Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Prior to April 30, 2018, the fund was known as Putnam Absolute Return 300 Fund.
Fixed Income Absolute Return Fund (Class Y) (PYTRX)
Seeks positive returns with a similar level of volatility
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Highlights
Objective
The fund seeks positive total return.
Strategy and process
- Global diversification: The fund can invest across global fixed-income sectors and can adjust dynamically as opportunities change.
- Independent of indexes:The portfolio managers have the flexibility to mitigate a variety of risks, and are not constrained by traditional benchmarks.
- Risk hedging: The fund's hedging and market neutral strategies can offer volatility dampening benefits to client portfolios.
Fund price
| Net asset value (yesterday’s close) |
$9.39 0.00% | $0.00 |
| 52-week high | $9.90 (12/17/19) |
| 52-week low | $8.69 (03/23/20) |
Yield
| Distribution rate before sales charge as of 07/09/20 |
3.45% |
|---|---|
| Distribution rate after sales charge as of 07/09/20 |
3.45% |
| 30-day SEC yield as of 06/30/20 | 3.37% |
Consistency of positive performance over five years
Performance shown does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please click on the performance tab.
3.74%
Best 5-year annualized return
(for period ending 03/31/14)
0.21%
Worst 5-year annualized return
(for period ending 03/31/16)
2.31%
Average 5-year annualized return
Fund facts as of 06/30/20
Total net assets
$500.04M
$500.04M
Turnover (fiscal year end)
632%
632%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1296
1296
Fiscal year-end
October
October
CUSIP / Fund code
746764323 / 1864
746764323 / 1864
Inception date
12/23/08
12/23/08
Category
Absolute Return
Absolute Return
Open to new investors
Ticker
PYTRX
PYTRX
Management team
Chief Investment Officer, Fixed Income
Portfolio Manager
Co-Head of Fixed Income
Co-Head of Fixed Income
Literature
Performance
Total return (%) as of 06/30/20
Annual performance as of 06/30/20
Annualized Total return (%) as of 06/30/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 0.48% | 2.69% | 2.63% | 2.31% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 1.71% | 1.80% | 1.22% | 0.66% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 06/30/20 | 1.26% | - | |
| YTD as of 07/09/20 | -3.05% | - | |
Yield
| Distribution rate before sales charge as of 07/09/20 |
3.45% |
|---|---|
| Distribution rate after sales charge as of 07/09/20 |
3.45% |
| 30-day SEC yield as of 06/30/20 | 3.37% |
Volatility as of 05/31/20
| Standard deviation (3 yrs.) | 5.04% |
|---|
Morningstar Ratings™ as of 05/31/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 289 | |
| 3 yrs. | 289 | |
| 5 yrs. | 245 | |
| 10 yrs. | 79 |
Distributions
| Record/Ex dividend date | 06/18/20 |
|---|---|
| Payable date | 06/22/20 |
| Income | $0.027 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Net cash | 14.35% |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | 11.16% |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | 7.51% |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2050 | 4.15% |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2050 | 3.97% |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2050 | 3.33% |
| Gnma Gii30 Tba 04.5000 06/01/2050 | 1.28% |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | 1.02% |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | 0.89% |
| Stacr 2016-Dna3 M3 05.1683 12/25/2028 | 0.88% |
| Top 10 holdings, percent of portfolio | 48.54% |
| Top 10 holdings as of 05/31/20 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2050 | |
| Gnma Gii30 Tba 04.5000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | |
| Stacr 2016-Dna3 M3 05.1683 12/25/2028 | |
| Holdings represent 48.54% of portfolio | |
| Top 10 holdings as of 04/30/20 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2050 | |
| Gnma Gii30 Tba 04.5000 05/01/2050 | |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | |
| Holdings represent 47.18% of portfolio | |
| Top 10 holdings as of 03/31/20 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 03.5000 04/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 04/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 04/01/2050 | |
| Gnma Gii30 Tba 04.5000 04/01/2050 | |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | |
| Stacr 2016-Dna3 M3 05.9466 12/25/2028 | |
| Apple 02.0000 05/06/2020 | |
| Fnr 2017-8 Sb Io 05.1534 02/25/2047 | |
| Fnr 2017-74 Io 04.8034 10/25/2047 | |
| Holdings represent 54.74% of portfolio | |
| Top 10 holdings as of 02/29/20 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 03.0000 04/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | |
| Gnma Gii30 Tba 04.5000 03/01/2050 | |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | |
| Apple 02.0000 05/06/2020 | |
| Msbam 2013-C10 E P/P 144a 04.0827 07/15/2046 | |
| Fnr 2017-74 Io 04.1233 10/25/2047 | |
| Holdings represent 61.84% of portfolio | |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 11.16% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 07/01/2050 | 7.51% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2050 | 5.61% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 4.18% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2050 | 3.97% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2050 | 3.33% |
| T 0.0225 R 0.25 P 08/10/20 JP | 3.19% |
| GNMA GII30 TBA 04.5000 06/01/2050 | 1.28% |
| CASH MGMT BILL 00.0000 08/11/2020 | 1.17% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.89% |
| STACR 2016-DNA3 M3 05.1683 12/25/2028 | 0.88% |
| 1.70 R ISWP FWD US0003M P 03/18/2027 | 0.85% |
| FNR 2017-74 SA IO 05.5818 10/25/2047 | 0.79% |
| FNR 2017-8 SB IO 05.9318 02/25/2047 | 0.75% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.74% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.72% |
| MSBAM 2013-C10 E P/P 144A 04.0822 07/15/2046 | 0.68% |
| TREASURY BILL 00.0000 06/18/2020 | 0.63% |
| GNMA GII30 TBA 04.0000 06/01/2050 | 0.63% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.63% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.61% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.60% |
| FHR 3852 NT 05.8164 05/15/2041 | 0.60% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.60% |
| ALPHABET INC 03.6250 05/19/2021 | 0.56% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.54% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.52% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.52% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.52% |
| SPST 2020-2 A 00.9983 03/26/2021 | 0.51% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.46% |
| WESTPAC BANKING CORP USD 02.6500 01/25/2021 | 0.46% |
| CWALT 2005-59 1A1 00.5008 11/20/2035 | 0.46% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.46% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.45% |
| DBUBS 2011-LC3A D P/P 144A 05.3347 08/10/2044 | 0.44% |
| JPMCC 2012-C8 D P/P 144A 04.6707 10/15/2045 | 0.44% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.42% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.42% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.41% |
| FNR 2011-53 ST IO 05.7518 06/25/2041 | 0.41% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.40% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.39% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.38% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.38% |
| MEAD JOHNSON NUTRITION C 03.0000 11/15/2020 | 0.38% |
| TREASURY BILL 00.0000 06/11/2020 | 0.38% |
| TREASURY BILL 00.0000 08/06/2020 | 0.37% |
| CWALT 2006-OA7 1A2 02.6305 06/25/2046 | 0.37% |
| STACR 2014-HQ2 M3 03.9183 09/25/2024 | 0.36% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.36% |
| CAS 2014-C01 M2 04.5683 01/25/2024 | 0.36% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.36% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.35% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.35% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.34% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.34% |
| BANK 2018-BN10 XA IO 00.7367 02/15/2061 | 0.34% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.34% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.33% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.33% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.33% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.33% |
| FNR 2016-60 LS IO 05.9318 09/25/2046 | 0.33% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.32% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.32% |
| WFRBS 2012-C7 D P/P 144A 04.8119 06/15/2045 | 0.32% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.32% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.32% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.32% |
| QUIKRETE TLB L+250 04.1594 02/01/2027 | 0.32% |
| GNR 2016-H13 IK IO 02.6254 06/20/2066 | 0.31% |
| WFCM 2013-LC12 D P/P 144A 04.2762 07/15/2046 | 0.31% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.31% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.30% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.30% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.30% |
| GFL ENVIRONMENTAL TLB L+300 04.0000 05/31/2025 | 0.30% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.30% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.30% |
| COMM 2014-CR17 C 04.7837 05/10/2047 | 0.30% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.29% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.29% |
| CAS 2016-C02 1B 12.4183 09/25/2028 | 0.29% |
| FNR 2013-130 SD IO 06.4318 01/25/2044 | 0.29% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.29% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.29% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.28% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.28% |
| BSCMS 2006-PW11 B P/P 144A 05.7751 03/11/2039 | 0.28% |
| CAS 2016-C03 2M2 06.0683 10/25/2028 | 0.28% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.28% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.28% |
| FNR 2017-108 SA IO 05.9818 01/25/2048 | 0.28% |
| SCIENTIFIC GAMES TLB5 L+275 03.4765 08/14/2024 | 0.28% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.28% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.28% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.27% |
| ORACLE CORP 02.5000 05/15/2022 | 0.27% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.27% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.27% |
| BANK 2017-BNK9 XA IO 00.8084 11/15/2054 | 0.27% |
| COMM 2013-CR11 XA IO 00.9259 08/10/2050 | 0.27% |
| FNR 2016-88 SK IO 05.8318 12/25/2046 | 0.27% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.27% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.26% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.26% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.26% |
| FNR 2015-19 SA IO 06.0318 04/25/2045 | 0.26% |
| MSBAM 2013-C13 XA IO 00.9729 11/15/2046 | 0.26% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.26% |
| MWST 2019-1 A 00.9683 06/25/2052 | 0.26% |
| GSMS 2014-GC22 C 04.6904 06/10/2047 | 0.26% |
| STACR 2015-DNA3 B 09.5183 04/25/2028 | 0.26% |
| GNR 2011-70 WI IO 04.6793 12/20/2040 | 0.25% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.25% |
| GNR 2019-121 DS IO 05.9293 08/20/2049 | 0.25% |
| WFRBS 2012-C10 D P/P 144A 04.4288 12/15/2045 | 0.25% |
| WFRBS 2013-C15 D P/P 144A 04.4932 08/15/2046 | 0.25% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.25% |
| GNR 2017-H06 BI IO 02.3704 02/20/2067 | 0.25% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.25% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.25% |
| MRAFT 2020-2 A1 01.1700 05/30/2022 | 0.25% |
| BSCMS 2007-T26 AJ 05.4325 01/12/2045 | 0.25% |
| GNR 2018-H05 AI IO 02.5348 02/20/2068 | 0.25% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.24% |
| GNR 2015-H19 NI IO 02.0664 07/20/2065 | 0.24% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.2500 09/15/2022 | 0.24% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.24% |
| LENNAR CORP 05.8750 11/15/2024 | 0.24% |
| WFCM 2016-BNK1 XA IO 01.7544 08/15/2049 | 0.24% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.24% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.24% |
| TREASURY BILL 00.0000 07/21/2020 | 0.24% |
| SPRINT CORP 07.8750 09/15/2023 | 0.24% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.23% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.23% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.23% |
| JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.23% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.23% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.23% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.23% |
| GNR 2017-H16 BI IO 02.4272 08/20/2067 | 0.23% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.23% |
| FNR 2019-66 SC IO 05.8318 11/25/2049 | 0.23% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.22% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.22% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.22% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.22% |
| FNR 2016-65 CS IO 05.9318 09/25/2046 | 0.22% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.22% |
| TREASURY BILL 00.0000 07/23/2020 | 0.22% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.22% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.22% |
| CAS 2014-C04 1M2 05.0683 11/25/2024 | 0.22% |
| CAS 2015-C04 1M2 05.8683 04/25/2028 | 0.22% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.22% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.22% |
| GNR 2016-121 JS IO 05.9293 09/20/2046 | 0.22% |
| US BANCORP 02.6250 01/24/2022 | 0.22% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.22% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.22% |
| GNR 2018-H02 GI IO 02.3399 12/20/2067 | 0.21% |
| HCA INC 05.2500 06/15/2026 | 0.21% |
| GNR 2018-91 SJ IO 06.0793 07/20/2048 | 0.21% |
| CAS 2014-C03 2M2 03.0683 07/25/2024 | 0.21% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.21% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.21% |
| MWST 2018-W1 A 01.0183 11/25/2051 | 0.21% |
| COMM 2014-CR17 D P/P 144A 04.8474 05/10/2047 | 0.21% |
| SPST 2019-11 A 00.9183 10/24/2020 | 0.21% |
| ADS WASTE TLB L+225 03.0000 11/10/2023 | 0.21% |
| COMM 2015-LC21 XA IO 00.7044 07/10/2048 | 0.21% |
| TREASURY BILL 00.0000 08/20/2020 | 0.20% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.20% |
| INTELSAT S.A. TLB3 L+275 06.0000 11/27/2023 | 0.20% |
| TREASURY BILL 00.0000 08/13/2020 | 0.20% |
| PPD TL L+250 03.5000 08/18/2022 | 0.20% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.20% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.20% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.20% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.20% |
| MSBAM 2013-C10 F P/P 144A 04.0822 07/15/2046 | 0.20% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.20% |
| REYNOLDS TL L+175 03.4095 01/30/2027 | 0.19% |
| COMM 2015-LC19 C 04.2404 02/10/2048 | 0.19% |
| ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.19% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.19% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.19% |
| GNR 2010-116 SA IO 05.7293 09/20/2040 | 0.19% |
| GNR 2015-H15 JI IO 02.1253 06/20/2065 | 0.19% |
| GNR 2016-H23 NI IO 02.8654 10/20/2066 | 0.19% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.19% |
| ALTICE USA TLB L+225 02.4336 01/15/2026 | 0.19% |
| BANIJAY GROUP TLB L+375 05.4044 02/04/2025 | 0.19% |
| MESSER INDUST TLB L+250 03.9501 03/01/2026 | 0.19% |
| SOLENIS 1STL L+400 04.3620 06/26/2025 | 0.19% |
| WIDEOPENWEST TLB L+325 04.2500 08/19/2023 | 0.19% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.18% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.18% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.18% |
| FNR 2011-4 CS 12.5635 05/25/2040 | 0.18% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.18% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.18% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.18% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.18% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.18% |
| TALLGRASS ENERGY TL L+475 06.2001 03/11/2026 | 0.18% |
| ZOETIS INC 02.0000 05/15/2030 | 0.18% |
| CARR 2006-NC2 A4 00.4083 06/25/2036 | 0.18% |
| IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 | 0.18% |
| STACR 2015-DNA1 B 09.3683 10/25/2027 | 0.18% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.18% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.18% |
| CASH MGMT BILL 00.0000 08/25/2020 | 0.17% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.17% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.17% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.17% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.17% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.17% |
| GNR 2015-H09 BI IO 01.8517 03/20/2065 | 0.17% |
| GNR 2016-H02 BI IO 02.2578 11/20/2065 | 0.17% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.17% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.17% |
| JPMBB 2014-C24 XA IO 00.9196 11/15/2047 | 0.17% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.17% |
| COMM 2014-CR20 XA IO 01.0257 11/10/2047 | 0.17% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.17% |
| GNR 2015-H25 AI IO 01.7695 09/20/2065 | 0.17% |
| GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.17% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.17% |
| PFIZER INC 01.9500 06/03/2021 | 0.17% |
| RESTAURANT BRANDS TLB L+175 03.5080 11/19/2026 | 0.17% |
| GNR 2015-H25 EI IO 02.0148 10/20/2065 | 0.17% |
| GNR 2010-125 SD IO 06.4979 01/16/2040 | 0.17% |
| RALI 2006-QO5 1A1 00.3833 05/25/2046 | 0.17% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.17% |
| TRANSDIGM INC TLF L+225 03.9094 12/09/2025 | 0.17% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.17% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.17% |
| MSC 2016-UB12 XA IO 00.7648 12/15/2049 | 0.17% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.17% |
| TREASURY BILL 00.0000 09/10/2020 | 0.17% |
| CASH MGMT BILL 00.0000 09/08/2020 | 0.16% |
| UBSBB 2012-C3 C P/P 144A 05.0303 08/10/2049 | 0.16% |
| AHM 2007-1 GA1C 00.3583 05/25/2047 | 0.16% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.16% |
| FNR 2016-83 BS IO 05.9318 11/25/2046 | 0.16% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.16% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.16% |
| GNR 2018-H13 NI IO 02.6623 08/20/2068 | 0.16% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.16% |
| MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.16% |
| STARS GROUP TLB L+350 04.9501 07/10/2025 | 0.16% |
| GNR 2016-77 SC IO 05.9293 10/20/2045 | 0.16% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.16% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.16% |
| SPST 2019-WL1 A 00.8183 08/25/2052 | 0.16% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.16% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.16% |
| CMLTI 2007-AMC3 A2D 00.5183 03/25/2037 | 0.16% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.16% |
| CSC HOLDINGS TLB L+225 02.4336 07/17/2025 | 0.16% |
| CAS 2018-C02 2M2 02.3683 08/25/2030 | 0.16% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.16% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.16% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.16% |
| WFRBS 2011-C4 D P/P 144A 05.2210 06/15/2044 | 0.16% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.16% |
| GNR 2018-H02 EI IO 02.3756 01/20/2068 | 0.15% |
| JPMBB 2014-C25 D P/P 144A 03.9456 11/15/2047 | 0.15% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.15% |
| CALPINE CONS FIN TL L+200 02.1736 01/15/2025 | 0.15% |
| CAS 2019-HRP1 M2 02.3183 11/25/2039 | 0.15% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.15% |
| CAS 2016-C03 1B 11.9183 10/25/2028 | 0.15% |
| UBSBB 2013-C5 XA IO P/P 144A 00.9463 03/10/2046 | 0.15% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.15% |
| MCAS 2019-01 M10 P/P 144A 03.4183 10/15/2049 | 0.15% |
| WFRBS 2012-C10 E P/P 144A 04.4288 12/15/2045 | 0.15% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.15% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.15% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.15% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.15% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.15% |
| COMM 2015-CR23 XA IO 00.9019 05/10/2048 | 0.14% |
| WAMU 2005-AR13 A1C3 00.6583 10/25/2045 | 0.14% |
| CHARTER COMM TLB2 L+175 03.6391 02/01/2027 | 0.14% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.14% |
| JPMBB 2014-C18 C 04.8102 02/15/2047 | 0.14% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.14% |
| MSBAM 2014-C14 C 04.9464 02/15/2047 | 0.14% |
| WFCM 2014-LC16 XA IO 01.1058 08/15/2050 | 0.14% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.14% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.14% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.14% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7151 11/15/2045 | 0.14% |
| COMM 2014-CR19 XA IO 01.0062 08/10/2047 | 0.14% |
| COMM 2014-UBS6 XA IO 00.8907 12/10/2047 | 0.14% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.14% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.14% |
| BERRY PLASTICS TLW L+200 03.9403 10/01/2022 | 0.14% |
| CGCMT 2019-GC43 X IO 00.6298 11/10/2052 | 0.14% |
| AES CORP/THE 05.1250 09/01/2027 | 0.14% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.14% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.14% |
