% |
| COMM 2014-CR17 D P/P 144A 05.0089 05/10/2047 | 0.22% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.22% |
| FNR 2019-66 SC IO 05.8155 11/25/2049 | 0.22% |
| GNR 2016-121 JS IO 05.9100 09/20/2046 | 0.22% |
| HCA INC 05.2500 06/15/2026 | 0.22% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.22% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.22% |
| US BANCORP 02.6250 01/24/2022 | 0.22% |
| FNR 2016-65 CS IO 05.9155 09/25/2046 | 0.22% |
| CAS 2014-C04 1M2 05.0845 11/25/2024 | 0.22% |
| MWST 2018-W1 A 01.0345 11/25/2051 | 0.21% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.21% |
| SPST 2019-11 A 00.9348 10/24/2020 | 0.21% |
| CAS 2015-C04 1M2 05.8845 04/25/2028 | 0.21% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.21% |
| ADS WASTE TLB L+225 03.0000 11/10/2023 | 0.21% |
| COMM 2015-LC19 C 04.3815 02/10/2048 | 0.21% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.21% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.21% |
| GNR 2018-91 SJ IO 06.0600 07/20/2048 | 0.21% |
| TREASURY BILL 00.0000 08/20/2020 | 0.21% |
| SPST 2020-WL1 A 00.8183 06/25/2051 | 0.20% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.20% |
| TREASURY BILL 00.0000 08/13/2020 | 0.20% |
| INTELSAT S.A. TLB3 L+475 08.0000 11/27/2023 | 0.20% |
| MSBAM 2013-C10 F P/P 144A 04.2181 07/15/2046 | 0.20% |
| CAS 2016-C03 1B 11.9345 10/25/2028 | 0.20% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.20% |
| COMM 2015-LC21 XA IO 00.8478 07/10/2048 | 0.20% |
| PPD TL L+250 03.5000 08/18/2022 | 0.20% |
| CASH MGMT BILL 00.0000 09/22/2020 | 0.20% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.20% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.20% |
| MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.19% |
| REYNOLDS TL 341 03.4095 02/04/2027 | 0.19% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.19% |
| ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.19% |
| SOLENIS 1STL L+400 04.3625 06/26/2025 | 0.19% |
| BANIJAY GROUP TLB L+375 05.4044 02/04/2025 | 0.19% |
| GNR 2015-H15 JI IO 01.9345 06/20/2065 | 0.19% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.19% |
| MESSER INDUST TLB L+250 02.8079 03/01/2026 | 0.19% |
| ALTICE USA TLB L+225 02.4348 01/15/2026 | 0.19% |
| WIDEOPENWEST TLB L+325 04.2500 08/19/2023 | 0.19% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.18% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.18% |
| GNR 2016-H23 NI IO 03.1674 10/20/2066 | 0.18% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.18% |
| MCAS 2019-01 M10 P/P 144A 03.4345 10/15/2049 | 0.18% |
| ZOETIS INC 02.0000 05/15/2030 | 0.18% |
| CARR 2006-NC2 A4 00.4245 06/25/2036 | 0.18% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.18% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.18% |
| FHMS K099 X1 IO 01.0056 09/25/2029 | 0.18% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.18% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.18% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.18% |
| TALLGRASS ENERGY TL L+475 04.9283 03/11/2026 | 0.18% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.18% |
| GNR 2010-116 SA IO 05.7100 09/20/2040 | 0.18% |
| JPMBB 2014-C25 D P/P 144A 04.0936 11/15/2047 | 0.18% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.18% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.18% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.18% |
| IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.18% |
| TREASURY BILL 00.0000 08/25/2020 | 0.18% |
| FNR 2011-4 CS 12.5310 05/25/2040 | 0.18% |
| GNR 2015-H25 AI IO 01.5826 09/20/2065 | 0.18% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.17% |
| UBSBB 2012-C3 C P/P 144A 05.1979 08/10/2049 | 0.17% |
| CAS 2020-R01 1B1 03.4345 01/25/2040 | 0.17% |
| GNR 2016-H02 BI IO 02.5922 11/20/2065 | 0.17% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.17% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.17% |
| MSBAM 2014-C17 C 04.6565 08/15/2047 | 0.17% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.17% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.17% |
| PFIZER INC 01.9500 06/03/2021 | 0.17% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.17% |
| GNR 2015-H09 BI IO 01.6604 03/20/2065 | 0.17% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.17% |
| JPMBB 2014-C24 XA IO 01.0661 11/15/2047 | 0.17% |
| OPTN FN30 2.5 07/07/20 CALL 103.3125 JPMC | 0.17% |
| STACR 2015-DNA2 B 07.7345 12/25/2027 | 0.17% |
| COMM 2014-CR20 XA IO 01.1756 11/10/2047 | 0.17% |
| GNR 2015-H25 EI IO 01.8251 10/20/2065 | 0.17% |
| RESTAURANT BRANDS TLB L+175 03.5080 11/19/2026 | 0.17% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.17% |
| CASH MGMT BILL 00.0000 09/08/2020 | 0.17% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.17% |
| RALI 2006-QO5 1A1 00.3995 05/25/2046 | 0.17% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.17% |
| STACR 2018-DNA2 B1 03.8845 12/25/2030 | 0.17% |
| TREASURY BILL 00.0000 09/10/2020 | 0.17% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.17% |
| CSAIL 2019-C16 XA IO 01.7288 06/15/2052 | 0.17% |
| TRANSDIGM INC TLF L+225 03.9094 12/09/2025 | 0.17% |
| FNR 2016-83 BS IO 05.9155 11/25/2046 | 0.16% |
| GNR 2010-125 SD IO 06.4849 01/16/2040 | 0.16% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.16% |
| MSC 2016-UB12 XA IO 00.9005 12/15/2049 | 0.16% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.16% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.16% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.16% |
| GNR 2018-H13 NI IO 02.8692 08/20/2068 | 0.16% |
| GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.16% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.16% |
| AHM 2007-1 GA1C 00.3745 05/25/2047 | 0.16% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.16% |
| CMLTI 2007-AMC3 A2D 00.5345 03/25/2037 | 0.16% |
| GNR 2018-H02 EI IO 02.3754 01/20/2068 | 0.16% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.16% |
| CAS 2019-HRP1 M2 02.3345 11/25/2039 | 0.16% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.16% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.16% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.16% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.16% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.16% |
| WFRBS 2011-C4 D P/P 144A 05.3900 06/15/2044 | 0.16% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.16% |
| CSC HOLDINGS TLB L+225 02.4348 07/17/2025 | 0.16% |
| GNR 2016-77 SC IO 05.9100 10/20/2045 | 0.15% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.15% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.15% |
| CALPINE CONS FIN TL L+200 02.1783 01/15/2025 | 0.15% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.15% |
| JPMBB 2014-C18 C 04.9705 02/15/2047 | 0.15% |
| MSBAM 2014-C14 C 05.1111 02/15/2047 | 0.15% |
| SAMI 2007-AR1 2A1 00.3645 01/25/2037 | 0.15% |
| CAS 2018-C02 2M2 02.3845 08/25/2030 | 0.15% |
| STACR 2016-DNA1 B 10.1683 07/25/2028 | 0.15% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.15% |
| UBSBB 2013-C5 XA IO P/P 144A 01.0817 03/10/2046 | 0.15% |
| WAMU 2005-AR13 A1C3 00.6745 10/25/2045 | 0.15% |
| CGCMT 2019-GC43 X IO 00.7503 11/10/2052 | 0.15% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.14% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.14% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.14% |
| COMM 2015-CR23 XA IO 01.0381 05/10/2048 | 0.14% |
| CHARTER COMM TLB2 L+175 03.6391 02/01/2027 | 0.14% |
| WFCM 2014-LC16 XA IO 01.2653 08/15/2050 | 0.14% |
| WFRBS 2012-C10 D P/P 144A 04.5762 12/15/2045 | 0.14% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.14% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.14% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.14% |
| COMM 2014-CR19 XA IO 01.1633 08/10/2047 | 0.14% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.14% |
| COMM 2014-UBS6 XA IO 01.0384 12/10/2047 | 0.14% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.14% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.14% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.14% |
| UBSCM 2017-C7 XA IO 01.2035 12/15/2050 | 0.14% |
| BERRY PLASTICS TLW L+200 03.9403 10/01/2022 | 0.14% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.14% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.14% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8754 11/15/2045 | 0.14% |
| GARDNER DENVER TLB L+175 03.4109 02/28/2027 | 0.14% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.14% |
| MSBAM 2012-C5 E P/P 144A 04.8320 08/15/2045 | 0.14% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.13% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.13% |
| BRAND ENERGY TL L+425 05.4519 06/21/2024 | 0.13% |
| MSBAM 2013-C12 E P/P 144A 04.9243 10/15/2046 | 0.13% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.13% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.13% |
| WFCM 2013-LC12 C 04.4111 07/15/2046 | 0.13% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.13% |
| GNR 2016-H22 AI IO 03.1401 10/20/2066 | 0.13% |
| CSAIL 2015-C1 D P/P 144A 03.9116 04/15/2050 | 0.13% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.13% |
| WFCM 2015-NXS3 B 04.6941 09/15/2057 | 0.13% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.13% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.13% |
| MSBAM 2015-C26 XA IO 01.1711 10/15/2048 | 0.13% |
| CSAIL 2015-C1 XA IO 00.9773 04/15/2050 | 0.13% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.12% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.12% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.12% |
| JPMCC 2013-C10 XA IO 01.1083 12/15/2047 | 0.12% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.12% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.12% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.12% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.12% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.12% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.12% |
| GNR 2016-H08 AI IO 02.3167 08/20/2065 | 0.12% |
| GNR 2015-H28 DI IO 01.5105 08/20/2065 | 0.12% |
| HILTON TLB L+175 01.9345 06/21/2026 | 0.12% |
| BBCMS 2019-C4 XA IO 01.7463 08/15/2052 | 0.12% |
| CWALT 2005-27 1A1 02.1614 08/25/2035 | 0.12% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.12% |
| UNIVISION TLC5 L+375 04.7500 03/15/2024 | 0.12% |
| VICI PROPERTIES TL L+175 01.9400 12/22/2024 | 0.12% |
| LENNAR CORP 04.7500 11/15/2022 | 0.12% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.11% |
| GSMS 2015-GC30 XA IO 00.8863 05/10/2050 | 0.11% |
| UBSC 2011-C1 D P/P 144A 06.2520 01/10/2045 | 0.11% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.11% |
| FHR 4922 SB IO 05.8653 04/25/2049 | 0.11% |
| MSBAM 2012-C6 D P/P 144A 04.7604 11/15/2045 | 0.11% |
| MSBAM 2014-C15 D P/P 144A 05.0709 04/15/2047 | 0.11% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.11% |
| TREASURY BILL 00.0000 07/09/2020 | 0.11% |
| WAMU 2005-AR14 1A2 03.8279 12/25/2035 | 0.11% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.11% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.11% |
| FNR 2018-86 DS IO 05.9155 12/25/2048 | 0.11% |
| GNR 2014-H14 CI IO 01.5531 07/20/2064 | 0.11% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.11% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.11% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.11% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.11% |
| CF 2019-CF3 XA IO 00.8409 01/15/2053 | 0.11% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.11% |
| OPTN FN30 2.5 08/06/20 CALL 103.5625 JPMC | 0.11% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.11% |
| GSMS 2014-GC18 XA IO 01.1764 01/10/2047 | 0.11% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.11% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.11% |
| CGCMT 2014-GC19 X IO 01.3171 03/10/2047 | 0.10% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 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% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.10% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.10% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.10% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.10% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.10% |
| GNR 2015-H10 EI IO 01.5885 04/20/2065 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.10% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% |
| CMLTI 2007-AR5 1A1A 03.9736 04/25/2037 | 0.10% |
| CWALT 2006-OA10 2A1 00.3745 08/25/2046 | 0.10% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.10% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.10% |
| HVMLT 2005-2 1A 00.7139 05/19/2035 | 0.10% |
| STACR 2016-HQA4 M3 04.0845 04/25/2029 | 0.10% |
