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. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 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). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines 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; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects 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 by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is 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 has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are 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 R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance 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) |
$9.67 -0.10% | $-0.01 |
| 52-week high | $9.78 (03/05/20) |
| 52-week low | $8.69 (03/23/20) |
Yield
| Distribution rate before sales charge as of 03/05/21 |
3.35% |
|---|---|
| Distribution rate after sales charge as of 03/05/21 |
3.35% |
| 30-day SEC yield as of 02/28/21 | 2.88% |
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)
2.38%
Average 5-year annualized return
Fund facts as of 02/28/21
Total net assets
$483.43M
$483.43M
Turnover (fiscal year end)
844%
844%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1384
1384
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
Head of Portfolio Construction
Co-Chief Investment Officer, Fixed Income
Co-Head of Corporate and Tax-exempt Credit
Literature
Performance
Total return (%) as of 12/31/20
Annual performance as of 12/31/20
Annualized Total return (%) as of 12/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 0.84% | 3.63% | 3.73% | 2.47% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 0.74% | 1.65% | 1.23% | 0.66% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 02/28/21 | 1.32% | - | |
| YTD as of 03/05/21 | 1.29% | - | |
Yield
| Distribution rate before sales charge as of 03/05/21 |
3.35% |
|---|---|
| Distribution rate after sales charge as of 03/05/21 |
3.35% |
| 30-day SEC yield as of 02/28/21 | 2.88% |
Volatility as of 01/31/21
| Standard deviation (3 yrs.) | 5.12% |
|---|
Fixed income statistics as of 01/31/21
| Average effective duration | 0.23 yrs. |
|---|
Morningstar Ratings™ as of 01/31/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 269 | |
| 3 yrs. | 269 | |
| 5 yrs. | 245 | |
| 10 yrs. | 94 |
Distributions
| Record/Ex dividend date | 02/18/21 |
|---|---|
| Payable date | 02/22/21 |
| 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
| Fnma Fn30 Tba Umbs 04.0000 02/01/2051 | 11.63% |
|---|---|
| Net cash | 11.37% |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | 8.93% |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | 5.60% |
| Fnma Fn30 Tba Umbs 02.0000 03/01/2051 | 3.37% |
| Fnma Fn30 Tba Umbs 03.5000 02/01/2051 | 3.04% |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2051 | 2.37% |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | 0.87% |
| Stacr 2016-Dna3 M3 05.1300 12/25/2028 | 0.79% |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | 0.73% |
| Top 10 holdings, percent of portfolio | 48.70% |
| Top 10 holdings as of 01/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 02/01/2051 | |
| Net cash | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 02.0000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2051 | |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | |
| Stacr 2016-Dna3 M3 05.1300 12/25/2028 | |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | |
| Holdings represent 48.70% of portfolio | |
| Top 10 holdings as of 12/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | |
| Net cash | |
| Fnma Fn30 Tba Umbs 02.0000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 01.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 01/01/2051 | |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | |
| Stacr 2016-Dna3 M3 05.1480 12/25/2028 | |
| Holdings represent 56.60% of portfolio | |
| Top 10 holdings as of 11/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 01/01/2051 | |
| Net cash | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 12/01/2050 | |
| Holdings represent 61.19% of portfolio | |
| Top 10 holdings as of 10/31/20 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 02.0000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 11/01/2050 | |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | |
| Oracle Corp 03.6250 07/15/2023 | |
| Holdings represent 52.50% of portfolio | |
| FNMA FN30 TBA UMBS 03.5000 02/01/2051 | 11.96% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 02/01/2051 | 11.63% |
| FNMA FN30 TBA UMBS 02.5000 02/01/2051 | 5.60% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.51% |
| FNMA FN30 TBA UMBS 02.0000 03/01/2051 | 3.37% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2051 | 2.37% |
| TREASURY BILL 00.0000 02/02/2021 | 1.31% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.86% |
| STACR 2016-DNA3 M3 05.1300 12/25/2028 | 0.79% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.73% |
| TREASURY BILL 00.0000 03/18/2021 | 0.68% |
| FNMA FN30 TBA UMBS 04.5000 02/01/2051 | 0.67% |
| MSBAM 2013-C10 E P/P 144A 04.0814 07/15/2046 | 0.66% |
| FNR 2017-74 SA IO 05.6200 10/25/2047 | 0.66% |
| GNMA GII30 TBA 04.0000 02/01/2051 | 0.66% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.65% |
| FNR 2017-8 SB IO 05.9700 02/25/2047 | 0.65% |
| TREASURY BILL 00.0000 05/06/2021 | 0.65% |
| TREASURY BILL 00.0000 03/25/2021 | 0.64% |
| FNR 2020-70 SD IO 06.1200 10/25/2050 | 0.58% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.56% |
| SPST 2020-2 A 00.9548 03/26/2021 | 0.53% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.52% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.51% |
| FHR 4698 NS IO 06.0235 06/15/2047 | 0.50% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.50% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.49% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.47% |
| TREASURY BILL 00.0000 05/13/2021 | 0.47% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.46% |
| FHR 3852 NT 05.8735 05/15/2041 | 0.45% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.45% |
| JPMCC 2012-C8 D P/P 144A 04.6700 10/15/2045 | 0.44% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.44% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.43% |
| STACR 2014-HQ2 M3 03.8800 09/25/2024 | 0.43% |
| CWALT 2005-59 1A1 00.7895 11/20/2035 | 0.42% |
| BANK 2017-BNK9 XA IO 00.8015 11/15/2054 | 0.41% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.40% |
| CAS 2016-C02 1B 12.3800 09/25/2028 | 0.39% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.39% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.38% |
| FHR 5023 TS IO 06.1200 10/25/2050 | 0.38% |
| COMM 2014-CR17 C 04.7831 05/10/2047 | 0.37% |
| DBUBS 2011-LC3A D P/P 144A 05.3362 08/10/2044 | 0.37% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.37% |
| STACR 2015-DNA3 B 09.4800 04/25/2028 | 0.37% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | 0.37% |
| TREASURY BILL 00.0000 02/23/2021 | 0.37% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.37% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.37% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.36% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.36% |
| CAS 2014-C01 M2 04.5300 01/25/2024 | 0.36% |
| CWALT 2006-OA7 1A2 01.4391 06/25/2046 | 0.36% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.35% |
| QUIKRETE TLB L+250 02.6208 02/01/2027 | 0.34% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.34% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.34% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.33% |
| GSMS 2014-GC22 C 04.6918 06/10/2047 | 0.33% |
| BANK 2018-BN10 XA IO 00.7310 02/15/2061 | 0.33% |
| FNR 2011-53 ST IO 05.7900 06/25/2041 | 0.33% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.33% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.33% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.33% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.32% |
| GNR 2016-H13 IK IO 02.6363 06/20/2066 | 0.32% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.32% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.31% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.31% |
| SCIENTIFIC GAMES TLB5 L+275 02.8708 08/14/2024 | 0.31% |
| VERTIV TLB L+300 03.1195 03/02/2027 | 0.31% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.30% |
| JPMBB 2013-C12 B 04.0992 07/15/2045 | 0.30% |
| BSCMS 2007-T26 AJ 05.4316 01/12/2045 | 0.30% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.29% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.29% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.29% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.29% |
| COMM 2014-CR17 D P/P 144A 04.8469 05/10/2047 | 0.28% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.28% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.28% |
| FNR 2016-60 LS IO 05.9700 09/25/2046 | 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 | 0.28% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.28% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.28% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.28% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.27% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.27% |
| SPST 2020-6 A 01.8800 09/07/2021 | 0.27% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.27% |
| MWST 2019-1 A 00.9300 06/25/2052 | 0.27% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.26% |
| CGCMT 2019-GC43 X IO 00.6284 11/10/2052 | 0.26% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.26% |
| LENNAR CORP 05.8750 11/15/2024 | 0.26% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.26% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.26% |
| FNR 2018-77 BI IO 04.5000 10/25/2048 | 0.26% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.26% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.26% |
| SPST 2020-13 A 01.6300 10/10/2021 | 0.26% |
| SPST 2020-15 A 01.5000 12/10/2021 | 0.25% |
| STACR 2017-DNA3 M2B 02.6300 03/25/2030 | 0.25% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.25% |
| CAS 2020-R01 1B1 03.3800 01/25/2040 | 0.25% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.25% |
| SPRINT CORP 07.8750 09/15/2023 | 0.25% |
| TREASURY BILL 00.0000 04/15/2021 | 0.25% |
| GNR 2018-H05 AI IO 01.6952 02/20/2068 | 0.24% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.24% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.24% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.24% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.24% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.24% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.24% |
| MRAIT 2020-2 A2 | 0.24% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.24% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.24% |
| FNR 2015-19 SA IO 06.0700 04/25/2045 | 0.24% |
| STACR 2015-DNA1 B 09.3300 10/25/2027 | 0.23% |
| SHRP 2020-1 NOTE 03.1178 07/25/2024 | 0.23% |
| FNR 2020-16 SG IO 05.9200 03/25/2050 | 0.23% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.23% |
| MRAIT 2020-12 A1X 01.4765 07/15/2021 | 0.23% |
| WFCM 2016-BNK1 XA IO 01.7390 08/15/2049 | 0.23% |
| FNR 2016-88 SK IO 05.8520 12/25/2046 | 0.23% |
| HCA INC 05.2500 06/15/2026 | 0.23% |
| FNR 2013-130 SD IO 06.4700 01/25/2044 | 0.23% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.23% |
| MCAS 2020-01 M10 P/P 144A 03.8800 03/25/2050 | 0.23% |
| MWST 2020-1 A 01.0300 10/25/2053 | 0.23% |
| CAS 2016-C06 1M2 04.3800 04/25/2029 | 0.23% |
| COMM 2015-LC19 C 04.2351 02/10/2048 | 0.23% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.23% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.22% |
| GNR 2017-H06 BI IO 02.1298 02/20/2067 | 0.22% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.22% |
| FNR 2017-108 SA IO 06.0200 01/25/2048 | 0.22% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.22% |
| US BANCORP 02.6250 01/24/2022 | 0.22% |
| JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.22% |
| COMM 2013-CR11 XA IO 00.9198 08/10/2050 | 0.22% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.22% |
| MCAS 2019-01 M10 P/P 144A 03.3800 10/15/2049 | 0.22% |
| GNR 2015-H19 NI IO 01.9238 07/20/2065 | 0.22% |
| ORTHO-CLINICAL TLB L+325 03.3940 06/30/2025 | 0.22% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.21% |
| TERRIER MEDIA TLB L+425 04.3708 12/17/2026 | 0.21% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.21% |
| MSBAM 2013-C13 XA IO 00.9541 11/15/2046 | 0.21% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.21% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.21% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.21% |
| CENTENE CORP 04.6250 12/15/2029 | 0.21% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.21% |
| SPST 2020-WL1 A 01.2800 06/25/2051 | 0.21% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.21% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.21% |
| CAS 2016-C03 1B 11.8800 10/25/2028 | 0.21% |
| FNR 2016-65 CS IO 05.9700 09/25/2046 | 0.21% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.21% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.21% |
| ARAB REPUBLIC OF EGYPT REGS 05.7500 05/29/2024 | 0.20% |
| NAVISTAR INTL TLB L+350 03.6300 11/06/2024 | 0.20% |
| MATTEL INC. P/P 144A 06.7500 12/31/2025 | 0.20% |
| BANIJAY GROUP TLB L+375 03.8809 03/04/2025 | 0.20% |
| GFL ENVIORNMENTAL TLB L+300 03.5000 05/31/2025 | 0.20% |
| MESSER INDUST TLB L+250 02.7539 03/01/2026 | 0.20% |
| SOLENIS 1STL L+400 04.2330 06/26/2025 | 0.20% |
| TALLGRASS ENERGY TL L+475 04.8708 03/11/2026 | 0.20% |
| CARR 2006-NC2 A4 00.3700 06/25/2036 | 0.20% |
| ALTICE USA TLB L+225 02.3765 01/15/2026 | 0.20% |
| ELANCO ANIMAL HLTH TLB L+175 01.8729 02/04/2027 | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.20% |
| THERMON TLB L+375 04.7500 10/30/2024 | 0.20% |
| WIDEOPENWEST TLB L+325 04.2500 08/19/2023 | 0.20% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.20% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.19% |
| GNR 2017-H16 BI IO 02.2975 08/20/2067 | 0.19% |
| GNR 2018-H02 GI IO 00.6962 12/20/2067 | 0.19% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.19% |
| GNR 2011-70 WI IO 04.7191 12/20/2040 | 0.19% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.19% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.19% |
| WFRBS 2013-C15 D P/P 144A 04.4898 08/15/2046 | 0.19% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.19% |
| UBSBB 2012-C3 C P/P 144A 05.0311 08/10/2049 | 0.19% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.19% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.19% |
| REYNOLDS TL L+175 01.8708 02/04/2027 | 0.19% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.19% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.19% |
| COMM 2018-COR3 C 04.5606 05/10/2051 | 0.18% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.18% |
| ZOETIS INC 02.0000 05/15/2030 | 0.18% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.18% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.18% |
| TRANSDIGM INC TLF L+225 02.3708 12/09/2025 | 0.18% |
| CAS 2015-C04 1M2 05.8300 04/25/2028 | 0.18% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.18% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.18% |
| ZAYO GROUP HLDG INC L+300 03.1208 03/09/2027 | 0.18% |
| COMM 2015-LC21 XA IO 00.6867 07/10/2048 | 0.18% |
| JPMBB 2014-C18 C 04.7942 02/15/2047 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.18% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.18% |
| FHMS K099 X1 IO 00.8860 09/25/2029 | 0.18% |
| RESTAURANT BRANDS TLB L+175 01.8708 11/19/2026 | 0.18% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.18% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.18% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.18% |
| GNR 2019-121 DS IO 05.9691 08/20/2049 | 0.18% |
| MSBAM 2014-C17 C 04.4831 08/15/2047 | 0.18% |
| STACR 2015-DNA2 B 07.6800 12/25/2027 | 0.18% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.18% |
| GNR 2016-121 JS IO 05.9691 09/20/2046 | 0.18% |
| WFCM 2013-LC12 D P/P 144A 04.2744 07/15/2046 | 0.18% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.18% |
| MSBAM 2014-C14 C 05.0502 02/15/2047 | 0.18% |
| GNR 2015-H15 JI IO 01.9688 06/20/2065 | 0.17% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.17% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.17% |
| CAS 2014-C03 2M2 03.0300 07/25/2024 | 0.17% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.17% |
| FNR 2019-66 SC IO 05.8700 11/25/2049 | 0.17% |
| AHM 2007-1 GA1C 00.3200 05/25/2047 | 0.17% |
| CSAIL 2019-C16 XA IO 01.5645 06/15/2052 | 0.17% |
| GNR 2016-H02 BI IO 01.8166 11/20/2065 | 0.17% |
| MSBAM 2013-C10 F P/P 144A 04.0814 07/15/2046 | 0.17% |
| CAS 2014-C04 1M2 05.0300 11/25/2024 | 0.17% |
| CAS 2017-C01 1M2 03.6800 07/25/2029 | 0.17% |
| GNR 2018-91 SJ IO 06.1191 07/20/2048 | 0.17% |
| CSC HOLDINGS TLB L+225 02.3765 07/17/2025 | 0.17% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.17% |
| JPMBB 2014-C25 D P/P 144A 03.9479 11/15/2047 | 0.17% |
| UBSCM 2018-C8 XA IO 00.8730 02/15/2051 | 0.16% |
| CMLTI 2007-AMC3 A2D 00.4800 03/25/2037 | 0.16% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.16% |
| MRAFT 2020-5 A1 01.1326 08/10/2023 | 0.16% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.16% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.16% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.16% |
| CALPINE CONS FIN TL L+200 02.1208 01/15/2025 | 0.16% |
| POWER SOLUTIONS TLB L+350 03.6208 04/30/2026 | 0.16% |
| WFRBS 2012-C10 D P/P 144A 04.4270 12/15/2045 | 0.16% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.16% |
| CAS 2019-HRP1 M2 02.2800 11/25/2039 | 0.16% |
| MSBAM 2012-C5 E P/P 144A 04.6747 08/15/2045 | 0.16% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.16% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.16% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.16% |
| GNR 2016-H23 NI IO 02.3678 10/20/2066 | 0.16% |
| MSC 2016-UB12 XA IO 00.7450 12/15/2049 | 0.15% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.15% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.15% |
| JPMBB 2014-C24 XA IO 00.9163 11/15/2047 | 0.15% |
| CHARTER COMM TLB2 L+175 01.8800 02/01/2027 | 0.15% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.15% |
| GNR 2015-H25 AI IO 01.6272 09/20/2065 | 0.15% |
| MRAFT 2020-4 A1 01.4826 04/23/2023 | 0.15% |
| COMM 2014-CR20 XA IO 01.0212 11/10/2047 | 0.15% |
| GNR 2015-H09 BI IO 01.7002 03/20/2065 | 0.15% |
| STACR 2016-DNA1 B 10.1300 07/25/2028 | 0.15% |
| WFCM 2015-NXS3 B 04.5001 09/15/2057 | 0.15% |
| GNR 2018-H02 EI IO 00.9116 01/20/2068 | 0.15% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.15% |
| WAMU 2005-AR13 A1C3 01.1100 10/25/2045 | 0.15% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.15% |
| GNR 2015-H25 EI IO 01.8692 10/20/2065 | 0.15% |
| MSBAM 2014-C15 D P/P 144A 04.9007 04/15/2047 | 0.15% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.15% |
| GARDNER DENVER TLB L+175 01.8708 02/28/2027 | 0.14% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.14% |
| FNR 2016-83 BS IO 05.9700 11/25/2046 | 0.14% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.14% |
| CAS 2016-C07 2M2 04.4800 05/25/2029 | 0.14% |
| FNR 2011-4 CS 12.6400 05/25/2040 | 0.14% |
| GNR 2010-125 SD IO 06.5511 01/16/2040 | 0.14% |
| RALI 2006-QO5 1A1 00.5600 05/25/2046 | 0.14% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.14% |
| ALPHABET INC 03.6250 05/19/2021 | 0.14% |
| UBSCM 2018-C8 B 04.5670 02/15/2051 | 0.14% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.14% |
| WFRBS 2011-C4 D P/P 144A 05.1929 06/15/2044 | 0.14% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.14% |
| MWST 2020-2 A 00.9300 11/25/2053 | 0.14% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.14% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.14% |
| WFCM 2013-LC12 C 04.2744 07/15/2046 | 0.14% |
| GNR 2010-116 SA IO 05.7691 09/20/2040 | 0.14% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.14% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.14% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.14% |
| WFRBS 2012-C7 D P/P 144A 04.8043 06/15/2045 | 0.14% |
| GNR 2018-H13 NI IO 02.8190 08/20/2068 | 0.13% |
| UNIVISION TLB L+375 04.7500 03/24/2026 | 0.13% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.13% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.13% |
| BANK 2019-BN20 XA IO 00.8375 09/15/2062 | 0.13% |
| MONGOLIA INTL BOND REGS 05.1250 12/05/2022 | 0.13% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.13% |
| GNR 2016-77 SC IO 05.9691 10/20/2045 | 0.13% |
| HILTON TLB L+175 01.8800 06/21/2026 | 0.13% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.13% |
| VICI PROPERTIES TL L+175 01.8785 12/22/2024 | 0.13% |
| COMM 2015-CR23 XA IO 00.8920 05/10/2048 | 0.13% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.13% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.13% |
| UBSCM 2017-C7 XA IO 01.0322 12/15/2050 | 0.13% |
| MSBAM 2012-C6 D P/P 144A 04.6056 11/15/2045 | 0.13% |
| CSAIL 2015-C1 D P/P 144A 03.7640 04/15/2050 | 0.12% |
| WFCM 2014-LC16 XA IO 01.0883 08/15/2050 | 0.12% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.12% |
| TREASURY BILL 00.0000 02/16/2021 | 0.12% |
| TURKEY GOVERNMENT BOND TRY 10.6000 02/11/2026 | 0.12% |
| CGCMT 2014-GC19 D P/P 144A 05.0922 03/10/2047 | 0.12% |
| LENNAR CORP 04.7500 11/15/2022 | 0.12% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.12% |
| CAS 2016-C04 1M2 04.3800 01/25/2029 | 0.12% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.12% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.12% |
| COMM 2014-CR19 XA IO 00.9712 08/10/2047 | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| UBSC 2011-C1 D P/P 144A 06.0502 01/10/2045 | 0.12% |
| BBCMS 2019-C4 XA IO 01.5952 08/15/2052 | 0.12% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.12% |
| COMM 2014-UBS6 XA IO 00.8870 12/10/2047 | 0.12% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.12% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.12% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.11% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.11% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.11% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.11% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.11% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.11% |
| GNR 2016-H08 AI IO 02.5616 08/20/2065 | 0.11% |
| MSBAM 2015-C26 XA IO 01.0168 10/15/2048 | 0.11% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.11% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.11% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.11% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.11% |
| CF 2019-CF3 XA IO 00.7183 01/15/2053 | 0.11% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.11% |
| GNR 2016-H22 AI IO 02.3199 10/20/2066 | 0.11% |
| CSAIL 2015-C1 XA IO 00.8268 04/15/2050 | 0.11% |
| CWALT 2005-27 1A1 01.6228 08/25/2035 | 0.11% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.11% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.11% |
| STACR 2018-HQA1 M2 02.4300 09/25/2030 | 0.11% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.11% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.11% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.11% |
| CPTFEMU R 0.961 P 05/15/40 | 0.10% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.10% |
| UBSBB 2013-C5 XA IO P/P 144A 00.9154 03/10/2046 | 0.10% |
| UKRPI P 3.665 R 12/15/28 | 0.10% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7148 11/15/2045 | 0.10% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.10% |
| CPTFEMU R 0.655 P 05/15/30 | 0.10% |
| GSMS 2015-GC30 XA IO 00.7472 05/10/2050 | 0.10% |
| SAMI 2007-AR1 2A1 00.3100 01/25/2037 | 0.10% |
| STACR 2020-HQA3 B1 05.8800 07/25/2050 | 0.10% |
| CAS 2017-C07 2M2 02.6300 05/25/2030 | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.10% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.10% |
| STACR 2016-HQA4 M3 04.0300 04/25/2029 | 0.10% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.10% |
| GNR 2015-H28 DI IO 01.5658 08/20/2065 | 0.10% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.10% |
| CWALT 2006-OA10 2A1 00.5100 08/25/2046 | 0.10% |
| WAMU 2005-AR14 1A2 02.8988 12/25/2035 | 0.10% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.10% |
| CAS 2017-C02 2B1 05.6300 09/25/2029 | 0.10% |
| CMLTI 2007-AR5 1A1A 03.3227 04/25/2037 | 0.10% |
| GSMS 2014-GC18 XA IO 01.0045 01/10/2047 | 0.10% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.10% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.10% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% |
| CFCRE 2011-C2 D P/P 144A 05.7395 12/15/2047 | 0.10% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.09% |
| CWALT 2006-OA7 1A1 02.3666 06/25/2046 | 0.09% |
| HVMLT 2005-2 1A 00.6495 05/19/2035 | 0.09% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.09% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.09% |
| BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.09% |
| MSBAM 2013-C12 E P/P 144A 04.7629 10/15/2046 | 0.09% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.09% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.09% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.09% |
| CFCRE 2016-C4 XA IO 01.6683 05/10/2058 | 0.09% |
| CGCMT 2014-GC19 X IO 01.1380 03/10/2047 | 0.09% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.09% |
| JPMCC 2013-C10 XA IO 00.9641 12/15/2047 | 0.09% |
| NETFLIX INC 05.5000 02/15/2022 | 0.09% |
| GNR 2014-H14 CI IO 01.5822 07/20/2064 | 0.09% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.09% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.09% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.09% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.08% |
| GNR 2015-H10 EI IO 01.6278 04/20/2065 | 0.08% |
| GRIFOLS TLB L+200 02.0916 11/15/2027 | 0.08% |
| STACR 2018-DNA2 B1 03.8300 12/25/2030 | 0.08% |
| STARS GROUP TLB L+350 03.7539 07/10/2025 | 0.08% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.08% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.08% |
| GNR 2017-H11 NI IO 02.3259 05/20/2067 | 0.08% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.08% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.08% |
| APPLE INC 02.8500 05/06/2021 | 0.08% |
| GNR 2015-H18 IA IO 01.8441 06/20/2065 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.08% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.08% |
| FHR 4922 SB IO 05.9200 04/25/2049 | 0.08% |
| GNR 2017-H03 DI IO 01.0150 12/20/2066 | 0.08% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.08% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.08% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.08% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.08% |
| SAMI 2006-AR7 A1A 00.3400 08/25/2036 | 0.08% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.08% |
| STACR 2020-DNA5 M1 01.3823 10/25/2050 | 0.08% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.08% |
| CAS 2017-C05 1B1 03.7300 01/25/2030 | 0.08% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.08% |
| WAMU 2005-AR10 1A3 03.0712 09/25/2035 | 0.08% |
| COMM 2013-CR13 E P/P 144A 04.8853 11/10/2046 | 0.08% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.08% |
| STACR 2016-HQA3 M3 03.9800 03/25/2029 | 0.08% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.07% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.07% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.07% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.07% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.07% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.07% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.07% |