| GARDNER DENVER TLB L+175 03.4109 02/28/2027 | 0.14% |
| STACR 2018-DNA2 B1 03.8683 12/25/2030 | 0.14% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.14% |
| UBSCM 2017-C7 XA IO 01.0520 12/15/2050 | 0.14% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.13% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.13% |
| STACR 2015-DNA2 B 07.7183 12/25/2027 | 0.13% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.13% |
| TREASURY BILL 00.0000 06/25/2020 | 0.13% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.13% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.13% |
| SAMI 2007-AR1 2A1 00.3483 01/25/2037 | 0.13% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.13% |
| BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.13% |
| MSBAM 2013-C12 E P/P 144A 04.7655 10/15/2046 | 0.13% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.13% |
| GNR 2016-H22 AI IO 02.8073 10/20/2066 | 0.13% |
| UNIVISION TLC5 L+275 03.7500 03/15/2024 | 0.13% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.13% |
| MSBAM 2012-C5 E P/P 144A 04.6763 08/15/2045 | 0.13% |
| MSBAM 2015-C26 XA IO 01.0247 10/15/2048 | 0.13% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.13% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.13% |
| CSAIL 2015-C1 XA IO 00.8354 04/15/2050 | 0.13% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.13% |
| JPMCC 2013-C10 XA IO 00.9725 12/15/2047 | 0.13% |
| CSAIL 2015-C1 D P/P 144A 03.7695 04/15/2050 | 0.13% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.12% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.12% |
| WFCM 2013-LC12 C 04.2762 07/15/2046 | 0.12% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.12% |
| GNR 2015-H28 DI IO 01.7022 08/20/2065 | 0.12% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.12% |
| WFCM 2015-NXS3 B 04.5427 09/15/2057 | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.12% |
| CAS 2020-R01 1B1 03.4183 01/25/2040 | 0.12% |
| FHR 4922 SB IO 05.8664 04/25/2049 | 0.12% |
| HILTON TLB L+175 01.9183 06/21/2026 | 0.12% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.12% |
| VICI PROPERTIES TL L+175 01.9230 12/22/2024 | 0.12% |
| GNR 2016-H08 AI IO 01.9831 08/20/2065 | 0.12% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.12% |
| CWALT 2005-27 1A1 02.2321 08/25/2035 | 0.12% |
| LENNAR CORP 04.7500 11/15/2022 | 0.12% |
| FNR 2018-86 DS IO 05.9318 12/25/2048 | 0.12% |
| STACR 2016-DNA1 B 10.1683 07/25/2028 | 0.12% |
| BBCMS 2019-C4 XA IO 01.5997 08/15/2052 | 0.12% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.12% |
| GSMS 2015-GC30 XA IO 00.7526 05/10/2050 | 0.11% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.11% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.11% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.11% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.11% |
| WAMU 2005-AR14 1A2 03.8314 12/25/2035 | 0.11% |
| GNR 2014-H14 CI IO 01.7386 07/20/2064 | 0.11% |
| MSBAM 2014-C15 D P/P 144A 04.9076 04/15/2047 | 0.11% |
| TREASURY BILL 00.0000 07/09/2020 | 0.11% |
| UBSC 2011-C1 D P/P 144A 06.0504 01/10/2045 | 0.11% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.11% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.11% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.11% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.11% |
| CGCMT 2014-GC19 X IO 01.1483 03/10/2047 | 0.11% |
| GSMS 2014-GC18 XA IO 01.0110 01/10/2047 | 0.11% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.11% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.11% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.11% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.11% |
| MSBAM 2012-C6 D P/P 144A 04.6070 11/15/2045 | 0.11% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.10% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.10% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.10% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.10% |
| CF 2019-CF3 XA IO 00.7210 01/15/2053 | 0.10% |
| GNR 2015-H10 EI IO 01.7749 04/20/2065 | 0.10% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.10% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.10% |
| CPTFEMU P 1.71 R 07/15/37 | 0.10% |
| CWALT 2006-OA10 2A1 00.3583 08/25/2046 | 0.10% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.10% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.10% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.10% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.10% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.10% |
| CMLTI 2007-AR5 1A1A 03.9733 04/25/2037 | 0.10% |
| HVMLT 2005-2 1A 00.6924 05/19/2035 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| CAS 2018-C03 1M2 02.3183 10/25/2030 | 0.10% |
| GNR 2015-H18 IA IO 01.9985 06/20/2065 | 0.10% |
| GNR 2017-H11 NI IO 01.5755 05/20/2067 | 0.10% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.10% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.10% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.10% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% |
| GNR 2017-H03 DI IO 02.7285 12/20/2066 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.09% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.09% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.09% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.09% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.09% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.09% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.09% |
| CFCRE 2016-C4 XA IO 01.6971 05/10/2058 | 0.09% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.09% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.09% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.09% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.09% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.09% |
| CFCRE 2011-C2 D P/P 144A 05.7391 12/15/2047 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.09% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.09% |
| WAMU 2005-AR10 1A3 04.1333 09/25/2035 | 0.09% |
| NETFLIX INC 05.5000 02/15/2022 | 0.09% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.09% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.09% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.08% |
| CAS 2018-C05 1M2 02.5183 01/25/2031 | 0.08% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.08% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.08% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.08% |
| COMM 2015-CR22 XA IO 00.8909 03/10/2048 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| TREASURY BILL 00.0000 07/14/2020 | 0.08% |
| CWALT 2006-OA7 1A1 01.3400 06/25/2046 | 0.08% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.08% |
| APPLE INC 02.8500 05/06/2021 | 0.08% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.08% |
| SAMI 2006-AR7 A1A 00.3783 08/25/2036 | 0.08% |
| GRIFOLS TLB L+200 03.7996 11/15/2027 | 0.08% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.08% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.08% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.08% |
| CGCMT 2014-GC21 X IO 01.1739 05/10/2047 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| UKRPI P 3.665 R 12/15/28 | 0.08% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.08% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.08% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.08% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.08% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.08% |
| CGCMT 2014-GC19 D P/P 144A 05.0917 03/10/2047 | 0.07% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.07% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.07% |
| WFRBS 2012-C10 C 04.3638 12/15/2045 | 0.07% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.07% |
| CAS 2017-C02 2B1 05.6683 09/25/2029 | 0.07% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.07% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.07% |
| GSMS 2014-GC24 D P/P 144A 04.5316 09/10/2047 | 0.07% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.07% |
| CAS 2018-C06 2M2 02.2683 03/25/2031 | 0.07% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.07% |
| STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.07% |
| CGCMT 2013-GC17 X IO 01.0333 11/10/2046 | 0.07% |
| CWHL 2005-3 1A1 00.7883 04/25/2035 | 0.07% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.07% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.07% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.07% |
| SEK/USD 06/17/2020 SSBT | 0.07% |
| STATE OF QATAR P/P 144A 03.4000 04/16/2025 | 0.07% |
| COMM 2014-LC15 XA IO 01.0933 04/10/2047 | 0.07% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.07% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.07% |
| GSAA 2005-15 2A2 00.4183 01/25/2036 | 0.07% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.07% |
| ELDORADO RESORTS TLB L+225 03.2500 04/17/2024 | 0.06% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.06% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% |
| GNR 2011-H15 AI IO 01.6857 06/20/2061 | 0.06% |
| GNR 2017-H14 DI IO 01.8658 06/20/2067 | 0.06% |
| ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 0.06% |
| AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.06% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.06% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.06% |
| WESTERN DIGITAL TLB L+175 01.9236 04/29/2023 | 0.06% |
| GNR 2017-H02 BI IO 02.4424 01/20/2067 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| MSBAM 2013-C10 D P/P 144A 04.0822 07/15/2046 | 0.06% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.06% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.06% |
| CINEWORLD TLB L+300 04.6653 02/07/2027 | 0.06% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.06% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.06% |
| GNR 2011-H08 GI IO 01.4204 03/20/2061 | 0.06% |
| CAS 2017-C05 1B1 03.7683 01/25/2030 | 0.06% |
| COMM 2013-CR13 E P/P 144A 04.8878 11/10/2046 | 0.06% |
| GNR 2011-17 S IO 05.8793 02/20/2041 | 0.06% |
| JPALT 2007-A2 12A1 00.3683 06/25/2037 | 0.06% |
| JPMCC 2012-LC9 D P/P 144A 04.4181 12/15/2047 | 0.06% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.06% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.06% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.06% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.06% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% |
| CAS 2014-C02 2M2 02.7683 05/25/2024 | 0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.06% |
| TREASURY BILL 00.0000 06/04/2020 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.06% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.06% |
| ATOTECH TLB1 L+300 04.4501 01/31/2024 | 0.05% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.05% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.05% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.05% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| JPMBB 2014-C19 XA IO 00.7478 04/15/2047 | 0.05% |
| STACR 2016-HQA2 M3B 05.3183 11/25/2028 | 0.05% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.05% |
| CAS 2019-R01 2M2 02.6183 07/25/2031 | 0.05% |
| CAS 2020-R02 2M2 03.6609 01/25/2040 | 0.05% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.05% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.05% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.05% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.05% |
| STACR 2018-HQA1 M2 02.4683 09/25/2030 | 0.05% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.05% |
| STACR 2017-DNA2 B1 05.3183 10/25/2029 | 0.05% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.05% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.05% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| VISTRA ENERGY TLB3 L+175 01.9253 12/01/2025 | 0.05% |
| CAS 2018-C01 1M2 02.4183 07/25/2030 | 0.05% |
| FHR 2990 LB 16.4763 06/15/2034 | 0.05% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.05% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.05% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.05% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.05% |
| COMM 2014-UBS4 XA IO 01.1053 08/10/2047 | 0.05% |
| STACR 2016-HQA1 M3 06.5183 09/25/2028 | 0.05% |
| STACR 2019-DNA1 M2 02.8183 01/25/2049 | 0.05% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.04% |
| STACR 2018-HQA1 B1 04.5183 09/25/2030 | 0.04% |
| TRANSDIGM INC TLE L+225 05/30/2025 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.04% |
| MEREDITH TLB L+250 04.1653 01/31/2025 | 0.04% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.04% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% |
| 0.70 R ISWP FWD US0003M P 06/17/2025 | 0.04% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.04% |
| STACR 2015-DN1 M3 04.3183 01/25/2025 | 0.04% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.04% |
| GNR 2016-H11 HI IO 02.1037 01/20/2066 | 0.04% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.04% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| MSC 2012-C4 E P/P 144A 05.4190 03/15/2045 | 0.04% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.04% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.04% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7641 09/10/2045 | 0.04% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.04% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.04% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.04% |
| CWALT 2006-OA10 4A1 00.3583 08/25/2046 | 0.04% |
| JPMCC 2007-CB20 E P/P 144A 06.1688 02/12/2051 | 0.04% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.04% |
| GNR 2013-99 VS IO 05.9179 07/16/2043 | 0.04% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.04% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.04% |
| FNR 2007-53 SP 23.5831 06/25/2037 | 0.04% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.04% |
| SEK/USD 06/17/2020 GSFX | 0.04% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.04% |
| COMM 2012-CR3 E P/P 144A 04.7511 10/15/2045 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.04% |
| CAS 2015-C01 1M2 04.4683 02/25/2025 | 0.04% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.04% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.04% |
| DIVERSEY TL L+300 03.7586 09/06/2024 | 0.03% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.03% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.03% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% |
| UKRPI P 3.34 R 03/15/28 | 0.03% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.03% |
| ENVESTNET INC CV 01.7500 06/01/2023 | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| UBSBB 2012-C2 XA IO P/P 144A 01.3007 05/10/2063 | 0.03% |
| WFRBS 2011-C4 E P/P 144A 05.2210 06/15/2044 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.03% |
| UKRPI P 3.385 R 11/15/24 | 0.03% |
| UKRPI P 3.4025 R 03/15/28 | 0.03% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.03% |
| BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| ZYNGA INC P/P 144A CV 00.2500 06/01/2024 | 0.03% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.03% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.03% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.03% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| GNR 2020-15 CS IO 05.8793 12/02/2021 | 0.03% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.03% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.03% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.03% |
| Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.03% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.03% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.03% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.03% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| CPURNSA R 0.77 P 03/11/25 | 0.02% |
| II-VI INC CV 00.2500 09/01/2022 | 0.02% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6789 11/15/2044 | 0.02% |
| WIX LTD USD 00.0000 07/01/2023 | 0.02% |
| CHEGG INC CV 00.1250 03/15/2025 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FHR 3249 PS 21.6690 12/15/2036 | 0.02% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.02% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.02% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.02% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.02% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.02% |
| EUR/GBP CALL 0.90 20200803 UBS | 0.02% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.02% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.02% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.02% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| CPURNSA R 0.41 P 03/18/25 | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| FNR 2005-75 GS 19.7453 08/25/2035 | 0.02% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| STACR 2019-DNA2 M2 02.6183 03/25/2049 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| MSC 2012-C4 XA IO P/P 144A 02.0674 03/15/2045 | 0.02% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.02% |
| AUD/USD 07/15/2020 HSBCB | 0.02% |
| FHR 2976 LC 23.7467 05/15/2035 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| STACR 2018-HQA2 M2 02.4683 10/25/2048 | 0.02% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.02% |
| 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.02% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.02% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.02% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.02% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.02% |
| GBP/USD 06/17/2020 SSBT | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.02% |
| WAYFAIR INC CV 01.1250 11/01/2024 | 0.02% |
| AUD/USD 07/15/2020 WPAC | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| EUR/GBP CALL 0.91 20200818 BANKAM | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.02% |
| NCL CORP LTD P/P 144A CV 06.0000 05/15/2024 | 0.02% |
| REALPAGE INC CV 01.5000 05/15/2025 | 0.02% |
| SWPTN 3MX5Y R 0.439 USD 08/06/2020 CI | 0.02% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.02% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.02% |
| CAS 2015-C01 2M2 04.7183 02/25/2025 | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.02% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.02% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.02% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.02% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.02% |
| WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.02% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.02% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.02% |
| 0.30 R ISWP FWD SONIA P 06/17/2025 | 0.02% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.02% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.02% |
| NZD/USD 07/15/2020 UBS | 0.02% |
| OPTN FN30 2.5 06/04/20 CALL 103.96875 JPMC | 0.02% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.02% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 0.02% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.01% |
| GBP/USD 06/17/2020 JPMCB | 0.01% |
| GNR 2019-78 SJ IO 05.8793 06/20/2049 | 0.01% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.01% |
| IRONWOOD PHAR P/P 144A CV 01.5000 06/15/2026 | 0.01% |
| NZD/USD 07/15/2020 SSBT | 0.01% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.01% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% |
| SWPTN 3MX30Y R 0.794 USD 07/30/2020 JP | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CAS 2015-C02 2M2 04.1683 05/25/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.01% |
| CAD/USD 07/15/2020 GSFX | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.01% |
| AUD/USD 07/15/2020 TDBK | 0.01% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.01% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| CPTFEMU R 0.655 P 05/15/30 | 0.01% |
| FNR 2005-74 NK 26.6588 05/25/2035 | 0.01% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| GNR 2019-99 KS IO 05.8793 08/20/2049 | 0.01% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.01% |
| 0.71729 R ISWP US0003M P 05/21/2030 | 0.01% |
| 0.7176 R ISWP US0003M P 05/21/2030 | 0.01% |
| 8X8 INC CV 00.5000 02/01/2024 | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.01% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| TREASURY BILL 00.0000 09/17/2020 | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
| EUR/USD CALL 1.14 20201118 BANKAM | 0.01% |
| EUR/USD CALL 1.14 20201118 GSFX | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GBP/USD 06/17/2020 BCAP-FX | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| RUB/USD 09/16/2020 GSFX | 0.01% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| ASCENT RESOURCES TLB L+650 07.5000 03/30/2023 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| IDR/USD 08/19/2020 BCAP-FX | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.90 R ISWP FWD CDOR03 P 06/17/2025 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.01% |
| CPTFEMU R 0.961 P 05/15/40 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NZD/USD 07/15/2020 BCAP-FX | 0.01% |
| PLURALSIGHT CV 00.3750 03/01/2024 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| SWPTN 3MX5Y P 0.439 USD 08/06/2020 CI | 0.01% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.01% |
| 0.835 R ISWP US0003M P 05/15/2050 | 0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% |
| 1.20 R ISWP FWD AUDBB6M P 06/17/2030 | 0.01% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| FNW 1998-W2 X IO 06.9543 06/25/2028 | 0.01% |