| GNR 2017-H03 DI IO 02.7149 12/20/2066 | 0.10% |
| STARS GROUP TLB L+350 03.8079 07/10/2025 | 0.10% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.10% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.10% |
| GNR 2017-H11 NI IO 02.6013 05/20/2067 | 0.10% |
| GNR 2015-H18 IA IO 01.8116 06/20/2065 | 0.10% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.10% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.10% |
| CAS 2018-C03 1M2 02.3345 10/25/2030 | 0.09% |
| CFCRE 2016-C4 XA IO 01.8572 05/10/2058 | 0.09% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.09% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.09% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.09% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.09% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.09% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.09% |
| CAS 2017-C02 2B1 05.6845 09/25/2029 | 0.09% |
| CPTFEMU P 1.71 R 07/15/37 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.09% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.09% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.09% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.09% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.09% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.09% |
| UKRPI P 3.665 R 12/15/28 | 0.09% |
| CFCRE 2011-C2 D P/P 144A 05.9305 12/15/2047 | 0.09% |
| NETFLIX INC 05.5000 02/15/2022 | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.09% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.09% |
| WAMU 2005-AR10 1A3 04.1241 09/25/2035 | 0.09% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.09% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.08% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.08% |
| TREASURY BILL 00.0000 07/14/2020 | 0.08% |
| COMM 2015-CR22 XA IO 01.0282 03/10/2048 | 0.08% |
| CWALT 2006-OA7 1A1 02.7302 06/25/2046 | 0.08% |
| SAMI 2006-AR7 A1A 00.3945 08/25/2036 | 0.08% |
| WFRBS 2012-C10 E P/P 144A 04.5762 12/15/2045 | 0.08% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.08% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.08% |
| APPLE INC 02.8500 05/06/2021 | 0.08% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| CAS 2018-C05 1M2 02.5345 01/25/2031 | 0.08% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.08% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.08% |
| GRIFOLS TLB L+200 03.7996 11/15/2027 | 0.08% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.08% |
| CGCMT 2014-GC19 D P/P 144A 05.2614 03/10/2047 | 0.08% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.08% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.08% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.08% |
| CGCMT 2014-GC21 X IO 01.3380 05/10/2047 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.08% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.08% |
| WFRBS 2012-C10 C 04.5112 12/15/2045 | 0.08% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.08% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.08% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.07% |
| STACR 2016-HQA3 M3 04.0345 03/25/2029 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.07% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.07% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.07% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.07% |
| TREASURY BILL 00.0000 10/08/2020 | 0.07% |
| CAS 2017-C05 1B1 03.7845 01/25/2030 | 0.07% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.07% |
| STATE OF QATAR P/P 144A 03.4000 04/16/2025 | 0.07% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.07% |
| CAS 2016-C07 2M2 04.5345 05/25/2029 | 0.07% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.07% |
| GSAA 2005-15 2A2 00.4345 01/25/2036 | 0.07% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.07% |
| CINEWORLD TLB L+300 04.6653 02/07/2027 | 0.07% |
| CWHL 2005-3 1A1 00.8045 04/25/2035 | 0.07% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.07% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.07% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.07% |
| CAS 2018-C06 2M2 02.2845 03/25/2031 | 0.07% |
| CGCMT 2013-GC17 X IO 01.1837 11/10/2046 | 0.07% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.07% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.07% |
| COMM 2014-LC15 XA IO 01.2585 04/10/2047 | 0.07% |
| ELDORADO RESORTS TLB L+225 03.2500 04/17/2024 | 0.07% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.06% |
| AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.06% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.06% |
| GNR 2011-H15 AI IO 01.5040 06/20/2061 | 0.06% |
| GNR 2017-H14 DI IO 01.6786 06/20/2067 | 0.06% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.06% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.06% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% |
| MSBAM 2013-C10 D P/P 144A 04.2181 07/15/2046 | 0.06% |
| ORTHO-CLINICAL TLB L+325 03.4288 06/30/2025 | 0.06% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.06% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.06% |
| GNR 2017-H02 BI IO 02.4254 01/20/2067 | 0.06% |
| STACR 2017-DNA2 B1 05.3345 10/25/2029 | 0.06% |
| WESTERN DIGITAL TLB L+175 01.9236 04/29/2023 | 0.06% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.06% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.06% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.06% |
| JPMCC 2012-LC9 D P/P 144A 04.5654 12/15/2047 | 0.06% |
| CAS 2014-C02 2M2 02.7845 05/25/2024 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.06% |
| COMM 2013-CR13 E P/P 144A 05.0504 11/10/2046 | 0.06% |
| GNR 2011-H08 GI IO 01.2316 03/20/2061 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| JPALT 2007-A2 12A1 00.3845 06/25/2037 | 0.06% |
| CPURNSA R 0.77 P 03/11/25 | 0.06% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.06% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.06% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.06% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.06% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.06% |
| GNR 2011-17 S IO 05.8600 02/20/2041 | 0.06% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.06% |
| CAS 2020-R02 2M2 03.6609 01/25/2040 | 0.06% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.06% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.05% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.05% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.05% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.05% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.05% |
| STACR 2016-DNA2 M3 04.8345 10/25/2028 | 0.05% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.05% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.05% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| JPMBB 2014-C19 XA IO 00.9028 04/15/2047 | 0.05% |
| STACR 2016-HQA2 M3B 05.3345 11/25/2028 | 0.05% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.05% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.05% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.05% |
| STACR 2018-HQA1 M2 02.4845 09/25/2030 | 0.05% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.05% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.05% |
| SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.05% |
| GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.05% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.05% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.05% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| STACR 2018-HQA1 B1 04.5345 09/25/2030 | 0.05% |
| CAS 2019-R01 2M2 02.6345 07/25/2031 | 0.05% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.05% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.05% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.05% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.05% |
| UKRPI P 3.34 R 03/15/28 | 0.05% |
| VISTRA ENERGY TLB3 L+175 01.9313 12/01/2025 | 0.05% |
| FHR 2990 LB 16.4735 06/15/2034 | 0.05% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.05% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.05% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.05% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| CAS 2018-C01 1M2 02.4345 07/25/2030 | 0.04% |
| COMM 2014-UBS4 XA IO 01.2618 08/10/2047 | 0.04% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.04% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.04% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.04% |
| STACR 2016-HQA1 M3 06.5345 09/25/2028 | 0.04% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% |
| TRANSDIGM INC TLE L+225 05/30/2025 | 0.04% |
| UKRPI P 3.385 R 11/15/24 | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| GNR 2016-H11 HI IO 02.1040 01/20/2066 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| MEREDITH TLB L+250 04.1653 01/31/2025 | 0.04% |
| STACR 2019-DNA1 M2 02.8345 01/25/2049 | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.04% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| MSC 2012-C4 E P/P 144A 05.5995 03/15/2045 | 0.04% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.04% |
| CWALT 2006-OA10 4A1 00.3745 08/25/2046 | 0.04% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% |
| UKRPI P 3.4025 R 03/15/28 | 0.04% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.04% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9252 09/10/2045 | 0.04% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.04% |
| JPMCC 2007-CB20 E P/P 144A 06.3745 02/12/2051 | 0.04% |
| STACR 2015-DN1 M3 04.3345 01/25/2025 | 0.04% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.04% |
| GNR 2013-99 VS IO 05.9049 07/16/2043 | 0.04% |
| NZD/USD 07/15/2020 UBS | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.04% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.04% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| CAS 2015-C01 1M2 04.4845 02/25/2025 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.04% |
| COMM 2012-CR3 E P/P 144A 04.9093 10/15/2045 | 0.04% |
| CPTFEMU R 0.961 P 05/15/40 | 0.04% |
| FNR 2007-53 SP 23.5235 06/25/2037 | 0.04% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.04% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.04% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.04% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.04% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.04% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.04% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.04% |
| WFRBS 2011-C4 E P/P 144A 05.3900 06/15/2044 | 0.04% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.03% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.03% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.03% |
| DIVERSEY TL L+300 03.7601 09/06/2024 | 0.03% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.03% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.03% |
| ENVESTNET INC CV 01.7500 06/01/2023 | 0.03% |
| NZD/USD 07/15/2020 SSBT | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| CPTFEMU R 0.655 P 05/15/30 | 0.03% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.03% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.03% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4561 05/10/2063 | 0.03% |
| VONAGE HLDGS CV 01.7500 06/01/2024 | 0.03% |
| ZYNGA INC CV 00.2500 06/01/2024 | 0.03% |
| AUD/USD 07/15/2020 HSBCB | 0.03% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.03% |
| CPURNSA R 0.41 P 03/18/25 | 0.03% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.03% |
| WIX LTD USD 00.0000 07/01/2023 | 0.03% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.03% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.03% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.03% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.03% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.03% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% |
| UKRPI P 3.34 R 02/15/28 | 0.03% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.03% |
| CHEGG INC CV 00.1250 03/15/2025 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.03% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.03% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.03% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| GNR 2020-15 CS IO 05.8600 12/02/2021 | 0.02% |
| II-VI INC CV 00.2500 09/01/2022 | 0.02% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| AUD/USD 07/15/2020 WPAC | 0.02% |
| FHR 3249 PS 21.6653 12/15/2036 | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.02% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.02% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.02% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.02% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.02% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8371 11/15/2044 | 0.02% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.02% |