| STACR 2016-DNA4 M3 03.9300 03/25/2029 | 0.07% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.07% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.07% |
| COMM 2015-CR22 XA IO 00.8891 03/10/2048 | 0.07% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.07% |
| CPTFEMU P 1.71 R 07/15/37 | 0.07% |
| FNR 2018-86 DS IO 05.9520 12/25/2048 | 0.07% |
| WFRBS 2012-C10 E P/P 144A 04.4270 12/15/2045 | 0.07% |
| CGCMT 2014-GC21 X IO 01.1683 05/10/2047 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.07% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.07% |
| STACR 2017-DNA2 B1 05.2800 10/25/2029 | 0.07% |
| GSAA 2005-15 2A2 00.6300 01/25/2036 | 0.06% |
| JPMCC 2012-LC9 D P/P 144A 04.4186 12/15/2047 | 0.06% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.06% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.06% |
| CAS 2016-C05 2M2 04.5800 01/25/2029 | 0.06% |
| CWHL 2005-3 1A1 00.7500 04/25/2035 | 0.06% |
| MSC 2012-C4 E P/P 144A 05.4185 03/15/2045 | 0.06% |
| GNR 2017-H14 DI IO 01.7190 06/20/2067 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.06% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.06% |
| JPALT 2007-A2 12A1 00.3300 06/25/2037 | 0.06% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.06% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.06% |
| CAS 2018-C06 2M2 02.2300 03/25/2031 | 0.06% |
| CAS 2020-R02 2M2 02.1300 01/25/2040 | 0.06% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.06% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.06% |
| STACR 2016-HQA2 M3B 05.2800 11/25/2028 | 0.06% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.06% |
| COMM 2014-LC15 XA IO 01.0865 04/10/2047 | 0.06% |
| CGCMT 2013-GC17 X IO 01.0259 11/10/2046 | 0.06% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.06% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.06% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| STACR 2018-HQA1 B1 04.4800 09/25/2030 | 0.06% |
| UKRPI P 3.34 R 03/15/28 | 0.06% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.06% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.06% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.06% |
| GNR 2011-H15 AI IO 01.5460 06/20/2061 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| PROVINCIA DE CORDOBA REGS 03.0000 06/01/2027 | 0.06% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.06% |
| GNR 2017-H02 BI IO 01.4866 01/20/2067 | 0.05% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.05% |
| WESTERN DIGITAL TLB L+175 01.8708 04/29/2023 | 0.05% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.05% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.05% |
| STACR 2016-DNA2 M3 04.7800 10/25/2028 | 0.05% |
| UKRPI P 3.385 R 11/15/24 | 0.05% |
| WFRBS 2012-C10 C 04.3620 12/15/2045 | 0.05% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.05% |
| GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.05% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.05% |
| 0.70 R ISWP FWD SOFRRATE P 03/17/2031 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| TRANSDIGM INC TLE L+225 02.3708 05/30/2025 | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| VISTRA ENERGY TLB3 L+175 01.8933 12/01/2025 | 0.05% |
| WFRBS 2011-C4 E P/P 144A 05.1929 06/15/2044 | 0.05% |
| GNR 2011-H08 GI IO 01.2703 03/20/2061 | 0.05% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.05% |
| CAS 2014-C02 2M2 02.7300 05/25/2024 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| UKRPI P 3.4025 R 03/15/28 | 0.05% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.05% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.05% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.05% |
| MEREDITH TLB L+250 02.6208 01/31/2025 | 0.05% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.05% |
| STACR 2019-DNA1 M2 02.7800 01/25/2049 | 0.05% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.05% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% |
| EURO-BUND FUTURE MAR21 RXH1 | 0.04% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% |
| JPMBB 2014-C19 XA IO 00.7413 04/15/2047 | 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% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.04% |
| MSBAM 2013-C10 D P/P 144A 04.0814 07/15/2046 | 0.04% |
| STACR 2016-HQA1 M3 06.4800 09/25/2028 | 0.04% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| CASH MGMT BILL 00.0000 05/25/2021 | 0.04% |
| COMM 2012-CR3 E P/P 144A 04.7502 10/15/2045 | 0.04% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.04% |
| GNR 2011-17 S IO 05.9191 02/20/2041 | 0.04% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.04% |
| CWALT 2006-OA10 4A1 00.5100 08/25/2046 | 0.04% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.04% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.04% |
| CAS 2019-R01 2M2 02.5800 07/25/2031 | 0.04% |
| COMM 2014-UBS4 XA IO 01.1022 08/10/2047 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.04% |
| 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.04% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.04% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.04% |
| DIVERSEY TL L+300 03.1208 09/06/2024 | 0.04% |
| FHR 2990 LB 16.6224 06/15/2034 | 0.04% |
| GNR 2016-H11 HI IO 02.1041 01/20/2066 | 0.04% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.04% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% |
| CAS 2018-C01 1M2 02.3800 07/25/2030 | 0.04% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.04% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.04% |
| VONAGE HLDGS CV 01.7500 06/01/2024 | 0.04% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.04% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.03% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.03% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.03% |
| CAS 2015-C04 2M2 05.6800 04/25/2028 | 0.03% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% |
| UKRPI P 3.34 R 02/15/28 | 0.03% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.03% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.03% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.03% |
| FNR 2007-53 SP 23.6573 06/25/2037 | 0.03% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.03% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.03% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| GNR 2013-99 VS IO 05.9711 07/16/2043 | 0.03% |
| CAS 2015-C01 1M2 04.4300 02/25/2025 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.03% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.03% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% |
| AUD/USD CALL 0.80 20210702 HSBCB | 0.03% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7425 09/10/2045 | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.03% |
| 1.996 R ISWP US0003M P 01/20/2031 | 0.03% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.03% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.03% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| UKRPI P 3.381 R 11/15/24 | 0.03% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.03% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 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% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.02% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.02% |
| UKRPI P 3.42 R 12/15/24 | 0.02% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.02% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% |
| ZILLOW GRP CV 01.3750 09/01/2026 | 0.02% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.02% |
| CAS 2017-C05 1M2A 02.3300 01/25/2030 | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.02% |
| DOCUSIGN INC P/P 144A CV 00.0000 01/15/2024 | 0.02% |
| ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.02% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.02% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.02% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.02% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.02% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.02% |
| OPTN FN30 2.0 03/04/21 CALL 102.875 JPMC | 0.02% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.02% |
| FHR 3249 PS 21.8576 12/15/2036 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.02% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.02% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.02% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.02% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.02% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.02% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.02% |
| MICROSTRATEGY P/P 144A CV 00.7500 12/15/2025 | 0.02% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| STACR 2018-HQA2 M2 02.4300 10/25/2048 | 0.02% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.02% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.2889 05/10/2063 | 0.02% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.02% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.02% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.02% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.02% |
| CAS 2015-C02 2M2 04.1300 05/25/2025 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| EUR/NOK PUT 10.10 20210708 GSFX | 0.02% |
| GNR 2020-15 CS IO 05.9191 02/20/2050 | 0.02% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.02% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.02% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.02% |
| SWPTN 3MX10Y R 1.065 USD 04/13/2021 GS | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| -0.30 R ISWP FWD EUR006M P 03/17/2031 | 0.02% |
| BENTLEY SYSTE P/P 144A CV 00.1250 01/15/2026 | 0.02% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.02% |
| CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.02% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% |
| FNR 2005-75 GS 19.8600 08/25/2035 | 0.02% |
| JPY/USD 02/17/2021 SSBT | 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% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.02% |
| SNAP INC CV 00.7500 08/01/2026 | 0.02% |
| STACR 2019-DNA2 M2 02.5800 03/25/2049 | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.02% |
| CAS 2018-C05 1M2 02.4800 01/25/2031 | 0.02% |
| CLOUDFLARE P/P 144A CV 00.7500 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.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| CPURNSA R 1.703 P 11/29/24 | 0.02% |
| FHR 2976 LC 23.9562 05/15/2035 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.02% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| AUD/USD 04/21/2021 UBS | 0.02% |
| BLACKLINE INC CV 00.1250 08/01/2024 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 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% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.02% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.02% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.02% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| UKRPI P 3.3875 R 03/15/28 | 0.02% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| JPMCC 2007-CB20 E P/P 144A 06.2796 02/12/2051 | 0.02% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.02% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.02% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.02% |
| 0.30 R ISWP FWD SES3M P 03/17/2031 | 0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CPURNSA R 1.7625 P 12/10/24 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.01% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.01% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| NZD/USD 04/21/2021 GSFX | 0.01% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.01% |
| OPTN FN30 2.0 02/04/21 CALL 103.3125 JPMC | 0.01% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.01% |
| SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.01% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.01% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.01% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.01% |
| SYNAPTICS INC CV 00.5000 06/15/2022 | 0.01% |
| UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 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% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.01% |
| GBP/USD 03/17/2021 RBSF | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| NEVRO CORP CV 01.7500 06/01/2021 | 0.01% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.01% |
| STACR 2018-HRP2 M3 02.5300 02/25/2047 | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2019-78 SJ IO 05.9191 06/20/2049 | 0.01% |
| LIBERTY MEDIA | 0.01% |
| MSC 2012-C4 XA IO P/P 144A 02.0583 03/15/2045 | 0.01% |
| REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.01% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.01% |
| STACR 2015-DN1 M3 04.2800 01/25/2025 | 0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.01% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.01% |
| SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| CAD/USD 04/21/2021 SSBT | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.01% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% |
| NZD/USD 04/21/2021 RBSF | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.01% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 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% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2005-74 NK 26.8500 05/25/2035 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNR 2019-99 KS IO 05.9191 08/20/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| SAILPOINT TCH CV 00.1250 09/15/2024 | 0.01% |
| SEK/USD 03/17/2021 GSFX | 0.01% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.01% |
| CAS 2015-C01 2M2 04.6800 02/25/2025 | 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| GBP/USD 03/17/2021 MSCIL | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| CAD/USD 04/21/2021 JPMCB | 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.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GBP/USD 03/17/2021 GSFX | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.01% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6716 11/15/2044 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.01% |
| EUR/USD 03/17/2021 SSBT | 0.01% |
| EUR/USD CALL 1.235 20210323 HSBCB | 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% |
| SEK/USD 03/17/2021 UBS | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SWPTN 1MX5Y R 0.576 USD 02/08/2021 GS | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNW 1998-W2 X IO 00.1403 06/25/2028 | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.00% |
| NZD/USD 04/21/2021 SSBT | 0.00% |
| NZD/USD 04/21/2021 UBS | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.00% |
| USD/MXN PUT 19.25 20210609 MSCIL | 0.00% |
| USD/SGD PUT 1.32 20210413 JPMCB | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.00% |
| CAD/USD 04/21/2021 TDBK | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.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 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% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| NZD/USD 04/21/2021 CITI | 0.00% |
| NZD/USD 04/21/2021 JPMCB | 0.00% |
| NZD/USD 04/21/2021 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% |
| USD/SGD PUT 1.32 20210323 HSBCB | 0.00% |
| -0.33 R ISWP FWD CHL6M P 03/17/2031 | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.00% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 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% |
| 1.5945 R ISWP US0003M P 01/15/2051 | 0.00% |
| CAD/USD 04/21/2021 BANKAM | 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 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% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| GBP/USD 03/17/2021 WPAC | 0.00% |
| NOK/USD 03/17/2021 RBSF | 0.00% |
| NOK/USD 03/17/2021 TDBK | 0.00% |
| SEK/USD 03/17/2021 MSCIL | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| USD/MXN PUT 19.25 20210413 JPMCB | 0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 1.059 R ISWP US0003M P 01/11/2031 | 0.00% |
| 1.173 R ISWP US0003M P 01/14/2031 | 0.00% |
| 1.644 R ISWP US0003M P 01/14/2051 | 0.00% |
| CAD/USD 04/21/2021 BCAP-FX | 0.00% |
| CAD/USD 04/21/2021 CSI-FX | 0.00% |
| CAS 2014-C04 2M2 05.1300 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.1300 05/25/2025 | 0.00% |
| CHF/USD 03/17/2021 MSCIL | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| EUR/USD 03/17/2021 BCAP-FX | 0.00% |
| EUR/USD 03/17/2021 TDBK | 0.00% |
| GBP/USD 03/17/2021 HSBCB | 0.00% |
| JPY/USD 02/17/2021 RBSF | 0.00% |
| NOK/USD 03/17/2021 HSBCB | 0.00% |
| NZD/USD 04/21/2021 HSBCB | 0.00% |
| SWPTN 1MX5Y P 0.576 USD 02/08/2021 GS | 0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% |
| SWPTN 3MX10Y R 0.93 USD 04/28/2021 CI | 0.00% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.00% |
| USD/KRW PUT 1050.00 20210609 HSBCB | 0.00% |
| 0.2205 R ISWP US0003M P 01/15/2023 | 0.00% |
| 1.1355 R ISWP US0003M P 01/13/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| AUD/USD 04/21/2021 BANKAM | 0.00% |
| AUD/USD 04/21/2021 CITI | 0.00% |
| AUD/USD 04/21/2021 SSBT | 0.00% |
| CHF/USD 03/17/2021 CSI-FX | 0.00% |
| CHF/USD 03/17/2021 RBSF | 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.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.8583 05/15/2038 | 0.00% |
| EUR/SEK PUT 9.90 20210323 MSCIL | 0.00% |
| EUR/USD 03/17/2021 CITI | 0.00% |
| EUR/USD 03/17/2021 CSI-FX | 0.00% |
| EUR/USD 03/17/2021 RBSF | 0.00% |
| FNW 1998-W5 X IO 00.7459 07/25/2028 | 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 03/17/2021 JPMCB | 0.00% |
| GBP/USD 03/17/2021 TDBK | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 02/17/2021 CITI | 0.00% |
| NZD/USD 04/21/2021 BANKAM | 0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.00% |
| 0.188 R ISWP US0003M P 01/07/2023 | 0.00% |
| 0.205 R ISWP US0003M P 01/08/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/13/2023 | 0.00% |
| 0.2235 R ISWP US0003M P 01/15/2023 | 0.00% |
| 0.228 R ISWP US0003M P 01/14/2023 | 0.00% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 1.1185 R ISWP US0003M P 01/15/2031 | 0.00% |
| 1.12792 R ISWP US0003M P 01/13/2031 | 0.00% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.00% |
| 1.609 R ISWP US0003M P 01/25/2051 | 0.00% |
| 1.6125 R ISWP US0003M P 01/15/2051 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| BACM 2007-1 XW IO 00.4246 01/15/2049 | 0.00% |
| CAD/USD 04/21/2021 CITI | 0.00% |
| CAD/USD 04/21/2021 WPAC | 0.00% |
| CHF/USD 03/17/2021 HSBCB | 0.00% |
| CHF/USD 03/17/2021 UBS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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% |
| EUR/SEK PUT 9.65 20210323 MSCIL | 0.00% |
| EUR/USD 03/17/2021 GSFX | 0.00% |
| EUR/USD 03/17/2021 MSCIL | 0.00% |
| EUR/USD 03/17/2021 WPAC | 0.00% |
| FSPC T-8 A9 IO 00.4275 11/15/2028 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| HKD/USD 02/17/2021 BANKAM | 0.00% |
| HKD/USD 02/17/2021 CITI | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 RBSF | 0.00% |
| HKD/USD 02/17/2021 SSBT | 0.00% |
| HKD/USD 02/17/2021 TDBK | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
| JPY/USD 02/17/2021 WPAC | 0.00% |
| LBUBS 2007-C2 XW IO 00.1710 02/15/2040 | 0.00% |
| NOK/USD 03/17/2021 BANKAM | 0.00% |
| NOK/USD 03/17/2021 GSFX | 0.00% |
| NOK/USD 03/17/2021 MSCIL | 0.00% |
| NZD/USD 04/21/2021 BCAP-FX | 0.00% |
| NZD/USD 04/21/2021 TDBK | 0.00% |
| SEK/USD 03/17/2021 BANKAM | 0.00% |
| SEK/USD 03/17/2021 HSBCB | 0.00% |
| SEK/USD 03/17/2021 JPMCB | 0.00% |
| SEK/USD 03/17/2021 SSBT | 0.00% |
| SEK/USD 03/17/2021 TDBK | 0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 1MX10Y R 1.196 USD 02/12/2021 CI | 0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 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 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| USD/KRW PUT 1000.00 20210609 HSBCB | 0.00% |
| WBCMT 2006-C29 IO IO 00.4153 11/15/2048 | 0.00% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.00% |
| AUD/USD 04/21/2021 WPAC | -0.00% |
| CAD/USD 04/21/2021 HSBCB | -0.00% |
| CHF/USD 03/17/2021 CITI | -0.00% |
| CHF/USD 03/17/2021 GSFX | -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.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD CALL 1.265 20210323 HSBCB | -0.00% |
| GBP/USD 03/17/2021 BCAP-FX | -0.00% |
| GBP/USD 03/17/2021 UBS | -0.00% |
| JPY/USD 02/17/2021 BCAP-FX | -0.00% |
| JPY/USD 02/17/2021 GSFX | -0.00% |
| JPY/USD 02/17/2021 HSBCB | -0.00% |
| JPY/USD 02/17/2021 JPMCB | -0.00% |
| JPY/USD 02/17/2021 TDBK | -0.00% |
| NZD/USD 04/21/2021 CSI-FX | -0.00% |
| SEK/USD 03/17/2021 BCAP-FX | -0.00% |
| SEK/USD 03/17/2021 CITI | -0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.00% |
| SWPTN 3MX10Y R 0.9215 USD 04/28/2021 BA | -0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | -0.00% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% |
| USD/MXN PUT 18.25 20210609 MSCIL | -0.00% |
| USD/MXN PUT 18.60 20210413 JPMCB | -0.00% |
| USD/SGD PUT 1.30 20210323 HSBCB | -0.00% |
| USD/SGD PUT 1.30 20210413 JPMCB | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| CHF/USD 03/17/2021 SSBT | -0.00% |
| CHF/USD 03/17/2021 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.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 03/17/2021 BANKAM | -0.00% |
| EUR/USD 03/17/2021 HSBCB | -0.00% |
| EUR/USD 03/17/2021 JPMCB | -0.00% |
| GBP/USD 03/17/2021 CSI-FX | -0.00% |
| JPY/USD 02/17/2021 UBS | -0.00% |
| NOK/USD 03/17/2021 SSBT | -0.00% |
| SEK/USD 03/17/2021 RBSF | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.00% |
| 0.9305 R ISWP US0003M P 01/06/2031 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CAD/USD 04/21/2021 MSCIL | -0.00% |
| CAD/USD 04/21/2021 RBSF | -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-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| EUR/USD 03/17/2021 UBS | -0.00% |
| NOK/USD 03/17/2021 JPMCB | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.00% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | -0.00% |
| 1.0991 R ISWP US0003M P 01/15/2031 | -0.00% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.589 R ISWP FWD US0003M P 01/26/2051 | -0.00% |
| AUD/USD 04/21/2021 TDBK | -0.00% |
| CAD/USD 04/21/2021 UBS | -0.00% |
| CHF/USD 03/17/2021 JPMCB | -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-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.00% |
| SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.00% |
| SWPTN 3MX5Y P 2.243 USD 04/28/2021 BA | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -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% |
| AUD/USD 04/21/2021 CSI-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| EUR/NOK PUT 9.75 20210708 GSFX | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.00% |
| 0.30 R ISWP US0003M P 12/02/2023 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.20 R ISWP FWD NOKOIB6M P 03/17/2031 | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| AUD/USD 04/21/2021 HSBCB | -0.01% |
| AUD/USD 04/21/2021 JPMCB | -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-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.01% |
| JPY/USD 02/17/2021 BANKAM | -0.01% |
| JPY/USD 02/17/2021 MSCIL | -0.01% |
| 1.07 R ISWP US0003M P 01/11/2031 | -0.01% |
| CAD/USD 04/21/2021 GSFX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| NZD/USD 04/21/2021 MSCIL | -0.01% |
| SWPTN 3MX10Y R 1.13 USD 04/28/2021 CI | -0.01% |
| 0.90 R ISWP FWD NFIX3MID P 03/17/2031 | -0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 1MX10Y P 1.196 USD 02/12/2021 CI | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| 1.535 R ISWP US0003M P 02/01/2051 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% |
| SWPTN 3MX5Y P 1.969 USD 04/28/2021 JP | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.01% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.01% |
| AUD/USD CALL 0.83 20210702 HSBCB | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| NOK/USD 03/17/2021 UBS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| 0.12 R ISWP FWD SONIA P 03/17/2031 | -0.01% |
| 0.90 R ISWP FWD AUDBB6M P 03/17/2031 | -0.01% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| 1.0275 R ISWP US0003M P 01/08/2031 | -0.01% |
| 1.20 R ISWP FWD CDOR03 P 03/17/2031 | -0.01% |
| GBP/USD 03/17/2021 CITI | -0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.01% |
| SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.01% |
| SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.01% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.01% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.01% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.01% |
| AUD/USD 04/21/2021 RBSF | -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 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| OPTN FN30 2.0 03/04/21 PUT 102.875 JPMC | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| GBP/USD 03/17/2021 SSBT | -0.02% |
| AUD/USD 04/21/2021 GSFX | -0.02% |
| AUD/USD 04/21/2021 MSCIL | -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 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.02% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.02% |
| 0.9355 R ISWP US0003M P 01/07/2031 | -0.02% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.03% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.03% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.03% |
| OPTN FN30 2.0 02/04/21 PUT 103.3125 JPMC | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.03% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.03% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.03% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.04% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.05% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.05% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.06% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.06% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.06% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.06% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.06% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.06% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.06% |
| US 10YR ULTRA FUT MAR21 UXYH1 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.06% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.07% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 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% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.08% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.08% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.08% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.09% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -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% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.09% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.09% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.09% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.10% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.10% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| UKRPI R 3.4425 P 07/15/49 | -0.11% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.12% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.14% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.14% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.14% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.15% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.15% |
| CPTFEMU P 1.13 R 05/15/50 | -0.17% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.19% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.19% |