| GBP/USD 06/17/2020 CSI-FX | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| GBP/USD 06/17/2020 HSBCB | 0.00% |
| GBP/USD 06/17/2020 TDBK | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 BC | 0.00% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.00% |
| NZD/USD 07/15/2020 BANKAM | 0.00% |
| OPTN FN30 2.5 06/04/20 CALL 104.1875 JPMC | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| 0.25 R ISWP FWD SES3M P 06/17/2030 | 0.00% |
| 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | 0.00% |
| AUD/USD 07/15/2020 BANKAM | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CPURNSA R 0.835 P 04/30/25 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1730 05/15/2038 | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.00% |
| GBP/USD 06/17/2020 GSFX | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y P 0.445 EUR 03/27/2030 GS | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.00% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | 0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | 0.00% |
| 0.62 R ISWP US0003M P 05/19/2030 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| AUD/USD PUT 0.62 20200715 GSFX | 0.00% |
| CAS 2015-C02 1M2 04.1683 05/25/2025 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CPURNSA R 0.8525 P 05/01/25 | 0.00% |
| GBP/USD 06/17/2020 WPAC | 0.00% |
| NZD/USD 07/15/2020 WPAC | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| TWD/USD 08/19/2020 BANKAM | 0.00% |
| USD/JPY PUT 106.00 20200701 BANKAM | 0.00% |
| 0.10 R ISWP FWD SES3M P 06/17/2025 | 0.00% |
| 0.3125 R ISWP SES3M P 03/02/2030 | 0.00% |
| 0.4035 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.615 R ISWP US0003M P 05/15/2030 | 0.00% |
| 0.6195 R ISWP US0003M P 05/15/2030 | 0.00% |
| 0.6915 R ISWP US0003M P 04/22/2030 | 0.00% |
| 0.9065 R ISWP US0003M P 05/14/2050 | 0.00% |
| CAD/USD 07/15/2020 RBSF | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CPURNSA P 1.345 R 04/30/30 | 0.00% |
| CPURNSA P 1.3475 R 05/01/30 | 0.00% |
| EUR/USD 06/17/2020 BANKAM | 0.00% |
| FNW 1998-W5 X IO 00.6385 07/25/2028 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| NZD/USD 07/15/2020 TDBK | 0.00% |
| -0.15 R ISWP FWD EUR006M P 06/17/2030 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.3725 R ISWP US0003M P 05/14/2025 | 0.00% |
| 0.39537 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.39637 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.399 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.3998 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.401 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.4016 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.664 R ISWP US0003M P 04/24/2030 | 0.00% |
| 0.66726 R ISWP US0003M P 04/24/2030 | 0.00% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.00% |
| AUD/USD 07/15/2020 GSFX | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2862 10/25/2043 | 0.00% |
| GBP/USD 06/17/2020 CITI | 0.00% |
| HKD/USD 08/19/2020 SSBT | 0.00% |
| INR/USD 08/19/2020 HSBCB | 0.00% |
| JPY/USD 08/19/2020 SSBT | 0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% |
| -0.30 R ISWP FWD CHL6M P 06/17/2030 | 0.00% |
| -0.60 R ISWP FWD CHL6M P 06/17/2025 | 0.00% |
| 0.07 R ISWP SES3M P 03/02/2022 | 0.00% |
| 0.80 R ISWP FWD US0003M P 06/17/2030 | 0.00% |
| 0.90 R ISWP FWD AUDBB6M P 06/17/2025 | 0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% |
| 1.00 R ISWP FWD CDOR03 P 06/17/2030 | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| BACM 2007-1 XW IO 00.2916 01/15/2049 | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| EUR/CHF PUT 1.00 20200615 GSFX | 0.00% |
| EUR/CHF PUT 1.03 20200615 GSFX | 0.00% |
| FSPC T-8 A9 IO 00.4218 11/15/2028 | 0.00% |
| GBP/USD 06/17/2020 RBSF | 0.00% |
| GBP/USD 06/17/2020 UBS | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| HKD/USD 08/19/2020 BANKAM | 0.00% |
| HKD/USD 08/19/2020 HSBCB | 0.00% |
| HKD/USD 08/19/2020 TDBK | 0.00% |
| HKD/USD 08/19/2020 UBS | 0.00% |
| INFOR TLB6 L+275 03.7500 02/01/2022 | 0.00% |
| JPY/USD 08/19/2020 BANKAM | 0.00% |
| JPY/USD 08/19/2020 CITI | 0.00% |
| JPY/USD 08/19/2020 GSFX | 0.00% |
| JPY/USD 08/19/2020 JPMCB | 0.00% |
| JPY/USD 08/19/2020 WPAC | 0.00% |
| LBUBS 2007-C2 XW IO 00.1667 02/15/2040 | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 0.00% |
| NZD/USD 07/15/2020 JPMCB | 0.00% |
| NZD/USD 07/15/2020 RBSF | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.00% |
| SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | 0.00% |
| SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% |
| SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | 0.00% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.00% |
| USD/JPY PUT 102.00 20200701 BANKAM | 0.00% |
| WBCMT 2006-C29 IO IO 00.2664 11/15/2048 | 0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | -0.00% |
| 0.334 R ISWP US0003M P 05/15/2025 | -0.00% |
| CAD/USD 07/15/2020 CITI | -0.00% |
| CAD/USD 07/15/2020 WPAC | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| JPY/USD 08/19/2020 BCAP-FX | -0.00% |
| JPY/USD 08/19/2020 HSBCB | -0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | -0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | -0.00% |
| -0.30 R ISWP FWD EUR006M P 06/17/2025 | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.00% |
| 0.65 R ISWP US0003M P 05/26/2030 | -0.00% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.00% |
| CAD/USD 07/15/2020 BCAP-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CZK/USD 06/17/2020 BANKAM | -0.00% |
| JPY/USD 08/19/2020 UBS | -0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | -0.00% |
| 0.6732 R ISWP US0003M P 05/14/2030 | -0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.00% |
| AUD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 TDBK | -0.00% |
| CAD/USD 07/15/2020 UBS | -0.00% |
| EUR/USD 06/17/2020 WPAC | -0.00% |
| NZD/USD 07/15/2020 HSBCB | -0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| 0.67619 R ISWP US0003M P 04/24/2030 | -0.00% |
| 0.678 R ISWP US0003M P 04/24/2030 | -0.00% |
| AUD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 HSBCB | -0.00% |
| CAD/USD 07/15/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/17/2020 GSFX | -0.00% |
| SGD/USD 08/19/2020 JPMCB | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| EUR/GBP CALL 0.94 20200803 UBS | -0.00% |
| EUR/GBP CALL 0.95 20200818 BANKAM | -0.00% |
| EUR/USD 06/17/2020 CITI | -0.00% |
| IOS.FN30.400.09 P USL1M R 01/12/40 GS | -0.00% |
| SWPTN 10YX10Y R 0.445 EUR 03/27/2030 GS | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.01% |
| EUR/USD 06/17/2020 CSI-FX | -0.01% |
| EUR/USD 06/17/2020 RBSF | -0.01% |
| EUR/USD 06/17/2020 TDBK | -0.01% |
| NZD/USD 07/15/2020 CITI | -0.01% |
| NZD/USD 07/15/2020 GSFX | -0.01% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.01% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.01% |
| 0.40 R ISWP FWD SONIA P 06/17/2030 | -0.01% |
| 1.10 R ISWP FWD NFIX3MID P 06/17/2030 | -0.01% |
| CHF/USD 06/17/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| 0.6935 R ISWP US0003M P 05/21/2030 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| EUR/USD 06/17/2020 BCAP-FX | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.01% |
| 0.7275 R ISWP US0003M P 04/22/2030 | -0.01% |
| AUD/USD 07/15/2020 SSBT | -0.01% |
| CAD/USD 07/15/2020 BANKAM | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.01% |
| 1.30 R ISWP FWD NOKOIB6M P 06/17/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| 0.895 R ISWP US0003M P 04/22/2030 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| EUR/USD 06/17/2020 HSBCB | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| 0.6814 R ISWP US0003M P 04/20/2030 | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| CPTFEMU P 1.13 R 05/15/50 | -0.01% |
| 0.3175 R ISWP US0003M P 05/04/2022 | -0.02% |
| 1.20 R ISWP FWD NOKOIB6M P 06/17/2025 | -0.02% |
| EUR/USD 06/17/2020 UBS | -0.02% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| 0.90 R ISWP FWD NFIX3MID P 06/17/2025 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% |
| 0.385 R ISWP US0003M P 05/21/2025 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.02% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| AUD/USD 07/15/2020 UBS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| IOS.FN30.350.14 P USL1M R 01/12/45 JP | -0.02% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| EUR/USD 06/17/2020 JPMCB | -0.02% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.02% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.02% |
| 1.60 R ISWP CDOR03 P 02/24/2030 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| CAD/USD 07/15/2020 SSBT | -0.03% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| CPTFEMU P 0.935 R 05/15/40 | -0.03% |
| 1.134 R ISWP CDOR03 P 03/11/2050 | -0.03% |
| CPTFEMU P 0.93 R 05/15/40 | -0.03% |
| EUR/USD 06/17/2020 SSBT | -0.03% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% |
| CPURNSA R 1.703 P 11/29/24 | -0.03% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| CPURNSA P 0.95 R 03/18/30 | -0.03% |
| CPURNSA R 1.7625 P 12/10/24 | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.03% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| CPTFEMU R 1.4 P 07/15/27 | -0.04% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.04% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.04% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.04% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.04% |
| SWPTN 3MX30Y P 0.794 USD 07/30/2020 JP | -0.04% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.05% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.05% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.05% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| OPTN FN30 2.5 06/04/20 PUT 103.96875 JPMC | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.05% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.05% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.05% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.06% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| CPURNSA P 1.165 R 03/11/30 | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.06% |
| CPURNSA R 1.71 P 11/21/24 | -0.06% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.06% |
| OPTN FN30 2.5 06/04/20 PUT 104.1875 JPMC | -0.06% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.07% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.07% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.07% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.08% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.08% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| NOK/USD 06/17/2020 GSFX | -0.08% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.08% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.08% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.08% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.09% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.09% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.09% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.09% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.09% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.09% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.09% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.09% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.09% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.09% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.09% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.09% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.09% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.09% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.09% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.10% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.10% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.11% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.11% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.12% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.12% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.12% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.12% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.13% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.13% |
| UKRPI R 3.4425 P 07/15/49 | -0.13% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.13% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.14% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.14% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.14% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.14% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.14% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.17% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.18% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.18% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2050 | -0.21% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.22% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.24% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.24% |
| US ULTRA BOND CBT SEP20 WNU0 | -0.26% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.26% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.28% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.30% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.31% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.31% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.32% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.36% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.42% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.48% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.59% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.60% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.72% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.22% |
| US 5YR NOTE (CBT) SEP20 FVU0 | -2.91% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -55.01% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 7.87% |
|---|---|
| FNMA FN30 TBA UMBS 03.0000 06/01/2050 | 6.74% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2050 | 5.91% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 4.29% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2050 | 3.80% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2050 | 3.40% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2050 | 2.32% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2050 | 1.90% |
| GNMA GII30 TBA 04.5000 05/01/2050 | 1.28% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.92% |
| STACR 2016-DNA3 M3 05.4873 12/25/2028 | 0.89% |
| APPLE INC 02.0000 05/06/2020 | 0.87% |
| US ULTRA BOND CBT JUN20 WNM0 | 0.85% |
| 1.70 R ISWP FWD US0003M P 03/18/2027 | 0.84% |
| FNR 2017-74 SA IO 05.2628 10/25/2047 | 0.80% |
| FNR 2017-8 SB IO 05.6128 02/25/2047 | 0.76% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.73% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.72% |
| 1.40 R ISWP FWD US0003M P 03/18/2022 | 0.72% |
| MSBAM 2013-C10 E P/P 144A 04.2184 07/15/2046 | 0.68% |
| TREASURY BILL 00.0000 05/05/2020 | 0.65% |
| TREASURY BILL 00.0000 06/18/2020 | 0.64% |
| GNMA GII30 TBA 04.0000 05/01/2050 | 0.64% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.63% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.61% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.61% |
| FHR 3852 NT 05.1860 05/15/2041 | 0.61% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.60% |
| ALPHABET INC 03.6250 05/19/2021 | 0.57% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.54% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.54% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.53% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.53% |
| SPST 2020-2 A 01.3173 03/26/2021 | 0.51% |
| WESTPAC BANKING CORP USD 02.6500 01/25/2021 | 0.46% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.46% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.46% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.45% |
| DBUBS 2011-LC3A D P/P 144A 05.5124 08/10/2044 | 0.44% |
| JPMCC 2012-C8 D P/P 144A 04.8265 10/15/2045 | 0.44% |
| CWALT 2005-59 1A1 01.0028 11/20/2035 | 0.43% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.43% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.43% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.42% |
| FNR 2011-53 ST IO 05.4328 06/25/2041 | 0.41% |
| CITIBANK NA 03.0500 05/01/2020 | 0.41% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.40% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.40% |
| CAS 2014-C01 M2 04.8873 01/25/2024 | 0.39% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.39% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.38% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.38% |
| MEAD JOHNSON NUTRITION C 03.0000 11/15/2020 | 0.38% |
| TREASURY BILL 00.0000 06/11/2020 | 0.38% |
| TREASURY BILL 00.0000 08/06/2020 | 0.38% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.38% |
| CWALT 2006-OA7 1A2 02.8105 06/25/2046 | 0.36% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.36% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.36% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.36% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.36% |
| TREASURY BILL 00.0000 05/21/2020 | 0.36% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.36% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.35% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.34% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.34% |
| BANK 2018-BN10 XA IO 00.8822 02/15/2061 | 0.34% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.34% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.34% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.34% |
| BANK 2017-BNK9 XA IO 00.9499 11/15/2054 | 0.34% |
| FNR 2016-60 LS IO 05.6128 09/25/2046 | 0.33% |
| STACR 2014-HQ2 M3 04.2373 09/25/2024 | 0.33% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.33% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.33% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.32% |
| WFRBS 2012-C7 D P/P 144A 04.9666 06/15/2045 | 0.32% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.32% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.32% |
| GNR 2016-H13 IK IO 02.6243 06/20/2066 | 0.32% |
| QUIKRETE TLB L+250 04.1594 02/01/2027 | 0.31% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.31% |
| WFCM 2013-LC12 D P/P 144A 04.4120 07/15/2046 | 0.31% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.31% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.30% |
| COMM 2014-CR17 C 04.9453 05/10/2047 | 0.30% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.30% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.30% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.30% |
| GFL ENVIRONMENTAL TLB L+300 04.0000 05/31/2025 | 0.30% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.30% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.30% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.30% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.30% |
| CAS 2016-C03 2M2 06.3873 10/25/2028 | 0.29% |
| WFRBS 2012-C10 D P/P 144A 04.5766 12/15/2045 | 0.29% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.29% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.29% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.28% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.28% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.28% |
| FNR 2013-130 SD IO 06.1128 01/25/2044 | 0.28% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.28% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.28% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.28% |
| FNR 2017-108 SA IO 05.6628 01/25/2048 | 0.28% |
| COMM 2013-CR11 XA IO 01.0924 08/10/2050 | 0.28% |
| FNR 2016-88 SK IO 05.5128 12/25/2046 | 0.28% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.28% |
| ORACLE CORP 02.5000 05/15/2022 | 0.28% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.27% |
| MSBAM 2013-C13 XA IO 01.1385 11/15/2046 | 0.27% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.27% |
| FNR 2015-19 SA IO 05.7128 04/25/2045 | 0.27% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.27% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.27% |
| CAS 2016-C02 1B 12.7373 09/25/2028 | 0.27% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.27% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.26% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.26% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.26% |
| MWST 2019-1 A 01.2873 06/25/2052 | 0.26% |
| GSMS 2014-GC22 C 04.8469 06/10/2047 | 0.26% |
| SCIENTIFIC GAMES TLB5 L+275 03.5215 08/14/2024 | 0.26% |
| STACR 2015-DNA3 B 09.8373 04/25/2028 | 0.26% |
| GNR 2019-121 DS IO 05.3818 08/20/2049 | 0.26% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.25% |
| BSCMS 2007-T26 AJ 05.5420 01/12/2045 | 0.25% |
| GNR 2011-70 WI IO 04.1318 12/20/2040 | 0.25% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.25% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.25% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.25% |
| WFRBS 2013-C15 D P/P 144A 04.6430 08/15/2046 | 0.25% |
| WFCM 2016-BNK1 XA IO 01.8982 08/15/2049 | 0.25% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.25% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.25% |
| GNR 2018-H05 AI IO 02.5344 02/20/2068 | 0.24% |
| GNR 2017-H06 BI IO 02.3927 02/20/2067 | 0.24% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.24% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.2500 09/15/2022 | 0.24% |
| JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046 | 0.24% |
| CASH MGMT BILL 00.0000 07/21/2020 | 0.24% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.24% |
| COMM 2014-CR17 D P/P 144A 05.0091 05/10/2047 | 0.24% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.24% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.24% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.24% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.24% |
| LENNAR CORP 05.8750 11/15/2024 | 0.24% |
| SPRINT CORP 07.8750 09/15/2023 | 0.23% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.23% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.23% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.23% |
| GNR 2017-H16 BI IO 02.4286 08/20/2067 | 0.23% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.23% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.23% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.23% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.23% |
| FNR 2016-65 CS IO 05.6128 09/25/2046 | 0.22% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.22% |
| TREASURY BILL 00.0000 07/23/2020 | 0.22% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.22% |
| CAS 2014-C03 2M2 03.3873 07/25/2024 | 0.22% |
| FNR 2019-66 SC IO 05.5128 11/25/2049 | 0.22% |
| GNR 2018-H02 GI IO 02.3415 12/20/2067 | 0.22% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.22% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.22% |
| GNR 2016-121 JS IO 05.3818 09/20/2046 | 0.22% |
| GNR 2018-91 SJ IO 05.5318 07/20/2048 | 0.22% |
| US BANCORP 02.6250 01/24/2022 | 0.22% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.22% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.22% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.21% |
| CAS 2014-C04 1M2 05.3873 11/25/2024 | 0.21% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.21% |
| COMM 2015-LC21 XA IO 00.8626 07/10/2048 | 0.21% |
| HCA INC 05.2500 06/15/2026 | 0.21% |
| MWST 2018-W1 A 01.3373 11/25/2051 | 0.21% |
| ADS WASTE TLB L+225 03.0000 11/10/2023 | 0.21% |
| CAS 2015-C04 1M2 06.1873 04/25/2028 | 0.21% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.21% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.21% |
| TREASURY BILL 00.0000 08/20/2020 | 0.21% |
| GNR 2015-H19 NI IO 01.9075 07/20/2065 | 0.20% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.20% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.20% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.20% |
| TREASURY BILL 00.0000 08/13/2020 | 0.20% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.20% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.20% |
| INTELSAT S.A. TLB3 L+275 06.0000 11/27/2023 | 0.20% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.20% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.20% |
| PPD TL L+250 02.9036 08/18/2022 | 0.20% |
| GNR 2010-116 SA IO 05.1818 09/20/2040 | 0.20% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.19% |
| ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.19% |
| REYNOLDS TL L+175 03.4095 01/30/2027 | 0.19% |
| WFRBS 2012-C10 E P/P 144A 04.5766 12/15/2045 | 0.19% |
| COMM 2015-LC19 C 04.3819 02/10/2048 | 0.19% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.19% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.19% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.19% |
| ALTICE USA TLB L+225 03.0640 01/15/2026 | 0.19% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.19% |
| GNR 2016-H23 NI IO 02.5817 10/20/2066 | 0.19% |
| MESSER INDUST TLB L+250 03.9501 03/01/2026 | 0.19% |
| FNR 2011-4 CS 11.9255 05/25/2040 | 0.19% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.18% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.18% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.18% |
| BANIJAY GROUP TLB L+375 05.4044 02/04/2025 | 0.18% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.18% |
| WIDEOPENWEST TLB L+325 04.2500 08/19/2023 | 0.18% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.18% |
| TREASURY BILL 00.0000 05/07/2020 | 0.18% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.18% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.18% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.18% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.18% |
| GNR 2015-H25 EI IO 01.8573 10/20/2065 | 0.18% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.18% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.18% |
| CARR 2006-NC2 A4 00.7273 06/25/2036 | 0.18% |
| JPMBB 2014-C24 XA IO 01.0669 11/15/2047 | 0.18% |
| SPST 2019-11 A 01.3198 10/24/2020 | 0.18% |
| COMM 2014-CR20 XA IO 01.1766 11/10/2047 | 0.17% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.17% |
| IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 | 0.17% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.17% |
| MSBAM 2013-C10 F P/P 144A 04.2184 07/15/2046 | 0.17% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.17% |
| GNR 2010-125 SD IO 05.8859 01/16/2040 | 0.17% |
| GNR 2016-H02 BI IO 01.9544 11/20/2065 | 0.17% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.17% |
| PFIZER INC 01.9500 06/03/2021 | 0.17% |
| SOLENIS 1STL L+400 05.6133 06/26/2025 | 0.17% |
| AHM 2007-1 GA1C 00.6773 05/25/2047 | 0.17% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.17% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.17% |
| MSC 2016-UB12 XA IO 00.9056 12/15/2049 | 0.17% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.17% |
| GNR 2015-H09 BI IO 01.6903 03/20/2065 | 0.17% |
| MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.17% |
| STACR 2015-DNA1 B 09.6873 10/25/2027 | 0.17% |
| RESTAURANT BRANDS TLB L+175 03.5080 11/19/2026 | 0.17% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.17% |
| TREASURY BILL 00.0000 09/10/2020 | 0.17% |
| FNR 2016-83 BS IO 05.6128 11/25/2046 | 0.17% |
| MSBAM 2013-C12 E P/P 144A 04.9244 10/15/2046 | 0.17% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.17% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.17% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.16% |
| GNR 2015-H15 JI IO 01.9705 06/20/2065 | 0.16% |
| GNR 2016-77 SC IO 05.3818 10/20/2045 | 0.16% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.16% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.16% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.16% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.16% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.16% |
| RALI 2006-QO5 1A1 00.7023 05/25/2046 | 0.16% |
| STARS GROUP TLB L+350 04.9501 07/10/2025 | 0.16% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.16% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.16% |
| GNR 2018-H13 NI IO 02.5301 08/20/2068 | 0.16% |
| GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.16% |
| JPMBB 2014-C18 C 04.9705 02/15/2047 | 0.16% |
| TRANSDIGM INC TLF L+225 03.9094 12/09/2025 | 0.16% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.16% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.16% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.16% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.16% |
| CMLTI 2007-AMC3 A2D 00.8373 03/25/2037 | 0.16% |
| UBSBB 2013-C5 XA IO P/P 144A 01.0842 03/10/2046 | 0.16% |
| CAS 2019-HRP1 M2 02.6373 11/25/2039 | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.16% |
| CSC HOLDINGS TLB L+225 03.0640 07/17/2025 | 0.16% |
| WFRBS 2011-C4 D P/P 144A 05.3901 06/15/2044 | 0.16% |
| JPMBB 2014-C25 D P/P 144A 04.0939 11/15/2047 | 0.15% |
| GNR 2018-H02 EI IO 02.3755 01/20/2068 | 0.15% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.15% |
| CALPINE CONS FIN TL L+200 02.4036 01/15/2025 | 0.15% |
| COMM 2015-CR23 XA IO 01.0460 05/10/2048 | 0.15% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.15% |
| CAS 2018-C02 2M2 02.6873 08/25/2030 | 0.15% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.15% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.15% |
| MCAS 2019-01 M10 P/P 144A 03.7373 10/15/2049 | 0.15% |
| SPST 2019-WL1 A 01.1373 08/25/2052 | 0.15% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.15% |
| WFCM 2014-LC16 XA IO 01.2710 08/15/2050 | 0.15% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.15% |
| GNR 2015-H25 AI IO 01.6082 09/20/2065 | 0.15% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.15% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8755 11/15/2045 | 0.15% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.14% |
| WAMU 2005-AR13 A1C3 00.9773 10/25/2045 | 0.14% |
| COMM 2014-CR19 XA IO 01.1644 08/10/2047 | 0.14% |
| MSBAM 2014-C14 C 05.1116 02/15/2047 | 0.14% |
| CHARTER COMM TLB2 L+175 03.6391 02/01/2027 | 0.14% |
| COMM 2014-UBS6 XA IO 01.0393 12/10/2047 | 0.14% |
| CSAIL 2015-C1 D P/P 144A 03.9121 04/15/2050 | 0.14% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.14% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.14% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.14% |
| TALLGRASS ENERGY TL L+475 06.2001 03/11/2026 | 0.14% |
| CAS 2016-C03 1B 12.2373 10/25/2028 | 0.14% |
| CGCMT 2019-GC43 X IO 00.7507 11/10/2052 | 0.14% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.14% |
| UBSCM 2017-C7 XA IO 01.2060 12/15/2050 | 0.14% |
| BERRY PLASTICS TLW L+200 03.9403 10/01/2022 | 0.14% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.14% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.14% |
| GARDNER DENVER TLB L+175 03.4109 02/28/2027 | 0.14% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.14% |
| AES CORP/THE 05.1250 09/01/2027 | 0.13% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.13% |
| STACR 2015-DNA2 B 08.0373 12/25/2027 | 0.13% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.13% |
| JPMCC 2013-C10 XA IO 01.1108 12/15/2047 | 0.13% |
| TREASURY BILL 00.0000 06/25/2020 | 0.13% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.13% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.13% |
| CSAIL 2015-C1 XA IO 00.9780 04/15/2050 | 0.13% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.13% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.13% |
| MSBAM 2015-C26 XA IO 01.1719 10/15/2048 | 0.13% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.13% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.13% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.13% |
| GNR 2016-H22 AI IO 02.5041 10/20/2066 | 0.13% |
| MSBAM 2012-C5 E P/P 144A 04.8324 08/15/2045 | 0.13% |
| SAMI 2007-AR1 2A1 00.6673 01/25/2037 | 0.13% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.13% |
| WFCM 2013-LC12 C 04.4120 07/15/2046 | 0.13% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.12% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.12% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| GNR 2015-H28 DI IO 01.5442 08/20/2065 | 0.12% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.12% |
| BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.12% |
| FHR 4922 SB IO 05.2360 04/25/2049 | 0.12% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.12% |
| UNIVISION TLC5 L+275 03.7500 03/15/2024 | 0.12% |
| WFCM 2015-NXS3 B 04.6941 09/15/2057 | 0.12% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.12% |
| FNR 2018-86 DS IO 05.6128 12/25/2048 | 0.12% |
| HILTON TLB L+175 02.2373 06/21/2026 | 0.12% |
| GNR 2016-H08 AI IO 01.9954 08/20/2065 | 0.12% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.12% |
| BBCMS 2019-C4 XA IO 01.7474 08/15/2052 | 0.12% |
| CWALT 2005-27 1A1 02.2821 08/25/2035 | 0.12% |
| GSMS 2015-GC30 XA IO 00.9069 05/10/2050 | 0.12% |
| VICI PROPERTIES TL L+175 02.4174 12/22/2024 | 0.12% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.12% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.12% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.12% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.12% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.12% |
| LENNAR CORP 04.7500 11/15/2022 | 0.12% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.12% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.11% |
| CGCMT 2014-GC19 X IO 01.3189 03/10/2047 | 0.11% |
| GNR 2014-H14 CI IO 01.5766 07/20/2064 | 0.11% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.11% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.11% |
| STACR 2018-DNA2 B1 04.1873 12/25/2030 | 0.11% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.11% |
| GSMS 2014-GC18 XA IO 01.1780 01/10/2047 | 0.11% |
| STACR 2016-DNA1 B 10.4873 07/25/2028 | 0.11% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.11% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.11% |
| TREASURY BILL 00.0000 07/09/2020 | 0.11% |
| WAMU 2005-AR14 1A2 03.8313 12/25/2035 | 0.11% |
| UBSC 2011-C1 D P/P 144A 06.2521 01/10/2045 | 0.11% |
| MSBAM 2014-C15 D P/P 144A 05.0721 04/15/2047 | 0.11% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.11% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.11% |
| CPTFEMU P 1.71 R 07/15/37 | 0.11% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.11% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.11% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.11% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.11% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.11% |
| CF 2019-CF3 XA IO 00.8415 01/15/2053 | 0.11% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.11% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.11% |
| MSBAM 2012-C6 D P/P 144A 04.7607 11/15/2045 | 0.11% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.10% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.10% |
| CWALT 2006-OA10 2A1 00.6773 08/25/2046 | 0.10% |
| DISH DBS CORP 05.1250 05/01/2020 | 0.10% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.10% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.10% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.10% |
| GNR 2015-H10 EI IO 01.6143 04/20/2065 | 0.10% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.10% |
| CMLTI 2007-AR5 1A1A 04.0137 04/25/2037 | 0.10% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.10% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.10% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.10% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.10% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.10% |
| GNR 2017-H03 DI IO 02.7296 12/20/2066 | 0.10% |
| HVMLT 2005-2 1A 01.2383 05/19/2035 | 0.10% |
| UKRPI P 3.665 R 12/15/28 | 0.10% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.10% |
| OPTN FN30 2.5 06/04/20 CALL 103.96875 JPMC | 0.10% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.10% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% |
| GNR 2017-H11 NI IO 02.1330 05/20/2067 | 0.10% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.10% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.10% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.10% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.09% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.09% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.09% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.09% |
| CAS 2020-R01 1B1 03.7373 01/25/2040 | 0.09% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.09% |
| CAS 2018-C03 1M2 02.6373 10/25/2030 | 0.09% |
| CFCRE 2011-C2 D P/P 144A 05.9304 12/15/2047 | 0.09% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.09% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.09% |
| MSC 2012-C4 E P/P 144A 05.5997 03/15/2045 | 0.09% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.09% |
| NETFLIX INC 05.5000 02/15/2022 | 0.09% |
| COMM 2015-CR22 XA IO 01.0287 03/10/2048 | 0.09% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.09% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.08% |
| GNR 2015-H18 IA IO 01.8335 06/20/2065 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| CASH MGMT BILL 00.0000 07/14/2020 | 0.08% |
| CFCRE 2016-C4 XA IO 01.8616 05/10/2058 | 0.08% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.08% |
| INFOR TLB6 L+275 03.7500 02/01/2022 | 0.08% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.08% |
| WAMU 2005-AR10 1A3 04.1336 09/25/2035 | 0.08% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.08% |
| SAMI 2006-AR7 A1A 00.6973 08/25/2036 | 0.08% |
| APPLE INC 02.8500 05/06/2021 | 0.08% |
| CGCMT 2014-GC21 X IO 01.3393 05/10/2047 | 0.08% |
| CWALT 2006-OA7 1A1 02.7995 06/25/2046 | 0.08% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.08% |
| CAS 2018-C05 1M2 02.8373 01/25/2031 | 0.08% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.08% |
| GRIFOLS TLB L+200 03.7996 11/15/2027 | 0.08% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.08% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.08% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| CGCMT 2014-GC19 D P/P 144A 05.2615 03/10/2047 | 0.07% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.07% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.07% |
| WFRBS 2012-C10 C 04.5116 12/15/2045 | 0.07% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.07% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.07% |
| GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047 | 0.07% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.07% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.07% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.07% |
| CGCMT 2013-GC17 X IO 01.1856 11/10/2046 | 0.07% |
| COMM 2014-LC15 XA IO 01.2602 04/10/2047 | 0.07% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.07% |
| STATE OF QATAR P/P 144A 03.7500 04/16/2030 | 0.07% |
| WERNER TLB L+400 04.4376 07/24/2024 | 0.07% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.07% |
| CAS 2018-C06 2M2 02.5873 03/25/2031 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.07% |
| GSAA 2005-15 2A2 00.7373 01/25/2036 | 0.07% |
| STATE OF QATAR P/P 144A 03.4000 04/16/2025 | 0.07% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.07% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.07% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.07% |
| GNR 2017-H14 DI IO 01.7063 06/20/2067 | 0.07% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.07% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.06% |
| CAS 2017-C02 2B1 05.9873 09/25/2029 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.06% |
| GNR 2011-H15 AI IO 01.5109 06/20/2061 | 0.06% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.06% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.06% |
| OPTN FN30 2.5 06/04/20 CALL 104.1875 JPMC | 0.06% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.06% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.06% |
| CWHL 2005-3 1A1 01.1073 04/25/2035 | 0.06% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.06% |
| GNR 2011-H08 GI IO 01.2614 03/20/2061 | 0.06% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.06% |
| ELDORADO RESORTS TLB L+225 03.2500 04/17/2024 | 0.06% |
| AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.06% |
| CINEWORLD TLB L+300 04.6653 02/07/2027 | 0.06% |
| GNR 2017-H02 BI IO 02.4550 01/20/2067 | 0.06% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| WESTERN DIGITAL TLB L+175 02.1201 04/29/2023 | 0.06% |
| COMM 2012-CR3 E P/P 144A 04.9096 10/15/2045 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 0.06% |
| SEK/USD 06/17/2020 SSBT | 0.06% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.06% |
| GNR 2011-17 S IO 05.3318 02/20/2041 | 0.06% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.06% |
| CAS 2014-C02 2M2 03.0873 05/25/2024 | 0.06% |
| COMM 2013-CR13 E P/P 144A 05.0511 11/10/2046 | 0.06% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.06% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.06% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.06% |
| JPMCC 2012-LC9 D P/P 144A 04.5653 12/15/2047 | 0.06% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.06% |
| JPALT 2007-A2 12A1 00.6873 06/25/2037 | 0.06% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.06% |
| WFRBS 2011-C4 E P/P 144A 05.3901 06/15/2044 | 0.06% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.06% |
| JPMBB 2014-C19 XA IO 00.9046 04/15/2047 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.06% |
| TREASURY BILL 00.0000 06/04/2020 | 0.06% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.06% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.06% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.05% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.05% |
| STACR 2018-HQA1 M2 02.7873 09/25/2030 | 0.05% |
| UKRPI P 3.34 R 03/15/28 | 0.05% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.05% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.05% |
| ATOTECH TLB1 L+300 04.4501 01/31/2024 | 0.05% |
| CAS 2017-C05 1B1 04.0873 01/25/2030 | 0.05% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.05% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.05% |
| CAS 2019-R01 2M2 02.9373 07/25/2031 | 0.05% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.05% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.05% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.05% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.05% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.05% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.05% |
| STACR 2016-HQA2 M3B 05.6373 11/25/2028 | 0.05% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.05% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.05% |
| FHR 2990 LB 14.8652 06/15/2034 | 0.05% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.05% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.05% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.05% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| COMM 2014-UBS4 XA IO 01.2625 08/10/2047 | 0.05% |