| CAD/USD 07/15/2020 GSFX | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| 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% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.02% |
| UKRPI P 3.42 R 12/15/24 | 0.02% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% |
| WAYFAIR INC CV 01.1250 11/01/2024 | 0.02% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.02% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| EUR/GBP CALL 0.90 20200803 UBS | 0.02% |
| FNR 2005-75 GS 19.6965 08/25/2035 | 0.02% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| STACR 2018-HQA2 M2 02.4845 10/25/2048 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| FHR 2976 LC 23.7426 05/15/2035 | 0.02% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| MSC 2012-C4 XA IO P/P 144A 02.2469 03/15/2045 | 0.02% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.02% |
| STACR 2019-DNA2 M2 02.6345 03/25/2049 | 0.02% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.02% |
| WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.02% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.02% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| NCL CORP LTD P/P 144A CV 06.0000 05/15/2024 | 0.02% |
| SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.02% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.02% |
| SWPTN 3MX5Y R 0.439 USD 08/06/2020 CI | 0.02% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.02% |
| CAS 2015-C01 2M2 04.7345 02/25/2025 | 0.02% |
| EUR/USD CALL 1.16 20201118 BANKAM | 0.02% |
| EUR/USD CALL 1.16 20201118 GSFX | 0.02% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| IDR/USD 08/19/2020 BCAP-FX | 0.02% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.02% |
| REALPAGE INC CV 01.5000 05/15/2025 | 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% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.02% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.02% |
| AUD/USD 07/15/2020 TDBK | 0.02% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.02% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.02% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.02% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.02% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.02% |
| NZD/USD 07/15/2020 BCAP-FX | 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% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.02% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.02% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.02% |
| 0.50 R ISWP FWD US0003M P 06/15/2025 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.02% |
| IRONWOOD PHAR P/P 144A CV 01.5000 06/15/2026 | 0.02% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.02% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.02% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.02% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.02% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CAS 2015-C02 2M2 04.1845 05/25/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CPURNSA R 0.835 P 04/30/25 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.01% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.01% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.01% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.01% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.01% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CPURNSA R 0.8525 P 05/01/25 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNR 2019-78 SJ IO 05.8600 06/20/2049 | 0.01% |
| 0.71729 R ISWP US0003M P 05/21/2030 | 0.01% |
| 0.7176 R ISWP US0003M P 05/21/2030 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.01% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.01% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.01% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNR 2005-74 NK 26.5775 05/25/2035 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 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% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.01% |
| 1.00 R ISWP FWD AUDBB6M P 09/16/2030 | 0.01% |
| 8X8 INC CV 00.5000 02/01/2024 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2019-99 KS IO 05.8600 08/20/2049 | 0.01% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| NZD/USD 07/15/2020 BANKAM | 0.01% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.01% |
| 0.525 R ISWP AUDBB6M P 06/05/2025 | 0.01% |
| 1.15 R ISWP FWD CDOR03 P 09/16/2030 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| OPTN FN30 2.5 08/06/20 PUT 103.59765625 JPMC | 0.01% |
| SWPTN 3MX30Y R 0.794 USD 07/30/2020 JP | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| 0.429 R ISWP FWD US0003M P 08/10/2025 | 0.01% |
| 0.90 R ISWP FWD US0003M P 09/16/2030 | 0.01% |
| ASCENT RESOURCES TLB L+650 07.5000 03/30/2023 | 0.01% |
| AUD/USD 07/15/2020 BANKAM | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| ROYAL CARIBBE P/P 144A CV 04.2500 06/15/2023 | 0.01% |
| SWPTN 1MX10Y P 0.67 USD 07/22/2020 JP | 0.01% |
| -0.04236 R ISWP FWD EUR006M P 08/15/2029 MS | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| PLURALSIGHT CV 00.3750 03/01/2024 | 0.01% |
| RUB/USD 09/16/2020 GSFX | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNW 1998-W2 X IO 00.0000 06/25/2028 | 0.01% |
| NZD/USD 07/15/2020 WPAC | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| -0.09037 R ISWP FWD EUR006M P 08/15/2029 | 0.00% |
| 0.338 R ISWP US0003M P 07/01/2025 | 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.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3863 05/15/2038 | 0.00% |
| EUR/USD CALL 1.1665 20200914 BANKAM | 0.00% |
| EUR/USD CALL 1.1665 20200914 BCAP-FX | 0.00% |
| GBP/USD 09/16/2020 SSBT | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 BC | 0.00% |
| NZD/USD 07/15/2020 TDBK | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.00% |
| 0.6685 R ISWP US0003M P 06/15/2030 | 0.00% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 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.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CPURNSA R 1.2125 P 06/15/25 | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 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% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| -0.05644 R ISWP FWD EUR006M P 08/15/2029 | 0.00% |
| -0.13523 R ISWP FWD EUR006M P 08/15/2029 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | 0.00% |
| 0.39637 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.399 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.3998 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.401 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.4016 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.4035 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.66726 R ISWP US0003M P 04/24/2030 | 0.00% |
| 0.6675 R ISWP US0003M P 06/15/2030 | 0.00% |
| 0.66833 R ISWP US0003M P 06/15/2030 | 0.00% |
| 0.6915 R ISWP US0003M P 04/22/2030 | 0.00% |
| CAD/USD 07/15/2020 RBSF | 0.00% |
| CAS 2015-C02 1M2 04.1845 05/25/2025 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CPURNSA P 1.77 R 06/09/50 | 0.00% |
| EUR/USD 09/16/2020 JPMCB | 0.00% |
| GBP/USD 09/16/2020 UBS | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | 0.00% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | 0.00% |
| 0.39537 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | 0.00% |
| 0.664 R ISWP US0003M P 04/24/2030 | 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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CPURNSA R 1.24 P 06/09/25 | 0.00% |
| FNW 1998-W5 X IO 00.7101 07/25/2028 | 0.00% |
| GBP/USD 09/16/2020 CITI | 0.00% |
| GBP/USD 09/16/2020 WPAC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | 0.00% |
| SWPTN 3MX5Y P 0.439 USD 08/06/2020 CI | 0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% |
| 0.615 R ISWP US0003M P 05/15/2030 | 0.00% |
| 0.6195 R ISWP US0003M P 05/15/2030 | 0.00% |
| 0.62 R ISWP US0003M P 05/19/2030 | 0.00% |
| 0.76125 R ISWP NFIX3MID P 06/05/2030 | 0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | 0.00% |
| AUD/USD 07/15/2020 GSFX | 0.00% |
| CHF/USD 09/16/2020 CITI | 0.00% |
| CHF/USD 09/16/2020 JPMCB | 0.00% |
| CHF/USD 09/16/2020 SSBT | 0.00% |
| CHF/USD 09/16/2020 TDBK | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2867 10/25/2043 | 0.00% |
| GBP/USD 09/16/2020 BCAP-FX | 0.00% |
| GBP/USD 09/16/2020 CSI-FX | 0.00% |
| GBP/USD 09/16/2020 HSBCB | 0.00% |
| INR/USD 08/19/2020 HSBCB | 0.00% |
| JPY/USD 08/19/2020 BANKAM | 0.00% |
| NOK/USD 09/16/2020 JPMCB | 0.00% |
| SEK/USD 09/16/2020 GSFX | 0.00% |
| SEK/USD 09/16/2020 UBS | 0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | 0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.36 R ISWP NFIX3MID P 06/05/2025 | 0.00% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | 0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| AUD/USD PUT 0.62 20200715 GSFX | 0.00% |
| BACM 2007-1 XW IO 00.4851 01/15/2049 | 0.00% |
| CHF/USD 09/16/2020 GSFX | 0.00% |
| CMB CMBX.NA.BBB-.6 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% |
| CZK/USD 09/16/2020 BANKAM | 0.00% |
| EUR/USD 09/16/2020 BANKAM | 0.00% |
| EUR/USD 09/16/2020 CITI | 0.00% |
| EUR/USD 09/16/2020 HSBCB | 0.00% |
| EUR/USD 09/16/2020 UBS | 0.00% |
| FSPC T-8 A9 IO 00.4266 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 08/19/2020 BANKAM | 0.00% |
| HKD/USD 08/19/2020 TDBK | 0.00% |
| HKD/USD 08/19/2020 UBS | 0.00% |
| INDX 2006-AR5 1A2 03.1423 05/25/2036 | 0.00% |
| JPY/USD 08/19/2020 GSFX | 0.00% |
| JPY/USD 08/19/2020 JPMCB | 0.00% |
| JPY/USD 08/19/2020 SSBT | 0.00% |
| JPY/USD 08/19/2020 WPAC | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| NOK/USD 09/16/2020 BANKAM | 0.00% |
| NOK/USD 09/16/2020 CITI | 0.00% |
| NOK/USD 09/16/2020 HSBCB | 0.00% |
| NOK/USD 09/16/2020 SSBT | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 0.00% |
| NZD/USD 07/15/2020 JPMCB | 0.00% |
| OPTN FN30 2.5 07/07/20 PUT 103.3125 JPMC | 0.00% |
| PLN/USD 09/16/2020 BCAP-FX | 0.00% |
| SEK/USD 09/16/2020 CITI | 0.00% |
| SEK/USD 09/16/2020 JPMCB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| WBCMT 2006-C29 IO IO 00.4589 11/15/2048 | 0.00% |
| 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.00% |
| 0.6925 R ISWP NOKOIB6M P 06/29/2025 | -0.00% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.00% |
| CAD/USD 07/15/2020 HSBCB | -0.00% |
| CAD/USD 07/15/2020 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA P 1.6875 R 06/15/50 | -0.00% |
| EUR/USD 09/16/2020 CSI-FX | -0.00% |
| EUR/USD 09/16/2020 GSFX | -0.00% |
| EUR/USD 09/16/2020 RBSF | -0.00% |
| EUR/USD 09/16/2020 TDBK | -0.00% |
| EUR/USD 09/16/2020 WPAC | -0.00% |
| GBP/USD 09/16/2020 RBSF | -0.00% |
| GBP/USD 09/16/2020 TDBK | -0.00% |
| HKD/USD 08/19/2020 HSBCB | -0.00% |
| HKD/USD 08/19/2020 SSBT | -0.00% |
| SEK/USD 09/16/2020 SSBT | -0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 4WX5Y R 0.36 USD 07/10/2020 GS | -0.00% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | -0.00% |
| SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | -0.00% |
| SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | -0.00% |
| SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | -0.00% |
| TWD/USD 08/19/2020 BANKAM | -0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.00% |
| CAD/USD 07/15/2020 CITI | -0.00% |
| CAD/USD 07/15/2020 WPAC | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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% |
| EUR/GBP CALL 0.94 20200803 UBS | -0.00% |
| EUR/USD 09/16/2020 BCAP-FX | -0.00% |
| EUR/USD CALL 1.19 20200914 BANKAM | -0.00% |
| EUR/USD CALL 1.19 20200914 BCAP-FX | -0.00% |
| JPY/USD 08/19/2020 BCAP-FX | -0.00% |
| JPY/USD 08/19/2020 CITI | -0.00% |
| NOK/USD 09/16/2020 GSFX | -0.00% |
| NZD/USD 07/15/2020 RBSF | -0.00% |
| SEK/USD 09/16/2020 BCAP-FX | -0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 1MX10Y P 0.81 USD 07/22/2020 JP | -0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5WX10Y R 0.675 USD 07/13/2020 CI | -0.00% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | -0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| -0.20 R ISWP FWD CHL6M P 09/16/2030 | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | -0.00% |
| 1.0775 R ISWP CDOR03 P 06/10/2030 | -0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.00% |
| AUD/USD 07/15/2020 CSI-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| GBP/USD 09/16/2020 GSFX | -0.00% |
| GBP/USD 09/16/2020 JPMCB | -0.00% |
| JPY/USD 08/19/2020 HSBCB | -0.00% |
| JPY/USD 08/19/2020 UBS | -0.00% |