| CPTFEMU P 0.935 R 05/15/40 | -0.22% |
| CPTFEMU P 0.93 R 05/15/40 | -0.22% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.23% |
| CPURNSA P 1.6625 R 07/10/30 | -0.24% |
| CPURNSA P 1.586 R 06/30/30 | -0.24% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.26% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.28% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.28% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.35% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.38% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.40% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.52% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.82% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.11% |
| FNMA FN30 TBA UMBS 01.5000 03/01/2051 | -3.69% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -56.77% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 11.79% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 11.47% |
| FNMA FN30 TBA UMBS 02.0000 02/01/2051 | 6.31% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 5.56% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.59% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 3.58% |
| T 2.25 R 0.18 P 01/10/21 JP | 2.77% |
| FNMA FN30 TBA UMBS 01.5000 01/01/2051 | 2.46% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2051 | 2.34% |
| TREASURY BILL 00.0000 02/02/2021 | 1.30% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.86% |
| STACR 2016-DNA3 M3 05.1480 12/25/2028 | 0.79% |
| US ULTRA BOND CBT MAR21 WNH1 | 0.78% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.75% |
| FNR 2017-74 SA IO 05.6020 10/25/2047 | 0.68% |
| TREASURY BILL 00.0000 03/18/2021 | 0.67% |
| FNR 2017-8 SB IO 05.9520 02/25/2047 | 0.66% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2051 | 0.66% |
| GNMA GII30 TBA 04.0000 01/01/2051 | 0.65% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.65% |
| MSBAM 2013-C10 E P/P 144A 04.0816 07/15/2046 | 0.64% |
| TREASURY BILL 00.0000 03/25/2021 | 0.63% |
| TREASURY BILL 00.0000 01/19/2021 | 0.59% |
| FNR 2020-70 SD IO 06.1020 10/25/2050 | 0.58% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.56% |
| TREASURY BILL 00.0000 01/12/2021 | 0.55% |
| SPST 2020-2 A 00.9780 03/26/2021 | 0.52% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.52% |
| FHR 4698 NS IO 05.9914 06/15/2047 | 0.51% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.50% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.49% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.49% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.48% |
| FHR 3852 NT 05.8414 05/15/2041 | 0.46% |
| WESTPAC BANKING CORP USD 02.6500 01/25/2021 | 0.46% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.45% |
| STACR 2014-HQ2 M3 03.8980 09/25/2024 | 0.45% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.45% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.44% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.44% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.44% |
| CWALT 2005-59 1A1 00.8038 11/20/2035 | 0.43% |
| JPMCC 2012-C8 D P/P 144A 04.6701 10/15/2045 | 0.43% |
| BANK 2017-BNK9 XA IO 00.8025 11/15/2054 | 0.41% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.41% |
| CAS 2016-C02 1B 12.3980 09/25/2028 | 0.39% |
| FHR 5023 TS IO 06.1020 10/25/2050 | 0.39% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.38% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.37% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.37% |
| CAS 2014-C01 M2 04.5480 01/25/2024 | 0.37% |
| STACR 2015-DNA3 B 09.4980 04/25/2028 | 0.37% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.37% |
| TREASURY BILL 00.0000 01/05/2021 | 0.36% |
| TREASURY BILL 00.0000 02/23/2021 | 0.36% |
| COMM 2014-CR17 C 04.7832 05/10/2047 | 0.36% |
| DBUBS 2011-LC3A D P/P 144A 05.3353 08/10/2044 | 0.36% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.36% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.36% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.36% |
| CWALT 2006-OA7 1A2 01.5494 06/25/2046 | 0.35% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.35% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.34% |
| FNR 2011-53 ST IO 05.7720 06/25/2041 | 0.34% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.34% |
| QUIKRETE TLB L+250 02.6468 02/01/2027 | 0.34% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.34% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.33% |
| BANK 2018-BN10 XA IO 00.7318 02/15/2061 | 0.33% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.33% |
| GNR 2016-H13 IK IO 02.6367 06/20/2066 | 0.33% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.32% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.32% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.32% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.31% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.31% |
| GSMS 2014-GC22 C 04.6918 06/10/2047 | 0.31% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.31% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.31% |
| SCIENTIFIC GAMES TLB5 L+275 02.8968 08/14/2024 | 0.31% |
| VERTIV TLB L+300 03.1440 03/02/2027 | 0.30% |
| JPMBB 2013-C12 B 04.0993 07/15/2045 | 0.30% |
| FNR 2016-60 LS IO 05.9520 09/25/2046 | 0.29% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.29% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.29% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.29% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.28% |
| BSCMS 2007-T26 AJ 05.4318 01/12/2045 | 0.28% |
| COMM 2014-CR17 D P/P 144A 04.8470 05/10/2047 | 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 | 0.28% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.28% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.27% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.27% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.27% |
| SPST 2020-6 A 01.8933 09/07/2021 | 0.27% |
| MWST 2019-1 A 00.9480 06/25/2052 | 0.27% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.27% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.26% |
| CGCMT 2019-GC43 X IO 00.6286 11/10/2052 | 0.26% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.26% |
| LENNAR CORP 05.8750 11/15/2024 | 0.26% |
| FNR 2018-77 BI IO 04.5000 10/25/2048 | 0.26% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.25% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.25% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.25% |
| SPST 2020-13 A 01.6433 10/10/2021 | 0.25% |
| SPST 2020-15 A 01.5133 12/10/2021 | 0.25% |
| CAS 2020-R01 1B1 03.3980 01/25/2040 | 0.25% |
| STACR 2017-DNA3 M2B 02.6480 03/25/2030 | 0.25% |
| SPRINT CORP 07.8750 09/15/2023 | 0.24% |
| FNR 2015-19 SA IO 06.0520 04/25/2045 | 0.24% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.24% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.24% |
| GNR 2018-H05 AI IO 02.2690 02/20/2068 | 0.24% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.24% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.24% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.24% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.24% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.24% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.24% |
| WFCM 2016-BNK1 XA IO 01.7411 08/15/2049 | 0.24% |
| MRAIT 2020-2 A2 | 0.23% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.23% |
| FNR 2020-16 SG IO 05.9020 03/25/2050 | 0.23% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.23% |
| STACR 2015-DNA1 B 09.3480 10/25/2027 | 0.23% |
| FNR 2016-88 SK IO 05.8520 12/25/2046 | 0.23% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.23% |
| FNR 2013-130 SD IO 06.4520 01/25/2044 | 0.23% |
| SHRP 2020-1 NOTE 03.1065 07/25/2024 | 0.23% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.23% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.23% |
| HCA INC 05.2500 06/15/2026 | 0.23% |
| MRAIT 2020-12 A1X 07/15/2021 | 0.23% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.23% |
| MWST 2020-1 A 01.0480 10/25/2053 | 0.23% |
| CAS 2016-C06 1M2 04.3980 04/25/2029 | 0.22% |
| COMM 2013-CR11 XA IO 00.9201 08/10/2050 | 0.22% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.22% |
| GNR 2017-H06 BI IO 02.1858 02/20/2067 | 0.22% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.22% |
| FNR 2017-108 SA IO 06.0020 01/25/2048 | 0.22% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.22% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.22% |
| US BANCORP 02.6250 01/24/2022 | 0.22% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.22% |
| COMM 2015-LC19 C 04.2353 02/10/2048 | 0.22% |
| GNR 2015-H19 NI IO 01.9115 07/20/2065 | 0.22% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.22% |
| MSBAM 2013-C13 XA IO 00.9550 11/15/2046 | 0.22% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.22% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.21% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.21% |
| FNR 2016-65 CS IO 05.9520 09/25/2046 | 0.21% |
| TERRIER MEDIA TLB L+425 04.3968 12/17/2026 | 0.21% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.21% |
| ORTHO-CLINICAL TLB L+325 03.3940 06/30/2025 | 0.21% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.21% |
| MCAS 2020-01 M10 P/P 144A 03.8980 03/25/2050 | 0.21% |
| CENTENE CORP 04.6250 12/15/2029 | 0.21% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.21% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.21% |
| GNR 2011-70 WI IO 04.6984 12/20/2040 | 0.21% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.21% |
| SPST 2020-WL1 A 01.2980 06/25/2051 | 0.21% |
| CAS 2016-C03 1B 11.8980 10/25/2028 | 0.21% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.21% |
| NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.20% |
| PPD TL L+250 03.5000 08/18/2022 | 0.20% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.20% |
| THERMON TLB L+375 04.7500 10/30/2024 | 0.20% |
| ARAB REPUBLIC OF EGYPT REGS 05.7500 05/29/2024 | 0.20% |
| JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.20% |
| MATTEL INC. P/P 144A 06.7500 12/31/2025 | 0.20% |
| BANIJAY GROUP TLB L+375 03.9028 03/04/2025 | 0.20% |
| SOLENIS 1STL L+400 04.2330 06/26/2025 | 0.20% |
| GFL ENVIORNMENTAL TLB L+300 03.5000 05/31/2025 | 0.20% |
| GNR 2018-H02 GI IO 01.2516 12/20/2067 | 0.20% |
| MESSER INDUST TLB L+250 02.7539 03/01/2026 | 0.20% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.20% |
| CARR 2006-NC2 A4 00.3880 06/25/2036 | 0.20% |
| GNR 2017-H16 BI IO 02.2983 08/20/2067 | 0.20% |
| TALLGRASS ENERGY TL L+475 04.8968 03/11/2026 | 0.20% |
| ALTICE USA TLB L+225 02.4086 01/15/2026 | 0.20% |
| ELANCO ANIMAL HLTH TLB L+175 01.8940 02/04/2027 | 0.20% |
| WIDEOPENWEST TLB L+325 04.2500 08/19/2023 | 0.20% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.19% |
| MCAS 2019-01 M10 P/P 144A 03.3980 10/15/2049 | 0.19% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.19% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.19% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.19% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.19% |
| GNR 2019-121 DS IO 05.9484 08/20/2049 | 0.19% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 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% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.19% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.19% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.19% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.18% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.18% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.18% |
| UBSBB 2012-C3 C P/P 144A 05.0299 08/10/2049 | 0.18% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.18% |
| REYNOLDS TL L+175 01.8968 02/04/2027 | 0.18% |
| CAS 2015-C04 1M2 05.8480 04/25/2028 | 0.18% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.18% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.18% |
| TRANSDIGM INC TLF L+225 02.3968 12/09/2025 | 0.18% |
| COMM 2015-LC21 XA IO 00.6871 07/10/2048 | 0.18% |
| GNR 2016-121 JS IO 05.9484 09/20/2046 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| CAS 2014-C03 2M2 03.0480 07/25/2024 | 0.18% |
| FHMS K099 X1 IO 00.8861 09/25/2029 | 0.18% |
| STACR 2018-DNA2 B1 03.8480 12/25/2030 | 0.18% |
| ZAYO GROUP HLDG INC L+300 03.1468 03/09/2027 | 0.18% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.18% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.18% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.18% |
| MSBAM 2014-C17 C 04.4792 08/15/2047 | 0.18% |
| RESTAURANT BRANDS TLB L+175 01.8968 11/19/2026 | 0.18% |
| STACR 2015-DNA2 B 07.6980 12/25/2027 | 0.18% |
| WFCM 2013-LC12 D P/P 144A 04.2746 07/15/2046 | 0.18% |
| GNR 2015-H15 JI IO 01.9590 06/20/2065 | 0.18% |
| CAS 2014-C04 1M2 05.0480 11/25/2024 | 0.17% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.17% |
| FNR 2019-66 SC IO 05.8520 11/25/2049 | 0.17% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.17% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.17% |
| GNR 2018-91 SJ IO 06.0984 07/20/2048 | 0.17% |
| MSBAM 2014-C14 C 05.0503 02/15/2047 | 0.17% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.17% |
| COMM 2018-COR3 C 04.5606 05/10/2051 | 0.17% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.17% |
| CSAIL 2019-C16 XA IO 01.5650 06/15/2052 | 0.17% |
| WFRBS 2013-C15 D P/P 144A 04.4900 08/15/2046 | 0.17% |
| GNR 2016-H02 BI IO 01.8152 11/20/2065 | 0.17% |
| CAS 2017-C01 1M2 03.6980 07/25/2029 | 0.16% |
| JPMBB 2014-C18 C 04.7942 02/15/2047 | 0.16% |
| UBSCM 2018-C8 XA IO 00.8738 02/15/2051 | 0.16% |
| CMLTI 2007-AMC3 A2D 00.4980 03/25/2037 | 0.16% |
| CSC HOLDINGS TLB L+225 02.4086 07/17/2025 | 0.16% |
| MRAFT 2020-5 A1 01.1488 08/10/2023 | 0.16% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.16% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.16% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.16% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.16% |
| CAS 2019-HRP1 M2 02.2980 11/25/2039 | 0.16% |
| GNR 2016-H23 NI IO 02.3708 10/20/2066 | 0.16% |
| JPMBB 2014-C25 D P/P 144A 03.9480 11/15/2047 | 0.16% |
| MSBAM 2013-C10 F P/P 144A 04.0816 07/15/2046 | 0.16% |
| POWER SOLUTIONS TLB L+350 03.6468 04/30/2026 | 0.16% |
| CALPINE CONS FIN TL L+200 02.1468 01/15/2025 | 0.16% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.16% |
| AHM 2007-1 GA1C 00.3380 05/25/2047 | 0.16% |
| JPMBB 2014-C24 XA IO 00.9167 11/15/2047 | 0.16% |
| MSBAM 2012-C5 E P/P 144A 04.6749 08/15/2045 | 0.16% |
| MSC 2016-UB12 XA IO 00.7476 12/15/2049 | 0.16% |
| GNR 2015-H25 AI IO 01.6175 09/20/2065 | 0.15% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.15% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.15% |
| GNR 2015-H09 BI IO 01.6887 03/20/2065 | 0.15% |
| WFRBS 2012-C10 D P/P 144A 04.4272 12/15/2045 | 0.15% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.15% |
| WAMU 2005-AR13 A1C3 01.1280 10/25/2045 | 0.15% |
| CHARTER COMM TLB2 L+175 01.9000 02/01/2027 | 0.15% |
| COMM 2014-CR20 XA IO 01.0218 11/10/2047 | 0.15% |
| MRAFT 2020-4 A1 01.4988 04/23/2023 | 0.15% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.15% |
| GNR 2018-H02 EI IO 01.8836 01/20/2068 | 0.15% |
| FNR 2016-83 BS IO 05.9520 11/25/2046 | 0.15% |
| GNR 2015-H25 EI IO 01.8597 10/20/2065 | 0.15% |
| WFCM 2015-NXS3 B 04.5001 09/15/2057 | 0.15% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.15% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.14% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.14% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.14% |
| FNR 2011-4 CS 12.6040 05/25/2040 | 0.14% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.14% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.14% |
| GARDNER DENVER TLB L+175 01.8968 02/28/2027 | 0.14% |
| GNR 2010-125 SD IO 06.5269 01/16/2040 | 0.14% |
| CAS 2016-C07 2M2 04.4980 05/25/2029 | 0.14% |
| MSBAM 2014-C15 D P/P 144A 04.9058 04/15/2047 | 0.14% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.14% |
| RALI 2006-QO5 1A1 00.5780 05/25/2046 | 0.14% |
| STACR 2016-DNA1 B 10.1501 07/25/2028 | 0.14% |
| ALPHABET INC 03.6250 05/19/2021 | 0.14% |
| GNR 2010-116 SA IO 05.7484 09/20/2040 | 0.14% |
| UBSCM 2018-C8 B 04.5670 02/15/2051 | 0.14% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.14% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.14% |
| GNR 2018-H13 NI IO 02.9616 08/20/2068 | 0.14% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.14% |
| MWST 2020-2 A 00.9531 11/25/2053 | 0.14% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.14% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.14% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.14% |
| WFCM 2013-LC12 C 04.2746 07/15/2046 | 0.14% |
| WFRBS 2011-C4 D P/P 144A 05.1930 06/15/2044 | 0.14% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.13% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.13% |
| GNR 2016-77 SC IO 05.9484 10/20/2045 | 0.13% |
| UNIVISION TLB L+375 04.7500 03/24/2026 | 0.13% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.13% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.13% |
| BANK 2019-BN20 XA IO 00.8378 09/15/2062 | 0.13% |
| COMM 2015-CR23 XA IO 00.8925 05/10/2048 | 0.13% |
| MONGOLIA INTL BOND REGS 05.1250 12/05/2022 | 0.13% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.13% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.13% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.13% |
| UBSCM 2017-C7 XA IO 01.0336 12/15/2050 | 0.13% |
| HILTON TLB L+175 01.8980 06/21/2026 | 0.13% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.13% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.13% |
| WFCM 2014-LC16 XA IO 01.0889 08/15/2050 | 0.13% |
| WFRBS 2012-C7 D P/P 144A 04.8098 06/15/2045 | 0.13% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.13% |
| VICI PROPERTIES TL L+175 01.8938 12/22/2024 | 0.13% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.12% |
| CSAIL 2015-C1 D P/P 144A 03.7643 04/15/2050 | 0.12% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.12% |
| MSBAM 2012-C6 D P/P 144A 04.6058 11/15/2045 | 0.12% |
| MSBAM 2013-C12 E P/P 144A 04.7629 10/15/2046 | 0.12% |
| COMM 2014-CR19 XA IO 00.9755 08/10/2047 | 0.12% |
| TREASURY BILL 00.0000 02/16/2021 | 0.12% |
| CAS 2016-C04 1M2 04.3980 01/25/2029 | 0.12% |
| LENNAR CORP 04.7500 11/15/2022 | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.12% |
| CGCMT 2014-GC19 D P/P 144A 05.0924 03/10/2047 | 0.12% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.12% |
| BBCMS 2019-C4 XA IO 01.5958 08/15/2052 | 0.12% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.12% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.12% |
| COMM 2014-UBS6 XA IO 00.8875 12/10/2047 | 0.12% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.12% |
| UBSC 2011-C1 D P/P 144A 06.0502 01/10/2045 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.12% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.12% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.11% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.11% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.11% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.11% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.11% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.11% |
| MSBAM 2015-C26 XA IO 01.0171 10/15/2048 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.11% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.11% |
| GNR 2016-H22 AI IO 02.3237 10/20/2066 | 0.11% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.11% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.11% |
| CF 2019-CF3 XA IO 00.7187 01/15/2053 | 0.11% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.11% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.11% |
| CSAIL 2015-C1 XA IO 00.8272 04/15/2050 | 0.11% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.11% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.11% |
| UKRPI P 3.665 R 12/15/28 | 0.11% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.11% |
| UBSBB 2013-C5 XA IO P/P 144A 00.9375 03/10/2046 | 0.11% |
| CWALT 2005-27 1A1 01.6503 08/25/2035 | 0.11% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.11% |
| STACR 2018-HQA1 M2 02.4480 09/25/2030 | 0.11% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.11% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7149 11/15/2045 | 0.11% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.11% |
| GNR 2016-H08 AI IO 02.5792 08/20/2065 | 0.11% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.10% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.10% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.10% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.10% |
| GSMS 2015-GC30 XA IO 00.7477 05/10/2050 | 0.10% |
| SAMI 2007-AR1 2A1 00.3280 01/25/2037 | 0.10% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.10% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.10% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.10% |
| GNR 2015-H28 DI IO 01.5546 08/20/2065 | 0.10% |
| STACR 2016-HQA4 M3 04.0480 04/25/2029 | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.10% |
| CAS 2017-C07 2M2 02.6480 05/25/2030 | 0.10% |
| CMLTI 2007-AR5 1A1A 03.4611 04/25/2037 | 0.10% |
| CWALT 2006-OA10 2A1 00.5280 08/25/2046 | 0.10% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.10% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| WAMU 2005-AR14 1A2 02.8991 12/25/2035 | 0.10% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.10% |
| JPMCC 2013-C10 XA IO 00.9637 12/15/2047 | 0.10% |
| CAS 2017-C02 2B1 05.6480 09/25/2029 | 0.10% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.10% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.10% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.09% |
| HVMLT 2005-2 1A 00.6716 05/19/2035 | 0.09% |
| STACR 2020-DNA5 M1 01.3817 10/25/2050 | 0.09% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.09% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.09% |
| CFCRE 2011-C2 D P/P 144A 05.7394 12/15/2047 | 0.09% |
| CWALT 2006-OA7 1A1 02.4016 06/25/2046 | 0.09% |
| BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.09% |
| CFCRE 2016-C4 XA IO 01.6691 05/10/2058 | 0.09% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.09% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.09% |
| GSMS 2014-GC18 XA IO 01.0053 01/10/2047 | 0.09% |
| OPTN FN30 2.0 02/04/21 CALL 103.3125 JPMC | 0.09% |
| CGCMT 2014-GC19 X IO 01.1390 03/10/2047 | 0.09% |
| GNR 2014-H14 CI IO 01.5759 07/20/2064 | 0.09% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| CPTFEMU R 0.961 P 05/15/40 | 0.09% |
| NETFLIX INC 05.5000 02/15/2022 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.09% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.09% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.08% |
| FHR 4922 SB IO 05.9020 04/25/2049 | 0.08% |
| GNR 2015-H10 EI IO 01.6186 04/20/2065 | 0.08% |
| GNR 2017-H11 NI IO 02.3586 05/20/2067 | 0.08% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.08% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.08% |
| GNR 2015-H18 IA IO 01.8339 06/20/2065 | 0.08% |
| GRIFOLS TLB L+200 02.1023 11/15/2027 | 0.08% |
| STARS GROUP TLB L+350 03.7539 07/10/2025 | 0.08% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.08% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.08% |
| GNR 2017-H03 DI IO 01.3696 12/20/2066 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.08% |
| APPLE INC 02.8500 05/06/2021 | 0.08% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.08% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.08% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.08% |
| TREASURY BILL 00.0000 01/26/2021 | 0.08% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.08% |
| CPTFEMU P 1.71 R 07/15/37 | 0.08% |
| SAMI 2006-AR7 A1A 00.3580 08/25/2036 | 0.08% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.08% |
| WAMU 2005-AR10 1A3 03.0526 09/25/2035 | 0.08% |
| CPTFEMU R 0.655 P 05/15/30 | 0.08% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.08% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.08% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.08% |
| STACR 2016-HQA3 M3 03.9980 03/25/2029 | 0.08% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.08% |
| CAS 2017-C05 1B1 03.7480 01/25/2030 | 0.08% |
| COMM 2015-CR22 XA IO 00.8895 03/10/2048 | 0.08% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.07% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.07% |
| BERRY PLASTICS TLW L+200 02.1488 10/01/2022 | 0.07% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.07% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.07% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.07% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.07% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.07% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.07% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% |
| STACR 2016-DNA4 M3 03.9480 03/25/2029 | 0.07% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.07% |
| COMM 2013-CR13 E P/P 144A 04.8856 11/10/2046 | 0.07% |
| FNR 2018-86 DS IO 05.9520 12/25/2048 | 0.07% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.07% |
| USD/MXN PUT 20.50 20210416 GSFX | 0.07% |
| CGCMT 2014-GC21 X IO 01.1692 05/10/2047 | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.07% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.07% |
| WFRBS 2012-C10 E P/P 144A 04.4272 12/15/2045 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.06% |
| GSAA 2005-15 2A2 00.6480 01/25/2036 | 0.06% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.06% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.06% |
| JPMCC 2012-LC9 D P/P 144A 04.4186 12/15/2047 | 0.06% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| STACR 2017-DNA2 B1 05.2980 10/25/2029 | 0.06% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.06% |
| CAS 2016-C05 2M2 04.5980 01/25/2029 | 0.06% |
| CWHL 2005-3 1A1 00.7680 04/25/2035 | 0.06% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.06% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.06% |
| MSC 2012-C4 E P/P 144A 05.4185 03/15/2045 | 0.06% |
| UKRPI P 3.34 R 03/15/28 | 0.06% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% |
| JPALT 2007-A2 12A1 00.3480 06/25/2037 | 0.06% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.06% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.06% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% |
| CAS 2020-R02 2M2 02.1480 01/25/2040 | 0.06% |
| COMM 2014-LC15 XA IO 01.0874 04/10/2047 | 0.06% |
| GNR 2017-H14 DI IO 01.7128 06/20/2067 | 0.06% |
| STACR 2016-HQA2 M3B 05.2980 11/25/2028 | 0.06% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.06% |
| CAS 2018-C06 2M2 02.2480 03/25/2031 | 0.06% |
| CGCMT 2013-GC17 X IO 01.0268 11/10/2046 | 0.06% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.06% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.06% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.06% |
| GNR 2011-H15 AI IO 01.5378 06/20/2061 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.06% |
| GNR 2017-H02 BI IO 02.1856 01/20/2067 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| STACR 2018-HQA1 B1 04.4980 09/25/2030 | 0.06% |
| 0.75 R ISWP US0003M P 10/16/2030 | 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% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| GNR 2011-H08 GI IO 01.2588 03/20/2061 | 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% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.05% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.05% |