| STACR 2016-HQA1 M3 06.8373 09/25/2028 | 0.05% |
| STACR 2017-DNA2 B1 05.6373 10/25/2029 | 0.05% |
| VISTRA ENERGY TLB3 L+175 02.2207 12/01/2025 | 0.05% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| STACR 2015-DN1 M3 04.6373 01/25/2025 | 0.05% |
| UKRPI P 3.4025 R 03/15/28 | 0.04% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9282 09/10/2045 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.04% |
| STACR 2019-DNA1 M2 03.1373 01/25/2049 | 0.04% |
| TRANSDIGM INC TLE L+225 05/30/2025 | 0.04% |
| GNR 2016-H11 HI IO 02.1022 01/20/2066 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.04% |
| UKRPI P 3.385 R 11/15/24 | 0.04% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.04% |
| CAS 2018-C01 1M2 02.7373 07/25/2030 | 0.04% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% |
| MEREDITH TLB L+250 04.1653 01/31/2025 | 0.04% |
| MSBAM 2013-C10 D P/P 144A 04.2184 07/15/2046 | 0.04% |
| SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| 1.39 R ISWP NFIX3MID P 12/17/2024 | 0.04% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.04% |
| CAS 2020-R02 2M2 03.6609 01/25/2040 | 0.04% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.04% |
| JPMCC 2007-CB20 E P/P 144A 06.3745 02/12/2051 | 0.04% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.04% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.04% |
| 1.36 R ISWP NFIX3MID P 12/18/2024 | 0.04% |
| 1.3625 R ISWP NFIX3MID P 12/13/2024 | 0.04% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| CWALT 2006-OA10 4A1 00.6773 08/25/2046 | 0.04% |
| FNR 2007-53 SP 22.4134 06/25/2037 | 0.04% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.04% |
| GNR 2013-99 VS IO 05.3059 07/16/2043 | 0.04% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.04% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.04% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.04% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.04% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.04% |
| CAS 2015-C01 1M2 04.7873 02/25/2025 | 0.04% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.04% |
| PRICELINE GRO CV 00.9000 09/15/2021 | 0.04% |
| STACR 2018-HQA1 B1 04.8373 09/25/2030 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.03% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.03% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.03% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.03% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.03% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4592 05/10/2063 | 0.03% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.03% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% |
| DIVERSEY TL L+300 03.7592 09/06/2024 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.03% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.03% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.03% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| GNR 2020-15 CS IO 05.3318 12/02/2021 | 0.03% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.03% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.03% |
| UKRPI P 3.34 R 02/15/28 | 0.03% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.03% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% |
| BIOMARIN PHARMA CV 00.5990 08/01/2024 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| ENVESTNET INC CV 01.7500 06/01/2023 | 0.03% |
| STACR 2019-HQA1 M2 02.8373 02/25/2049 | 0.03% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.03% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8390 11/15/2044 | 0.03% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.03% |
| BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.03% |
| ZYNGA INC P/P 144A CV 00.2500 06/01/2024 | 0.03% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.03% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.03% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.03% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| DEXCOM INC CV 00.7500 12/01/2023 | 0.02% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.02% |
| FHR 3249 PS 19.5888 12/15/2036 | 0.02% |
| OPTN FN30 2.5 06/04/20 PUT 104.28125 JPMC | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.02% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.02% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.02% |
| TREASURY BILL 00.0000 05/14/2020 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.02% |
| MSC 2012-C4 XA IO P/P 144A 02.2490 03/15/2045 | 0.02% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.02% |
| STACR 2019-DNA2 M2 02.9373 03/25/2049 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.02% |
| FNR 2005-75 GS 18.7883 08/25/2035 | 0.02% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| II-VI INC CV 00.2500 09/01/2022 | 0.02% |
| SEK/USD 06/17/2020 BANKAM | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 0.02% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.02% |
| 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.02% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| FHR 2976 LC 21.4353 05/15/2035 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| NOK/USD 06/17/2020 BCAP-FX | 0.02% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.02% |
| SEK/USD 06/17/2020 GSFX | 0.02% |
| UKRPI P 3.42 R 12/15/24 | 0.02% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.02% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.02% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.02% |
| CHEGG INC CV 00.1250 03/15/2025 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.02% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.02% |
| GBP/USD 06/17/2020 JPMCB | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| SEK/USD 06/17/2020 JPMCB | 0.02% |
| STACR 2018-HQA2 M2 02.7873 10/25/2048 | 0.02% |
| WIX LTD USD 00.0000 07/01/2023 | 0.02% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.02% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.02% |
| CAS 2015-C01 2M2 05.0373 02/25/2025 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CPURNSA R 0.41 P 03/18/25 | 0.02% |
| SEK/USD 06/17/2020 HSBCB | 0.02% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.02% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| GNR 2019-78 SJ IO 05.3318 06/20/2049 | 0.02% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.02% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.02% |
| SEK/USD 06/17/2020 RBSF | 0.02% |
| SEK/USD 06/17/2020 TDBK | 0.02% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.02% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.02% |
| USD/JPY PUT 108.00 20200622 BANKAM | 0.02% |
| USD/JPY PUT 108.00 20200622 CITI | 0.02% |
| USD/JPY PUT 108.00 20200622 GSFX | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.02% |
| IRONWOOD PHAR P/P 144A CV 01.5000 06/15/2026 | 0.02% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| SAILPOINT TCH P/P 144A CV 00.1250 09/15/2024 | 0.02% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 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% |
| CAS 2015-C02 2M2 04.4873 05/25/2025 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.01% |
| SILICON LABOR CV 01.3750 03/01/2022 | 0.01% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.01% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.01% |
| WAYFAIR INC CV 01.1250 11/01/2024 | 0.01% |
| WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.01% |
| 1.195 R ISWP NOKOIB6M P 03/19/2030 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AUD/USD PUT 0.62 20200715 GSFX | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.01% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| AUD/USD 07/15/2020 WPAC | 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% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GBP/USD 06/17/2020 SSBT | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.01% |
| 1.20 R ISWP FWD AUDBB6M P 06/17/2030 | 0.01% |
| 8X8 INC CV 00.5000 02/01/2024 | 0.01% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 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% |
| FNR 2005-74 NK 25.0638 05/25/2035 | 0.01% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| GNR 2019-99 KS IO 05.3318 08/20/2049 | 0.01% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.01% |
| NOK/USD 06/17/2020 UBS | 0.01% |
| Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.01% |
| USD/JPY PUT 106.00 20200701 BANKAM | 0.01% |
| AUD/USD 07/15/2020 HSBCB | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% |
| CPURNSA R 0.77 P 03/11/25 | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GBP/USD 06/17/2020 BCAP-FX | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| NZD/USD 07/15/2020 UBS | 0.01% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.01% |
| ASCENT RESOURCES TLB L+650 07.5000 03/30/2023 | 0.01% |
| AUD/USD 07/15/2020 TDBK | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
| GBP/USD 06/17/2020 GSFX | 0.01% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.01% |
| NZD/USD 07/15/2020 SSBT | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SEK/USD 06/17/2020 BCAP-FX | 0.01% |
| 0.2475 R ISWP FWD SES3M P 01/25/2022 | 0.01% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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-.7 2047-01-17 300.0 01/17/2047 GS | 0.01% |
| GBP/USD 06/17/2020 TDBK | 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% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| PLURALSIGHT CV 00.3750 03/01/2024 | 0.01% |
| SEK/USD 06/17/2020 CSI-FX | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| 0.40 R ISWP FWD SONIA P 06/17/2030 | 0.01% |
| 0.90 R ISWP FWD CDOR03 P 06/17/2025 | 0.01% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | 0.01% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNW 1998-W2 X IO 06.9543 06/25/2028 | 0.01% |
| GBP/USD 06/17/2020 HSBCB | 0.01% |
| SEK/USD 06/17/2020 UBS | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SWPTN 10YX10Y P 0.445 EUR 03/27/2030 GS | 0.01% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.01% |
| -0.30 R ISWP FWD EUR006M P 06/17/2025 | 0.00% |
| GBP/USD 06/17/2020 CSI-FX | 0.00% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 BC | 0.00% |
| NZD/USD 07/15/2020 BCAP-FX | 0.00% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.00% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% |
| 0.2275 R ISWP FWD SES3M P 01/28/2022 | 0.00% |
| 0.24 R ISWP FWD SES3M P 01/21/2022 | 0.00% |
| 1.30 R ISWP FWD NOKOIB6M P 06/17/2030 | 0.00% |
| CAD/USD 07/15/2020 GSFX | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CPURNSA P 1.345 R 04/30/30 | 0.00% |
| CPURNSA P 1.3475 R 05/01/30 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3865 05/15/2038 | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| EUR/CHF PUT 1.03 20200615 GSFX | 0.00% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.00% |
| 0.10 R ISWP FWD SES3M P 06/17/2025 | 0.00% |
| 0.6915 R ISWP US0003M P 04/22/2030 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| CAS 2015-C02 1M2 04.4873 05/25/2025 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| JPY/USD 05/20/2020 CITI | 0.00% |
| NZD/USD 07/15/2020 BANKAM | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 0.00% |
| SEK/USD 06/17/2020 CITI | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| -0.30 R ISWP FWD CHL6M P 06/17/2030 | 0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | 0.00% |
| 0.66726 R ISWP US0003M P 04/24/2030 | 0.00% |
| 1.10 R ISWP FWD NFIX3MID P 06/17/2030 | 0.00% |
| AUD/USD 07/15/2020 BANKAM | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| EUR/USD 06/17/2020 BANKAM | 0.00% |
| FNW 1998-W5 X IO 00.8218 07/25/2028 | 0.00% |
| GBP/USD 06/17/2020 RBSF | 0.00% |
| GBP/USD 06/17/2020 WPAC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| NZD/USD 07/15/2020 WPAC | 0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.00% |
| -0.15 R ISWP FWD EUR006M P 06/17/2030 | 0.00% |
| 0.3125 R ISWP SES3M P 03/02/2030 | 0.00% |
| 0.664 R ISWP US0003M P 04/24/2030 | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| AUD/USD 07/15/2020 GSFX | 0.00% |
| CAD/USD 07/15/2020 RBSF | 0.00% |
| CHF/USD 06/17/2020 BCAP-FX | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2862 10/25/2043 | 0.00% |
| NZD/USD 07/15/2020 RBSF | 0.00% |
| NZD/USD 07/15/2020 TDBK | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| -0.60 R ISWP FWD CHL6M P 06/17/2025 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.25 R ISWP FWD SES3M P 06/17/2030 | 0.00% |
| 0.70 R ISWP FWD US0003M P 06/17/2025 | 0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% |
| 1.00 R ISWP FWD CDOR03 P 06/17/2030 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| BACM 2007-1 XW IO 00.4856 01/15/2049 | 0.00% |
| CAD/USD 07/15/2020 CITI | 0.00% |
| CAD/USD 07/15/2020 HSBCB | 0.00% |
| CAD/USD 07/15/2020 WPAC | 0.00% |
| CHF/USD 06/17/2020 HSBCB | 0.00% |
| CHF/USD 06/17/2020 SSBT | 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/USD 06/17/2020 BCAP-FX | 0.00% |
| FSPC T-8 A9 IO 00.4220 11/15/2028 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| HKD/USD 05/20/2020 GSFX | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| JPY/USD 05/20/2020 UBS | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| NZD/USD 07/15/2020 HSBCB | 0.00% |
| NZD/USD 07/15/2020 JPMCB | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 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 3MX10Y P 1.529 USD 04/30/2020 MS | 0.00% |
| SWPTN 3MX30Y P 1.719 USD 04/30/2020 MS | 0.00% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| WBCMT 2006-C29 IO IO 00.4592 11/15/2048 | 0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | -0.00% |
| 0.07 R ISWP SES3M P 03/02/2022 | -0.00% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | -0.00% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | -0.00% |
| CAD/USD 07/15/2020 BCAP-FX | -0.00% |
| CAD/USD 07/15/2020 UBS | -0.00% |
| CHF/USD 06/17/2020 CITI | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA R 0.835 P 04/30/25 | -0.00% |
| EUR/CHF PUT 1.00 20200615 GSFX | -0.00% |
| EUR/USD 06/17/2020 GSFX | -0.00% |
| GBP/USD 06/17/2020 CITI | -0.00% |
| HKD/USD 05/20/2020 BANKAM | -0.00% |
| HKD/USD 05/20/2020 HSBCB | -0.00% |
| HKD/USD 05/20/2020 UBS | -0.00% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | -0.00% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 0.30 R ISWP FWD SONIA P 06/17/2025 | -0.00% |
| AUD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 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% |
| CPURNSA R 0.8525 P 05/01/25 | -0.00% |
| EUR/USD 06/17/2020 RBSF | -0.00% |
| EUR/USD 06/17/2020 WPAC | -0.00% |
| HKD/USD 05/20/2020 SSBT | -0.00% |
| JPY/USD 05/20/2020 BANKAM | -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 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| AUD/USD 07/15/2020 CSI-FX | -0.00% |
| AUD/USD PUT 0.59 20200715 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CZK/USD 06/17/2020 BANKAM | -0.00% |
| EUR/USD 06/17/2020 TDBK | -0.00% |
| JPY/USD 05/20/2020 WPAC | -0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| USD/JPY PUT 102.00 20200701 BANKAM | -0.00% |
| 0.67619 R ISWP US0003M P 04/24/2030 | -0.00% |
| CAD/USD 07/15/2020 BANKAM | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| JPY/USD 05/20/2020 HSBCB | -0.00% |
| JPY/USD 05/20/2020 JPMCB | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| 0.678 R ISWP US0003M P 04/24/2030 | -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% |
| EUR/USD 06/17/2020 CSI-FX | -0.00% |
| GBP/USD 06/17/2020 UBS | -0.00% |
| IOS.FN30.400.09 P USL1M R 01/12/40 GS | -0.00% |
| JPY/USD 05/20/2020 GSFX | -0.00% |
| NOK/USD 06/17/2020 TDBK | -0.00% |
| NZD/USD 07/15/2020 CITI | -0.00% |
| NZD/USD 07/15/2020 GSFX | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| USD/JPY PUT 105.00 20200622 BANKAM | -0.01% |
| USD/JPY PUT 105.00 20200622 CITI | -0.01% |
| USD/JPY PUT 105.00 20200622 GSFX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.01% |
| EUR/USD 06/17/2020 CITI | -0.01% |
| OPTN FN30 2.5 06/04/20 PUT 102.96875 JPMC | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| AUD/USD 07/15/2020 SSBT | -0.01% |
| CHF/USD 06/17/2020 GSFX | -0.01% |
| CHF/USD 06/17/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| SWPTN 10YX10Y R 0.445 EUR 03/27/2030 GS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| JPY/USD 05/20/2020 SSBT | -0.01% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.01% |
| 0.7275 R ISWP US0003M P 04/22/2030 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| CAD/USD 07/15/2020 SSBT | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| NOK/USD 06/17/2020 BANKAM | -0.01% |
| 0.90 R ISWP FWD AUDBB6M P 06/17/2025 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| EUR/USD 06/17/2020 SSBT | -0.01% |
| NOK/USD 06/17/2020 CITI | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.01% |
| EUR/USD 06/17/2020 HSBCB | -0.01% |
| EUR/USD 06/17/2020 UBS | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| 0.895 R ISWP US0003M P 04/22/2030 | -0.01% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.01% |
| 0.6814 R ISWP US0003M P 04/20/2030 | -0.01% |
| 0.80 R ISWP FWD US0003M P 06/17/2030 | -0.01% |
| AUD/USD 07/15/2020 UBS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| OPTN FN30 2.5 06/04/20 PUT 103.625 JPMC | -0.01% |
| 0.90 R ISWP FWD NFIX3MID P 06/17/2025 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.02% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| 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 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -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% |
| IOS.FN30.350.14 P USL1M R 01/12/45 JP | -0.02% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.02% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.02% |
| 1.60 R ISWP CDOR03 P 02/24/2030 | -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% |
| 1.20 R ISWP FWD NOKOIB6M P 06/17/2025 | -0.02% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.03% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.03% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.03% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.03% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.03% |
| 1.134 R ISWP CDOR03 P 03/11/2050 | -0.03% |
| JPY/USD 05/20/2020 BCAP-FX | -0.03% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| NOK/USD 06/17/2020 HSBCB | -0.03% |
| CPURNSA P 0.95 R 03/18/30 | -0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.03% |
| NOK/USD 06/17/2020 CSI-FX | -0.03% |
| NOK/USD 06/17/2020 RBSF | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| CPURNSA R 1.703 P 11/29/24 | -0.03% |
| EUR/USD 06/17/2020 JPMCB | -0.03% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.03% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | -0.04% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.04% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.04% |
| CPURNSA R 1.7625 P 12/10/24 | -0.04% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -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% |
| NOK/USD 06/17/2020 SSBT | -0.04% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.04% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.04% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.04% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.05% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| 1.8075 R ISWP FWD NOKOIB3M P 01/25/2022 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| CPURNSA P 1.165 R 03/11/30 | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.05% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.05% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.06% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -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% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.07% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.07% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| 1.632 R ISWP US0003M P 12/17/2024 | -0.07% |
| 1.6445 R ISWP US0003M P 12/13/2024 | -0.07% |
| CPURNSA R 1.71 P 11/21/24 | -0.07% |
| 1.6815 R ISWP US0003M P 12/18/2024 | -0.07% |
| NOK/USD 06/17/2020 JPMCB | -0.07% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.08% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.08% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -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% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.08% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.08% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.08% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.09% |
| OPTN FN30 2.5 06/04/20 PUT 104.1875 JPMC | -0.09% |
| OPTN FN30 2.5 06/04/20 PUT 103.96875 JPMC | -0.09% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.09% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.09% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.09% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.09% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.09% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.09% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.09% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.10% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.10% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.10% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -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% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.10% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.10% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.10% |