| NOK/USD 09/16/2020 UBS | -0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.00% |
| 0.20 R ISWP FWD SONIA P 09/16/2030 | -0.00% |
| CAD/USD 07/15/2020 BCAP-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 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% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 1MX10Y P 0.74 USD 07/22/2020 JP | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.00% |
| 0.65 R ISWP US0003M P 05/26/2030 | -0.00% |
| 0.6732 R ISWP US0003M P 05/14/2030 | -0.00% |
| 0.90 R ISWP FWD NFIX3MID P 09/16/2030 | -0.00% |
| 1.00 R ISWP FWD NOKOIB6M P 09/16/2030 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| IOS.FN30.400.09 P USL1M R 01/12/40 GS | -0.00% |
| NZD/USD 07/15/2020 HSBCB | -0.00% |
| OPTN FN30 2.5 08/06/20 PUT 102.47265625 JPMC | -0.00% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -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% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | -0.00% |
| 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.01% |
| 0.67619 R ISWP US0003M P 04/24/2030 | -0.01% |
| 0.678 R ISWP US0003M P 04/24/2030 | -0.01% |
| CAD/USD 07/15/2020 CSI-FX | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.01% |
| CPURNSA P 1.586 R 06/30/30 | -0.01% |
| EUR/USD 09/16/2020 SSBT | -0.01% |
| EUR/USD CALL 1.20 20201118 BANKAM | -0.01% |
| EUR/USD CALL 1.20 20201118 GSFX | -0.01% |
| OPTN FN30 2.5 08/06/20 PUT 103.03515625 JPMC | -0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 4WX5Y P 0.36 USD 07/10/2020 GS | -0.01% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.01% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.01% |
| 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.01% |
| CAD/USD 07/15/2020 JPMCB | -0.01% |
| CAD/USD 07/15/2020 TDBK | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | -0.01% |
| 0.6693 R ISWP US0003M P 06/22/2030 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| AUD/USD 07/15/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.01% |
| SWPTN 5WX10Y P 0.675 USD 07/13/2020 CI | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| SGD/USD 08/19/2020 JPMCB | -0.01% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 0.6935 R ISWP US0003M P 05/21/2030 | -0.01% |
| AUD/USD 07/15/2020 SSBT | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CPURNSA P 1.345 R 04/30/30 | -0.01% |
| CPURNSA P 1.3475 R 05/01/30 | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.01% |
| 0.7275 R ISWP US0003M P 04/22/2030 | -0.01% |
| 0.895 R ISWP US0003M P 04/22/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| 0.50 R ISWP FWD SES3M P 09/16/2030 | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| NZD/USD 07/15/2020 GSFX | -0.01% |
| NOK/USD 09/16/2020 BCAP-FX | -0.02% |
| NZD/USD 07/15/2020 CITI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| CAD/USD 07/15/2020 BANKAM | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.02% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -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 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.02% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% |
| 0.6814 R ISWP US0003M P 04/20/2030 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| IOS.FN30.350.14 P USL1M R 01/12/45 JP | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.02% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 0.3175 R ISWP US0003M P 05/04/2022 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA R 1.703 P 11/29/24 | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| 1.134 R ISWP CDOR03 P 03/11/2050 | -0.02% |
| 1.60 R ISWP CDOR03 P 02/24/2030 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.02% |
| -0.05 R ISWP FWD EUR006M P 09/16/2030 | -0.02% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| 1.20 R ISWP FWD US0003M P 06/15/2050 | -0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CPURNSA R 1.7625 P 12/10/24 | -0.03% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.03% |
| AUD/USD 07/15/2020 UBS | -0.03% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| OPTN FN30 2.5 08/06/20 PUT 103.5625 JPMC | -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% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% |
| CPTFEMU R 1.4 P 07/15/27 | -0.04% |
| SWPTN 3MX30Y P 0.794 USD 07/30/2020 JP | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.04% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.04% |
| 0.385 R ISWP US0003M P 05/21/2025 | -0.04% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.04% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.04% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.04% |
| CPURNSA P 0.95 R 03/18/30 | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| CAD/USD 07/15/2020 SSBT | -0.05% |
| CPURNSA R 1.71 P 11/21/24 | -0.05% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.05% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.05% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.05% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.05% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | -0.05% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.07% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.07% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.07% |
| CPTFEMU P 1.13 R 05/15/50 | -0.07% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.08% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.08% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.08% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.08% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.08% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.08% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.09% |
| CPTFEMU P 0.935 R 05/15/40 | -0.09% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.09% |
| 0.865 R ISWP US0003M P 06/09/2030 | -0.09% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.09% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.09% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.09% |
| CPTFEMU P 0.93 R 05/15/40 | -0.09% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.09% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.09% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.09% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.09% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.09% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.10% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.10% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.10% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.10% |
| CPURNSA P 1.165 R 03/11/30 | -0.10% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.10% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.10% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.11% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.11% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.12% |
| UKRPI R 3.4425 P 07/15/49 | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.12% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.12% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.12% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.13% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.13% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.14% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.14% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.14% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.14% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.14% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.16% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.18% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.18% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.23% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.24% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.25% |
| US ULTRA BOND CBT SEP20 WNU0 | -0.26% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.27% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.29% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.30% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.31% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.32% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.32% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.36% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.42% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.45% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.56% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.68% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.68% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.96% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.22% |
| EURO-BUND FUTURE SEP20 RXU0 | -1.67% |
| US 5YR NOTE (CBT) SEP20 FVU0 | -2.94% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -55.60% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 11.16% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 07/01/2050 | 7.51% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2050 | 5.61% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 4.18% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2050 | 3.97% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2050 | 3.33% |
| T 0.0225 R 0.25 P 08/10/20 JP | 3.19% |
| GNMA GII30 TBA 04.5000 06/01/2050 | 1.28% |
| CASH MGMT BILL 00.0000 08/11/2020 | 1.17% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.89% |
| STACR 2016-DNA3 M3 05.1683 12/25/2028 | 0.88% |
| 1.70 R ISWP FWD US0003M P 03/18/2027 | 0.85% |
| FNR 2017-74 SA IO 05.5818 10/25/2047 | 0.79% |
| FNR 2017-8 SB IO 05.9318 02/25/2047 | 0.75% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.74% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.72% |
| MSBAM 2013-C10 E P/P 144A 04.0822 07/15/2046 | 0.68% |
| TREASURY BILL 00.0000 06/18/2020 | 0.63% |
| GNMA GII30 TBA 04.0000 06/01/2050 | 0.63% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.63% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.61% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.60% |
| FHR 3852 NT 05.8164 05/15/2041 | 0.60% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.60% |
| ALPHABET INC 03.6250 05/19/2021 | 0.56% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.54% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.52% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.52% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.52% |
| SPST 2020-2 A 00.9983 03/26/2021 | 0.51% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.46% |
| WESTPAC BANKING CORP USD 02.6500 01/25/2021 | 0.46% |
| CWALT 2005-59 1A1 00.5008 11/20/2035 | 0.46% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.46% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.45% |
| DBUBS 2011-LC3A D P/P 144A 05.3347 08/10/2044 | 0.44% |
| JPMCC 2012-C8 D P/P 144A 04.6707 10/15/2045 | 0.44% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.42% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.42% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.41% |
| FNR 2011-53 ST IO 05.7518 06/25/2041 | 0.41% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.40% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.39% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.38% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.38% |
| MEAD JOHNSON NUTRITION C 03.0000 11/15/2020 | 0.38% |
| TREASURY BILL 00.0000 06/11/2020 | 0.38% |
| TREASURY BILL 00.0000 08/06/2020 | 0.37% |
| CWALT 2006-OA7 1A2 02.6305 06/25/2046 | 0.37% |
| STACR 2014-HQ2 M3 03.9183 09/25/2024 | 0.36% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.36% |
| CAS 2014-C01 M2 04.5683 01/25/2024 | 0.36% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.36% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.35% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.35% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.34% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.34% |
| BANK 2018-BN10 XA IO 00.7367 02/15/2061 | 0.34% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.34% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.33% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.33% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.33% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.33% |
| FNR 2016-60 LS IO 05.9318 09/25/2046 | 0.33% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.32% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.32% |
| WFRBS 2012-C7 D P/P 144A 04.8119 06/15/2045 | 0.32% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.32% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.32% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.32% |
| QUIKRETE TLB L+250 04.1594 02/01/2027 | 0.32% |
| GNR 2016-H13 IK IO 02.6254 06/20/2066 | 0.31% |