| WESTERN DIGITAL TLB L+175 01.8968 04/29/2023 | 0.05% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.05% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.05% |
| UKRPI P 3.385 R 11/15/24 | 0.05% |
| UKRPI P 3.4025 R 03/15/28 | 0.05% |
| GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.05% |
| STACR 2016-DNA2 M3 04.7980 10/25/2028 | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| CAS 2014-C02 2M2 02.7480 05/25/2024 | 0.05% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.05% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.05% |
| WFRBS 2012-C10 C 04.3622 12/15/2045 | 0.05% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.05% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.05% |
| TRANSDIGM INC TLE L+225 02.3968 05/30/2025 | 0.05% |
| VISTRA ENERGY TLB3 L+175 01.8979 12/01/2025 | 0.05% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.05% |
| AUD/USD 01/20/2021 MSCIL | 0.05% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.05% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.05% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.05% |
| COMM 2012-CR3 E P/P 144A 04.7503 10/15/2045 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.05% |
| AUD/USD 01/20/2021 GSFX | 0.05% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.05% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.05% |
| MEREDITH TLB L+250 02.6468 01/31/2025 | 0.05% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.05% |
| WFRBS 2011-C4 E P/P 144A 05.1930 06/15/2044 | 0.05% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.04% |
| EURO-BUND FUTURE MAR21 RXH1 | 0.04% |
| JPMBB 2014-C19 XA IO 00.7413 04/15/2047 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.04% |
| STACR 2019-DNA1 M2 02.7980 01/25/2049 | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| GNR 2011-17 S IO 05.8984 02/20/2041 | 0.04% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.04% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| STACR 2016-HQA1 M3 06.4980 09/25/2028 | 0.04% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.04% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.04% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.04% |
| CWALT 2006-OA10 4A1 00.5280 08/25/2046 | 0.04% |
| MSBAM 2013-C10 D P/P 144A 04.0816 07/15/2046 | 0.04% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.04% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.04% |
| SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.04% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.04% |
| CAS 2019-R01 2M2 02.5980 07/25/2031 | 0.04% |
| COMM 2014-UBS4 XA IO 01.1026 08/10/2047 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.04% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.04% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.04% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.04% |
| FHR 2990 LB 16.5402 06/15/2034 | 0.04% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.04% |
| GNR 2016-H11 HI IO 02.1024 01/20/2066 | 0.04% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.04% |
| CAD/USD 01/20/2021 GSFX | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| OPTN FN30 2.0 02/04/21 CALL 103.34375 JPMC | 0.04% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.04% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.04% |
| CAS 2018-C01 1M2 02.3980 07/25/2030 | 0.04% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.04% |
| DIVERSEY TL L+300 03.2144 09/06/2024 | 0.04% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.04% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.04% |
| USD/MXN PUT 20.50 20210413 JPMCB | 0.04% |
| VONAGE HLDGS CV 01.7500 06/01/2024 | 0.04% |
| AUD/USD CALL 0.79 20210510 GSFX | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| NZD/USD 01/20/2021 MSCIL | 0.04% |
| UKRPI P 3.34 R 02/15/28 | 0.04% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.03% |
| 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| SNAP INC CV 00.7500 08/01/2026 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.03% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.03% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.03% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.03% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.03% |
| CAS 2015-C04 2M2 05.6980 04/25/2028 | 0.03% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.03% |
| FNR 2007-53 SP 23.6573 06/25/2037 | 0.03% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.03% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.03% |
| SAILPOINT TCH CV 00.1250 09/15/2024 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.03% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.03% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.03% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| GNR 2013-99 VS IO 05.9469 07/16/2043 | 0.03% |
| JPMCC 2007-CB20 E P/P 144A 06.1687 02/12/2051 | 0.03% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.03% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.03% |
| CAS 2015-C01 1M2 04.4480 02/25/2025 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.03% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.03% |
| AUD/USD 01/20/2021 RBSF | 0.03% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7512 09/10/2045 | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.03% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.03% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.03% |
| SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.03% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.03% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.03% |
| UKRPI P 3.381 R 11/15/24 | 0.03% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.02% |
| CAS 2017-C05 1M2A 02.3480 01/25/2030 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| UKRPI P 3.42 R 12/15/24 | 0.02% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.02% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% |
| ZILLOW GRP CV 01.3750 09/01/2026 | 0.02% |
| AUD/USD 01/20/2021 CSI-FX | 0.02% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.02% |
| BLACKLINE INC CV 00.1250 08/01/2024 | 0.02% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.02% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| AUD/USD 01/20/2021 HSBCB | 0.02% |
| ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.02% |
| EUR/NOK PUT 10.45 20210423 UBS | 0.02% |
| FHR 3249 PS 21.7515 12/15/2036 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.02% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.02% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.02% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.02% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 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 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.2893 05/10/2063 | 0.02% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.02% |
| CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.02% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.02% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 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% |
| GNR 2020-15 CS IO 05.8984 02/20/2050 | 0.02% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.02% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.02% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.02% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.02% |
| CAS 2015-C02 2M2 04.1480 05/25/2025 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.02% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.02% |
| SEK/USD 03/17/2021 GSFX | 0.02% |
| STACR 2018-HQA2 M2 02.4480 10/25/2048 | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.02% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 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.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| EUR/NOK PUT 10.45 20210323 CSI-FX | 0.02% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.02% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.02% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.02% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.02% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.02% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.02% |
| FNR 2005-75 GS 19.8060 08/25/2035 | 0.02% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.02% |
| NZD/USD 01/20/2021 UBS | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.02% |
| UKRPI P 3.3875 R 03/15/28 | 0.02% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.02% |
| CAD/USD 01/20/2021 MSCIL | 0.02% |
| CAD/USD 01/20/2021 UBS | 0.02% |
| CAS 2018-C05 1M2 02.4980 01/25/2031 | 0.02% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.02% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.02% |
| FHR 2976 LC 23.8384 05/15/2035 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.02% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.02% |
| STACR 2019-DNA2 M2 02.5980 03/25/2049 | 0.02% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.02% |
| CLP/USD 01/20/2021 CITI | 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 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.02% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.02% |
| LIBERTY BROAD P/P 144A CV 02.7500 09/30/2050 | 0.02% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.02% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.02% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.02% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% |
| AUD/USD 01/20/2021 TDBK | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| EUR/USD CALL 1.235 20210323 HSBCB | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.02% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.02% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.02% |
| STACR 2015-DN1 M3 04.2980 01/25/2025 | 0.02% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.01% |
| RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.01% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| KRW/USD 02/17/2021 JPMCB | 0.01% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.01% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| NZD/USD 01/20/2021 BCAP-FX | 0.01% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.01% |
| SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.01% |
| UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.01% |
| AUD/USD 01/20/2021 JPMCB | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| JPY/USD 02/17/2021 MSCIL | 0.01% |
| JPY/USD 02/17/2021 UBS | 0.01% |
| KRW/USD 02/17/2021 HSBCB | 0.01% |
| MSC 2012-C4 XA IO P/P 144A 02.0596 03/15/2045 | 0.01% |
| NEVRO CORP CV 01.7500 06/01/2021 | 0.01% |
| SYNAPTICS INC CV 00.5000 06/15/2022 | 0.01% |
| USD/MXN PUT 19.25 20210609 MSCIL | 0.01% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.01% |
| GNR 2019-78 SJ IO 05.8984 06/20/2049 | 0.01% |
| LIBERTY MEDIA | 0.01% |
| REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.01% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.01% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| 0.30 R ISWP FWD SES3M P 03/17/2031 | 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-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CNH/USD 02/18/2021 GSFX | 0.01% |
| CPURNSA R 1.703 P 11/29/24 | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
| FNR 2005-74 NK 26.7600 05/25/2035 | 0.01% |
| GBP/USD 03/17/2021 RBSF | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.01% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.01% |
| USD/SGD PUT 1.32 20210413 JPMCB | 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% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNR 2019-99 KS IO 05.8984 08/20/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JPY/USD 02/17/2021 HSBCB | 0.01% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% |
| USD/KRW PUT 1050.00 20210609 HSBCB | 0.01% |
| USD/SGD PUT 1.32 20210323 HSBCB | 0.01% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6726 11/15/2044 | 0.01% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.01% |
| 0.70 R ISWP FWD SOFRRATE P 03/17/2031 | 0.01% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.01% |
| CAS 2015-C01 2M2 04.6980 02/25/2025 | 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 JP | 0.01% |
| GBP/USD 03/17/2021 MSCIL | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SEK/USD 03/17/2021 UBS | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.01% |
| CAD/USD 01/20/2021 RBSF | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CPURNSA R 1.7625 P 12/10/24 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.01% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 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.8 2057-10-17 500.0 10/17/2057 GS | 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.01% |
| EUR/SEK PUT 9.90 20210323 MSCIL | 0.01% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NOK/USD 03/17/2021 GSFX | 0.01% |
| NZD/USD 01/20/2021 CSI-FX | 0.01% |
| SEK/USD 03/17/2021 MSCIL | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.01% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.00% |
| CAD/USD 01/20/2021 HSBCB | 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.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNW 1998-W2 X IO 00.3188 06/25/2028 | 0.00% |
| GBP/USD 03/17/2021 GSFX | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| JPY/USD 02/17/2021 BCAP-FX | 0.00% |
| JPY/USD 02/17/2021 CITI | 0.00% |
| JPY/USD 02/17/2021 GSFX | 0.00% |
| JPY/USD 02/17/2021 TDBK | 0.00% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| 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% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| NOK/USD 03/17/2021 TDBK | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| EUR/USD 03/17/2021 BANKAM | 0.00% |
| EUR/USD 03/17/2021 UBS | 0.00% |
| GBP/USD 03/17/2021 WPAC | 0.00% |
| NOK/USD 03/17/2021 RBSF | 0.00% |
| SWPTN 1MX5Y P 0.43 USD 01/11/2021 GS | 0.00% |
| SWPTN 1MX5Y R 0.43 USD 01/11/2021 GS | 0.00% |
| SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.00% |
| -0.33 R ISWP FWD CHL6M P 03/17/2031 | 0.00% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | 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% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CAS 2014-C04 2M2 05.1480 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.1480 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.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.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 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 03/17/2021 HSBCB | 0.00% |
| GBP/USD 03/17/2021 HSBCB | 0.00% |
| GBP/USD 03/17/2021 JPMCB | 0.00% |
| JPY/USD 02/17/2021 RBSF | 0.00% |
| NOK/USD 03/17/2021 HSBCB | 0.00% |
| SEK/USD 03/17/2021 JPMCB | 0.00% |
| SEK/USD 03/17/2021 SSBT | 0.00% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.00% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | 0.00% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| CAD/USD 01/20/2021 CITI | 0.00% |
| CHF/USD 03/17/2021 CITI | 0.00% |
| CHF/USD 03/17/2021 JPMCB | 0.00% |
| CHF/USD 03/17/2021 TDBK | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.7316 05/15/2038 | 0.00% |
| EUR/USD 03/17/2021 RBSF | 0.00% |
| FNW 1998-W5 X IO 00.5698 07/25/2028 | 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 03/17/2021 TDBK | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 02/17/2021 BANKAM | 0.00% |
| JPY/USD 02/17/2021 SSBT | 0.00% |
| NZD/USD 01/20/2021 TDBK | 0.00% |
| SEK/USD 03/17/2021 HSBCB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | 0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% |
| 1.20 R ISWP FWD CDOR03 P 03/17/2031 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| BACM 2007-1 XW IO 00.4249 01/15/2049 | 0.00% |
| CHF/USD 03/17/2021 MSCIL | 0.00% |
| CHF/USD 03/17/2021 RBSF | 0.00% |
| CHF/USD 03/17/2021 SSBT | 0.00% |
| CHF/USD 03/17/2021 UBS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.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 03/17/2021 MSCIL | 0.00% |
| FSPC T-8 A9 IO 00.4361 11/15/2028 | 0.00% |
| GBP/USD 03/17/2021 CSI-FX | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| HKD/USD 02/17/2021 BANKAM | 0.00% |
| HKD/USD 02/17/2021 CITI | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 RBSF | 0.00% |
| HKD/USD 02/17/2021 SSBT | 0.00% |
| HKD/USD 02/17/2021 TDBK | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
| LBUBS 2007-C2 XW IO 00.1475 02/15/2040 | 0.00% |
| NOK/USD 03/17/2021 BANKAM | 0.00% |
| NOK/USD 03/17/2021 MSCIL | 0.00% |
| SEK/USD 03/17/2021 TDBK | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 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 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 5WX10Y P 1.1213 USD 01/11/2021 BA | 0.00% |
| WBCMT 2006-C29 IO IO 00.2655 11/15/2048 | 0.00% |
| -0.30 R ISWP FWD EUR006M P 03/17/2031 | -0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | -0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | -0.00% |
| 0.41 R ISWP US0003M P 10/13/2025 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| CHF/USD 03/17/2021 CSI-FX | -0.00% |
| CHF/USD 03/17/2021 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 02/18/2021 JPMCB | -0.00% |
| CNH/USD 02/18/2021 WPAC | -0.00% |
| EUR/SEK PUT 9.65 20210323 MSCIL | -0.00% |
| EUR/USD 03/17/2021 CSI-FX | -0.00% |
| EUR/USD 03/17/2021 GSFX | -0.00% |
| EUR/USD 03/17/2021 JPMCB | -0.00% |
| EUR/USD 03/17/2021 WPAC | -0.00% |
| GBP/USD 03/17/2021 BCAP-FX | -0.00% |
| GBP/USD 03/17/2021 UBS | -0.00% |
| JPY/USD 02/17/2021 JPMCB | -0.00% |
| JPY/USD 02/17/2021 WPAC | -0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5WX30Y P 1.5843 USD 01/11/2021 BA | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | -0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | -0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.00% |
| AUD/USD 01/20/2021 WPAC | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| NOK/USD 03/17/2021 JPMCB | -0.00% |
| SEK/USD 03/17/2021 BANKAM | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| TWD/USD 02/17/2021 JPMCB | -0.00% |
| USD/KRW PUT 1000.00 20210609 HSBCB | -0.00% |
| 0.12 R ISWP FWD SONIA P 03/17/2031 | -0.00% |
| 0.90 R ISWP FWD NFIX3MID P 03/17/2031 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% |
| AUD/USD 01/20/2021 CITI | -0.00% |
| CHF/USD 03/17/2021 HSBCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CNH/USD 02/18/2021 BANKAM | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| NOK/USD 03/17/2021 SSBT | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.20 R ISWP FWD NOKOIB6M P 03/17/2031 | -0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.00% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| EUR/USD 03/17/2021 BCAP-FX | -0.00% |
| EUR/USD 03/17/2021 CITI | -0.00% |
| MXN/USD 01/20/2021 BANKAM | -0.00% |
| SEK/USD 03/17/2021 RBSF | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| TWD/USD 02/17/2021 GSFX | -0.00% |
| USD/MXN PUT 18.25 20210609 MSCIL | -0.00% |
| USD/SGD PUT 1.30 20210323 HSBCB | -0.00% |
| USD/SGD PUT 1.30 20210413 JPMCB | -0.00% |
| 0.90 R ISWP FWD AUDBB6M P 03/17/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| EUR/USD 03/17/2021 TDBK | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| CAD/USD 01/20/2021 BCAP-FX | -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 1.265 20210323 HSBCB | -0.01% |
| NOK/USD 03/17/2021 UBS | -0.01% |
| SEK/USD 03/17/2021 CITI | -0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -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% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | -0.01% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| NZD/USD 01/20/2021 HSBCB | -0.01% |
| SEK/USD 03/17/2021 BCAP-FX | -0.01% |
| 0.471 R ISWP US0003M P 11/16/2025 | -0.01% |
| AUD/USD 01/20/2021 BANKAM | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| NZD/USD 01/20/2021 JPMCB | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| AUD/USD CALL 0.825 20210510 GSFX | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% |
| CNH/USD 02/18/2021 HSBCB | -0.01% |
| GBP/USD 03/17/2021 CITI | -0.01% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.01% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.01% |
| CAD/USD 01/20/2021 CSI-FX | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.01% |
| NZD/USD 01/20/2021 BANKAM | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.01% |
| NZD/USD 01/20/2021 WPAC | -0.01% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.01% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.01% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% |
| 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| EUR/USD 03/17/2021 SSBT | -0.02% |
| GBP/USD 03/17/2021 SSBT | -0.02% |
| SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.02% |
| SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| OPTN FN30 2.0 02/04/21 PUT 103.34375 JPMC | -0.02% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% |
| CAD/USD 01/20/2021 BANKAM | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| USD/MXN PUT 19.75 20210413 JPMCB | -0.02% |
| CAD/USD 01/20/2021 JPMCB | -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% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| CAD/USD 01/20/2021 PSBS | -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 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| CAD/USD 01/20/2021 TDBK | -0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -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 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% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -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% |
| AUD/USD 01/20/2021 PSBS | -0.02% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.02% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| NZD/USD 01/20/2021 CITI | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% |
| USD/MXN PUT 19.00 20210416 GSFX | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| NZD/USD 01/20/2021 PSBS | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CPTFEMU R 1.4 P 07/15/27 | -0.03% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.03% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.03% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.03% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -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 | -0.04% |
| NZD/USD 01/20/2021 RBSF | -0.04% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.04% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.04% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.04% |
| OPTN FN30 2.0 02/04/21 PUT 103.3125 JPMC | -0.04% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| NZD/USD 01/20/2021 GSFX | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.05% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.05% |
| 0.83 R ISWP US0003M P 11/03/2021 | -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 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.05% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.06% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.06% |
| AUD/USD 01/20/2021 UBS | -0.06% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.06% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.07% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.07% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.07% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.07% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.07% |
| 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.08% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -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 | -0.08% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.09% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.09% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.09% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.09% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.10% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.10% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.10% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.11% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.11% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.11% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.11% |
| UKRPI R 3.4425 P 07/15/49 | -0.11% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.12% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.14% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.14% |
| CPTFEMU P 1.13 R 05/15/50 | -0.15% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.18% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.19% |
| CPTFEMU P 0.935 R 05/15/40 | -0.19% |
| CPTFEMU P 0.93 R 05/15/40 | -0.20% |
| CPURNSA P 1.6625 R 07/10/30 | -0.20% |
| CPURNSA P 1.586 R 06/30/30 | -0.21% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.23% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.23% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.28% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.28% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.29% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.36% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.38% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.41% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.60% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.83% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.12% |
| US 10YR ULTRA FUT MAR21 UXYH1 | -1.52% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -54.02% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 13.77% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 8.14% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 7.01% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 4.33% |
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 3.95% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.56% |
| T 2.25 R 0.22 P 12/10/20 JP | 3.04% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2050 | 2.92% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 2.86% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 2.46% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 2.03% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2050 | 1.43% |
| CASH MGMT BILL 00.0000 02/02/2021 | 1.25% |
| CAN 5YR BOND FUT MAR21 XQH1 | 0.90% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.83% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2051 | 0.82% |
| ORACLE CORP 03.6250 07/15/2023 | 0.78% |
| STACR 2016-DNA3 M3 05.1501 12/25/2028 | 0.76% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.75% |
| TREASURY BILL 00.0000 12/10/2020 | 0.70% |
| FNR 2017-74 SA IO 05.5999 10/25/2047 | 0.66% |
| FNR 2017-8 SB IO 05.9499 02/25/2047 | 0.66% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2050 | 0.64% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.63% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.62% |
| GNMA GII30 TBA 04.0000 12/01/2050 | 0.62% |
| MSBAM 2013-C10 E P/P 144A 04.2178 07/15/2046 | 0.60% |
| FNR 2020-70 SD IO 06.0999 10/25/2050 | 0.58% |
| TREASURY BILL 00.0000 01/19/2021 | 0.57% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.54% |
| TREASURY BILL 00.0000 01/12/2021 | 0.53% |
| SPST 2020-2 A 00.9755 03/26/2021 | 0.50% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.50% |
| FHR 4698 NS IO 06.0091 06/15/2047 | 0.49% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.48% |
| FHR 3852 NT 05.8591 05/15/2041 | 0.48% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.47% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.47% |
| WESTPAC BANKING CORP USD 02.6500 01/25/2021 | 0.45% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.44% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.44% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.44% |