| NOK/USD 06/17/2020 GSFX | -0.11% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.11% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.11% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.11% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.12% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.12% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.12% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.13% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.13% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.13% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.14% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.14% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.14% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.14% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.15% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.17% |
| UKRPI R 3.4425 P 07/15/49 | -0.18% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.18% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.19% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2050 | -0.22% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.24% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.24% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.25% |
| 2.715 R ISWP US0003M P 03/02/2030 | -0.26% |
| 2.7225 R ISWP US0003M P 02/20/2030 | -0.26% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.29% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.31% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.32% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.32% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.34% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.34% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.34% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.35% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.38% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.42% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.47% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.51% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.58% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.69% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.71% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.24% |
| US 5YR NOTE (CBT) JUN20 FVM0 | -2.93% |
| US 2YR NOTE (CBT) JUN20 TUM0 | -56.03% |
| FNMA FN30 TBA UMBS 03.5000 04/01/2050 | 11.42% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 04/01/2050 | 11.11% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2050 | 8.86% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 4.23% |
| US 2YR NOTE (CBT) JUN20 TUM0 | 2.30% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 1.36% |
| GNMA GII30 TBA 04.5000 04/01/2050 | 1.25% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.92% |
| APPLE INC 02.0000 05/06/2020 | 0.85% |
| 1.70 R ISWP FWD US0003M P 03/18/2027 | 0.78% |
| FNR 2017-8 SB IO 05.1534 02/25/2047 | 0.78% |
| FNR 2017-74 SA IO 04.8034 10/25/2047 | 0.76% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.71% |
| 1.40 R ISWP FWD US0003M P 03/18/2022 | 0.68% |
| TREASURY BILL 00.0000 05/05/2020 | 0.64% |
| TREASURY BILL 00.0000 06/18/2020 | 0.63% |
| GNMA GII30 TBA 04.0000 04/01/2050 | 0.63% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.62% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.61% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.61% |
| TREASURY BILL 00.0000 04/02/2020 | 0.61% |
| FHR 3852 NT 05.2954 05/15/2041 | 0.60% |
| MSBAM 2013-C10 E P/P 144A 04.0827 07/15/2046 | 0.60% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.58% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.57% |
| US ULTRA BOND CBT JUN20 WNM0 | 0.57% |
| ALPHABET INC 03.6250 05/19/2021 | 0.56% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.52% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.52% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.51% |
| SPST 2020-2 A 01.7549 03/26/2021 | 0.51% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.50% |
| WESTPAC BANKING CORP USD 02.6500 01/25/2021 | 0.45% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.45% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.44% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.44% |
| CAS 2014-C01 M2 05.3466 01/25/2024 | 0.43% |
| CWALT 2005-59 1A1 01.1029 11/20/2035 | 0.42% |
| CSMC 2008-C1 AJ P/P 144A 05.6098 02/15/2041 | 0.42% |
| DBUBS 2011-LC3A D P/P 144A 05.3348 08/10/2044 | 0.42% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.41% |
| CITIBANK NA 03.0500 05/01/2020 | 0.40% |
| JPMCC 2012-C8 D P/P 144A 04.6748 10/15/2045 | 0.40% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.39% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.39% |
| FNR 2011-53 ST IO 04.9734 06/25/2041 | 0.39% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.38% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.38% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.38% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.37% |
| TREASURY BILL 00.0000 06/11/2020 | 0.37% |
| TREASURY BILL 00.0000 08/06/2020 | 0.37% |
| MEAD JOHNSON NUTRITION C 03.0000 11/15/2020 | 0.37% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.36% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.36% |
| 1.972 R ISWP US0003M P 01/07/2050 | 0.36% |
| BANK 2018-BN10 XA IO 00.7382 02/15/2061 | 0.35% |
| TREASURY BILL 00.0000 05/21/2020 | 0.35% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.35% |
| CWALT 2006-OA7 1A2 02.9059 06/25/2046 | 0.35% |
| MRAIT 2020-2 A 02.7311 10/22/2020 | 0.35% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.34% |
| MSBAM 2013-C10 F P/P 144A 04.0827 07/15/2046 | 0.34% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.34% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.34% |
| BANK 2017-BNK9 XA IO 00.8102 11/15/2054 | 0.33% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.33% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.33% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.33% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.32% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.32% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.32% |
| FNR 2016-60 LS IO 05.1534 09/25/2046 | 0.32% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.32% |
| GNR 2016-H13 IK IO 02.6210 06/20/2066 | 0.32% |
| WFRBS 2012-C7 D P/P 144A 04.8128 06/15/2045 | 0.32% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.31% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.31% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.31% |
| WFCM 2013-LC12 D P/P 144A 04.2825 07/15/2046 | 0.31% |
| WFRBS 2012-C10 D P/P 144A 04.4295 12/15/2045 | 0.30% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.30% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.30% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.30% |
| COMM 2014-CR17 C 04.7840 05/10/2047 | 0.30% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.29% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.29% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.29% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.29% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.29% |
| QUIKRETE TLB L+250 04.1594 01/29/2027 | 0.28% |
| COMM 2013-CR11 XA IO 00.9315 08/10/2050 | 0.28% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.28% |
| BSCMS 2006-PW11 B P/P 144A 05.7487 03/11/2039 | 0.28% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.28% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.28% |
| MSBAM 2013-C13 XA IO 00.9797 11/15/2046 | 0.28% |
| FNR 2013-130 SD IO 05.6534 01/25/2044 | 0.27% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.27% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.27% |
| JPMBB 2013-C14 D P/P 144A 04.7021 08/15/2046 | 0.27% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.27% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.27% |
| ORACLE CORP 02.5000 05/15/2022 | 0.27% |
| GNR 2017-H06 BI IO 02.4094 02/20/2067 | 0.27% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.27% |
| FNR 2015-19 SA IO 05.2534 04/25/2045 | 0.26% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.26% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.26% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.26% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.26% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.26% |
| FNR 2017-108 SA IO 05.2034 01/25/2048 | 0.26% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.26% |
| GNR 2018-H05 AI IO 01.3286 02/20/2068 | 0.26% |
| MWST 2019-1 A 01.7466 06/25/2052 | 0.26% |
| COMM 2014-CR17 D P/P 144A 04.8478 05/10/2047 | 0.25% |
| GNR 2019-121 DS IO 05.3271 08/20/2049 | 0.25% |
| WFCM 2016-BNK1 XA IO 01.7584 08/15/2049 | 0.25% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.25% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.25% |
| FNR 2016-88 SK IO 05.0534 12/25/2046 | 0.25% |
| WFRBS 2013-C15 D P/P 144A 04.4936 08/15/2046 | 0.25% |
| SCIENTIFIC GAMES TLB5 L+275 04.2459 08/14/2024 | 0.25% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.24% |
| BSCMS 2007-T26 AJ 05.4375 01/12/2045 | 0.24% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.24% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.24% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.2500 09/15/2022 | 0.24% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.23% |
| GSMS 2014-GC22 C 04.6907 06/10/2047 | 0.23% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.23% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.23% |
| GNR 2017-H16 BI IO 02.4295 08/20/2067 | 0.23% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.23% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.23% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.23% |
| SPRINT CORP 07.8750 09/15/2023 | 0.22% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.22% |
| LENNAR CORP 05.8750 11/15/2024 | 0.22% |
| OPTN FN30 2.5 05/06/20 CALL 102.8125 JPMC | 0.22% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.22% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.22% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.22% |
| TREASURY BILL 00.0000 07/23/2020 | 0.22% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.22% |
| GNR 2018-H02 GI IO 02.3420 12/20/2067 | 0.22% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.22% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.22% |
| TREASURY BILL 00.0000 04/16/2020 | 0.22% |
| FNR 2016-65 CS IO 05.1534 09/25/2046 | 0.22% |
| CAS 2015-C04 1M2 06.6466 04/25/2028 | 0.21% |
| COMM 2015-LC21 XA IO 00.7534 07/10/2048 | 0.21% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.21% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.21% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.21% |
| US BANCORP 02.6250 01/24/2022 | 0.21% |
| MCAS 2019-01 M10 P/P 144A 04.1966 10/15/2049 | 0.21% |
| CAS 2014-C04 1M2 05.8466 11/25/2024 | 0.21% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.21% |
| MWST 2018-W1 A 01.7966 11/25/2051 | 0.21% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.21% |
| ADS WASTE TLB L+225 03.0000 11/10/2023 | 0.21% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.21% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.21% |
| CAS 2016-C02 1B 13.1966 09/25/2028 | 0.20% |
| GNR 2016-121 JS IO 05.3271 09/20/2046 | 0.20% |
| FNR 2019-66 SC IO 05.0534 11/25/2049 | 0.20% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.20% |
| TREASURY BILL 00.0000 08/20/2020 | 0.20% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.20% |
| GNR 2015-H19 NI IO 01.9730 07/20/2065 | 0.20% |
| GNR 2018-91 SJ IO 05.4771 07/20/2048 | 0.20% |
| TREASURY BILL 00.0000 08/13/2020 | 0.20% |
| WFRBS 2012-C10 E P/P 144A 04.4295 12/15/2045 | 0.20% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.20% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.20% |
| STACR 2015-DNA3 B 10.2966 04/25/2028 | 0.20% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.20% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.20% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.19% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.19% |
| PPD TL L+250 03.5000 08/18/2022 | 0.19% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.19% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.19% |
| ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.19% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.19% |
| ALTICE USA TLB L+225 02.8616 01/15/2026 | 0.18% |
| FNR 2011-4 CS 11.0067 05/25/2040 | 0.18% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.18% |
| MSBAM 2014-C17 C 04.4986 08/15/2047 | 0.18% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.18% |
| REYNOLDS TL L+175 03.4095 01/30/2027 | 0.18% |
| INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023 | 0.18% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.18% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.18% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.18% |
| TREASURY BILL 00.0000 05/07/2020 | 0.18% |
| JPMBB 2014-C24 XA IO 00.9206 11/15/2047 | 0.18% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.18% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.18% |
| COMM 2014-CR20 XA IO 01.0269 11/10/2047 | 0.18% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.18% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.18% |
| TREASURY BILL 00.0000 04/07/2020 | 0.18% |
| GFL ENVIRONMENTAL TLB L+300 03.9910 05/31/2025 | 0.17% |
| IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 | 0.17% |
| BANIJAY GROUP TLB L+375 05.4044 02/04/2025 | 0.17% |
| COMM 2015-LC19 C 04.2409 02/10/2048 | 0.17% |
| GNR 2010-116 SA IO 05.1271 09/20/2040 | 0.17% |
| MESSER INDUST TLB L+250 03.9501 03/01/2026 | 0.17% |
| SPST 2019-11 A 01.6785 10/24/2020 | 0.17% |
| WIDEOPENWEST TLB L+325 04.2500 08/19/2023 | 0.17% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.17% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.17% |
| MSBAM 2013-C12 E P/P 144A 04.7659 10/15/2046 | 0.17% |
| MSC 2016-UB12 XA IO 00.7702 12/15/2049 | 0.17% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.17% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.17% |
| TREASURY BILL 00.0000 04/28/2020 | 0.17% |
| GNR 2015-H09 BI IO 01.7555 03/20/2065 | 0.17% |
| GNR 2016-H02 BI IO 01.8821 11/20/2065 | 0.17% |
| PFIZER INC 01.9500 06/03/2021 | 0.17% |
| TRANSDIGM INC TLF L+225 03.9094 12/30/2025 | 0.17% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.17% |
| CARR 2006-NC2 A4 01.1866 06/25/2036 | 0.17% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.17% |
| GNR 2010-125 SD IO 05.9754 01/16/2040 | 0.16% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.16% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.16% |
| TREASURY BILL 00.0000 09/10/2020 | 0.16% |
| AHM 2007-1 GA1C 01.8168 05/25/2047 | 0.16% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.16% |
| GNR 2015-H15 JI IO 02.0392 06/20/2065 | 0.16% |
| GNR 2018-H02 EI IO 02.3753 01/20/2068 | 0.16% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.16% |
| GNR 2018-H13 NI IO 02.5977 08/20/2068 | 0.16% |
| RESTAURANT BRANDS TLB L+175 03.5080 11/19/2026 | 0.16% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.16% |
| UBSBB 2013-C5 XA IO P/P 144A 00.9535 03/10/2046 | 0.16% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.16% |
| FNR 2016-83 BS IO 05.1534 11/25/2046 | 0.16% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.16% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.16% |
| JPMBB 2014-C18 C 04.8036 02/15/2047 | 0.16% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.16% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.16% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.16% |
| CAS 2019-HRP1 M2 03.0966 11/25/2039 | 0.16% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.16% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.16% |
| CSC HOLDINGS TLB L+225 02.8616 07/17/2025 | 0.16% |
| GNR 2016-77 SC IO 05.3271 10/20/2045 | 0.16% |
| GNR 2016-H23 NI IO 02.5101 10/20/2066 | 0.16% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.16% |
| COMM 2014-CR19 XA IO 01.0076 08/10/2047 | 0.15% |
| SOLENIS 1STL L+400 05.6133 06/26/2025 | 0.15% |
| STARS GROUP TLB L+350 04.9501 07/10/2025 | 0.15% |
| WFRBS 2011-C4 D P/P 144A 05.2215 06/15/2044 | 0.15% |
| CMLTI 2007-AMC3 A2D 01.2966 03/25/2037 | 0.15% |
| COMM 2015-CR23 XA IO 00.9190 05/10/2048 | 0.15% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.15% |
| RALI 2006-QO5 1A1 01.1616 05/25/2046 | 0.15% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.15% |
| CSAIL 2015-C1 D P/P 144A 03.7705 04/15/2050 | 0.15% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.15% |
| WFCM 2014-LC16 XA IO 01.1118 08/15/2050 | 0.15% |
| GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.15% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7155 11/15/2045 | 0.15% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.15% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.15% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.15% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.15% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.15% |
| MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.15% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.15% |
| SPST 2019-WL1 A 01.5966 08/25/2052 | 0.15% |
| WAMU 2005-AR13 A1C3 01.4366 10/25/2045 | 0.15% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.15% |
| CAS 2018-C02 2M2 03.1466 08/25/2030 | 0.14% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.14% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.14% |
| COMM 2014-UBS6 XA IO 00.8918 12/10/2047 | 0.14% |
| CAS 2016-C03 2M2 06.8466 10/25/2028 | 0.14% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.14% |
| GNR 2015-H25 EI IO 01.9238 10/20/2065 | 0.14% |
| CALPINE CONS FIN TL L+200 02.9894 01/15/2025 | 0.14% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.14% |
| CHARTER COMM TLB2 L+175 03.6391 02/01/2027 | 0.14% |
| MSBAM 2014-C14 C 04.9544 02/15/2047 | 0.14% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.14% |
| GNR 2015-H25 AI IO 01.6747 09/20/2065 | 0.14% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.14% |
| UBSCM 2017-C7 XA IO 01.0547 12/15/2050 | 0.14% |
| CGCMT 2019-GC43 X IO 00.6301 11/10/2052 | 0.14% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.14% |
| JPMCC 2013-C10 XA IO 00.9753 12/15/2047 | 0.14% |
| MSBAM 2012-C5 E P/P 144A 04.6770 08/15/2045 | 0.14% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.14% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.14% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.14% |
| RACKSPACE HOSTING INC L+300 04.7633 11/03/2023 | 0.14% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.14% |
| JPMBB 2014-C25 D P/P 144A 03.9460 11/15/2047 | 0.13% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.13% |
| CAS 2020-R01 1B1 04.1966 01/25/2040 | 0.13% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.13% |
| CSAIL 2015-C1 XA IO 00.8366 04/15/2050 | 0.13% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.13% |
| BERRY PLASTICS TLW L+200 03.9403 10/01/2022 | 0.13% |
| GARDNER DENVER TLB L+175 03.4109 02/28/2027 | 0.13% |
| MSBAM 2015-C26 XA IO 01.0261 10/15/2048 | 0.13% |
| TREASURY BILL 00.0000 06/25/2020 | 0.13% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.13% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.13% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.13% |
| STACR 2015-DNA1 B 10.1466 10/25/2027 | 0.13% |
| WFCM 2015-NXS3 B 04.5550 09/15/2057 | 0.13% |
| AES CORP/THE 05.1250 09/01/2027 | 0.13% |
| FNR 2018-86 DS IO 05.1534 12/25/2048 | 0.13% |
| GNR 2016-H22 AI IO 02.4311 10/20/2066 | 0.13% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.13% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.13% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.13% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.12% |
| 1.743 R ISWP US0003M P 02/18/2050 | 0.12% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.12% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.12% |
| FHR 4922 SB IO 05.3454 04/25/2049 | 0.12% |
| GNR 2015-H28 DI IO 01.6168 08/20/2065 | 0.12% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.12% |
| UBSC 2011-C1 D P/P 144A 06.0508 01/10/2045 | 0.12% |
| GNR 2016-H08 AI IO 02.1999 08/20/2065 | 0.12% |
| SAMI 2007-AR1 2A1 01.1266 01/25/2037 | 0.12% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.12% |
| GSMS 2015-GC30 XA IO 00.7893 05/10/2050 | 0.12% |
| MSBAM 2014-C15 D P/P 144A 04.9090 04/15/2047 | 0.12% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.12% |
| BBCMS 2019-C4 XA IO 01.6008 08/15/2052 | 0.12% |
| CAD/USD 04/15/2020 SSBT | 0.12% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.12% |
| GSMS 2014-GC18 XA IO 01.0128 01/10/2047 | 0.12% |
| HILTON TLB L+175 02.6966 06/21/2026 | 0.12% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.12% |
| BRAND ENERGY TL L+425 06.0847 06/21/2024 | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.12% |
| CWALT 2005-27 1A1 02.3391 08/25/2035 | 0.12% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.12% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.12% |
| UNIVISION TLC5 L+275 03.7500 03/15/2024 | 0.11% |
| WFCM 2013-LC12 C 04.2825 07/15/2046 | 0.11% |
| CGCMT 2014-GC19 X IO 01.1504 03/10/2047 | 0.11% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.11% |
| VICI PROPERTIES TL L+175 02.6736 12/22/2024 | 0.11% |