| WFCM 2013-LC12 D P/P 144A 04.2762 07/15/2046 | 0.31% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.31% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.30% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.30% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.30% |
| GFL ENVIRONMENTAL TLB L+300 04.0000 05/31/2025 | 0.30% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.30% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.30% |
| COMM 2014-CR17 C 04.7837 05/10/2047 | 0.30% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.29% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.29% |
| CAS 2016-C02 1B 12.4183 09/25/2028 | 0.29% |
| FNR 2013-130 SD IO 06.4318 01/25/2044 | 0.29% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.29% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.29% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.28% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.28% |
| BSCMS 2006-PW11 B P/P 144A 05.7751 03/11/2039 | 0.28% |
| CAS 2016-C03 2M2 06.0683 10/25/2028 | 0.28% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.28% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.28% |
| FNR 2017-108 SA IO 05.9818 01/25/2048 | 0.28% |
| SCIENTIFIC GAMES TLB5 L+275 03.4765 08/14/2024 | 0.28% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.28% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.28% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.27% |
| ORACLE CORP 02.5000 05/15/2022 | 0.27% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.27% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.27% |
| BANK 2017-BNK9 XA IO 00.8084 11/15/2054 | 0.27% |
| COMM 2013-CR11 XA IO 00.9259 08/10/2050 | 0.27% |
| FNR 2016-88 SK IO 05.8318 12/25/2046 | 0.27% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.27% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.26% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.26% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.26% |
| FNR 2015-19 SA IO 06.0318 04/25/2045 | 0.26% |
| MSBAM 2013-C13 XA IO 00.9729 11/15/2046 | 0.26% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.26% |
| MWST 2019-1 A 00.9683 06/25/2052 | 0.26% |
| GSMS 2014-GC22 C 04.6904 06/10/2047 | 0.26% |
| STACR 2015-DNA3 B 09.5183 04/25/2028 | 0.26% |
| GNR 2011-70 WI IO 04.6793 12/20/2040 | 0.25% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.25% |
| GNR 2019-121 DS IO 05.9293 08/20/2049 | 0.25% |
| WFRBS 2012-C10 D P/P 144A 04.4288 12/15/2045 | 0.25% |
| WFRBS 2013-C15 D P/P 144A 04.4932 08/15/2046 | 0.25% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.25% |
| GNR 2017-H06 BI IO 02.3704 02/20/2067 | 0.25% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.25% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.25% |
| MRAFT 2020-2 A1 01.1700 05/30/2022 | 0.25% |
| BSCMS 2007-T26 AJ 05.4325 01/12/2045 | 0.25% |
| GNR 2018-H05 AI IO 02.5348 02/20/2068 | 0.25% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.24% |
| GNR 2015-H19 NI IO 02.0664 07/20/2065 | 0.24% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.2500 09/15/2022 | 0.24% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.24% |
| LENNAR CORP 05.8750 11/15/2024 | 0.24% |
| WFCM 2016-BNK1 XA IO 01.7544 08/15/2049 | 0.24% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.24% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.24% |
| TREASURY BILL 00.0000 07/21/2020 | 0.24% |
| SPRINT CORP 07.8750 09/15/2023 | 0.24% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.23% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.23% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.23% |
| JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.23% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.23% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.23% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.23% |
| GNR 2017-H16 BI IO 02.4272 08/20/2067 | 0.23% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.23% |
| FNR 2019-66 SC IO 05.8318 11/25/2049 | 0.23% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.22% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.22% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.22% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.22% |
| FNR 2016-65 CS IO 05.9318 09/25/2046 | 0.22% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.22% |
| TREASURY BILL 00.0000 07/23/2020 | 0.22% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.22% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.22% |
| CAS 2014-C04 1M2 05.0683 11/25/2024 | 0.22% |
| CAS 2015-C04 1M2 05.8683 04/25/2028 | 0.22% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.22% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.22% |
| GNR 2016-121 JS IO 05.9293 09/20/2046 | 0.22% |
| US BANCORP 02.6250 01/24/2022 | 0.22% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.22% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.22% |
| GNR 2018-H02 GI IO 02.3399 12/20/2067 | 0.21% |
| HCA INC 05.2500 06/15/2026 | 0.21% |
| GNR 2018-91 SJ IO 06.0793 07/20/2048 | 0.21% |
| CAS 2014-C03 2M2 03.0683 07/25/2024 | 0.21% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.21% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.21% |
| MWST 2018-W1 A 01.0183 11/25/2051 | 0.21% |
| COMM 2014-CR17 D P/P 144A 04.8474 05/10/2047 | 0.21% |
| SPST 2019-11 A 00.9183 10/24/2020 | 0.21% |
| ADS WASTE TLB L+225 03.0000 11/10/2023 | 0.21% |
| COMM 2015-LC21 XA IO 00.7044 07/10/2048 | 0.21% |
| TREASURY BILL 00.0000 08/20/2020 | 0.20% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.20% |
| INTELSAT S.A. TLB3 L+275 06.0000 11/27/2023 | 0.20% |
| TREASURY BILL 00.0000 08/13/2020 | 0.20% |
| PPD TL L+250 03.5000 08/18/2022 | 0.20% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.20% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.20% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.20% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.20% |
| MSBAM 2013-C10 F P/P 144A 04.0822 07/15/2046 | 0.20% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.20% |
| REYNOLDS TL L+175 03.4095 01/30/2027 | 0.19% |
| COMM 2015-LC19 C 04.2404 02/10/2048 | 0.19% |
| ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.19% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.19% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.19% |
| GNR 2010-116 SA IO 05.7293 09/20/2040 | 0.19% |
| GNR 2015-H15 JI IO 02.1253 06/20/2065 | 0.19% |
| GNR 2016-H23 NI IO 02.8654 10/20/2066 | 0.19% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.19% |
| ALTICE USA TLB L+225 02.4336 01/15/2026 | 0.19% |
| BANIJAY GROUP TLB L+375 05.4044 02/04/2025 | 0.19% |
| MESSER INDUST TLB L+250 03.9501 03/01/2026 | 0.19% |
| SOLENIS 1STL L+400 04.3620 06/26/2025 | 0.19% |
| WIDEOPENWEST TLB L+325 04.2500 08/19/2023 | 0.19% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.18% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.18% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.18% |
| FNR 2011-4 CS 12.5635 05/25/2040 | 0.18% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.18% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.18% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.18% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.18% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.18% |
| TALLGRASS ENERGY TL L+475 06.2001 03/11/2026 | 0.18% |
| ZOETIS INC 02.0000 05/15/2030 | 0.18% |
| CARR 2006-NC2 A4 00.4083 06/25/2036 | 0.18% |
| IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 | 0.18% |
| STACR 2015-DNA1 B 09.3683 10/25/2027 | 0.18% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.18% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.18% |
| CASH MGMT BILL 00.0000 08/25/2020 | 0.17% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.17% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.17% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.17% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.17% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.17% |
| GNR 2015-H09 BI IO 01.8517 03/20/2065 | 0.17% |
| GNR 2016-H02 BI IO 02.2578 11/20/2065 | 0.17% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.17% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.17% |
| JPMBB 2014-C24 XA IO 00.9196 11/15/2047 | 0.17% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.17% |
| COMM 2014-CR20 XA IO 01.0257 11/10/2047 | 0.17% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.17% |
| GNR 2015-H25 AI IO 01.7695 09/20/2065 | 0.17% |
| GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.17% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.17% |
| PFIZER INC 01.9500 06/03/2021 | 0.17% |
| RESTAURANT BRANDS TLB L+175 03.5080 11/19/2026 | 0.17% |
| GNR 2015-H25 EI IO 02.0148 10/20/2065 | 0.17% |
| GNR 2010-125 SD IO 06.4979 01/16/2040 | 0.17% |
| RALI 2006-QO5 1A1 00.3833 05/25/2046 | 0.17% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.17% |
| TRANSDIGM INC TLF L+225 03.9094 12/09/2025 | 0.17% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.17% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.17% |
| MSC 2016-UB12 XA IO 00.7648 12/15/2049 | 0.17% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.17% |
| TREASURY BILL 00.0000 09/10/2020 | 0.17% |
| CASH MGMT BILL 00.0000 09/08/2020 | 0.16% |
| UBSBB 2012-C3 C P/P 144A 05.0303 08/10/2049 | 0.16% |
| AHM 2007-1 GA1C 00.3583 05/25/2047 | 0.16% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.16% |
| FNR 2016-83 BS IO 05.9318 11/25/2046 | 0.16% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.16% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.16% |
| GNR 2018-H13 NI IO 02.6623 08/20/2068 | 0.16% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.16% |
| MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.16% |
| STARS GROUP TLB L+350 04.9501 07/10/2025 | 0.16% |
| GNR 2016-77 SC IO 05.9293 10/20/2045 | 0.16% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.16% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.16% |
| SPST 2019-WL1 A 00.8183 08/25/2052 | 0.16% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.16% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.16% |
| CMLTI 2007-AMC3 A2D 00.5183 03/25/2037 | 0.16% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.16% |
| CSC HOLDINGS TLB L+225 02.4336 07/17/2025 | 0.16% |
| CAS 2018-C02 2M2 02.3683 08/25/2030 | 0.16% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.16% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.16% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.16% |
| WFRBS 2011-C4 D P/P 144A 05.2210 06/15/2044 | 0.16% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.16% |
| GNR 2018-H02 EI IO 02.3756 01/20/2068 | 0.15% |
| JPMBB 2014-C25 D P/P 144A 03.9456 11/15/2047 | 0.15% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.15% |
| CALPINE CONS FIN TL L+200 02.1736 01/15/2025 | 0.15% |
| CAS 2019-HRP1 M2 02.3183 11/25/2039 | 0.15% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.15% |
| CAS 2016-C03 1B 11.9183 10/25/2028 | 0.15% |
| UBSBB 2013-C5 XA IO P/P 144A 00.9463 03/10/2046 | 0.15% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.15% |
| MCAS 2019-01 M10 P/P 144A 03.4183 10/15/2049 | 0.15% |
| WFRBS 2012-C10 E P/P 144A 04.4288 12/15/2045 | 0.15% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.15% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.15% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.15% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.15% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.15% |
| COMM 2015-CR23 XA IO 00.9019 05/10/2048 | 0.14% |
| WAMU 2005-AR13 A1C3 00.6583 10/25/2045 | 0.14% |
| CHARTER COMM TLB2 L+175 03.6391 02/01/2027 | 0.14% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.14% |
| JPMBB 2014-C18 C 04.8102 02/15/2047 | 0.14% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.14% |
| MSBAM 2014-C14 C 04.9464 02/15/2047 | 0.14% |
| WFCM 2014-LC16 XA IO 01.1058 08/15/2050 | 0.14% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.14% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.14% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.14% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7151 11/15/2045 | 0.14% |
| COMM 2014-CR19 XA IO 01.0062 08/10/2047 | 0.14% |
| COMM 2014-UBS6 XA IO 00.8907 12/10/2047 | 0.14% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.14% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.14% |
| BERRY PLASTICS TLW L+200 03.9403 10/01/2022 | 0.14% |
| CGCMT 2019-GC43 X IO 00.6298 11/10/2052 | 0.14% |
| AES CORP/THE 05.1250 09/01/2027 | 0.14% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.14% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.14% |