| STACR 2014-HQ2 M3 03.9001 09/25/2024 | 0.44% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.44% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.42% |
| CWALT 2005-59 1A1 00.8065 11/20/2035 | 0.42% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.41% |
| JPMCC 2012-C8 D P/P 144A 04.8258 10/15/2045 | 0.40% |
| BANK 2017-BNK9 XA IO 00.9439 11/15/2054 | 0.40% |
| DBUBS 2011-LC3A D P/P 144A 05.5131 08/10/2044 | 0.39% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.39% |
| FHR 5023 TS IO 06.0999 10/25/2050 | 0.37% |
| CAS 2016-C02 1B 12.4001 09/25/2028 | 0.37% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.36% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.36% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.36% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.35% |
| STACR 2015-DNA3 B 09.5001 04/25/2028 | 0.35% |
| CASH MGMT BILL 00.0000 02/23/2021 | 0.35% |
| TREASURY BILL 00.0000 01/05/2021 | 0.35% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.35% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.35% |
| COMM 2014-CR17 C 04.9448 05/10/2047 | 0.35% |
| FNR 2011-53 ST IO 05.7699 06/25/2041 | 0.35% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.34% |
| CWALT 2006-OA7 1A2 01.6834 06/25/2046 | 0.34% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.34% |
| CAS 2014-C01 M2 04.5501 01/25/2024 | 0.34% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.33% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.33% |
| GNR 2016-H13 IK IO 02.6355 06/20/2066 | 0.33% |
| BANK 2018-BN10 XA IO 00.8772 02/15/2061 | 0.32% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.32% |
| QUIKRETE TLB L+250 04.1594 02/01/2027 | 0.32% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.32% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.32% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.32% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.31% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.31% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.31% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.31% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.30% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.30% |
| GFL ENVIRONMENTAL TLB L+300 04.0000 05/31/2025 | 0.30% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.30% |
| GSMS 2014-GC22 C 04.8483 06/10/2047 | 0.30% |
| SCIENTIFIC GAMES TLB5 L+275 02.8955 08/14/2024 | 0.29% |
| VERTIV TLB L+300 03.1534 03/02/2027 | 0.29% |
| JPMBB 2013-C12 B 04.2360 07/15/2045 | 0.29% |
| FNR 2016-60 LS IO 05.9499 09/25/2046 | 0.28% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.28% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.28% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.28% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.28% |
| BSCMS 2007-T26 AJ 05.5411 01/12/2045 | 0.28% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.27% |
| ORACLE CORP 02.5000 05/15/2022 | 0.27% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.27% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.27% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.26% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.26% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.26% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.26% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.26% |
| SPST 2020-6 A 01.9001 09/07/2021 | 0.26% |
| MWST 2019-1 A 00.9501 06/25/2052 | 0.26% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.25% |
| FNR 2018-77 BI IO 04.5000 10/25/2048 | 0.25% |
| CGCMT 2019-GC43 X IO 00.7495 11/10/2052 | 0.25% |
| US ULTRA BOND CBT MAR21 WNH1 | 0.25% |
| LENNAR CORP 05.8750 11/15/2024 | 0.25% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.25% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.25% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.25% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.24% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.24% |
| GNR 2018-H05 AI IO 02.5263 02/20/2068 | 0.24% |
| SPST 2020-13 A 01.6501 10/10/2021 | 0.24% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.24% |
| SPST 2020-15 A 01.5201 12/10/2021 | 0.24% |
| COMM 2014-CR17 D P/P 144A 05.0086 05/10/2047 | 0.24% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.24% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.24% |
| STACR 2017-DNA3 M2B 02.6501 03/25/2030 | 0.24% |
| FNR 2015-19 SA IO 06.0499 04/25/2045 | 0.24% |
| SPRINT CORP 07.8750 09/15/2023 | 0.24% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.23% |
| TREASURY BILL 00.0000 12/03/2020 | 0.23% |
| FNR 2020-16 SG IO 05.8999 03/25/2050 | 0.23% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.23% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.23% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.23% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.23% |
| FNR 2016-88 SK IO 05.8499 12/25/2046 | 0.23% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.23% |
| WFCM 2016-BNK1 XA IO 01.8849 08/15/2049 | 0.23% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.22% |
| FNR 2017-108 SA IO 05.9999 01/25/2048 | 0.22% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.22% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.22% |
| FNR 2013-130 SD IO 06.4499 01/25/2044 | 0.22% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.22% |
| MRAIT 2020-2 A2 | 0.22% |
| STACR 2015-DNA1 B 09.3501 10/25/2027 | 0.22% |
| COMM 2013-CR11 XA IO 01.0866 08/10/2050 | 0.22% |
| GNR 2017-H06 BI IO 02.2179 02/20/2067 | 0.22% |
| CAS 2020-R01 1B1 03.4001 01/25/2040 | 0.22% |
| SHRP 2020-1 NOTE 03.1091 07/25/2024 | 0.22% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.22% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.22% |
| HCA INC 05.2500 06/15/2026 | 0.22% |
| CAS 2016-C06 1M2 04.4001 04/25/2029 | 0.22% |
| MWST 2020-1 A 01.0501 10/25/2053 | 0.22% |
| GNR 2015-H19 NI IO 01.9068 07/20/2065 | 0.22% |
| MSBAM 2013-C13 XA IO 01.1191 11/15/2046 | 0.22% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.22% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.21% |
| US BANCORP 02.6250 01/24/2022 | 0.21% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.21% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.21% |
| FNR 2016-65 CS IO 05.9499 09/25/2046 | 0.21% |
| MSBAM 2013-C10 F P/P 144A 04.2178 07/15/2046 | 0.21% |
| COMM 2015-LC19 C 04.3767 02/10/2048 | 0.21% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.21% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.21% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.21% |
| GNR 2011-70 WI IO 04.7035 12/20/2040 | 0.21% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.21% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.20% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.20% |
| ORTHO-CLINICAL TLB L+325 03.3903 06/30/2025 | 0.20% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.20% |
| GNR 2017-H16 BI IO 02.2995 08/20/2067 | 0.20% |
| TERRIER MEDIA TLB L+425 04.3955 12/17/2026 | 0.20% |
| GNR 2018-H02 GI IO 02.1555 12/20/2067 | 0.20% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.20% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.20% |
| SPST 2020-WL1 A 01.3001 06/25/2051 | 0.20% |
| CAS 2016-C03 2M2 06.0501 10/25/2028 | 0.20% |
| CENTENE CORP 04.6250 12/15/2029 | 0.20% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.20% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.20% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.20% |
| OPTN FN30 2.0 01/07/21 CALL 102.59375 JPMC | 0.20% |
| PPD TL L+250 03.5000 08/18/2022 | 0.20% |
| NAVISTAR INTL TLB L+350 03.6500 11/06/2024 | 0.20% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.20% |
| CAS 2016-C03 1B 11.9001 10/25/2028 | 0.19% |
| MATTEL INC. P/P 144A 06.7500 12/31/2025 | 0.19% |
| THERMON TLB L+375 04.7500 10/30/2024 | 0.19% |
| MCAS 2020-01 M10 P/P 144A 03.9001 03/25/2050 | 0.19% |
| GNR 2019-121 DS IO 05.9535 08/20/2049 | 0.19% |
| SOLENIS 1STL L+400 04.2328 06/26/2025 | 0.19% |
| ZAYO GROUP HLDG INC L+300 03.1455 03/09/2027 | 0.19% |
| MESSER INDUST TLB L+250 02.7204 03/01/2026 | 0.19% |
| BANIJAY GROUP TLB L+375 03.8876 03/04/2025 | 0.19% |
| CAS 2014-C03 2M2 03.0501 07/25/2024 | 0.19% |
| ELANCO ANIMAL HLTH TLB L+175 01.9048 02/04/2027 | 0.19% |
| JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.19% |
| WIDEOPENWEST TLB L+325 04.2500 08/19/2023 | 0.19% |
| ALTICE USA TLB L+225 02.3892 01/15/2026 | 0.19% |
| CARR 2006-NC2 A4 00.3901 06/25/2036 | 0.18% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.18% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.18% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.18% |
| MCAS 2019-01 M10 P/P 144A 03.4001 10/15/2049 | 0.18% |
| TALLGRASS ENERGY TL L+475 04.8955 03/11/2026 | 0.18% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.18% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.18% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.18% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.18% |
| WFRBS 2012-C7 D P/P 144A 04.9645 06/15/2045 | 0.18% |
| ZOETIS INC 02.0000 05/15/2030 | 0.18% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.18% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.18% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.18% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.18% |
| GNR 2016-121 JS IO 05.9535 09/20/2046 | 0.18% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.18% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.18% |
| COMM 2015-LC21 XA IO 00.8320 07/10/2048 | 0.18% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.18% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.18% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.18% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.18% |
| CAS 2015-C04 1M2 05.8501 04/25/2028 | 0.18% |
| REYNOLDS TL L+175 01.8955 02/04/2027 | 0.18% |
| TREASURY BILL 00.0000 12/15/2020 | 0.18% |
| UBSBB 2012-C3 C P/P 144A 05.1976 08/10/2049 | 0.18% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.17% |
| TRANSDIGM INC TLF L+225 02.3955 12/09/2025 | 0.17% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.17% |
| GNR 2015-H15 JI IO 01.9543 06/20/2065 | 0.17% |
| GNR 2018-91 SJ IO 06.1035 07/20/2048 | 0.17% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.17% |
| FHMS K099 X1 IO 01.0055 09/25/2029 | 0.17% |
| FNR 2019-66 SC IO 05.8499 11/25/2049 | 0.17% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.17% |
| STACR 2015-DNA2 B 07.7001 12/25/2027 | 0.17% |
| MSBAM 2014-C17 C 04.6367 08/15/2047 | 0.17% |
| STACR 2018-DNA2 B1 03.8501 12/25/2030 | 0.17% |
| WFCM 2013-LC12 D P/P 144A 04.4100 07/15/2046 | 0.17% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.17% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.17% |
| RESTAURANT BRANDS TLB L+175 01.8955 11/19/2026 | 0.17% |
| CAS 2014-C04 1M2 05.0501 11/25/2024 | 0.17% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.17% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.16% |
| COMM 2018-COR3 C 04.7127 05/10/2051 | 0.16% |
| GNR 2016-H02 BI IO 02.2958 11/20/2065 | 0.16% |
| MSBAM 2014-C14 C 05.2187 02/15/2047 | 0.16% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.16% |
| CSAIL 2019-C16 XA IO 01.7263 06/15/2052 | 0.16% |
| UBSCM 2018-C8 XA IO 01.0313 02/15/2051 | 0.16% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.16% |
| GNR 2016-H23 NI IO 02.3557 10/20/2066 | 0.16% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.16% |
| CMLTI 2007-AMC3 A2D 00.5001 03/25/2037 | 0.16% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.16% |
| WFRBS 2013-C15 D P/P 144A 04.6431 08/15/2046 | 0.16% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.16% |
| MRAFT 2020-5 A1 08/10/2023 | 0.16% |
| CSC HOLDINGS TLB L+225 02.3892 07/17/2025 | 0.16% |
| JPMBB 2014-C18 C 04.9705 02/15/2047 | 0.15% |
| JPMBB 2014-C24 XA IO 01.0640 11/15/2047 | 0.15% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.15% |
| CAS 2019-HRP1 M2 02.3001 11/25/2039 | 0.15% |
| POWER SOLUTIONS TLB L+350 03.6455 04/30/2026 | 0.15% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.15% |
| CALPINE CONS FIN TL L+200 02.1455 01/15/2025 | 0.15% |
| GNR 2015-H09 BI IO 01.6840 03/20/2065 | 0.15% |
| GNR 2015-H25 AI IO 01.6134 09/20/2065 | 0.15% |
| GNR 2018-H02 EI IO 02.3474 01/20/2068 | 0.15% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.15% |
| MSC 2016-UB12 XA IO 00.8882 12/15/2049 | 0.15% |
| WAMU 2005-AR13 A1C3 01.1301 10/25/2045 | 0.15% |
| JPMBB 2014-C25 D P/P 144A 04.0964 11/15/2047 | 0.15% |
| AHM 2007-1 GA1C 00.3401 05/25/2047 | 0.15% |
| COMM 2014-CR20 XA IO 01.1727 11/10/2047 | 0.15% |
| MSBAM 2012-C5 E P/P 144A 04.8309 08/15/2045 | 0.15% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.15% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.15% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.14% |
| FNR 2016-83 BS IO 05.9499 11/25/2046 | 0.14% |
| GNR 2015-H25 EI IO 01.8479 10/20/2065 | 0.14% |
| CHARTER COMM TLB2 L+175 01.9000 02/01/2027 | 0.14% |
| MRAFT 2020-4 A1 01.4778 04/23/2023 | 0.14% |
| FNR 2011-4 CS 12.5997 05/25/2040 | 0.14% |
| WFRBS 2012-C10 D P/P 144A 04.5750 12/15/2045 | 0.14% |
| GNR 2010-125 SD IO 06.5391 01/16/2040 | 0.14% |
| WFCM 2015-NXS3 B 04.6501 09/15/2057 | 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% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.14% |
| GNR 2010-116 SA IO 05.7535 09/20/2040 | 0.14% |
| GNR 2018-H13 NI IO 03.0511 08/20/2068 | 0.14% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.14% |
| GARDNER DENVER TLB L+175 01.8955 02/28/2027 | 0.14% |
| RALI 2006-QO5 1A1 00.5801 05/25/2046 | 0.14% |
| BERRY PLASTICS TLW L+200 02.1278 10/01/2022 | 0.14% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.14% |
| CAS 2016-C07 2M2 04.5001 05/25/2029 | 0.14% |
| STACR 2016-DNA1 B 10.1493 07/25/2028 | 0.14% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.14% |
| ALPHABET INC 03.6250 05/19/2021 | 0.13% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.13% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.13% |
| MSBAM 2014-C15 D P/P 144A 05.0696 04/15/2047 | 0.13% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.13% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.13% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.13% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.13% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.13% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.13% |
| GNR 2016-77 SC IO 05.9535 10/20/2045 | 0.13% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.13% |
| WFCM 2013-LC12 C 04.4100 07/15/2046 | 0.13% |
| COMM 2015-CR23 XA IO 01.0359 05/10/2048 | 0.13% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.13% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.13% |
| MONGOLIA INTL BOND REGS 05.1250 12/05/2022 | 0.13% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.13% |
| UNIVISION TLB L+375 04.7500 03/24/2026 | 0.13% |
| WFRBS 2011-C4 D P/P 144A 05.3828 06/15/2044 | 0.13% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.13% |
| BANK 2019-BN20 XA IO 00.9619 09/15/2062 | 0.12% |
| UBSCM 2017-C7 XA IO 01.1877 12/15/2050 | 0.12% |
| WFCM 2014-LC16 XA IO 01.2493 08/15/2050 | 0.12% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.12% |
| CAS 2018-C02 2M2 02.3501 08/25/2030 | 0.12% |
| HILTON TLB L+175 01.9001 06/21/2026 | 0.12% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.12% |
| VICI PROPERTIES TL L+175 01.8955 12/22/2024 | 0.12% |
| COMM 2014-CR19 XA IO 01.1331 08/10/2047 | 0.12% |
| CSAIL 2015-C1 D P/P 144A 03.9104 04/15/2050 | 0.12% |
| MSBAM 2013-C12 E P/P 144A 04.9217 10/15/2046 | 0.12% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.12% |
| LENNAR CORP 04.7500 11/15/2022 | 0.12% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.12% |
| CASH MGMT BILL 00.0000 02/16/2021 | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| MSBAM 2012-C6 D P/P 144A 04.6913 11/15/2045 | 0.12% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.12% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.12% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.12% |
| UBSBB 2013-C5 XA IO P/P 144A 01.0753 03/10/2046 | 0.12% |
| GNR 2016-H22 AI IO 02.3128 10/20/2066 | 0.12% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.12% |
| BBCMS 2019-C4 XA IO 01.7435 08/15/2052 | 0.11% |
| COMM 2014-UBS6 XA IO 01.0361 12/10/2047 | 0.11% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.11% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.11% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.11% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.11% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.11% |
| MSBAM 2015-C26 XA IO 01.1691 10/15/2048 | 0.11% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.11% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.11% |
| UBSC 2011-C1 D P/P 144A 06.2519 01/10/2045 | 0.11% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.11% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.11% |
| CAS 2016-C04 1M2 04.4001 01/25/2029 | 0.11% |
| CSAIL 2015-C1 XA IO 00.9754 04/15/2050 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.11% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.11% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8753 11/15/2045 | 0.11% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.11% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.11% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.11% |
| CF 2019-CF3 XA IO 00.8392 01/15/2053 | 0.11% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.11% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.11% |
| CWALT 2005-27 1A1 01.7129 08/25/2035 | 0.11% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.11% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.11% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.10% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.10% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% |
| GNR 2016-H08 AI IO 02.5567 08/20/2065 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| SAMI 2007-AR1 2A1 00.3301 01/25/2037 | 0.10% |
| STACR 2018-HQA1 M2 02.4501 09/25/2030 | 0.10% |
| GNR 2015-H28 DI IO 01.5519 08/20/2065 | 0.10% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.10% |
| GSMS 2015-GC30 XA IO 00.8840 05/10/2050 | 0.10% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.10% |
| JPMCC 2013-C10 XA IO 01.1019 12/15/2047 | 0.10% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.10% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.10% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.10% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.10% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.10% |
| CMLTI 2007-AR5 1A1A 03.7351 04/25/2037 | 0.10% |
| STACR 2016-HQA4 M3 04.0501 04/25/2029 | 0.10% |
| WAMU 2005-AR14 1A2 02.9174 12/25/2035 | 0.10% |
| CAS 2017-C07 2M2 02.6501 05/25/2030 | 0.09% |
| CWALT 2006-OA10 2A1 00.3401 08/25/2046 | 0.09% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.09% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | 0.09% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.09% |
| CWALT 2006-OA7 1A1 02.4397 06/25/2046 | 0.09% |
| GNR 2014-H14 CI IO 01.5724 07/20/2064 | 0.09% |
| GSMS 2014-GC18 XA IO 01.1724 01/10/2047 | 0.09% |
| HVMLT 2005-2 1A 00.6695 05/19/2035 | 0.09% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.09% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.09% |
| CFCRE 2016-C4 XA IO 01.8461 05/10/2058 | 0.09% |
| CGCMT 2014-GC19 X IO 01.3097 03/10/2047 | 0.09% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.09% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.09% |
| STACR 2020-DNA5 M1 01.3877 10/25/2050 | 0.09% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.09% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.09% |
| BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.09% |
| CAS 2017-C02 2B1 05.6501 09/25/2029 | 0.09% |
| CFCRE 2011-C2 D P/P 144A 05.9307 12/15/2047 | 0.09% |
| CGCMT 2014-GC19 D P/P 144A 05.2622 03/10/2047 | 0.09% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.09% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.09% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| NETFLIX INC 05.5000 02/15/2022 | 0.09% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.08% |
| FHR 4922 SB IO 05.8999 04/25/2049 | 0.08% |
| GNR 2015-H10 EI IO 01.6140 04/20/2065 | 0.08% |
| GNR 2017-H11 NI IO 02.3832 05/20/2067 | 0.08% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.08% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.08% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.08% |
| GNR 2017-H03 DI IO 01.8168 12/20/2066 | 0.08% |
| UKRPI P 3.665 R 12/15/28 | 0.08% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.08% |
| GNR 2015-H18 IA IO 01.8317 06/20/2065 | 0.08% |
| SNAP INC CV 00.7500 08/01/2026 | 0.08% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.08% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| STARS GROUP TLB L+350 03.7204 07/10/2025 | 0.08% |
| APPLE INC 02.8500 05/06/2021 | 0.08% |
| CPTFEMU P 1.71 R 07/15/37 | 0.08% |
| GRIFOLS TLB L+200 02.0951 11/15/2027 | 0.08% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.08% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.08% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.08% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.08% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.08% |
| TREASURY BILL 00.0000 01/26/2021 | 0.08% |
| WAMU 2005-AR10 1A3 03.0373 09/25/2035 | 0.08% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.08% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.08% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.08% |
| SAMI 2006-AR7 A1A 00.3601 08/25/2036 | 0.08% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.08% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.08% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| COMM 2015-CR22 XA IO 01.0266 03/10/2048 | 0.07% |
| CPTFEMU R 0.961 P 05/15/40 | 0.07% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.07% |
| FNR 2018-86 DS IO 05.9499 12/25/2048 | 0.07% |
| STACR 2016-HQA3 M3 04.0001 03/25/2029 | 0.07% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.07% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.07% |
| CAS 2017-C05 1B1 03.7501 01/25/2030 | 0.07% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.07% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.07% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.07% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.07% |
| CAS 2018-C05 1M2 02.5001 01/25/2031 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.07% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.07% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.07% |
| STACR 2016-DNA4 M3 03.9501 03/25/2029 | 0.07% |
| STACR 2018-DNA1 M2 01.9501 07/25/2030 | 0.07% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.07% |
| CGCMT 2014-GC21 X IO 01.3347 05/10/2047 | 0.07% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.07% |
| COMM 2013-CR13 E P/P 144A 05.0488 11/10/2046 | 0.06% |
| GSAA 2005-15 2A2 00.6501 01/25/2036 | 0.06% |
| WFRBS 2012-C10 E P/P 144A 04.5750 12/15/2045 | 0.06% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.06% |
| CPTFEMU R 0.655 P 05/15/30 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.06% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.06% |
| CWHL 2005-3 1A1 00.7701 04/25/2035 | 0.06% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.06% |
| JPMCC 2012-LC9 D P/P 144A 04.5658 12/15/2047 | 0.06% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.06% |
| STACR 2017-DNA2 B1 05.3001 10/25/2029 | 0.06% |
| CAS 2016-C05 2M2 04.6001 01/25/2029 | 0.06% |
| MSC 2012-C4 E P/P 144A 05.5992 03/15/2045 | 0.06% |
| TREASURY BILL 00.0000 12/08/2020 | 0.06% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.06% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.06% |
| CAS 2017-C01 1M2 03.7001 07/25/2029 | 0.06% |
| COMM 2014-LC15 XA IO 01.2544 04/10/2047 | 0.06% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.06% |
| JPALT 2007-A2 12A1 00.3501 06/25/2037 | 0.06% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.06% |
| CGCMT 2013-GC17 X IO 01.1791 11/10/2046 | 0.06% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.06% |
| GNR 2017-H14 DI IO 01.7088 06/20/2067 | 0.06% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.06% |
| CAS 2020-R02 2M2 02.1501 01/25/2040 | 0.06% |
| GNR 2011-H15 AI IO 01.5312 06/20/2061 | 0.06% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.06% |
| STACR 2016-HQA2 M3B 05.3001 11/25/2028 | 0.06% |
| CAS 2018-C06 2M2 02.2501 03/25/2031 | 0.06% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.06% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.05% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% |
| GNR 2017-H02 BI IO 02.3147 01/20/2067 | 0.05% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 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% |
| USD/MXN PUT 20.50 20210416 GSFX | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.05% |
| GNR 2011-H08 GI IO 01.2525 03/20/2061 | 0.05% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.05% |
| STACR 2018-HQA1 B1 04.5001 09/25/2030 | 0.05% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.05% |
| WESTERN DIGITAL TLB L+175 01.8955 04/29/2023 | 0.05% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.05% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.05% |
| STACR 2016-DNA2 M3 04.8001 10/25/2028 | 0.05% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 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% |
| 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% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| CAS 2014-C02 2M2 02.7501 05/25/2024 | 0.05% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.05% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.05% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.05% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.05% |
| NZD/USD CALL 0.685 20210323 HSBCB | 0.05% |
| TRANSDIGM INC TLE L+225 02.3955 05/30/2025 | 0.05% |
| VISTRA ENERGY TLB3 L+175 01.8937 12/01/2025 | 0.05% |
| WFRBS 2012-C10 C 04.5100 12/15/2045 | 0.05% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.05% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.05% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.05% |
| MSBAM 2013-C10 D P/P 144A 04.2178 07/15/2046 | 0.05% |
| WFRBS 2011-C4 E P/P 144A 05.3828 06/15/2044 | 0.05% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.04% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| COMM 2012-CR3 E P/P 144A 04.9088 10/15/2045 | 0.04% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.04% |
| GNR 2011-17 S IO 05.9035 02/20/2041 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| JPMBB 2014-C19 XA IO 00.8981 04/15/2047 | 0.04% |
| MEREDITH TLB L+250 02.6455 01/31/2025 | 0.04% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.04% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.04% |
| STACR 2019-DNA1 M2 02.8001 01/25/2049 | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.04% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.04% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.04% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.04% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.04% |
| 0.45 R ISWP FWD SOFRRATE P 12/16/2030 | 0.04% |
| AUD/USD CALL 0.75 20210510 GSFX | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| STACR 2016-HQA1 M3 06.5001 09/25/2028 | 0.04% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| COMM 2014-UBS4 XA IO 01.2599 08/10/2047 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.04% |