| GNR 2014-H14 CI IO 01.6414 07/20/2064 | 0.11% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.11% |
| MSBAM 2012-C6 D P/P 144A 04.6075 11/15/2045 | 0.11% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.11% |
| CF 2019-CF3 XA IO 00.7217 01/15/2053 | 0.11% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.11% |
| LENNAR CORP 04.7500 11/15/2022 | 0.11% |
| TREASURY BILL 00.0000 07/09/2020 | 0.11% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.11% |
| WAMU 2005-AR14 1A2 03.8348 12/25/2035 | 0.11% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.11% |
| CAS 2016-C03 1B 12.6966 10/25/2028 | 0.11% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.11% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.11% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.11% |
| CPTFEMU P 1.71 R 07/15/37 | 0.10% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.10% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.10% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.10% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.10% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.10% |
| CFCRE 2016-C4 XA IO 01.7018 05/10/2058 | 0.10% |
| GNR 2015-H10 EI IO 01.6834 04/20/2065 | 0.10% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.10% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.10% |
| DISH DBS CORP 05.1250 05/01/2020 | 0.10% |
| STACR 2015-DNA2 B 08.4966 12/25/2027 | 0.10% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.10% |
| CWALT 2006-OA10 2A1 01.1366 08/25/2046 | 0.10% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.10% |
| TALLGRASS ENERGY TL L+475 06.4196 03/11/2026 | 0.10% |
| GNR 2017-H03 DI IO 02.7256 12/20/2066 | 0.10% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.10% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.10% |
| HVMLT 2005-2 1A 01.2700 05/19/2035 | 0.10% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.10% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.10% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.10% |
| CMLTI 2007-AR5 1A1A 04.0208 04/25/2037 | 0.10% |
| GNR 2017-H11 NI IO 02.1667 05/20/2067 | 0.10% |
| SPRINT TLB L+250 03.5000 02/03/2024 | 0.10% |
| STACR 2018-HQA1 B1 05.2966 09/25/2030 | 0.10% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.09% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.09% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.09% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.09% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.09% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.09% |
| COMM 2015-CR22 XA IO 00.8946 03/10/2048 | 0.09% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.09% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.09% |
| GSMS 2014-GC24 D P/P 144A 04.5325 09/10/2047 | 0.09% |
| GNR 2015-H18 IA IO 01.8996 06/20/2065 | 0.09% |
| CFCRE 2011-C2 D P/P 144A 05.7436 12/15/2047 | 0.09% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.09% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.09% |
| MSC 2012-C4 E P/P 144A 05.4195 03/15/2045 | 0.09% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.09% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.09% |
| CAS 2018-C03 1M2 03.0966 10/25/2030 | 0.09% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.09% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.09% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.08% |
| CAS 2014-C03 2M2 03.8466 07/25/2024 | 0.08% |
| COMM 2013-CR13 E P/P 144A 04.8887 11/10/2046 | 0.08% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.08% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| NETFLIX INC 05.5000 02/15/2022 | 0.08% |
| TREASURY BILL 00.0000 04/09/2020 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.08% |
| STACR 2016-DNA1 B 10.9466 07/25/2028 | 0.08% |
| CGCMT 2014-GC21 X IO 01.1768 05/10/2047 | 0.08% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.08% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| INFOR TLB6 L+275 03.7500 02/01/2022 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| WAMU 2005-AR10 1A3 04.1209 09/25/2035 | 0.08% |
| APPLE INC 02.8500 05/06/2021 | 0.08% |
| CGCMT 2014-GC19 D P/P 144A 05.0921 03/10/2047 | 0.08% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.08% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.08% |
| CWALT 2006-OA7 1A1 02.8523 06/25/2046 | 0.08% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.08% |
| SAMI 2006-AR7 A1A 01.1566 08/25/2036 | 0.08% |
| UKRPI P 3.665 R 12/15/28 | 0.08% |
| GRIFOLS TLB L+200 03.7996 11/15/2027 | 0.08% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.08% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.08% |
| MSBAM 2013-C10 D P/P 144A 04.0827 07/15/2046 | 0.08% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.08% |
| CAS 2018-C05 1M2 03.2966 01/25/2031 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.07% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.07% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.07% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.07% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.07% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.07% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.07% |
| WFRBS 2012-C10 C 04.3645 12/15/2045 | 0.07% |
| CGCMT 2013-GC17 X IO 01.0355 11/10/2046 | 0.07% |
| COMM 2014-LC15 XA IO 01.0953 04/10/2047 | 0.07% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.07% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.07% |
| WFRBS 2011-C4 E P/P 144A 05.2215 06/15/2044 | 0.07% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.07% |
| CAS 2018-C06 2M2 03.0466 03/25/2031 | 0.07% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.07% |
| GNR 2011-H15 AI IO 01.5792 06/20/2061 | 0.07% |
| GNR 2017-H14 DI IO 01.7729 06/20/2067 | 0.07% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.07% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.07% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.06% |
| GSAA 2005-15 2A2 01.1966 01/25/2036 | 0.06% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.06% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.06% |
| CWHL 2005-3 1A1 01.5666 04/25/2035 | 0.06% |
| ELDORADO RESORTS TLB L+225 03.2500 04/17/2024 | 0.06% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.06% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.06% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.06% |
| GNR 2017-H02 BI IO 02.4659 01/20/2067 | 0.06% |
| CINEWORLD TLB L+300 04.6653 02/07/2027 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.06% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.06% |
| WESTERN DIGITAL TLB L+175 03.3534 04/29/2023 | 0.06% |
| CAS 2014-C02 2M2 03.5466 05/25/2024 | 0.06% |
| COMM 2012-CR3 E P/P 144A 04.7515 10/15/2045 | 0.06% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.06% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.06% |
| GNR 2011-17 S IO 05.2771 02/20/2041 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.06% |
| JPMBB 2014-C19 XA IO 00.7498 04/15/2047 | 0.06% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.06% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.06% |
| ORTHO-CLINICAL TLB L+325 04.7653 06/01/2025 | 0.06% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.06% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.06% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.06% |
| GNR 2011-H08 GI IO 01.3276 03/20/2061 | 0.06% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| JPALT 2007-A2 12A1 01.1466 06/25/2037 | 0.06% |
| TREASURY BILL 00.0000 06/04/2020 | 0.06% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.05% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| JPMCC 2012-LC9 D P/P 144A 04.4181 12/15/2047 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.05% |
| STACR 2018-HQA1 M2 03.2466 09/25/2030 | 0.05% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.05% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.05% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.05% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.05% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.05% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.05% |
| ATOTECH TLB1 L+300 04.4501 01/31/2024 | 0.05% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.05% |
| CAS 2017-C02 2B1 06.4466 09/25/2029 | 0.05% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% |
| FHR 2990 LB 15.1447 06/15/2034 | 0.05% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| JPMCC 2007-CB20 E P/P 144A 06.0592 02/12/2051 | 0.05% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.05% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.05% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.05% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.05% |
| COMM 2014-UBS4 XA IO 01.1062 08/10/2047 | 0.05% |
| STACR 2016-HQA1 M3 07.2966 09/25/2028 | 0.05% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.05% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.05% |
| CAS 2019-R01 2M2 03.3966 07/25/2031 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| VISTRA ENERGY TLB3 L+175 02.7028 12/01/2025 | 0.05% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7674 09/10/2045 | 0.04% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.04% |
| SEK/USD 06/17/2020 SSBT | 0.04% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% |
| TRANSDIGM INC TLE L+225 05/30/2025 | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| GNR 2016-H11 HI IO 02.1024 01/20/2066 | 0.04% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% |
| STACR 2019-DNA1 M2 03.5966 01/25/2049 | 0.04% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.04% |
| CAS 2018-C01 1M2 03.1966 07/25/2030 | 0.04% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.04% |
| MEREDITH TLB L+250 04.1653 01/31/2025 | 0.04% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.04% |
| AUD/USD 04/15/2020 UBS | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.04% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.04% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.04% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.04% |
| STACR 2016-HQA2 M3B 06.0966 11/25/2028 | 0.04% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.04% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.04% |
| CAS 2015-C01 1M2 05.2466 02/25/2025 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.04% |
| CAS 2017-C05 1B1 04.5466 01/25/2030 | 0.04% |
| FNR 2007-53 SP 20.7290 06/25/2037 | 0.04% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.04% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.04% |
| 1.1175 R ISWP FWD US0003M P 03/27/2030 | 0.04% |
| CWALT 2006-OA10 4A1 01.1366 08/25/2046 | 0.04% |
| GNR 2013-99 VS IO 05.3954 07/16/2043 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 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% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| CAS 2020-R02 2M2 03.6609 01/25/2040 | 0.04% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.04% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% |
| AUD/USD 04/15/2020 SSBT | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| UBSBB 2012-C2 XA IO P/P 144A 01.3029 05/10/2063 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 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% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| STACR 2017-DNA2 B1 06.0966 10/25/2029 | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| UKRPI P 3.34 R 03/15/28 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.03% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.03% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.03% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.03% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.03% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% |
| UKRPI P 3.4025 R 03/15/28 | 0.03% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6861 11/15/2044 | 0.03% |
| 0.6725 R ISWP US0003M P 03/16/2050 | 0.03% |
| 1.39 R ISWP NFIX3MID P 12/17/2024 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| GNR 2020-15 CS IO 05.2771 12/02/2021 | 0.03% |
| UKRPI P 3.385 R 11/15/24 | 0.03% |
| 1.36 R ISWP NFIX3MID P 12/18/2024 | 0.03% |
| 1.3625 R ISWP NFIX3MID P 12/13/2024 | 0.03% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.03% |
| STACR 2019-HQA1 M2 03.2966 02/25/2049 | 0.03% |
| 1.20 R ISWP FWD AUDBB6M P 06/17/2030 | 0.03% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% |
| DIVERSEY TL L+300 04.7771 09/06/2024 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.03% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.03% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.03% |
| USD/JPY PUT 108.00 20200622 BANKAM | 0.03% |
| USD/JPY PUT 108.00 20200622 CITI | 0.03% |
| USD/JPY PUT 108.00 20200622 GSFX | 0.03% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.02% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.02% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 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% |
| FHR 3249 PS 19.9497 12/15/2036 | 0.02% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.02% |
| NZD/USD 04/15/2020 GSFX | 0.02% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 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 P 1.165 R 03/11/30 | 0.02% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.02% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.02% |
| MSC 2012-C4 XA IO P/P 144A 02.0699 03/15/2045 | 0.02% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| TREASURY BILL 00.0000 05/14/2020 | 0.02% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.02% |
| 1.07 R ISWP FWD US0003M P 04/02/2030 | 0.02% |
| AUD/USD 04/15/2020 HSBCB | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| SEK/USD 06/17/2020 HSBCB | 0.02% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.02% |
| TREASURY BILL 00.0000 04/23/2020 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% |
| FNR 2005-75 GS 17.4101 08/25/2035 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| ASCENT RESOURCES TLB L+650 07.5000 03/30/2023 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| FHR 2976 LC 21.8364 05/15/2035 | 0.02% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| NZD/USD 04/15/2020 CITI | 0.02% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.02% |
| STACR 2019-DNA2 M2 03.3966 03/25/2049 | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| CAD/USD 04/15/2020 HSBCB | 0.02% |
| CAS 2015-C01 2M2 05.4966 02/25/2025 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.02% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.02% |
| 0.7025 R ISWP FWD US0003M P 04/16/2050 | 0.02% |
| CAD/USD 04/15/2020 TDBK | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% |
| SEK/USD 06/17/2020 BANKAM | 0.02% |
| STACR 2018-HQA2 M2 03.2466 10/25/2048 | 0.02% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.02% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| GBP/USD 06/17/2020 SSBT | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.02% |
| NOK/USD 06/17/2020 BCAP-FX | 0.02% |
| SEK/USD 06/17/2020 JPMCB | 0.02% |
| SEK/USD 06/17/2020 RBSF | 0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.02% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.02% |
| 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.02% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.02% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.02% |
| GNR 2019-78 SJ IO 05.2771 06/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| PRICELINE GRO CV 00.9000 09/15/2021 | 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% |
| 0.778 R ISWP FWD US0003M P 04/24/2030 | 0.01% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.01% |
| CAS 2015-C02 2M2 04.9466 05/25/2025 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.01% |
| GBP/USD 06/17/2020 JPMCB | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.01% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.01% |
| SEK/USD 06/17/2020 GSFX | 0.01% |
| UKRPI P 3.381 R 11/15/24 | 0.01% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.01% |
| AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.01% |
| AUD/USD 04/15/2020 CITI | 0.01% |
| CAD/USD 04/15/2020 BANKAM | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.01% |
| SEK/USD 06/17/2020 TDBK | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AUD/USD 04/15/2020 GSFX | 0.01% |
| BIOMARIN PHARMA CV 00.5990 08/01/2024 | 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.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.01% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 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.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ENVESTNET INC CV 01.7500 06/01/2023 | 0.01% |
| FNR 2005-74 NK 22.7669 05/25/2035 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.01% |
| ZYNGA INC P/P 144A CV 00.2500 06/01/2024 | 0.01% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| 8X8 INC CV 00.5000 02/01/2024 | 0.01% |
| BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.01% |
| CAD/USD 04/15/2020 JPMCB | 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% |
| CREE INC CV 00.8750 09/01/2023 | 0.01% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GBP/USD 06/17/2020 BCAP-FX | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2019-99 KS IO 05.2771 08/20/2049 | 0.01% |
| II-VI INC CV 00.2500 09/01/2022 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.01% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.01% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.01% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.01% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.01% |
| SGD/USD 05/20/2020 JPMCB | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| CAD/USD 04/15/2020 RBSF | 0.01% |
| CAD/USD 04/15/2020 UBS | 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 GS | 0.01% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.01% |
| DEXCOM INC CV 00.7500 12/01/2023 | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| SEK/USD 06/17/2020 BCAP-FX | 0.01% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.01% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.01% |
| AUD/USD 04/15/2020 BCAP-FX | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| INPHI CORP CV 00.7500 09/01/2021 | 0.01% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.01% |
| NOK/USD 06/17/2020 UBS | 0.01% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.01% |
| Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.01% |
| USD/JPY PUT 106.00 20200416 BANKAM | 0.01% |
| WAYFAIR INC CV 01.1250 11/01/2024 | 0.01% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.01% |
| CHEGG INC P/P 144A CV 00.1250 03/15/2025 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| 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 JP | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.01% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.01% |
| NZD/USD 04/15/2020 HSBCB | 0.01% |
| NZD/USD 04/15/2020 JPMCB | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% |
| SWPTN 3MX10Y P 0.01 EUR 04/30/2020 MS | 0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.01% |
| TABULA RASA H P/P 144A CV 01.7500 02/15/2026 | 0.01% |
| WIX LTD USD 00.0000 07/01/2023 | 0.01% |
| 1.195 R ISWP NOKOIB6M P 03/19/2030 | 0.01% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.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 JP | 0.01% |
| CPURNSA R 0.41 P 03/18/25 | 0.01% |
| FNW 1998-W2 X IO 15.0458 06/25/2028 | 0.01% |
| GBP/USD 06/17/2020 HSBCB | 0.01% |
| IOS.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| IRONWOOD PHAR P/P 144A CV 01.5000 06/15/2026 | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.01% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.01% |
| PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SQUARE INC CV 00.5000 05/15/2023 | 0.01% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.01% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.01% |
| 0.10 R ISWP FWD SES3M P 06/17/2025 | 0.00% |
| 0.2475 R ISWP FWD SES3M P 01/25/2022 | 0.00% |
| 0.40 R ISWP FWD SONIA P 06/17/2030 | 0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.00% |
| 1.10 R ISWP FWD NFIX3MID P 06/17/2030 | 0.00% |
| CAD/USD 04/15/2020 BCAP-FX | 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-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| GBP/USD 06/17/2020 CSI-FX | 0.00% |
| GBP/USD 06/17/2020 GSFX | 0.00% |
| GBP/USD 06/17/2020 TDBK | 0.00% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.00% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.00% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.00% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.00% |
| SEK/USD 06/17/2020 CSI-FX | 0.00% |
| SEK/USD 06/17/2020 UBS | 0.00% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.00% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.00% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.00% |
| WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | 0.00% |
| AUD/USD 04/15/2020 WPAC | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1712 05/15/2038 | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| 0.2275 R ISWP FWD SES3M P 01/28/2022 | 0.00% |
| 0.30 R ISWP FWD SONIA P 06/17/2025 | 0.00% |
| 0.3125 R ISWP SES3M P 03/02/2030 | 0.00% |
| 0.6725 R ISWP US0003M P 03/25/2030 | 0.00% |
| 0.73705 R ISWP US0003M P 03/27/2030 | 0.00% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.00% |
| AUD/USD 04/15/2020 TDBK | 0.00% |