| GARDNER DENVER TLB L+175 03.4109 02/28/2027 | 0.14% |
| STACR 2018-DNA2 B1 03.8683 12/25/2030 | 0.14% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.14% |
| UBSCM 2017-C7 XA IO 01.0520 12/15/2050 | 0.14% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.13% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.13% |
| STACR 2015-DNA2 B 07.7183 12/25/2027 | 0.13% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.13% |
| TREASURY BILL 00.0000 06/25/2020 | 0.13% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.13% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.13% |
| SAMI 2007-AR1 2A1 00.3483 01/25/2037 | 0.13% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.13% |
| BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.13% |
| MSBAM 2013-C12 E P/P 144A 04.7655 10/15/2046 | 0.13% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.13% |
| GNR 2016-H22 AI IO 02.8073 10/20/2066 | 0.13% |
| UNIVISION TLC5 L+275 03.7500 03/15/2024 | 0.13% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.13% |
| MSBAM 2012-C5 E P/P 144A 04.6763 08/15/2045 | 0.13% |
| MSBAM 2015-C26 XA IO 01.0247 10/15/2048 | 0.13% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.13% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.13% |
| CSAIL 2015-C1 XA IO 00.8354 04/15/2050 | 0.13% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.13% |
| JPMCC 2013-C10 XA IO 00.9725 12/15/2047 | 0.13% |
| CSAIL 2015-C1 D P/P 144A 03.7695 04/15/2050 | 0.13% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.12% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.12% |
| WFCM 2013-LC12 C 04.2762 07/15/2046 | 0.12% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.12% |
| GNR 2015-H28 DI IO 01.7022 08/20/2065 | 0.12% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.12% |
| WFCM 2015-NXS3 B 04.5427 09/15/2057 | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.12% |
| CAS 2020-R01 1B1 03.4183 01/25/2040 | 0.12% |
| FHR 4922 SB IO 05.8664 04/25/2049 | 0.12% |
| HILTON TLB L+175 01.9183 06/21/2026 | 0.12% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.12% |
| VICI PROPERTIES TL L+175 01.9230 12/22/2024 | 0.12% |
| GNR 2016-H08 AI IO 01.9831 08/20/2065 | 0.12% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.12% |
| CWALT 2005-27 1A1 02.2321 08/25/2035 | 0.12% |
| LENNAR CORP 04.7500 11/15/2022 | 0.12% |
| FNR 2018-86 DS IO 05.9318 12/25/2048 | 0.12% |
| STACR 2016-DNA1 B 10.1683 07/25/2028 | 0.12% |
| BBCMS 2019-C4 XA IO 01.5997 08/15/2052 | 0.12% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.12% |
| GSMS 2015-GC30 XA IO 00.7526 05/10/2050 | 0.11% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.11% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.11% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.11% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.11% |
| WAMU 2005-AR14 1A2 03.8314 12/25/2035 | 0.11% |
| GNR 2014-H14 CI IO 01.7386 07/20/2064 | 0.11% |
| MSBAM 2014-C15 D P/P 144A 04.9076 04/15/2047 | 0.11% |
| TREASURY BILL 00.0000 07/09/2020 | 0.11% |
| UBSC 2011-C1 D P/P 144A 06.0504 01/10/2045 | 0.11% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.11% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.11% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.11% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.11% |
| CGCMT 2014-GC19 X IO 01.1483 03/10/2047 | 0.11% |
| GSMS 2014-GC18 XA IO 01.0110 01/10/2047 | 0.11% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.11% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.11% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.11% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.11% |
| MSBAM 2012-C6 D P/P 144A 04.6070 11/15/2045 | 0.11% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.10% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.10% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.10% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.10% |
| CF 2019-CF3 XA IO 00.7210 01/15/2053 | 0.10% |
| GNR 2015-H10 EI IO 01.7749 04/20/2065 | 0.10% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.10% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.10% |
| CPTFEMU P 1.71 R 07/15/37 | 0.10% |
| CWALT 2006-OA10 2A1 00.3583 08/25/2046 | 0.10% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.10% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.10% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.10% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.10% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.10% |
| CMLTI 2007-AR5 1A1A 03.9733 04/25/2037 | 0.10% |
| HVMLT 2005-2 1A 00.6924 05/19/2035 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| CAS 2018-C03 1M2 02.3183 10/25/2030 | 0.10% |
| GNR 2015-H18 IA IO 01.9985 06/20/2065 | 0.10% |
| GNR 2017-H11 NI IO 01.5755 05/20/2067 | 0.10% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.10% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.10% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.10% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% |
| GNR 2017-H03 DI IO 02.7285 12/20/2066 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.09% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.09% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.09% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.09% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.09% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.09% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.09% |
| CFCRE 2016-C4 XA IO 01.6971 05/10/2058 | 0.09% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.09% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.09% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.09% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.09% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.09% |
| CFCRE 2011-C2 D P/P 144A 05.7391 12/15/2047 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.09% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.09% |
| WAMU 2005-AR10 1A3 04.1333 09/25/2035 | 0.09% |
| NETFLIX INC 05.5000 02/15/2022 | 0.09% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.09% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.09% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.08% |
| CAS 2018-C05 1M2 02.5183 01/25/2031 | 0.08% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 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% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.08% |
| COMM 2015-CR22 XA IO 00.8909 03/10/2048 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| TREASURY BILL 00.0000 07/14/2020 | 0.08% |
| CWALT 2006-OA7 1A1 01.3400 06/25/2046 | 0.08% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.08% |
| APPLE INC 02.8500 05/06/2021 | 0.08% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.08% |
| SAMI 2006-AR7 A1A 00.3783 08/25/2036 | 0.08% |
| GRIFOLS TLB L+200 03.7996 11/15/2027 | 0.08% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.08% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.08% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.08% |
| CGCMT 2014-GC21 X IO 01.1739 05/10/2047 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| UKRPI P 3.665 R 12/15/28 | 0.08% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.08% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.08% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.08% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.08% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.08% |
| CGCMT 2014-GC19 D P/P 144A 05.0917 03/10/2047 | 0.07% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.07% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.07% |
| WFRBS 2012-C10 C 04.3638 12/15/2045 | 0.07% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.07% |
| CAS 2017-C02 2B1 05.6683 09/25/2029 | 0.07% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.07% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.07% |
| GSMS 2014-GC24 D P/P 144A 04.5316 09/10/2047 | 0.07% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.07% |
| CAS 2018-C06 2M2 02.2683 03/25/2031 | 0.07% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.07% |
| STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.07% |
| CGCMT 2013-GC17 X IO 01.0333 11/10/2046 | 0.07% |
| CWHL 2005-3 1A1 00.7883 04/25/2035 | 0.07% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.07% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.07% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.07% |
| SEK/USD 06/17/2020 SSBT | 0.07% |
| STATE OF QATAR P/P 144A 03.4000 04/16/2025 | 0.07% |
| COMM 2014-LC15 XA IO 01.0933 04/10/2047 | 0.07% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.07% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.07% |
| GSAA 2005-15 2A2 00.4183 01/25/2036 | 0.07% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.07% |
| ELDORADO RESORTS TLB L+225 03.2500 04/17/2024 | 0.06% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.06% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% |
| GNR 2011-H15 AI IO 01.6857 06/20/2061 | 0.06% |
| GNR 2017-H14 DI IO 01.8658 06/20/2067 | 0.06% |
| ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 0.06% |
| AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.06% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.06% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.06% |
| WESTERN DIGITAL TLB L+175 01.9236 04/29/2023 | 0.06% |
| GNR 2017-H02 BI IO 02.4424 01/20/2067 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| MSBAM 2013-C10 D P/P 144A 04.0822 07/15/2046 | 0.06% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.06% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.06% |
| CINEWORLD TLB L+300 04.6653 02/07/2027 | 0.06% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.06% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.06% |
| GNR 2011-H08 GI IO 01.4204 03/20/2061 | 0.06% |
| CAS 2017-C05 1B1 03.7683 01/25/2030 | 0.06% |
| COMM 2013-CR13 E P/P 144A 04.8878 11/10/2046 | 0.06% |
| GNR 2011-17 S IO 05.8793 02/20/2041 | 0.06% |
| JPALT 2007-A2 12A1 00.3683 06/25/2037 | 0.06% |
| JPMCC 2012-LC9 D P/P 144A 04.4181 12/15/2047 | 0.06% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.06% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.06% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.06% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.06% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% |
| CAS 2014-C02 2M2 02.7683 05/25/2024 | 0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.06% |
| TREASURY BILL 00.0000 06/04/2020 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.06% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.06% |
| ATOTECH TLB1 L+300 04.4501 01/31/2024 | 0.05% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.05% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.05% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.05% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| JPMBB 2014-C19 XA IO 00.7478 04/15/2047 | 0.05% |
| STACR 2016-HQA2 M3B 05.3183 11/25/2028 | 0.05% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.05% |
| CAS 2019-R01 2M2 02.6183 07/25/2031 | 0.05% |
| CAS 2020-R02 2M2 03.6609 01/25/2040 | 0.05% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.05% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.05% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.05% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.05% |
| STACR 2018-HQA1 M2 02.4683 09/25/2030 | 0.05% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.05% |
| STACR 2017-DNA2 B1 05.3183 10/25/2029 | 0.05% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.05% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.05% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| VISTRA ENERGY TLB3 L+175 01.9253 12/01/2025 | 0.05% |
| CAS 2018-C01 1M2 02.4183 07/25/2030 | 0.05% |
| FHR 2990 LB 16.4763 06/15/2034 | 0.05% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.05% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.05% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.05% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.05% |
| COMM 2014-UBS4 XA IO 01.1053 08/10/2047 | 0.05% |
| STACR 2016-HQA1 M3 06.5183 09/25/2028 | 0.05% |
| STACR 2019-DNA1 M2 02.8183 01/25/2049 | 0.05% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.04% |
| STACR 2018-HQA1 B1 04.5183 09/25/2030 | 0.04% |
| TRANSDIGM INC TLE L+225 05/30/2025 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.04% |
| MEREDITH TLB L+250 04.1653 01/31/2025 | 0.04% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.04% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% |
| 0.70 R ISWP FWD US0003M P 06/17/2025 | 0.04% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.04% |