| CWALT 2006-OA10 4A1 00.3401 08/25/2046 | 0.04% |
| FHR 2990 LB 16.5856 06/15/2034 | 0.04% |
| GNR 2016-H11 HI IO 02.1025 01/20/2066 | 0.04% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.04% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.04% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.04% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.04% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.04% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.04% |
| CAS 2019-R01 2M2 02.6001 07/25/2031 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.04% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.04% |
| UKRPI P 3.34 R 03/15/28 | 0.04% |
| UKRPI P 3.385 R 11/15/24 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.04% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% |
| DIVERSEY TL L+300 03.2142 09/06/2024 | 0.04% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% |
| USD/KRW PUT 1130.00 20210322 HSBCB | 0.04% |
| CAS 2018-C01 1M2 02.4001 07/25/2030 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.03% |
| UKRPI P 3.4025 R 03/15/28 | 0.03% |
| VONAGE HLDGS CV 01.7500 06/01/2024 | 0.03% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% |
| USD/MXN PUT 20.75 20210322 MSCIL | 0.03% |
| FNR 2007-53 SP 23.6495 06/25/2037 | 0.03% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.03% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.03% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.03% |
| CAS 2015-C04 2M2 05.7001 04/25/2028 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.03% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.03% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.03% |
| CAS 2015-C01 1M2 04.4501 02/25/2025 | 0.03% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9155 09/10/2045 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.03% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.03% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.03% |
| GNR 2013-99 VS IO 05.9591 07/16/2043 | 0.03% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.03% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.03% |
| JPMCC 2007-CB20 E P/P 144A 06.3744 02/12/2051 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.03% |
| NZD/USD 01/20/2021 UBS | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.03% |
| USD/MXN PUT 20.50 20210413 JPMCB | 0.03% |
| ZYNGA INC CV 00.2500 06/01/2024 | 0.03% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.03% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.03% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.03% |
| SAILPOINT TCH CV 00.1250 09/15/2024 | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.03% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.03% |
| SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.03% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.03% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.02% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.02% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.02% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.02% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.02% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.02% |
| STACR 2019-HQA1 M2 02.5001 02/25/2049 | 0.02% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4479 05/10/2063 | 0.02% |
| CAS 2015-C02 2M2 04.1501 05/25/2025 | 0.02% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.02% |
| EUR/USD CALL 1.20 20210323 HSBCB | 0.02% |
| FHR 3249 PS 21.8101 12/15/2036 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.02% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.02% |
| NZD/USD 01/20/2021 MSCIL | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.02% |
| BLACKLINE INC CV 00.1250 08/01/2024 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.02% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| GNR 2020-15 CS IO 05.9035 02/20/2050 | 0.02% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.02% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.02% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.02% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.02% |
| CLOUDFLARE P/P 144A CV 00.7500 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.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.02% |
| STACR 2018-HQA2 M2 02.4501 10/25/2048 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.02% |
| ZILLOW GRP CV 01.3750 09/01/2026 | 0.02% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.02% |
| CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.02% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.02% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% |
| -0.189 R ISWP FWD EUR006M P 08/15/2029 | 0.02% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.02% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.02% |
| FNR 2005-75 GS 19.7996 08/25/2035 | 0.02% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.02% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.02% |
| STACR 2015-DN1 M3 04.3001 01/25/2025 | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.02% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| CAD/USD 01/20/2021 GSFX | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.02% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.02% |
| FHR 2976 LC 23.9034 05/15/2035 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 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 02.6001 03/25/2049 | 0.02% |
| UKRPI P 3.42 R 12/15/24 | 0.02% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.02% |
| WIX LTD P/P 144A 00.0000 08/15/2025 | 0.02% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.02% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 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% |
| ETSY INC CV 00.1250 10/01/2026 | 0.02% |
| EUR/NOK PUT 10.45 20210423 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% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| LIBERTY BROAD P/P 144A CV 02.7500 09/30/2050 | 0.02% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.02% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.02% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.02% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.02% |
| 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.02% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.02% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.02% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.02% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.02% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.02% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.01% |
| EUR/NOK PUT 10.45 20210323 CSI-FX | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.01% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.01% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.01% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| MSC 2012-C4 XA IO P/P 144A 02.2413 03/15/2045 | 0.01% |
| NZD/USD 01/20/2021 BCAP-FX | 0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.01% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.01% |
| SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.01% |
| 0.32 R ISWP GBL6M P 07/16/2030 | 0.01% |
| 0.321 R ISWP GBL6M P 07/16/2030 | 0.01% |
| 0.97 R ISWP US0003M P 11/12/2030 | 0.01% |
| EUR/SEK PUT 10.25 20210323 CSI-FX | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.01% |
| KRW/USD 02/17/2021 JPMCB | 0.01% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.01% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.01% |
| RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.01% |
| SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.01% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| UNDER INC P/P 144A CV 01.5000 06/01/2024 | 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% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNR 2019-78 SJ IO 05.9035 06/20/2049 | 0.01% |
| KRW/USD 02/17/2021 HSBCB | 0.01% |
| NEVRO CORP CV 01.7500 06/01/2021 | 0.01% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.01% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.01% |
| SEK/USD 12/16/2020 GSFX | 0.01% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| USD/SGD PUT 1.3425 20210413 JPMCB | 0.01% |
| USD/SGD PUT 1.345 20210323 HSBCB | 0.01% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8321 11/15/2044 | 0.01% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.01% |
| AUD/USD 01/20/2021 CSI-FX | 0.01% |
| CLP/USD 01/20/2021 CITI | 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.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% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.01% |
| FNR 2005-74 NK 26.7494 05/25/2035 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GBP/USD 12/16/2020 MSCIL | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% |
| LIBERTY MEDIA | 0.01% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.01% |
| REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.01% |
| SEK/USD 12/16/2020 UBS | 0.01% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.01% |
| SYNAPTICS INC CV 00.5000 06/15/2022 | 0.01% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.01% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.01% |
| CAS 2015-C01 2M2 04.7001 02/25/2025 | 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% |
| GBP/USD 12/16/2020 WPAC | 0.01% |
| GNR 2019-99 KS IO 05.9035 08/20/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.01% |
| SWPTN 5WX5Y R 0.48625 USD 12/14/2020 GS | 0.01% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.01% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | 0.01% |
| CAD/USD 01/20/2021 MSCIL | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.2575 R ISWP US0003M P 11/16/2022 | 0.01% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% |
| AUD/USD 01/20/2021 HSBCB | 0.01% |
| CAD/USD 01/20/2021 UBS | 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.8 2057-10-17 500.0 10/17/2057 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 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CPURNSA R 1.922 P 09/24/40 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GBP/USD 12/16/2020 SSBT | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| PLURALSIGHT CV 00.3750 03/01/2024 | 0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| 1.2965 R ISWP US0003M P 11/17/2050 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.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 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.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% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NOK/USD 12/16/2020 HSBCB | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.01% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | 0.00% |
| 1.2525 R ISWP FWD NFIX3MID P 11/17/2030 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| EUR/USD 12/16/2020 HSBCB | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNW 1998-W2 X IO 00.6026 06/25/2028 | 0.00% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.00% |
| 0.30 R ISWP FWD SES3M P 12/16/2030 | 0.00% |
| AUD/USD 01/20/2021 TDBK | 0.00% |
| CAD/USD 01/20/2021 RBSF | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| 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 12/16/2020 RBSF | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| NOK/USD 12/16/2020 GSFX | 0.00% |
| NZD/USD 01/20/2021 CSI-FX | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| -0.741 R ISWP FWD CHL6M P 12/16/2022 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 0.6925 R ISWP NOKOIB6M P 06/29/2025 | 0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% |
| 1.2765 R ISWP US0003M P 11/20/2050 | 0.00% |
| 1.35 R ISWP US0003M P 09/30/2040 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CAD/USD 01/20/2021 HSBCB | 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CPURNSA R 2.028 P 10/08/40 | 0.00% |
| EUR/USD 12/16/2020 BANKAM | 0.00% |
| GBP/USD 12/16/2020 JPMCB | 0.00% |
| SEK/USD 12/16/2020 SSBT | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| 0.655 R ISWP NOKOIB6M P 07/10/2025 | 0.00% |
| 0.655 R ISWP NOKOIB6M P 07/13/2025 | 0.00% |
| 0.79 R ISWP CDOR03 P 10/30/2025 | 0.00% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| CAS 2014-C04 2M2 05.1501 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.1501 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.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| EUR/USD 12/16/2020 MSCIL | 0.00% |
| EUR/USD 12/16/2020 RBSF | 0.00% |
| GBP/USD 12/16/2020 HSBCB | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| JPY/USD 02/17/2021 HSBCB | 0.00% |
| JPY/USD 02/17/2021 UBS | 0.00% |
| NOK/USD 12/16/2020 JPMCB | 0.00% |
| SEK/USD 12/16/2020 HSBCB | 0.00% |
| 0.36 R ISWP NFIX3MID P 06/05/2025 | 0.00% |
| 0.57875 R ISWP NOKOIB6M P 11/23/2023 | 0.00% |
| 0.801 R ISWP US0003M P 11/06/2030 | 0.00% |
| 0.8025 R ISWP US0003M P 11/06/2030 | 0.00% |
| 1.284 R ISWP US0003M P 12/01/2050 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| AUD/USD 01/20/2021 MSCIL | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CPURNSA R 2.05 P 11/12/40 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.9335 05/15/2038 | 0.00% |
| EUR/USD 12/16/2020 JPMCB | 0.00% |
| EUR/USD 12/16/2020 UBS | 0.00% |
| FNW 1998-W5 X IO 00.5698 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2837 10/25/2043 | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 02/17/2021 BCAP-FX | 0.00% |
| JPY/USD 02/17/2021 CITI | 0.00% |
| JPY/USD 02/17/2021 SSBT | 0.00% |
| SEK/USD 12/16/2020 JPMCB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 5WX5Y P 0.48625 USD 12/14/2020 GS | 0.00% |
| -0.30 R ISWP FWD CHL6M P 12/16/2030 | 0.00% |
| -0.456 R ISWP FWD EUR006M P 12/16/2025 | 0.00% |
| -0.518 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.2325 R ISWP US0003M P 11/06/2022 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.00% |
| 0.5875 R ISWP NOKOIB6M P 11/24/2023 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| 0.84005 R ISWP US0003M P 10/28/2030 | 0.00% |
| 0.8454 R ISWP US0003M P 11/03/2030 | 0.00% |
| 0.9245 R ISWP US0003M P 11/16/2030 | 0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.00% |
| 1.05 R ISWP FWD CDOR03 P 12/16/2030 | 0.00% |
| 1.26 R ISWP US0003M P 12/01/2050 | 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% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| AUD/USD 01/20/2021 CITI | 0.00% |
| BACM 2007-1 XW IO 00.6235 01/15/2049 | 0.00% |
| CAD/USD 01/20/2021 CITI | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CHF/USD 12/16/2020 CITI | 0.00% |
| CHF/USD 12/16/2020 JPMCB | 0.00% |
| CHF/USD 12/16/2020 RBSF | 0.00% |
| CHF/USD 12/16/2020 TDBK | 0.00% |
| CHF/USD 12/16/2020 UBS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.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/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 WPAC | 0.00% |
| FSPC T-8 A9 IO 00.4383 11/15/2028 | 0.00% |
| GBP/USD 12/16/2020 BCAP-FX | 0.00% |
| GBP/USD 12/16/2020 GSFX | 0.00% |
| GBP/USD PUT 1.20 20201218 BANKAM | 0.00% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| HKD/USD 02/17/2021 BANKAM | 0.00% |
| HKD/USD 02/17/2021 CITI | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 SSBT | 0.00% |
| HKD/USD 02/17/2021 TDBK | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
| JPY/USD 02/17/2021 BANKAM | 0.00% |
| JPY/USD 02/17/2021 GSFX | 0.00% |
| JPY/USD 02/17/2021 MSCIL | 0.00% |
| JPY/USD 02/17/2021 RBSF | 0.00% |
| JPY/USD 02/17/2021 TDBK | 0.00% |
| JPY/USD 02/17/2021 WPAC | 0.00% |
| LBUBS 2007-C2 XW IO 00.3514 02/15/2040 | 0.00% |
| NOK/USD 12/16/2020 BANKAM | 0.00% |
| NOK/USD 12/16/2020 MSCIL | 0.00% |
| NOK/USD 12/16/2020 UBS | 0.00% |
| NZD/USD 01/20/2021 JPMCB | 0.00% |
| NZD/USD 01/20/2021 TDBK | 0.00% |
| SEK/USD 12/16/2020 MSCIL | 0.00% |
| SEK/USD 12/16/2020 TDBK | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| WBCMT 2006-C29 IO IO 00.4582 11/15/2048 | 0.00% |
| -0.015 R ISWP SES3M P 11/23/2023 | -0.00% |
| -0.015 R ISWP SES3M P 11/24/2023 | -0.00% |
| -0.15 R ISWP FWD EUR006M P 12/16/2030 | -0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 0.225 R ISWP US0003M P 10/19/2022 | -0.00% |
| 0.258 R ISWP US0003M P 11/20/2022 | -0.00% |
| 0.26 R ISWP US0003M P 11/19/2022 | -0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | -0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | -0.00% |
| 1.15 R ISWP US0003M P 09/30/2040 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| CHF/USD 12/16/2020 GSFX | -0.00% |
| CHF/USD 12/16/2020 MSCIL | -0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 02/18/2021 BANKAM | -0.00% |
| CNH/USD 02/18/2021 JPMCB | -0.00% |
| CNH/USD 02/18/2021 WPAC | -0.00% |
| CPURNSA R 1.703 P 11/29/24 | -0.00% |
| EUR/USD 12/16/2020 GSFX | -0.00% |
| EUR/USD 12/16/2020 TDBK | -0.00% |
| GBP/USD 12/16/2020 CITI | -0.00% |
| JPY/USD 02/17/2021 JPMCB | -0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| 0.76125 R ISWP NFIX3MID P 06/05/2030 | -0.00% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | -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% |
| AUD/USD 01/20/2021 GSFX | -0.00% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.00% |
| CHF/USD 12/16/2020 HSBCB | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 02/18/2021 GSFX | -0.00% |
| CNH/USD 02/18/2021 HSBCB | -0.00% |
| EUR/SEK PUT 9.90 20210323 CSI-FX | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% |
| TWD/USD 02/17/2021 JPMCB | -0.00% |
| USD/SGD PUT 1.305 20210413 JPMCB | -0.00% |
| USD/SGD PUT 1.31 20210323 HSBCB | -0.00% |
| 0.876 R ISWP US0003M P 11/19/2030 | -0.00% |
| 0.887 R ISWP US0003M P 11/20/2030 | -0.00% |
| 1.15 R ISWP CDOR03 P 10/30/2030 | -0.00% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | -0.00% |
| 1.41 R ISWP FWD AUDBB6M P 11/17/2030 | -0.00% |
| CAD/USD 01/20/2021 BCAP-FX | -0.00% |
| CHF/USD 12/16/2020 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| EUR/USD 12/16/2020 BCAP-FX | -0.00% |
| EUR/USD 12/16/2020 CSI-FX | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| MXN/USD 01/20/2021 BANKAM | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| 0.20 R ISWP FWD SONIA P 12/16/2030 | -0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | -0.00% |
| 0.85 R ISWP FWD AUDBB6M P 12/16/2030 | -0.00% |
| AUD/USD 01/20/2021 JPMCB | -0.00% |
| AUD/USD 01/20/2021 WPAC | -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-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| CPURNSA R 1.7625 P 12/10/24 | -0.00% |
| NZD/USD 01/20/2021 HSBCB | -0.00% |
| NZD/USD 01/20/2021 WPAC | -0.00% |
| SEK/USD 12/16/2020 RBSF | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.00% |
| TWD/USD 02/17/2021 GSFX | -0.00% |
| -0.61 R ISWP FWD CHL6M P 12/16/2025 | -0.00% |
| 0.95 R ISWP FWD NOKOIB6M P 12/16/2030 | -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 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| EUR/USD CALL 1.25 20210323 HSBCB | -0.00% |
| SEK/USD 12/16/2020 CITI | -0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 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% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | -0.01% |
| AUD/USD 01/20/2021 BANKAM | -0.01% |
| AUD/USD 01/20/2021 RBSF | -0.01% |
| CAD/USD 01/20/2021 CSI-FX | -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.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -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% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% |
| 0.471 R ISWP US0003M P 11/16/2025 | -0.01% |
| 0.60 R ISWP FWD NFIX3MID P 12/16/2030 | -0.01% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| SEK/USD 12/16/2020 BCAP-FX | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.00 R ISWP FWD US0003M P 09/30/2040 | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| CAD/USD 01/20/2021 PSBS | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.01% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% |
| 0.97164 R ISWP US0003M P 11/12/2030 | -0.01% |
| 0.9745 R ISWP US0003M P 11/12/2030 | -0.01% |
| 0.977 R ISWP US0003M P 11/12/2030 | -0.01% |
| 0.97881 R ISWP US0003M P 11/12/2030 | -0.01% |
| CAD/USD 01/20/2021 BANKAM | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| NZD/USD 01/20/2021 BANKAM | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| USD/KRW PUT 1085.00 20210322 HSBCB | -0.01% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.01% |
| CAD/USD 01/20/2021 JPMCB | -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 BA | -0.01% |
| NOK/USD 12/16/2020 SSBT | -0.01% |
| AUD/USD CALL 0.79 20210510 GSFX | -0.01% |
| CAD/USD 01/20/2021 TDBK | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% |
| EUR/USD 12/16/2020 SSBT | -0.01% |
| NZD/USD 01/20/2021 GSFX | -0.01% |
| NZD/USD CALL 0.725 20210323 HSBCB | -0.01% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.01% |
| USD/MXN PUT 19.75 20210322 MSCIL | -0.01% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| EUR/USD 12/16/2020 CITI | -0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| USD/MXN PUT 19.75 20210413 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NZD/USD 01/20/2021 RBSF | -0.01% |
| 1.192 R ISWP US0003M P 11/09/2050 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.02% |
| NZD/USD 01/20/2021 PSBS | -0.02% |
| SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.02% |
| 0.921 R ISWP US0003M P 11/16/2030 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| NZD/USD 01/20/2021 CITI | -0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.02% |
| AUD/USD 01/20/2021 PSBS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -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% |
| 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% |
| AUD/USD 01/20/2021 UBS | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.02% |
| 0.436 R ISWP GBL6M P 07/16/2050 | -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 GS | -0.02% |
| USD/MXN PUT 19.00 20210416 GSFX | -0.02% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.02% |
| 0.423 R ISWP GBL6M P 07/16/2050 | -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 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.03% |
| OPTN FN30 2.0 01/07/21 PUT 102.59375 JPMC | -0.03% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| 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% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.03% |
| CPTFEMU R 1.4 P 07/15/27 | -0.03% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -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% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.04% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.04% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.04% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.04% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.04% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.04% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.04% |
| 0.794 R ISWP US0003M P 08/03/2050 | -0.05% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.05% |
| 0.83 R ISWP US0003M P 11/03/2021 | -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% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.06% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.06% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.06% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.06% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.07% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.07% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.07% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.07% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.07% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.07% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.08% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.08% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.08% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.08% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.09% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.09% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.09% |
| UKRPI R 3.4425 P 07/15/49 | -0.09% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.09% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.10% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.10% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.10% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.10% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.11% |
| CPTFEMU P 1.13 R 05/15/50 | -0.12% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.13% |
| CPURNSA P 1.6625 R 07/10/30 | -0.13% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.14% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.15% |
| CPURNSA P 1.586 R 06/30/30 | -0.15% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.15% |
| CPTFEMU P 0.935 R 05/15/40 | -0.16% |
| CPTFEMU P 0.93 R 05/15/40 | -0.16% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.20% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.20% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.24% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.25% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.26% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.26% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.27% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.28% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.33% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.37% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.38% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.43% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.87% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.10% |
| CAN 10YR BOND FUT MAR21 CNH1 | -1.12% |
| US 10YR ULTRA FUT MAR21 UXYH1 | -1.47% |
| EURO-BUND FUTURE DEC20 RXZ0 | -1.67% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -52.03% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 11.11% |
|---|---|
| FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 10.91% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 8.50% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.67% |
| T 2.25 R 0.22 P 12/10/20 JP | 3.02% |
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 2.96% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 2.90% |
| FNMA FN30 TBA UMBS 03.0000 11/01/2050 | 2.26% |
| TREASURY BILL 00.0000 11/05/2020 | 1.26% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.83% |
| ORACLE CORP 03.6250 07/15/2023 | 0.78% |
| STACR 2016-DNA3 M3 05.1493 12/25/2028 | 0.77% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.76% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.75% |
| TREASURY BILL 00.0000 12/10/2020 | 0.71% |
| FNR 2017-74 SA IO 05.6008 10/25/2047 | 0.68% |
| FNR 2017-8 SB IO 05.9508 02/25/2047 | 0.68% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2050 | 0.64% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.63% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.63% |
| GNMA GII30 TBA 04.0000 11/01/2050 | 0.63% |
| MSBAM 2013-C10 E P/P 144A 04.0818 07/15/2046 | 0.60% |
| FNR 2020-70 SD IO 06.1008 10/25/2050 | 0.59% |
| CASH MGMT BILL 00.0000 01/19/2021 | 0.57% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.54% |
| CASH MGMT BILL 00.0000 01/12/2021 | 0.53% |
| FHR 4698 NS IO 06.0016 06/15/2047 | 0.51% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.51% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.50% |
| SPST 2020-2 A 00.9793 03/26/2021 | 0.50% |
| FHR 3852 NT 05.8516 05/15/2041 | 0.50% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.46% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.46% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.46% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.45% |
| WESTPAC BANKING CORP USD 02.6500 01/25/2021 | 0.45% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.44% |
| STACR 2014-HQ2 M3 03.8993 09/25/2024 | 0.44% |
| CWALT 2005-59 1A1 00.4814 11/20/2035 | 0.43% |
| DBUBS 2011-LC3A D P/P 144A 05.3351 08/10/2044 | 0.43% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.42% |
| BANK 2017-BNK9 XA IO 00.8042 11/15/2054 | 0.40% |
| JPMCC 2012-C8 D P/P 144A 04.6703 10/15/2045 | 0.40% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.40% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.38% |
| MEAD JOHNSON NUTRITION C 03.0000 11/15/2020 | 0.37% |
| CAS 2016-C02 1B 12.3993 09/25/2028 | 0.37% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.36% |
| FHR 5023 TS IO 06.1016 10/25/2050 | 0.36% |
| FNR 2011-53 ST IO 05.7708 06/25/2041 | 0.36% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.36% |
| STACR 2015-DNA3 B 09.4993 04/25/2028 | 0.35% |
| CAS 2014-C01 M2 04.5493 01/25/2024 | 0.35% |
| CASH MGMT BILL 00.0000 01/05/2021 | 0.35% |
| TREASURY BILL 00.0000 11/19/2020 | 0.35% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.35% |
| CWALT 2006-OA7 1A2 01.8225 06/25/2046 | 0.35% |
| COMM 2014-CR17 C 04.7834 05/10/2047 | 0.34% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.34% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.34% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.34% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.34% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.33% |
| GNR 2016-H13 IK IO 02.6323 06/20/2066 | 0.33% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.33% |
| BANK 2018-BN10 XA IO 00.7332 02/15/2061 | 0.33% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.33% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.33% |
| 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% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.31% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.31% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.31% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.31% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.30% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.30% |
| GFL ENVIRONMENTAL TLB L+300 04.0000 05/31/2025 | 0.30% |
| GSMS 2014-GC22 C 04.6920 06/10/2047 | 0.29% |
| FNR 2016-60 LS IO 05.9508 09/25/2046 | 0.29% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.29% |
| JPMBB 2013-C12 B 04.0995 07/15/2045 | 0.29% |
| SCIENTIFIC GAMES TLB5 L+275 02.8978 08/14/2024 | 0.28% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.28% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.28% |
| BSCMS 2007-T26 AJ 05.4320 01/12/2045 | 0.28% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.27% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.27% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.27% |
| ORACLE CORP 02.5000 05/15/2022 | 0.27% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.27% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.27% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.27% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.26% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.26% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.26% |
| SPST 2020-6 A 01.8993 09/07/2021 | 0.26% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.26% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.26% |
| FNR 2018-77 BI IO 04.5000 10/25/2048 | 0.26% |
| MWST 2019-1 A 00.9493 06/25/2052 | 0.26% |
| CGCMT 2019-GC43 X IO 00.6290 11/10/2052 | 0.26% |
| FNR 2015-19 SA IO 06.0508 04/25/2045 | 0.25% |
| US ULTRA BOND CBT DEC20 WNZ0 | 0.25% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.25% |
| GNR 2018-H05 AI IO 02.5308 02/20/2068 | 0.25% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.25% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.25% |
| FNR 2020-16 SG IO 05.9008 03/25/2050 | 0.25% |
| LENNAR CORP 05.8750 11/15/2024 | 0.25% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.25% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.25% |
| MRAFT 2020-2 A1 01.8969 05/29/2022 | 0.24% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.24% |
| SPST 2020-13 A 01.6493 10/10/2021 | 0.24% |
| SPST 2020-15 A 00.0000 12/10/2021 | 0.24% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.24% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.24% |
| STACR 2017-DNA3 M2B 02.6493 03/25/2030 | 0.24% |
| COMM 2014-CR17 D P/P 144A 04.8471 05/10/2047 | 0.24% |
| FNR 2017-108 SA IO 06.0008 01/25/2048 | 0.24% |
| TREASURY BILL 00.0000 12/03/2020 | 0.24% |
| SPRINT CORP 07.8750 09/15/2023 | 0.23% |
| FNR 2013-130 SD IO 06.4508 01/25/2044 | 0.23% |
| FNR 2016-88 SK IO 05.8508 12/25/2046 | 0.23% |
| COMM 2013-CR11 XA IO 00.9218 08/10/2050 | 0.23% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.23% |
| WFCM 2016-BNK1 XA IO 01.7450 08/15/2049 | 0.23% |
| GNR 2017-H06 BI IO 02.2578 02/20/2067 | 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% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.23% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.23% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.23% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.23% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.22% |
| MRAIT 2020-2 A2 | 0.22% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.22% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.22% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.22% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.22% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.22% |
| MSBAM 2013-C13 XA IO 00.9568 11/15/2046 | 0.22% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.22% |
| GNR 2015-H19 NI IO 01.9238 07/20/2065 | 0.22% |
| CAS 2016-C06 1M2 04.3993 04/25/2029 | 0.22% |
| MWST 2020-1 A 01.0493 10/25/2053 | 0.22% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.22% |
| HCA INC 05.2500 06/15/2026 | 0.22% |
| TREASURY BILL 00.0000 11/10/2020 | 0.22% |
| STACR 2015-DNA1 B 09.3493 10/25/2027 | 0.21% |
| US BANCORP 02.6250 01/24/2022 | 0.21% |
| GNR 2011-70 WI IO 04.6986 12/20/2040 | 0.21% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.21% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.21% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.21% |
| MSBAM 2013-C10 F P/P 144A 04.0818 07/15/2046 | 0.21% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.21% |
| GNR 2017-H16 BI IO 02.2991 08/20/2067 | 0.21% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.20% |
| COMM 2015-LC19 C 04.2357 02/10/2048 | 0.20% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.20% |
| GNR 2018-H02 GI IO 02.3200 12/20/2067 | 0.20% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.20% |
| WFRBS 2013-C15 D P/P 144A 04.4935 08/15/2046 | 0.20% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.20% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.20% |
| CAS 2016-C03 2M2 06.0493 10/25/2028 | 0.20% |
| INTELSAT S.A. TLB3 L+475 08.0000 11/27/2023 | 0.20% |
| ORTHO-CLINICAL TLB L+325 03.3903 06/30/2025 | 0.20% |
| SPST 2020-WL1 A 01.2993 06/25/2051 | 0.20% |
| TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.20% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.20% |
| ADS WASTE TLB L+225 03.0000 11/10/2023 | 0.20% |
| CENTENE CORP 04.6250 12/15/2029 | 0.20% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.20% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.20% |
| MCAS 2020-01 M10 P/P 144A 03.8993 03/25/2050 | 0.20% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.20% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.20% |
| GNR 2019-121 DS IO 05.9486 08/20/2049 | 0.20% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.20% |
| NAVISTAR INTL TLB L+350 03.6500 11/06/2024 | 0.20% |
| PPD TL L+250 03.5000 08/18/2022 | 0.20% |
| TREASURY BILL 00.0000 11/17/2020 | 0.20% |
| MATTEL INC. P/P 144A 06.7500 12/31/2025 | 0.20% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.20% |
| CAS 2016-C03 1B 11.8993 10/25/2028 | 0.19% |
| FNR 2016-65 CS IO 05.9508 09/25/2046 | 0.19% |
| THERMON TLB L+375 04.7500 10/30/2024 | 0.19% |
| CAS 2020-R01 1B1 03.3993 01/25/2040 | 0.19% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.19% |
| BANIJAY GROUP TLB L+375 05.4044 03/04/2025 | 0.19% |
| SOLENIS 1STL L+400 04.2559 06/26/2025 | 0.19% |
| CAS 2014-C03 2M2 03.0493 07/25/2024 | 0.19% |
| MESSER INDUST TLB L+250 02.7204 03/01/2026 | 0.19% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.19% |
| ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.19% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.19% |
| WIDEOPENWEST TLB L+325 04.2500 08/19/2023 | 0.19% |
| ALTICE USA TLB L+225 02.3984 01/15/2026 | 0.19% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.19% |
| CARR 2006-NC2 A4 00.3893 06/25/2036 | 0.18% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.18% |
| MCAS 2019-01 M10 P/P 144A 03.3993 10/15/2049 | 0.18% |
| REYNOLDS TL 341 03.4095 02/04/2027 | 0.18% |
| GNR 2016-121 JS IO 05.9486 09/20/2046 | 0.18% |
| FNR 2019-66 SC IO 05.8508 11/25/2049 | 0.18% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.18% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.18% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.18% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.18% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.18% |
| GNR 2018-91 SJ IO 06.0986 07/20/2048 | 0.18% |
| ZOETIS INC 02.0000 05/15/2030 | 0.18% |
| CAS 2014-C04 1M2 05.0493 11/25/2024 | 0.18% |
| COMM 2015-LC21 XA IO 00.6930 07/10/2048 | 0.18% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.18% |
| TREASURY BILL 00.0000 12/15/2020 | 0.18% |
| WFRBS 2012-C7 D P/P 144A 04.8104 06/15/2045 | 0.18% |
| CAS 2015-C04 1M2 05.8493 04/25/2028 | 0.18% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.18% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.18% |
| GNR 2015-H15 JI IO 01.9701 06/20/2065 | 0.18% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.18% |
| TALLGRASS ENERGY TL L+475 04.8978 03/11/2026 | 0.18% |
| UBSBB 2012-C3 C P/P 144A 05.0300 08/10/2049 | 0.18% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.17% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.17% |
| FHMS K099 X1 IO 00.8861 09/25/2029 | 0.17% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.17% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.17% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.17% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.17% |
| GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.17% |
| WFCM 2013-LC12 D P/P 144A 04.2751 07/15/2046 | 0.17% |
| MSBAM 2014-C17 C 04.4792 08/15/2047 | 0.17% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.17% |
| TRANSDIGM INC TLF L+225 03.9094 12/09/2025 | 0.17% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.17% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.17% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.17% |
| PFIZER INC 01.9500 06/03/2021 | 0.17% |
| RESTAURANT BRANDS TLB L+175 03.5080 11/19/2026 | 0.17% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.17% |
| GNR 2016-H23 NI IO 02.6167 10/20/2066 | 0.17% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.16% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.16% |
| CSAIL 2019-C16 XA IO 01.5661 06/15/2052 | 0.16% |
| UBSCM 2018-C8 XA IO 00.8753 02/15/2051 | 0.16% |
| CMLTI 2007-AMC3 A2D 00.4993 03/25/2037 | 0.16% |
| GNR 2016-H02 BI IO 03.0518 11/20/2065 | 0.16% |
| MSBAM 2014-C14 C 04.9424 02/15/2047 | 0.16% |
| STACR 2018-DNA2 B1 03.8493 12/25/2030 | 0.16% |
| COMM 2018-COR3 C 04.5607 05/10/2051 | 0.16% |
| STACR 2015-DNA2 B 07.6993 12/25/2027 | 0.16% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.16% |
| JPMBB 2014-C24 XA IO 00.9176 11/15/2047 | 0.16% |
| GNR 2015-H09 BI IO 01.7011 03/20/2065 | 0.16% |
| CSC HOLDINGS TLB L+225 02.3984 07/17/2025 | 0.16% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.16% |
| GNR 2015-H25 AI IO 01.6310 09/20/2065 | 0.16% |
| GNR 2018-H02 EI IO 02.3706 01/20/2068 | 0.16% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.16% |
| MSC 2016-UB12 XA IO 00.7526 12/15/2049 | 0.15% |
| WAMU 2005-AR13 A1C3 00.6393 10/25/2045 | 0.15% |
| COMM 2014-CR20 XA IO 01.0228 11/10/2047 | 0.15% |
| GNR 2015-H25 EI IO 01.8655 10/20/2065 | 0.15% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.15% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.15% |
| AHM 2007-1 GA1C 00.3393 05/25/2047 | 0.15% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.15% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.15% |
| CALPINE CONS FIN TL L+200 02.1478 01/15/2025 | 0.15% |
| FNR 2011-4 CS 12.6015 05/25/2040 | 0.15% |
| JPMBB 2014-C18 C 04.8102 02/15/2047 | 0.15% |
| JPMBB 2014-C25 D P/P 144A 03.9501 11/15/2047 | 0.15% |
| MSBAM 2012-C5 E P/P 144A 04.6753 08/15/2045 | 0.15% |
| FNR 2016-83 BS IO 05.9508 11/25/2046 | 0.15% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.15% |
| GNR 2010-125 SD IO 06.5343 01/16/2040 | 0.15% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.15% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.14% |
| MRAFT 2020-4 A1 01.4953 04/23/2023 | 0.14% |
| CAS 2019-HRP1 M2 02.2993 11/25/2039 | 0.14% |
| GNR 2018-H13 NI IO 03.1242 08/20/2068 | 0.14% |
| CHARTER COMM TLB2 L+175 03.6391 02/01/2027 | 0.14% |
| GNR 2010-116 SA IO 05.7486 09/20/2040 | 0.14% |
| WFCM 2015-NXS3 B 04.4860 09/15/2057 | 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 00.3643 05/25/2046 | 0.14% |
| WFRBS 2012-C10 D P/P 144A 04.4277 12/15/2045 | 0.14% |
| BERRY PLASTICS TLW L+200 03.9403 10/01/2022 | 0.14% |
| CAS 2016-C07 2M2 04.4993 05/25/2029 | 0.14% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.14% |
| ALPHABET INC 03.6250 05/19/2021 | 0.14% |
| GARDNER DENVER TLB L+175 03.4109 02/28/2027 | 0.14% |
| STACR 2016-DNA1 B 10.1481 07/25/2028 | 0.13% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.13% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.13% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.13% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.13% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.13% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.13% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.13% |
| GNR 2016-77 SC IO 05.9486 10/20/2045 | 0.13% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.13% |
| COMM 2015-CR23 XA IO 00.8934 05/10/2048 | 0.13% |
| WFCM 2014-LC16 XA IO 01.0900 08/15/2050 | 0.13% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.13% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.13% |
| UBSCM 2017-C7 XA IO 01.0363 12/15/2050 | 0.13% |
| BANK 2019-BN20 XA IO 00.8384 09/15/2062 | 0.13% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.13% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.13% |
| WFCM 2013-LC12 C 04.2751 07/15/2046 | 0.13% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.13% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.13% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.12% |
| COMM 2014-CR19 XA IO 00.9767 08/10/2047 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.12% |
| UNIVISION TLB L+375 04.7500 03/24/2026 | 0.12% |
| CAS 2018-C02 2M2 02.3493 08/25/2030 | 0.12% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.12% |
| WFRBS 2011-C4 D P/P 144A 05.2205 06/15/2044 | 0.12% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.12% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.12% |
| UBSBB 2013-C5 XA IO P/P 144A 00.9401 03/10/2046 | 0.12% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| CSAIL 2015-C1 D P/P 144A 03.7684 04/15/2050 | 0.12% |
| VICI PROPERTIES TL L+175 01.8958 12/22/2024 | 0.12% |
| HILTON TLB L+175 01.8993 06/21/2026 | 0.12% |
| MSBAM 2013-C12 E P/P 144A 04.7630 10/15/2046 | 0.12% |
| GNR 2016-H22 AI IO 02.5022 10/20/2066 | 0.12% |
| MSBAM 2014-C15 D P/P 144A 04.9063 04/15/2047 | 0.12% |
| COMM 2014-UBS6 XA IO 00.8884 12/10/2047 | 0.12% |
| LENNAR CORP 04.7500 11/15/2022 | 0.12% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.12% |
| BBCMS 2019-C4 XA IO 01.5969 08/15/2052 | 0.12% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.12% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.12% |
| MSBAM 2012-C6 D P/P 144A 04.6062 11/15/2045 | 0.12% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.12% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.11% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.11% |
| MSBAM 2015-C26 XA IO 01.0228 10/15/2048 | 0.11% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.11% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.11% |
| CSAIL 2015-C1 XA IO 00.8336 04/15/2050 | 0.11% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.11% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7149 11/15/2045 | 0.11% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.11% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.11% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 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% |
| CAS 2016-C04 1M2 04.3993 01/25/2029 | 0.11% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.11% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.11% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.11% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.11% |
| CF 2019-CF3 XA IO 00.7193 01/15/2053 | 0.11% |
| CWALT 2005-27 1A1 01.8205 08/25/2035 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.11% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 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% |
| GNR 2015-H28 DI IO 01.5602 08/20/2065 | 0.11% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.11% |
| SAMI 2007-AR1 2A1 00.3293 01/25/2037 | 0.11% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.11% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.10% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.10% |
| GNR 2016-H08 AI IO 02.5559 08/20/2065 | 0.10% |
| JPMCC 2013-C10 XA IO 00.9663 12/15/2047 | 0.10% |
| GSMS 2015-GC30 XA IO 00.7486 05/10/2050 | 0.10% |
| STACR 2018-HQA1 M2 02.4493 09/25/2030 | 0.10% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.10% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.10% |
| WAMU 2005-AR14 1A2 03.3725 12/25/2035 | 0.10% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.10% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.10% |
| CMLTI 2007-AR5 1A1A 03.9139 04/25/2037 | 0.10% |
| STACR 2016-HQA4 M3 04.0493 04/25/2029 | 0.10% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.10% |
| CAS 2017-C07 2M2 02.6493 05/25/2030 | 0.10% |
| CPTFEMU P 1.71 R 07/15/37 | 0.10% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.10% |
| GNR 2014-H14 CI IO 01.5902 07/20/2064 | 0.10% |
| GSMS 2014-GC18 XA IO 01.0070 01/10/2047 | 0.10% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.10% |
| CGCMT 2014-GC19 X IO 01.1409 03/10/2047 | 0.09% |
| CWALT 2006-OA10 2A1 00.3393 08/25/2046 | 0.09% |
| CFCRE 2016-C4 XA IO 01.6861 05/10/2058 | 0.09% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.09% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.09% |
| HVMLT 2005-2 1A 00.6673 05/19/2035 | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.09% |
| CWALT 2006-OA7 1A1 02.5071 06/25/2046 | 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% |
| STACR 2020-DNA5 M1 01.3867 10/25/2050 | 0.09% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.09% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.09% |
| CFCRE 2011-C2 D P/P 144A 05.7394 12/15/2047 | 0.09% |
| GNR 2015-H10 EI IO 01.6288 04/20/2065 | 0.09% |
| GNR 2017-H11 NI IO 02.4258 05/20/2067 | 0.09% |
| BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.09% |
| CAS 2017-C02 2B1 05.6493 09/25/2029 | 0.09% |
| CGCMT 2014-GC19 D P/P 144A 05.0925 03/10/2047 | 0.09% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.09% |
| NETFLIX INC 05.5000 02/15/2022 | 0.09% |
| GNR 2015-H18 IA IO 01.8573 06/20/2065 | 0.08% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.08% |
| GNR 2017-H03 DI IO 02.0703 12/20/2066 | 0.08% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.08% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.08% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.08% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.08% |
| FHR 4922 SB IO 05.9016 04/25/2049 | 0.08% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.08% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.08% |
| STARS GROUP TLB L+350 03.7204 07/10/2025 | 0.08% |
| UKRPI P 3.665 R 12/15/28 | 0.08% |
| APPLE INC 02.8500 05/06/2021 | 0.08% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.08% |
| GRIFOLS TLB L+200 03.7996 11/15/2027 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.08% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.08% |
| SAMI 2006-AR7 A1A 00.3593 08/25/2036 | 0.08% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.08% |
| WAMU 2005-AR10 1A3 03.0349 09/25/2035 | 0.08% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.08% |
| CASH MGMT BILL 00.0000 01/26/2021 | 0.08% |
| FNR 2018-86 DS IO 05.9508 12/25/2048 | 0.08% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.08% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.08% |
| COMM 2015-CR22 XA IO 00.8901 03/10/2048 | 0.08% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.08% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.08% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.08% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.08% |
| SNAP INC CV 00.7500 08/01/2026 | 0.07% |
| STACR 2016-HQA3 M3 03.9993 03/25/2029 | 0.07% |
| STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.07% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| CAS 2017-C05 1B1 03.7493 01/25/2030 | 0.07% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 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% |
| STACR 2016-DNA4 M3 03.9493 03/25/2029 | 0.07% |
| STATE OF QATAR P/P 144A 03.4000 04/16/2025 | 0.07% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.07% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.07% |
| CAS 2018-C05 1M2 02.4993 01/25/2031 | 0.07% |
| CGCMT 2014-GC21 X IO 01.1706 05/10/2047 | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.07% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.07% |
| STACR 2018-DNA1 M2 01.9493 07/25/2030 | 0.07% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.07% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% |
| GSAA 2005-15 2A2 00.3993 01/25/2036 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| WFRBS 2012-C10 E P/P 144A 04.4277 12/15/2045 | 0.06% |
| COMM 2013-CR13 E P/P 144A 04.8863 11/10/2046 | 0.06% |
| CWHL 2005-3 1A1 00.7693 04/25/2035 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.06% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.06% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.06% |
| STACR 2017-DNA2 B1 05.2993 10/25/2029 | 0.06% |
| JPMCC 2012-LC9 D P/P 144A 04.4184 12/15/2047 | 0.06% |
| CGCMT 2013-GC17 X IO 01.0286 11/10/2046 | 0.06% |
| COMM 2014-LC15 XA IO 01.0891 04/10/2047 | 0.06% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.06% |
| JPALT 2007-A2 12A1 00.3493 06/25/2037 | 0.06% |
| MSC 2012-C4 E P/P 144A 05.4187 03/15/2045 | 0.06% |
| TREASURY BILL 00.0000 12/08/2020 | 0.06% |
| GNR 2011-H15 AI IO 01.5445 06/20/2061 | 0.06% |
| GNR 2017-H14 DI IO 01.7264 06/20/2067 | 0.06% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.06% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.06% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.06% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.06% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.06% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% |
| WESTERN DIGITAL TLB L+175 01.8978 04/29/2023 | 0.06% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.06% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.06% |
| GNR 2017-H02 BI IO 02.3519 01/20/2067 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.06% |
| CAS 2018-C06 2M2 02.2493 03/25/2031 | 0.06% |
| CAS 2020-R02 2M2 02.1493 01/25/2040 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| STACR 2016-HQA2 M3B 05.2993 11/25/2028 | 0.06% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.05% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.05% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| GNR 2011-H08 GI IO 01.2704 03/20/2061 | 0.05% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.05% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.05% |
| CAS 2014-C02 2M2 02.7493 05/25/2024 | 0.05% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 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% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.05% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.05% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.05% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.05% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.05% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| STACR 2016-DNA2 M3 04.7993 10/25/2028 | 0.05% |
| SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.05% |
| GSMS 2014-GC24 D P/P 144A 04.5316 09/10/2047 | 0.05% |
| STACR 2018-HQA1 B1 04.4993 09/25/2030 | 0.05% |
| SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| 0.45 R ISWP FWD SOFRRATE P 12/16/2030 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.05% |
| MSBAM 2013-C10 D P/P 144A 04.0818 07/15/2046 | 0.05% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.05% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.05% |
| VISTRA ENERGY TLB3 L+175 01.8977 12/01/2025 | 0.05% |
| CAS 2016-C05 2M2 04.5993 01/25/2029 | 0.05% |
| GNR 2011-17 S IO 05.8986 02/20/2041 | 0.05% |
| JPMBB 2014-C19 XA IO 00.7433 04/15/2047 | 0.05% |
| TRANSDIGM INC TLE L+225 05/30/2025 | 0.05% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.04% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.04% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.04% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| WFRBS 2012-C10 C 04.3627 12/15/2045 | 0.04% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 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% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.04% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% |
| MEREDITH TLB L+250 02.6478 01/31/2025 | 0.04% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.04% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| STACR 2019-DNA1 M2 02.7993 01/25/2049 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% |
| COMM 2012-CR3 E P/P 144A 04.7505 10/15/2045 | 0.04% |
| CPTFEMU R 0.961 P 05/15/40 | 0.04% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.04% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 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% |
| STACR 2016-HQA1 M3 06.4993 09/25/2028 | 0.04% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.04% |
| WFRBS 2011-C4 E P/P 144A 05.2205 06/15/2044 | 0.04% |
| COMM 2014-UBS4 XA IO 01.1034 08/10/2047 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.04% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| CWALT 2006-OA10 4A1 00.3393 08/25/2046 | 0.04% |
| FHR 2990 LB 16.5664 06/15/2034 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| GNR 2016-H11 HI IO 02.1025 01/20/2066 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.04% |
| OPTN FN30 2.0 12/07/20 CALL 102.71875 JPMC | 0.04% |
| CAS 2019-R01 2M2 02.5993 07/25/2031 | 0.04% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.04% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.04% |
| UKRPI P 3.385 R 11/15/24 | 0.04% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.04% |