| STACR 2015-DN1 M3 04.3183 01/25/2025 | 0.04% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.04% |
| GNR 2016-H11 HI IO 02.1037 01/20/2066 | 0.04% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.04% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| MSC 2012-C4 E P/P 144A 05.4190 03/15/2045 | 0.04% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.04% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.04% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7641 09/10/2045 | 0.04% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.04% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.04% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.04% |
| CWALT 2006-OA10 4A1 00.3583 08/25/2046 | 0.04% |
| JPMCC 2007-CB20 E P/P 144A 06.1688 02/12/2051 | 0.04% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.04% |
| GNR 2013-99 VS IO 05.9179 07/16/2043 | 0.04% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.04% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.04% |
| FNR 2007-53 SP 23.5831 06/25/2037 | 0.04% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.04% |
| SEK/USD 06/17/2020 GSFX | 0.04% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.04% |
| COMM 2012-CR3 E P/P 144A 04.7511 10/15/2045 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.04% |
| CAS 2015-C01 1M2 04.4683 02/25/2025 | 0.04% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.04% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.04% |
| DIVERSEY TL L+300 03.7586 09/06/2024 | 0.03% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.03% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.03% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% |
| UKRPI P 3.34 R 03/15/28 | 0.03% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.03% |
| ENVESTNET INC CV 01.7500 06/01/2023 | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| UBSBB 2012-C2 XA IO P/P 144A 01.3007 05/10/2063 | 0.03% |
| WFRBS 2011-C4 E P/P 144A 05.2210 06/15/2044 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.03% |
| UKRPI P 3.385 R 11/15/24 | 0.03% |
| UKRPI P 3.4025 R 03/15/28 | 0.03% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.03% |
| BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| ZYNGA INC P/P 144A CV 00.2500 06/01/2024 | 0.03% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.03% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.03% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.03% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| GNR 2020-15 CS IO 05.8793 12/02/2021 | 0.03% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.03% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.03% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.03% |
| Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.03% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.03% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.03% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.03% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| CPURNSA R 0.77 P 03/11/25 | 0.02% |
| II-VI INC CV 00.2500 09/01/2022 | 0.02% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6789 11/15/2044 | 0.02% |
| WIX LTD USD 00.0000 07/01/2023 | 0.02% |
| CHEGG INC CV 00.1250 03/15/2025 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FHR 3249 PS 21.6690 12/15/2036 | 0.02% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.02% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.02% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.02% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.02% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.02% |
| EUR/GBP CALL 0.90 20200803 UBS | 0.02% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.02% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.02% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.02% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| CPURNSA R 0.41 P 03/18/25 | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| FNR 2005-75 GS 19.7453 08/25/2035 | 0.02% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| STACR 2019-DNA2 M2 02.6183 03/25/2049 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| MSC 2012-C4 XA IO P/P 144A 02.0674 03/15/2045 | 0.02% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.02% |
| AUD/USD 07/15/2020 HSBCB | 0.02% |
| FHR 2976 LC 23.7467 05/15/2035 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| STACR 2018-HQA2 M2 02.4683 10/25/2048 | 0.02% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.02% |
| 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.02% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.02% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.02% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.02% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.02% |
| GBP/USD 06/17/2020 SSBT | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.02% |
| WAYFAIR INC CV 01.1250 11/01/2024 | 0.02% |
| AUD/USD 07/15/2020 WPAC | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| EUR/GBP CALL 0.91 20200818 BANKAM | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.02% |
| NCL CORP LTD P/P 144A CV 06.0000 05/15/2024 | 0.02% |
| REALPAGE INC CV 01.5000 05/15/2025 | 0.02% |
| SWPTN 3MX5Y R 0.439 USD 08/06/2020 CI | 0.02% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.02% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.02% |
| CAS 2015-C01 2M2 04.7183 02/25/2025 | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.02% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.02% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.02% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.02% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.02% |
| WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.02% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.02% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.02% |
| 0.30 R ISWP FWD SONIA P 06/17/2025 | 0.02% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.02% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.02% |
| NZD/USD 07/15/2020 UBS | 0.02% |
| OPTN FN30 2.5 06/04/20 CALL 103.96875 JPMC | 0.02% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.02% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 0.02% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.01% |
| GBP/USD 06/17/2020 JPMCB | 0.01% |
| GNR 2019-78 SJ IO 05.8793 06/20/2049 | 0.01% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.01% |
| IRONWOOD PHAR P/P 144A CV 01.5000 06/15/2026 | 0.01% |
| NZD/USD 07/15/2020 SSBT | 0.01% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.01% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% |
| SWPTN 3MX30Y R 0.794 USD 07/30/2020 JP | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CAS 2015-C02 2M2 04.1683 05/25/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.01% |
| CAD/USD 07/15/2020 GSFX | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.01% |
| AUD/USD 07/15/2020 TDBK | 0.01% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.01% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| CPTFEMU R 0.655 P 05/15/30 | 0.01% |
| FNR 2005-74 NK 26.6588 05/25/2035 | 0.01% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| GNR 2019-99 KS IO 05.8793 08/20/2049 | 0.01% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.01% |
| 0.71729 R ISWP US0003M P 05/21/2030 | 0.01% |
| 0.7176 R ISWP US0003M P 05/21/2030 | 0.01% |
| 8X8 INC CV 00.5000 02/01/2024 | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.01% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| TREASURY BILL 00.0000 09/17/2020 | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
| EUR/USD CALL 1.14 20201118 BANKAM | 0.01% |
| EUR/USD CALL 1.14 20201118 GSFX | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GBP/USD 06/17/2020 BCAP-FX | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| RUB/USD 09/16/2020 GSFX | 0.01% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| ASCENT RESOURCES TLB L+650 07.5000 03/30/2023 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| IDR/USD 08/19/2020 BCAP-FX | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.90 R ISWP FWD CDOR03 P 06/17/2025 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.01% |
| CPTFEMU R 0.961 P 05/15/40 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NZD/USD 07/15/2020 BCAP-FX | 0.01% |
| PLURALSIGHT CV 00.3750 03/01/2024 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| SWPTN 3MX5Y P 0.439 USD 08/06/2020 CI | 0.01% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.01% |
| 0.835 R ISWP US0003M P 05/15/2050 | 0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% |
| 1.20 R ISWP FWD AUDBB6M P 06/17/2030 | 0.01% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| FNW 1998-W2 X IO 06.9543 06/25/2028 | 0.01% |
| GBP/USD 06/17/2020 CSI-FX | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| GBP/USD 06/17/2020 HSBCB | 0.00% |
| GBP/USD 06/17/2020 TDBK | 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% |
| NZD/USD 07/15/2020 BANKAM | 0.00% |
| OPTN FN30 2.5 06/04/20 CALL 104.1875 JPMC | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| 0.25 R ISWP FWD SES3M P 06/17/2030 | 0.00% |
| 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | 0.00% |
| AUD/USD 07/15/2020 BANKAM | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CPURNSA R 0.835 P 04/30/25 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1730 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% |
| GBP/USD 06/17/2020 GSFX | 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 0.445 EUR 03/27/2030 GS | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.00% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | 0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | 0.00% |
| 0.62 R ISWP US0003M P 05/19/2030 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| AUD/USD PUT 0.62 20200715 GSFX | 0.00% |
| CAS 2015-C02 1M2 04.1683 05/25/2025 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CPURNSA R 0.8525 P 05/01/25 | 0.00% |
| GBP/USD 06/17/2020 WPAC | 0.00% |
| NZD/USD 07/15/2020 WPAC | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| TWD/USD 08/19/2020 BANKAM | 0.00% |
| USD/JPY PUT 106.00 20200701 BANKAM | 0.00% |
| 0.10 R ISWP FWD SES3M P 06/17/2025 | 0.00% |
| 0.3125 R ISWP SES3M P 03/02/2030 | 0.00% |
| 0.4035 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.615 R ISWP US0003M P 05/15/2030 | 0.00% |
| 0.6195 R ISWP US0003M P 05/15/2030 | 0.00% |
| 0.6915 R ISWP US0003M P 04/22/2030 | 0.00% |
| 0.9065 R ISWP US0003M P 05/14/2050 | 0.00% |
| CAD/USD 07/15/2020 RBSF | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CPURNSA P 1.345 R 04/30/30 | 0.00% |
| CPURNSA P 1.3475 R 05/01/30 | 0.00% |
| EUR/USD 06/17/2020 BANKAM | 0.00% |
| FNW 1998-W5 X IO 00.6385 07/25/2028 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| NZD/USD 07/15/2020 TDBK | 0.00% |
| -0.15 R ISWP FWD EUR006M P 06/17/2030 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.3725 R ISWP US0003M P 05/14/2025 | 0.00% |
| 0.39537 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.39637 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.399 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.3998 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.401 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.4016 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.664 R ISWP US0003M P 04/24/2030 | 0.00% |
| 0.66726 R ISWP US0003M P 04/24/2030 | 0.00% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.00% |
| AUD/USD 07/15/2020 GSFX | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 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 MS | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2862 10/25/2043 | 0.00% |
| GBP/USD 06/17/2020 CITI | 0.00% |
| HKD/USD 08/19/2020 SSBT | 0.00% |
| INR/USD 08/19/2020 HSBCB | 0.00% |
| JPY/USD 08/19/2020 SSBT | 0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% |
| -0.30 R ISWP FWD CHL6M P 06/17/2030 | 0.00% |
| -0.60 R ISWP FWD CHL6M P 06/17/2025 | 0.00% |
| 0.07 R ISWP SES3M P 03/02/2022 | 0.00% |
| 0.80 R ISWP FWD US0003M P 06/17/2030 | 0.00% |
| 0.90 R ISWP FWD AUDBB6M P 06/17/2025 | 0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% |
| 1.00 R ISWP FWD CDOR03 P 06/17/2030 | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| BACM 2007-1 XW IO 00.2916 01/15/2049 | 0.00% |
| CMB CMBX.NA.BBB-.6 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% |
| EUR/CHF PUT 1.00 20200615 GSFX | 0.00% |
| EUR/CHF PUT 1.03 20200615 GSFX | 0.00% |
| FSPC T-8 A9 IO 00.4218 11/15/2028 | 0.00% |
| GBP/USD 06/17/2020 RBSF | 0.00% |
| GBP/USD 06/17/2020 UBS | 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 08/19/2020 BANKAM | 0.00% |