| BLACKLINE INC CV 00.1250 08/01/2024 | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.04% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.04% |
| JPMCC 2007-CB20 E P/P 144A 06.1688 02/12/2051 | 0.04% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.04% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.04% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.04% |
| CAS 2018-C01 1M2 02.3993 07/25/2030 | 0.03% |
| DIVERSEY TL L+300 03.2142 09/06/2024 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.03% |
| EUR/USD 12/16/2020 SSBT | 0.03% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.03% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.03% |
| OPTN FN30 2.5 12/07/20 CALL 104.0625 JPMC | 0.03% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.03% |
| UKRPI P 3.34 R 03/15/28 | 0.03% |
| ZILLOW GRP CV 01.3750 09/01/2026 | 0.03% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| FNR 2007-53 SP 23.6528 06/25/2037 | 0.03% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.03% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7564 09/10/2045 | 0.03% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.03% |
| UKRPI P 3.4025 R 03/15/28 | 0.03% |
| VONAGE HLDGS CV 01.7500 06/01/2024 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| CAS 2015-C04 2M2 05.6993 04/25/2028 | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| GBP/USD 12/16/2020 SSBT | 0.03% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.03% |
| USD/MXN PUT 20.50 20210416 GSFX | 0.03% |
| CAS 2015-C01 1M2 04.4493 02/25/2025 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.03% |
| CPTFEMU R 0.655 P 05/15/30 | 0.03% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.03% |
| GNR 2013-99 VS IO 05.9543 07/16/2043 | 0.03% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% |
| ZYNGA INC CV 00.2500 06/01/2024 | 0.03% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.03% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.03% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.03% |
| SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.03% |
| CAS 2017-C01 1M2 03.6993 07/25/2029 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.03% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.03% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.03% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.03% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.03% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.03% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.03% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 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% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.02% |
| SAILPOINT TCH P/P CV 00.1250 09/15/2024 | 0.02% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.02% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.02% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.02% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.02% |
| STACR 2019-HQA1 M2 02.4993 02/25/2049 | 0.02% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.2926 05/10/2063 | 0.02% |
| USD/CNH PUT 6.65 20210415 MSCIL | 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| USD/KRW PUT 1130.00 20210322 HSBCB | 0.02% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.02% |
| CAS 2015-C02 2M2 04.1493 05/25/2025 | 0.02% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.02% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.02% |
| FHR 3249 PS 21.7853 12/15/2036 | 0.02% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.02% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.02% |
| STACR 2015-DN1 M3 04.2993 01/25/2025 | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.02% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.02% |
| -0.189 R ISWP FWD EUR006M P 08/15/2029 | 0.02% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.02% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 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% |
| GNR 2020-15 CS IO 05.8986 02/20/2050 | 0.02% |
| OPTN FN30 2.0 11/05/20 CALL 103.1875 JPMC | 0.02% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.02% |
| STACR 2018-HQA2 M2 02.4493 10/25/2048 | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.02% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.02% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.02% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.02% |
| USD/MXN PUT 20.75 20210322 MSCIL | 0.02% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.02% |
| FNR 2005-75 GS 19.8023 08/25/2035 | 0.02% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| NOK/USD 12/16/2020 UBS | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 0.02% |
| ETSY INC CV 00.1250 10/01/2026 | 0.02% |
| FHR 2976 LC 23.8759 05/15/2035 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.02% |
| GBP/USD 12/16/2020 CITI | 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% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| STACR 2019-DNA2 M2 02.5993 03/25/2049 | 0.02% |
| UKRPI P 3.42 R 12/15/24 | 0.02% |
| WIX LTD P/P 144A 00.0000 08/15/2025 | 0.02% |
| 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 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% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| LIBERTY BROAD P/P 144A CV 02.7500 09/30/2050 | 0.02% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.02% |
| REALPAGE INC CV 01.5000 05/15/2025 | 0.02% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.02% |
| USD/MXN PUT 20.50 20210413 JPMCB | 0.02% |
| WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.02% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.02% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 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% |
| NZD/USD CALL 0.685 20210323 HSBCB | 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 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.02% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.02% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 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/USD 12/16/2020 BCAP-FX | 0.01% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.01% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.01% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.01% |
| MSC 2012-C4 XA IO P/P 144A 02.0619 03/15/2045 | 0.01% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.01% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.01% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.01% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 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.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| EUR/USD CALL 1.20 20210323 HSBCB | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.01% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.01% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.01% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6744 11/15/2044 | 0.01% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 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% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.01% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.01% |
| SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 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% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 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-.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% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| EUR/USD 12/16/2020 RBSF | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.01% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.01% |
| RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.01% |
| AUD/USD PUT 0.695 20201118 BANKAM | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 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-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| EUR/SEK PUT 10.25 20210323 CSI-FX | 0.01% |
| EUR/USD 12/16/2020 TDBK | 0.01% |
| FNR 2005-74 NK 26.7538 05/25/2035 | 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 2019-78 SJ IO 05.8986 06/20/2049 | 0.01% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.01% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.01% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.01% |
| REVANCE THERA P/P 144A CV 01.7500 02/15/2027 | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| SYNAPTICS INC CV 00.5000 06/15/2022 | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% |
| 0.32 R ISWP GBL6M P 07/16/2030 | 0.01% |
| 0.321 R ISWP GBL6M P 07/16/2030 | 0.01% |
| AUD/USD 01/20/2021 SSBT | 0.01% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.01% |
| CAS 2015-C01 2M2 04.6993 02/25/2025 | 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 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| GNR 2019-99 KS IO 05.8986 08/20/2049 | 0.01% |
| IOS.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% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.01% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.01% |
| AUD/USD 01/20/2021 UBS | 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.BB.8 2057-10-17 500.0 10/17/2057 GS | 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-.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% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| NOK/USD 12/16/2020 JPMCB | 0.01% |
| SEK/USD 12/16/2020 BCAP-FX | 0.01% |
| 0.76125 R ISWP NFIX3MID P 06/05/2030 | 0.01% |
| AUD/USD 01/20/2021 RBSF | 0.01% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.01% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.01% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.01% |
| CLP/USD 01/20/2021 CITI | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 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-.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 JP | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| EUR/NOK PUT 10.45 20210423 UBS | 0.01% |
| EUR/USD CALL 1.23 20210215 BANKAM | 0.01% |
| EUR/USD CALL 1.23 20210215 UBS | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| PLURALSIGHT CV 00.3750 03/01/2024 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% |
| USD/CAD PUT 1.285 20210127 GSFX | 0.01% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% |
| 1.263 R ISWP US0003M P 10/23/2050 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 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 CG | 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 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| EUR/USD CALL 1.23 20210301 MSCIL | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| KRW/USD 02/17/2021 JPMCB | 0.01% |
| SEK/USD 12/16/2020 SSBT | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| USD/SGD PUT 1.3425 20210413 JPMCB | 0.01% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| 0.85 R ISWP FWD AUDBB6M P 12/16/2030 | 0.00% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.00% |
| 1.2545 R ISWP US0003M P 10/23/2050 | 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| CPURNSA R 1.922 P 09/24/40 | 0.00% |
| EUR/NOK PUT 10.45 20210323 CSI-FX | 0.00% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.00% |
| FNW 1998-W2 X IO 00.0000 06/25/2028 | 0.00% |
| GBP/USD 12/16/2020 MSCIL | 0.00% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.00% |
| JPY/USD 11/18/2020 UBS | 0.00% |
| KRW/USD 02/17/2021 HSBCB | 0.00% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.00% |
| SEK/USD 12/16/2020 CITI | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| USD/SGD PUT 1.345 20210323 HSBCB | 0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| EUR/USD 12/16/2020 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 GSFX | 0.00% |
| EUR/USD 12/16/2020 WPAC | 0.00% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPY/USD 11/18/2020 HSBCB | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| TWD/USD 02/17/2021 JPMCB | 0.00% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | 0.00% |
| 0.84005 R ISWP US0003M P 10/28/2030 | 0.00% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| AUD/USD 01/20/2021 JPMCB | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 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% |
| GBP/USD 12/16/2020 HSBCB | 0.00% |
| SEK/USD 12/16/2020 RBSF | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | 0.00% |
| CAD/USD 01/20/2021 JPMCB | 0.00% |
| CAD/USD 01/20/2021 TDBK | 0.00% |
| CAS 2014-C04 2M2 05.1493 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.1493 05/25/2025 | 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.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| JPY/USD 11/18/2020 BCAP-FX | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| NZD/USD 01/20/2021 SSBT | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| -0.518 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.60 R ISWP FWD NFIX3MID P 12/16/2030 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| AUD/USD 01/20/2021 GSFX | 0.00% |
| CAD/USD 01/20/2021 BANKAM | 0.00% |
| CAD/USD 01/20/2021 BCAP-FX | 0.00% |
| CAD/USD 01/20/2021 CSI-FX | 0.00% |
| CAD/USD 01/20/2021 SSBT | 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-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| CPURNSA R 2.028 P 10/08/40 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1725 05/15/2038 | 0.00% |
| CZK/USD 12/16/2020 GSFX | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| FNW 1998-W5 X IO 00.7814 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2839 10/25/2043 | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 11/18/2020 CITI | 0.00% |
| JPY/USD 11/18/2020 GSFX | 0.00% |
| NZD/USD 01/20/2021 CITI | 0.00% |
| NZD/USD 01/20/2021 RBSF | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 5WX5Y P 0.42 USD 11/12/2020 GS | 0.00% |
| SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | 0.00% |
| TWD/USD 02/17/2021 GSFX | 0.00% |
| -0.30 R ISWP FWD CHL6M P 12/16/2030 | 0.00% |
| -0.61 R ISWP FWD CHL6M P 12/16/2025 | 0.00% |
| 0.20 R ISWP FWD SONIA P 12/16/2030 | 0.00% |
| 0.30 R ISWP FWD SES3M P 12/16/2030 | 0.00% |
| 0.655 R ISWP NOKOIB6M P 07/10/2025 | 0.00% |
| 0.655 R ISWP NOKOIB6M P 07/13/2025 | 0.00% |
| 1.05 R ISWP FWD CDOR03 P 12/16/2030 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| AUD/USD 01/20/2021 CSI-FX | 0.00% |
| AUD/USD 01/20/2021 WPAC | 0.00% |
| BACM 2007-1 XW IO 00.4255 01/15/2049 | 0.00% |
| CAD/USD 01/20/2021 CITI | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CHF/USD 12/16/2020 HSBCB | 0.00% |
| CHF/USD 12/16/2020 RBSF | 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% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 BANKAM | 0.00% |
| FSPC T-8 A9 IO 00.4365 11/15/2028 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| HKD/USD 11/18/2020 BANKAM | 0.00% |
| HKD/USD 11/18/2020 CITI | 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 BANKAM | 0.00% |
| JPY/USD 11/18/2020 RBSF | 0.00% |
| LBUBS 2007-C2 XW IO 00.1645 02/15/2040 | 0.00% |
| NOK/USD 12/16/2020 GSFX | 0.00% |
| NZD/USD 01/20/2021 CSI-FX | 0.00% |
| NZD/USD 01/20/2021 GSFX | 0.00% |
| NZD/USD 01/20/2021 HSBCB | 0.00% |
| NZD/USD 01/20/2021 JPMCB | 0.00% |
| NZD/USD 01/20/2021 TDBK | 0.00% |
| NZD/USD 01/20/2021 WPAC | 0.00% |
| SEK/USD 12/16/2020 HSBCB | 0.00% |
| SEK/USD 12/16/2020 TDBK | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 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 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | 0.00% |
| WBCMT 2006-C29 IO IO 00.2657 11/15/2048 | 0.00% |
| -0.456 R ISWP FWD EUR006M P 12/16/2025 | -0.00% |
| -0.741 R ISWP FWD CHL6M P 12/16/2022 | -0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | -0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | -0.00% |
| 0.6925 R ISWP NOKOIB6M P 06/29/2025 | -0.00% |
| 0.95 R ISWP FWD NOKOIB6M P 12/16/2030 | -0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.00% |
| AUD/USD PUT 0.675 20201118 BANKAM | -0.00% |
| CAD/USD 01/20/2021 HSBCB | -0.00% |
| CAD/USD 01/20/2021 MSCIL | -0.00% |
| CAD/USD 01/20/2021 RBSF | -0.00% |
| CAD/USD 01/20/2021 UBS | -0.00% |
| CHF/USD 12/16/2020 MSCIL | -0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 02/18/2021 JPMCB | -0.00% |
| CNH/USD 02/18/2021 WPAC | -0.00% |
| EUR/USD 12/16/2020 MSCIL | -0.00% |
| GBP/USD 12/16/2020 BCAP-FX | -0.00% |
| GBP/USD 12/16/2020 JPMCB | -0.00% |
| GBP/USD 12/16/2020 RBSF | -0.00% |
| JPY/USD 11/18/2020 WPAC | -0.00% |
| NZD/USD 01/20/2021 BCAP-FX | -0.00% |
| SEK/USD 12/16/2020 JPMCB | -0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| USD/SGD PUT 1.31 20210323 HSBCB | -0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | -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% |
| CHF/USD 12/16/2020 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.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/SEK PUT 9.90 20210323 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 HSBCB | -0.00% |
| EUR/USD CALL 1.27 20210215 BANKAM | -0.00% |
| EUR/USD CALL 1.27 20210215 UBS | -0.00% |
| EUR/USD CALL 1.27 20210301 MSCIL | -0.00% |
| GBP/USD PUT 1.20 20201218 BANKAM | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| JPY/USD 11/18/2020 SSBT | -0.00% |
| NOK/USD 12/16/2020 HSBCB | -0.00% |
| NZD/USD 01/20/2021 BANKAM | -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% |
| USD/SGD PUT 1.305 20210413 JPMCB | -0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | -0.00% |
| 0.225 R ISWP US0003M P 10/19/2022 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.15 R ISWP US0003M P 09/30/2040 | -0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.00% |
| AUD/USD 01/20/2021 MSCIL | -0.00% |
| CAD/USD 01/20/2021 GSFX | -0.00% |
| CHF/USD 12/16/2020 GSFX | -0.00% |
| CHF/USD 12/16/2020 TDBK | -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% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| JPY/USD 11/18/2020 JPMCB | -0.00% |
| NOK/USD 12/16/2020 SSBT | -0.00% |
| NZD/USD 01/20/2021 UBS | -0.00% |
| NZD/USD CALL 0.725 20210323 HSBCB | -0.00% |
| SEK/USD 12/16/2020 MSCIL | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 5WX5Y R 0.42 USD 11/12/2020 GS | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| USD/CAD PUT 1.26 20210127 GSFX | -0.00% |
| AUD/USD 01/20/2021 TDBK | -0.00% |
| CHF/USD 12/16/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| EUR/USD 12/16/2020 CITI | -0.00% |
| EUR/USD CALL 1.25 20210323 HSBCB | -0.00% |
| GBP/USD 12/16/2020 GSFX | -0.00% |
| NOK/USD 12/16/2020 MSCIL | -0.00% |
| NZD/USD 01/20/2021 MSCIL | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% |
| CHF/USD 12/16/2020 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.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-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| CZK/USD 12/16/2020 BANKAM | -0.00% |
| SEK/USD 12/16/2020 UBS | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.00% |
| -0.15 R ISWP FWD EUR006M P 12/16/2030 | -0.01% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | -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.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 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| USD/KRW PUT 1085.00 20210322 HSBCB | -0.01% |
| 0.36 R ISWP NFIX3MID P 06/05/2025 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -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 JP | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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% |
| CPURNSA R 1.7625 P 12/10/24 | -0.01% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| AUD/USD 01/20/2021 BANKAM | -0.01% |
| AUD/USD 01/20/2021 HSBCB | -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.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| EUR/USD 12/16/2020 UBS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| USD/MXN PUT 19.75 20210322 MSCIL | -0.01% |
| 1.00 R ISWP FWD US0003M P 09/30/2040 | -0.01% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.01% |
| SEK/USD 12/16/2020 GSFX | -0.01% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| USD/CNH PUT 6.50 20210415 MSCIL | -0.01% |
| USD/MXN PUT 19.75 20210413 JPMCB | -0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| EUR/USD 12/16/2020 JPMCB | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -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% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.01% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.02% |
| USD/MXN PUT 19.00 20210416 GSFX | -0.02% |
| 0.436 R ISWP GBL6M P 07/16/2050 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.02% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.02% |
| 0.423 R ISWP GBL6M P 07/16/2050 | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -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% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -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% |
| 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| 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 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.02% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.02% |
| 1.241 R ISWP US0003M P 10/23/2050 | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 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% |
| 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-.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 BA | -0.02% |
| OPTN FN30 2.0 11/05/20 PUT 103.1875 JPMC | -0.02% |
| OPTN FN30 2.0 12/07/20 PUT 102.71875 JPMC | -0.02% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.02% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.02% |
| 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% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.03% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -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% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| OPTN FN30 2.5 12/07/20 PUT 104.0625 JPMC | -0.04% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -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 0.925 USD 03/26/2030 BA | -0.04% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.04% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 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 | -0.04% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.04% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.04% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.04% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.04% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.05% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| 0.794 R ISWP US0003M P 08/03/2050 | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.05% |
| SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -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% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.05% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.05% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.06% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.06% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.06% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.07% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.07% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.07% |
| CPTFEMU P 1.13 R 05/15/50 | -0.07% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.08% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.08% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.08% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.09% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -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 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.09% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.09% |
| CPTFEMU P 0.935 R 05/15/40 | -0.09% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.10% |
| CPTFEMU P 0.93 R 05/15/40 | -0.10% |
| UKRPI R 3.4425 P 07/15/49 | -0.10% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.10% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.10% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.10% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.10% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.10% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.10% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -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% |
| CPURNSA P 1.6625 R 07/10/30 | -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 ML | -0.12% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.13% |
| CPURNSA P 1.586 R 06/30/30 | -0.13% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.14% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.14% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.16% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.19% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.20% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.24% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.24% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.24% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.26% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.28% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.29% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.37% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.38% |
| 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.98% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.12% |
| US 10YR ULTRA FUT DEC20 UXYZ0 | -1.48% |
| EURO-BUND FUTURE DEC20 RXZ0 | -1.65% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | -53.88% |
Fixed income statistics as of 01/31/21
| Average effective maturity | 3.54 yrs. |
|---|---|
| Average effective duration | 0.23 yrs. |
| Average yield to maturity | 5.35% |
| Average coupon | 4.87% |
Sector weightings as of 01/31/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 0.22% | 0.01 | 35.64% | 1.17 | 35.86% | 1.18 |
| Commercial MBS | 14.61% | 0.33 | 6.59% | 0.04 | 21.20% | 0.37 |
| Agency CMO | 18.37% | 0.60 | 0.33% | 0.01 | 18.70% | 0.61 |
| High-yield corporate bonds | 12.82% | 0.31 | 0.00% | 0.00 | 12.82% | 0.31 |
| Investment-grade corporate bonds | 11.89% | 0.32 | 0.00% | 0.00 | 11.89% | 0.32 |
| Residential MBS (non-agency) | 10.02% | 0.34 | 0.00% | 0.00 | 10.02% | 0.34 |
| Bank loans | 7.03% | 0.29 | 0.00% | 0.00 | 7.03% | 0.29 |
| Emerging-market bonds | 6.57% | 0.39 | 0.00% | 0.00 | 6.57% | 0.39 |
| Asset-backed securities (ABS) | 4.06% | 0.22 | 0.00% | 0.00 | 4.06% | 0.22 |
| Convertible securities | 3.04% | 0.04 | 0.00% | 0.00 | 3.04% | 0.04 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -2.20 | 0.00% | -2.20 |
| International Treasury/agency | 0.00% | 0.00 | 0.00% | 0.00 | 0.00% | 0.00 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -0.96 | 0.00% | -0.96 |
| Net cash | 11.37% | 0.00 | 0.00% | 0.00 | 11.37% | 0.00 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Maturity detail as of 01/31/21
| 0 - 1 yr. | -12.19% |
|---|---|
| 1 - 5 yrs. | 91.58% |
| 5 - 10 yrs. | 17.79% |
| 10 - 15 yrs. | 1.68% |
| Over 15 yrs. | 1.14% |
Quality rating as of 01/31/21
| AAA | 59.44% |
|---|---|
| AA | 7.47% |
| A | 5.81% |
| BBB | 15.14% |
| BB | 16.72% |
| B | 9.27% |
| CCC and Below | 3.73% |
| Not Rated | -17.58% |
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 01/31/21
| United States | 91.15% |
|---|---|
| Canada | 1.33% |
| United Kingdom | 1.26% |
| Indonesia | 0.94% |
| Kenya | 0.61% |
| Mexico | 0.50% |
| Egypt | 0.47% |
| Switzerland | 0.45% |
| Ivory Coast | 0.44% |
| Other | 2.85% |
1
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| Total expense ratio | 0.79% | 0.99% | 1.54% | 1.04% | 0.54% | 0.54% |
| What you pay | 0.79% | 0.99% | 1.54% | 1.04% | 0.54% | 0.54% |
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.