| HKD/USD 08/19/2020 HSBCB | 0.00% |
| HKD/USD 08/19/2020 TDBK | 0.00% |
| HKD/USD 08/19/2020 UBS | 0.00% |
| INFOR TLB6 L+275 03.7500 02/01/2022 | 0.00% |
| JPY/USD 08/19/2020 BANKAM | 0.00% |
| JPY/USD 08/19/2020 CITI | 0.00% |
| JPY/USD 08/19/2020 GSFX | 0.00% |
| JPY/USD 08/19/2020 JPMCB | 0.00% |
| JPY/USD 08/19/2020 WPAC | 0.00% |
| LBUBS 2007-C2 XW IO 00.1667 02/15/2040 | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 0.00% |
| NZD/USD 07/15/2020 JPMCB | 0.00% |
| NZD/USD 07/15/2020 RBSF | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.00% |
| SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | 0.00% |
| SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% |
| SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | 0.00% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.00% |
| USD/JPY PUT 102.00 20200701 BANKAM | 0.00% |
| WBCMT 2006-C29 IO IO 00.2664 11/15/2048 | 0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | -0.00% |
| 0.334 R ISWP US0003M P 05/15/2025 | -0.00% |
| CAD/USD 07/15/2020 CITI | -0.00% |
| CAD/USD 07/15/2020 WPAC | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| JPY/USD 08/19/2020 BCAP-FX | -0.00% |
| JPY/USD 08/19/2020 HSBCB | -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 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | -0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | -0.00% |
| -0.30 R ISWP FWD EUR006M P 06/17/2025 | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.00% |
| 0.65 R ISWP US0003M P 05/26/2030 | -0.00% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.00% |
| CAD/USD 07/15/2020 BCAP-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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% |
| CZK/USD 06/17/2020 BANKAM | -0.00% |
| JPY/USD 08/19/2020 UBS | -0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | -0.00% |
| 0.6732 R ISWP US0003M P 05/14/2030 | -0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.00% |
| AUD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 TDBK | -0.00% |
| CAD/USD 07/15/2020 UBS | -0.00% |
| EUR/USD 06/17/2020 WPAC | -0.00% |
| NZD/USD 07/15/2020 HSBCB | -0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| 0.67619 R ISWP US0003M P 04/24/2030 | -0.00% |
| 0.678 R ISWP US0003M P 04/24/2030 | -0.00% |
| AUD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 HSBCB | -0.00% |
| CAD/USD 07/15/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/17/2020 GSFX | -0.00% |
| SGD/USD 08/19/2020 JPMCB | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 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% |
| EUR/GBP CALL 0.94 20200803 UBS | -0.00% |
| EUR/GBP CALL 0.95 20200818 BANKAM | -0.00% |
| EUR/USD 06/17/2020 CITI | -0.00% |
| IOS.FN30.400.09 P USL1M R 01/12/40 GS | -0.00% |
| SWPTN 10YX10Y R 0.445 EUR 03/27/2030 GS | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.01% |
| EUR/USD 06/17/2020 CSI-FX | -0.01% |
| EUR/USD 06/17/2020 RBSF | -0.01% |
| EUR/USD 06/17/2020 TDBK | -0.01% |
| NZD/USD 07/15/2020 CITI | -0.01% |
| NZD/USD 07/15/2020 GSFX | -0.01% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.01% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.01% |
| 0.40 R ISWP FWD SONIA P 06/17/2030 | -0.01% |
| 1.10 R ISWP FWD NFIX3MID P 06/17/2030 | -0.01% |
| CHF/USD 06/17/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| 0.6935 R ISWP US0003M P 05/21/2030 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| EUR/USD 06/17/2020 BCAP-FX | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.01% |
| 0.7275 R ISWP US0003M P 04/22/2030 | -0.01% |
| AUD/USD 07/15/2020 SSBT | -0.01% |
| CAD/USD 07/15/2020 BANKAM | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.01% |
| 1.30 R ISWP FWD NOKOIB6M P 06/17/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| 0.895 R ISWP US0003M P 04/22/2030 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| EUR/USD 06/17/2020 HSBCB | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| 0.6814 R ISWP US0003M P 04/20/2030 | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| CPTFEMU P 1.13 R 05/15/50 | -0.01% |
| 0.3175 R ISWP US0003M P 05/04/2022 | -0.02% |
| 1.20 R ISWP FWD NOKOIB6M P 06/17/2025 | -0.02% |
| EUR/USD 06/17/2020 UBS | -0.02% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| 0.90 R ISWP FWD NFIX3MID P 06/17/2025 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -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 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% |
| 0.385 R ISWP US0003M P 05/21/2025 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.02% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -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% |
| AUD/USD 07/15/2020 UBS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| IOS.FN30.350.14 P USL1M R 01/12/45 JP | -0.02% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| EUR/USD 06/17/2020 JPMCB | -0.02% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.02% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.02% |
| 1.60 R ISWP CDOR03 P 02/24/2030 | -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% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| CAD/USD 07/15/2020 SSBT | -0.03% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| CPTFEMU P 0.935 R 05/15/40 | -0.03% |
| 1.134 R ISWP CDOR03 P 03/11/2050 | -0.03% |
| CPTFEMU P 0.93 R 05/15/40 | -0.03% |
| EUR/USD 06/17/2020 SSBT | -0.03% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% |
| CPURNSA R 1.703 P 11/29/24 | -0.03% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| CPURNSA P 0.95 R 03/18/30 | -0.03% |
| CPURNSA R 1.7625 P 12/10/24 | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.03% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| CPTFEMU R 1.4 P 07/15/27 | -0.04% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.04% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.04% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.04% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.04% |
| SWPTN 3MX30Y P 0.794 USD 07/30/2020 JP | -0.04% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.04% |
| 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% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.05% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| OPTN FN30 2.5 06/04/20 PUT 103.96875 JPMC | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.05% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.05% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.05% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.06% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| CPURNSA P 1.165 R 03/11/30 | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.06% |
| CPURNSA R 1.71 P 11/21/24 | -0.06% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.06% |
| OPTN FN30 2.5 06/04/20 PUT 104.1875 JPMC | -0.06% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.07% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.07% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.07% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.08% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.08% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| NOK/USD 06/17/2020 GSFX | -0.08% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.08% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.08% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.08% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.09% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.09% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.09% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.09% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.09% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.09% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.09% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.09% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.09% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.09% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.09% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.09% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.09% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.09% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.09% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.10% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.10% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.11% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.11% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.12% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.12% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.12% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -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 ML | -0.13% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.13% |
| UKRPI R 3.4425 P 07/15/49 | -0.13% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.13% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.14% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.14% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.14% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.14% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.14% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.17% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.18% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.18% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2050 | -0.21% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.22% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.24% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.24% |
| US ULTRA BOND CBT SEP20 WNU0 | -0.26% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.26% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.28% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.30% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.31% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.31% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.32% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.36% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.42% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.48% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.59% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.60% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.72% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.22% |
| US 5YR NOTE (CBT) SEP20 FVU0 | -2.91% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -55.01% |
Fixed income statistics as of 08/31/20
| Average effective maturity | 4.29 yrs. |
|---|---|
| Average effective duration | 0.33 yrs. |
| Average yield to maturity | 5.51% |
| Average coupon | 4.72% |
Sector weightings as of 08/31/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 0.24% | 0.01 | 36.83% | 1.22 | 37.07% | 1.23 |
| Commercial MBS | 14.20% | 0.34 | 5.99% | 0.01 | 20.19% | 0.35 |
| Agency CMO | 17.22% | 0.55 | 0.35% | 0.01 | 17.57% | 0.56 |
| Investment-grade corporate bonds | 16.13% | 0.37 | 0.00% | 0.00 | 16.13% | 0.37 |
| High-yield corporate bonds | 11.36% | 0.29 | 0.00% | 0.00 | 11.36% | 0.29 |
| Residential MBS (non-agency) | 9.59% | 0.34 | 0.00% | 0.00 | 9.59% | 0.34 |
| Emerging-market bonds | 6.50% | 0.40 | 0.00% | 0.00 | 6.50% | 0.40 |
| Bank loans | 6.40% | 0.28 | 0.00% | 0.00 | 6.40% | 0.28 |
| Asset-backed securities (ABS) | 2.80% | 0.08 | 0.00% | 0.00 | 2.80% | 0.08 |
| Convertible securities | 2.42% | 0.04 | 0.00% | 0.00 | 2.42% | 0.04 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -2.92 | 0.00% | -2.92 |
| International Treasury/agency | 0.00% | 0.00 | 0.00% | -0.16 | 0.00% | -0.16 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -1.08 | 0.00% | -1.08 |
| Net cash | 13.14% | 0.00 | 0.00% | 0.00 | 13.14% | 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 08/31/20
| 0 - 1 yr. | -15.10% |
|---|---|
| 1 - 5 yrs. | 90.05% |
| 5 - 10 yrs. | 19.48% |
| 10 - 15 yrs. | 1.24% |
| Over 15 yrs. | 4.33% |
Quality rating as of 08/31/20
| AAA | 58.63% |
|---|---|
| AA | 10.43% |
| A | 8.73% |
| BBB | 15.15% |
| BB | 16.51% |
| B | 5.68% |
| CCC and Below | 3.07% |
| Not Rated | -18.20% |
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. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund. 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 08/31/20
| United States | 89.52% |
|---|---|
| Canada | 1.28% |
| Australia | 1.12% |
| United Kingdom | 0.98% |
| Saudi Arabia | 0.76% |
| Mexico | 0.65% |
| Indonesia | 0.64% |
| Uruguay | 0.64% |
| Switzerland | 0.52% |
| Other | 3.89% |
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. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund. 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.