| CAS 2015-C02 1M2 04.9466 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.00% |
| JPY/USD 05/20/2020 CITI | 0.00% |
| NZD/USD 04/15/2020 CSI-FX | 0.00% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| 0.24 R ISWP FWD SES3M P 01/21/2022 | 0.00% |
| 1.30 R ISWP FWD NOKOIB6M P 06/17/2030 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| FNW 1998-W5 X IO 00.7177 07/25/2028 | 0.00% |
| GBP/USD 06/17/2020 WPAC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| SWPTN 1MX10Y P 0.895 USD 04/20/2020 UB | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 8WX10Y P 1.12625 USD 04/27/2020 TD | 0.00% |
| 0.49 R ISWP US0003M P 03/25/2022 | 0.00% |
| 0.4921 R ISWP US0003M P 04/01/2022 | 0.00% |
| 0.495 R ISWP US0003M P 04/01/2022 | 0.00% |
| CAD/USD 04/15/2020 CITI | 0.00% |
| CHF/USD 06/17/2020 BCAP-FX | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2796 10/25/2043 | 0.00% |
| NZD/USD 07/15/2020 HSBCB | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.25 R ISWP FWD SES3M P 06/17/2030 | 0.00% |
| 0.70 R ISWP FWD US0003M P 06/17/2025 | 0.00% |
| 0.70792 R ISWP US0003M P 03/11/2030 | 0.00% |
| 0.71439 R ISWP US0003M P 03/27/2030 | 0.00% |
| 0.7178 R ISWP US0003M P 03/27/2030 | 0.00% |
| 0.90 R ISWP FWD AUDBB6M P 06/17/2025 | 0.00% |
| 0.90 R ISWP FWD CDOR03 P 06/17/2025 | 0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| AUD/USD 07/15/2020 CSI-FX | 0.00% |
| AUD/USD 07/15/2020 HSBCB | 0.00% |
| BACM 2007-1 XW IO 00.2286 01/15/2049 | 0.00% |
| CAD/USD 04/15/2020 WPAC | 0.00% |
| CAD/USD 07/15/2020 CSI-FX | 0.00% |
| CAD/USD 07/15/2020 HSBCB | 0.00% |
| CHF/USD 06/17/2020 HSBCB | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| 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/NOK PUT 9.60 20200406 GSFX | 0.00% |
| EUR/USD 06/17/2020 WPAC | 0.00% |
| FSPC T-8 A9 IO 00.4208 11/15/2028 | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| HKD/USD 05/20/2020 GSFX | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| JPY/USD 05/20/2020 UBS | 0.00% |
| LBUBS 2007-C2 XW IO 00.1419 02/15/2040 | 0.00% |
| SEK/USD 06/17/2020 CITI | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.445 EUR 03/27/2030 GS | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX10Y P 1.529 USD 04/30/2020 MS | 0.00% |
| SWPTN 3MX30Y P 1.719 USD 04/30/2020 MS | 0.00% |
| SWPTN 5WX10Y P 1.123 USD 03/31/2020 GS | 0.00% |
| SWPTN 5WX2Y P 0.956 USD 03/31/2020 GS | 0.00% |
| SWPTN 6WX30Y P 1.465 USD 04/08/2020 BA | 0.00% |
| SWPTN 6WX5Y P 1.17 USD 04/08/2020 BA | 0.00% |
| SWPTN 8WX2Y P 0.92 USD 04/27/2020 TD | 0.00% |
| WBCMT 2006-C29 IO IO 00.1166 11/15/2048 | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.00% |
| 0.7165 R ISWP US0003M P 03/11/2030 | -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% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | -0.00% |
| CHF/USD 06/17/2020 SSBT | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.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% |
| HKD/USD 05/20/2020 BANKAM | -0.00% |
| HKD/USD 05/20/2020 HSBCB | -0.00% |
| HKD/USD 05/20/2020 SSBT | -0.00% |
| HKD/USD 05/20/2020 UBS | -0.00% |
| NZD/USD 04/15/2020 TDBK | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | -0.00% |
| 0.07 R ISWP SES3M P 03/02/2022 | -0.00% |
| CHF/USD 06/17/2020 CITI | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| EUR/USD 06/17/2020 CSI-FX | -0.00% |
| SWPTN 10YX10Y P 0.445 EUR 03/27/2030 GS | -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 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| 0.4825 R ISWP US0003M P 04/01/2025 | -0.00% |
| 1.00 R ISWP FWD CDOR03 P 06/17/2030 | -0.00% |
| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| CAD/USD 04/15/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| EUR/USD 06/17/2020 GSFX | -0.00% |
| JPY/USD 05/20/2020 BANKAM | -0.00% |
| JPY/USD 05/20/2020 WPAC | -0.00% |
| SWPTN 3MX30Y P 0.4285 EUR 04/30/2020 MS | -0.00% |
| USD/JPY PUT 103.00 20200416 BANKAM | -0.00% |
| -0.60 R ISWP FWD CHL6M P 06/17/2025 | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 0.717 R ISWP US0003M P 03/20/2025 | -0.00% |
| 0.727 R ISWP US0003M P 03/20/2025 | -0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| CZK/USD 06/17/2020 BANKAM | -0.00% |
| EUR/USD 06/17/2020 BCAP-FX | -0.00% |
| EUR/USD 06/17/2020 RBSF | -0.00% |
| EUR/USD 06/17/2020 TDBK | -0.00% |
| JPY/USD 05/20/2020 HSBCB | -0.00% |
| NOK/USD 06/17/2020 TDBK | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| TWD/USD 05/20/2020 BANKAM | -0.00% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| 0.6045 R ISWP US0003M P 03/18/2025 | -0.00% |
| 0.745 R ISWP US0003M P 03/17/2025 | -0.00% |
| AUD/USD 04/15/2020 RBSF | -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 ML | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| JPY/USD 05/20/2020 GSFX | -0.00% |
| JPY/USD 05/20/2020 JPMCB | -0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| 0.655 R ISWP US0003M P 03/31/2030 | -0.01% |
| CHF/USD 06/17/2020 GSFX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/17/2020 SSBT | -0.01% |
| IOS.FN30.400.09 P USL1M R 01/12/40 GS | -0.01% |
| NOK/USD 06/17/2020 BANKAM | -0.01% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.01% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.01% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.01% |
| -0.30 R ISWP FWD CHL6M P 06/17/2030 | -0.01% |
| 0.90 R ISWP FWD NFIX3MID P 06/17/2025 | -0.01% |
| EUR/USD 06/17/2020 CITI | -0.01% |
| USD/CHF PUT 0.91 20200605 GSFX | -0.01% |
| 0.8385 R ISWP US0003M P 03/30/2050 | -0.01% |
| CHF/USD 06/17/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| EUR/USD 06/17/2020 HSBCB | -0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.01% |
| EUR/USD 06/17/2020 UBS | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -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% |
| NOK/USD 06/17/2020 CITI | -0.01% |
| NZD/USD 04/15/2020 BCAP-FX | -0.01% |
| NZD/USD 04/15/2020 RBSF | -0.01% |
| 0.80 R ISWP FWD US0003M P 06/17/2030 | -0.01% |
| 1.6875 R ISWP CDOR03 P 10/09/2029 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 05/20/2020 SSBT | -0.01% |
| NZD/USD 04/15/2020 BANKAM | -0.01% |
| NZD/USD 04/15/2020 WPAC | -0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.01% |
| SWPTN 1MX10Y R 0.895 USD 04/20/2020 UB | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 0.744 R ISWP US0003M P 03/17/2025 | -0.01% |
| 0.7495 R ISWP US0003M P 03/17/2025 | -0.01% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.01% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CPURNSA P 0.95 R 03/18/30 | -0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.01% |
| SWPTN 1MX10Y R 0.7275 USD 04/20/2020 UB | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| 0.761 R ISWP US0003M P 03/17/2025 | -0.01% |
| 0.7615 R ISWP US0003M P 03/17/2025 | -0.01% |
| 0.98 R ISWP US0003M P 03/23/2030 | -0.01% |
| -0.15 R ISWP FWD EUR006M P 06/17/2030 | -0.01% |
| 0.774 R ISWP US0003M P 03/17/2025 | -0.01% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.01% |
| 1.00 R ISWP US0003M P 03/23/2030 | -0.01% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| AUD/USD 04/15/2020 BANKAM | -0.01% |
| AUD/USD 04/15/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.01% |
| 1.02 R ISWP US0003M P 03/23/2030 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| -0.30 R ISWP FWD EUR006M P 06/17/2025 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| USD/JPY PUT 105.00 20200622 BANKAM | -0.02% |
| USD/JPY PUT 105.00 20200622 CITI | -0.02% |
| USD/JPY PUT 105.00 20200622 GSFX | -0.02% |
| 1.20 R ISWP FWD NOKOIB6M P 06/17/2025 | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| 1.60 R ISWP CDOR03 P 02/24/2030 | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| 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 JP | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| 0.7475 R ISWP FWD US0003M P 05/01/2050 | -0.02% |
| 0.876 R ISWP US0003M P 03/17/2030 | -0.02% |
| 0.8775 R ISWP US0003M P 03/17/2030 | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| EUR/USD 06/17/2020 JPMCB | -0.02% |
| IOS.FN30.350.14 P USL1M R 01/12/45 JP | -0.02% |
| NZD/USD 04/15/2020 UBS | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.02% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.02% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% |
| 0.747 R ISWP US0003M P 03/19/2025 | -0.03% |
| NOK/USD 06/17/2020 CSI-FX | -0.03% |
| NZD/USD 04/15/2020 SSBT | -0.03% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% |
| 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.03% |
| 0.742 R ISWP US0003M P 03/23/2025 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.03% |
| JPY/USD 05/20/2020 BCAP-FX | -0.03% |
| NOK/USD 06/17/2020 HSBCB | -0.03% |
| NOK/USD 06/17/2020 RBSF | -0.03% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| 0.7525 R ISWP US0003M P 03/23/2025 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| 1.09 R ISWP FWD US0003M P 03/27/2030 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| CPURNSA R 0.77 P 03/11/25 | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.04% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.04% |
| 1.134 R ISWP CDOR03 P 03/11/2050 | -0.04% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.04% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.04% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.04% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.04% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.04% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.04% |
| OPTN FN30 2.5 05/06/20 PUT 102.8125 JPMC | -0.04% |
| CPURNSA R 1.703 P 11/29/24 | -0.04% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| 1.8075 R ISWP FWD NOKOIB3M P 01/25/2022 | -0.04% |
| CPTFEMU R 1.4 P 07/15/27 | -0.04% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.04% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.05% |
| NOK/USD 06/17/2020 SSBT | -0.05% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.05% |
| CPURNSA R 1.7625 P 12/10/24 | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.05% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.06% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.06% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.06% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.06% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -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% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.06% |
| 1.632 R ISWP US0003M P 12/17/2024 | -0.06% |
| 1.6445 R ISWP US0003M P 12/13/2024 | -0.06% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.06% |
| NOK/USD 06/17/2020 JPMCB | -0.06% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.06% |
| 1.6815 R ISWP US0003M P 12/18/2024 | -0.07% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.07% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.07% |
| 1.744 R ISWP US0003M P 01/08/2030 | -0.07% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.07% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.08% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.08% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.08% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.08% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.09% |
| CPURNSA R 1.71 P 11/21/24 | -0.09% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.09% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.09% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.09% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.09% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.09% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.09% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.09% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.10% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.10% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.10% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.10% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.10% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| NOK/USD 06/17/2020 GSFX | -0.11% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.12% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.12% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.12% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.12% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.12% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.13% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.13% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.13% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.13% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.13% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.14% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.14% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.15% |
| UKRPI R 3.4425 P 07/15/49 | -0.16% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.16% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.18% |
| FNMA FN30 TBA UMBS 04.5000 04/01/2050 | -0.21% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.21% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.23% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.23% |
| 2.715 R ISWP US0003M P 03/02/2030 | -0.24% |
| 2.7225 R ISWP US0003M P 02/20/2030 | -0.24% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.27% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.29% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.31% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.31% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.32% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.32% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.32% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.32% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.36% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.40% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.42% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.43% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.49% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | -0.50% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.66% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.68% |
| EURO-SCHATZ FUT JUN20 DUM0 | -1.19% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.24% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -1.77% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -1.83% |
| US 5YR NOTE (CBT) JUN20 FVM0 | -2.88% |
| FNMA FN30 TBA UMBS 03.5000 03/01/2050 | 9.98% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 03/01/2050 | 9.75% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2050 | 9.54% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2050 | 5.93% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.84% |
| US 2YR NOTE (CBT) JUN20 TUM0 | 2.02% |
| GNMA GII30 TBA 04.5000 03/01/2050 | 1.10% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.83% |
| APPLE INC 02.0000 05/06/2020 | 0.76% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.75% |
| MSBAM 2013-C10 E P/P 144A 04.0827 07/15/2046 | 0.71% |
| FNR 2017-74 SA IO 04.1233 10/25/2047 | 0.67% |
| FNR 2017-8 SB IO 04.4733 02/25/2047 | 0.66% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.64% |
| TREASURY BILL 00.0000 03/12/2020 | 0.61% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.57% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.56% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.55% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.55% |
| GNMA GII30 TBA 04.0000 03/01/2050 | 0.55% |
| TREASURY BILL 00.0000 04/02/2020 | 0.54% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.54% |
| FHR 3852 NT 04.3415 05/15/2041 | 0.53% |
| VIACOMCBS INC 92557KCX5 DCP 03/31/2020 | 0.52% |
| ALPHABET INC 03.6250 05/19/2021 | 0.50% |
| SPST 2019-3 A 02.3289 06/24/2020 | 0.49% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.48% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.48% |
| US ULTRA BOND CBT JUN20 WNM0 | 0.47% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.47% |
| SPST 2019-7 A 02.3289 09/24/2020 | 0.47% |
| SPST 2020-2 A 00.0000 03/26/2021 | 0.45% |
| JPMCC 2012-C8 D P/P 144A 04.6490 10/15/2045 | 0.44% |
| CWALT 2005-59 1A1 01.9770 11/20/2035 | 0.44% |
| 1.70 R ISWP FWD US0003M P 03/18/2027 | 0.43% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.43% |
| DBUBS 2011-LC3A D P/P 144A 05.3344 08/10/2044 | 0.42% |
| WESTPAC BANKING CORP USD 02.6500 01/25/2021 | 0.40% |
| CAS 2016-C02 1B 13.8768 09/25/2028 | 0.40% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.40% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.39% |
| MSBAM 2013-C10 F P/P 144A 04.0827 07/15/2046 | 0.38% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.37% |
| CWALT 2006-OA7 1A2 02.9931 06/25/2046 | 0.36% |
| CITIBANK NA 03.0500 05/01/2020 | 0.36% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.35% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.35% |
| FNR 2011-53 ST IO 04.2933 06/25/2041 | 0.35% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.35% |
| BANK 2017-BNK9 XA IO 00.8109 11/15/2054 | 0.35% |
| WFCM 2013-LC12 D P/P 144A 04.2853 07/15/2046 | 0.34% |
| STACR 2015-DNA3 B 10.9768 04/25/2028 | 0.34% |
| BANK 2018-BN10 XA IO 00.7388 02/15/2061 | 0.34% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.33% |
| MEAD JOHNSON NUTRITION C 03.0000 11/15/2020 | 0.33% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.32% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.32% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.32% |
| COMM 2014-CR17 C 04.7839 05/10/2047 | 0.32% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.32% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.31% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.31% |
| TREASURY BILL 00.0000 05/21/2020 | 0.31% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.31% |
| MRAIT 2020-2 A 01.1500 10/22/2020 | 0.31% |
| GNR 2016-H13 IK IO 02.6233 06/20/2066 | 0.30% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.30% |
| WFRBS 2012-C10 D P/P 144A 04.4294 12/15/2045 | 0.30% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.30% |
| GSMS 2014-GC22 C 04.6906 06/10/2047 | 0.29% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.29% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.29% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.29% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.29% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.29% |
| QUIKRETE TLB L+250 04.1594 01/29/2027 | 0.29% |
| 1.40 R ISWP FWD US0003M P 03/18/2022 | 0.29% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.28% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.28% |
| WFRBS 2013-C15 D P/P 144A 04.4935 08/15/2046 | 0.28% |
| JPMBB 2013-C14 D P/P 144A 04.7019 08/15/2046 | 0.28% |
| WFRBS 2012-C7 D P/P 144A 04.8128 06/15/2045 | 0.28% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.28% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.28% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.28% |
| FNR 2016-60 LS IO 04.4733 09/25/2046 | 0.27% |
| COMM 2014-CR17 D P/P 144A 04.8476 05/10/2047 | 0.27% |
| BSCMS 2007-T26 AJ 05.4496 01/12/2045 | 0.27% |
| COMM 2013-CR11 XA IO 00.9283 08/10/2050 | 0.27% |
| FNR 2015-19 SA IO 04.5733 04/25/2045 | 0.27% |
| SCIENTIFIC GAMES TLB5 L+275 04.3659 08/14/2024 | 0.27% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.26% |
| MSBAM 2013-C13 XA IO 00.9846 11/15/2046 | 0.26% |
| TREASURY BILL 00.0000 06/11/2020 | 0.26% |
| TREASURY BILL 00.0000 06/18/2020 | 0.26% |
| FNR 2013-130 SD IO 04.9733 01/25/2044 | 0.26% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.26% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.26% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.25% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.25% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.25% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.25% |
| GNR 2017-H06 BI IO 02.0080 02/20/2067 | 0.25% |
| GNR 2018-H05 AI IO 01.3706 02/20/2068 | 0.24% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.24% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.24% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.24% |
| WFCM 2016-BNK1 XA IO 01.7600 08/15/2049 | 0.24% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.24% |
| ORACLE CORP 02.5000 05/15/2022 | 0.24% |
| FNR 2016-88 SK IO 04.3733 12/25/2046 | 0.24% |
| FNR 2017-108 SA IO 04.5233 01/25/2048 | 0.24% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.24% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.24% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.24% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.23% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.23% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.23% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.23% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.23% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.23% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.23% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.23% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.23% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.23% |
| MWST 2019-1 A 02.4268 06/25/2052 | 0.23% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.23% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.22% |
| STACR 2015-DNA1 B 10.8268 10/25/2027 | 0.22% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.22% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.22% |
| GNR 2017-H16 BI IO 02.4271 08/20/2067 | 0.22% |
| GOVERNMENT OF JAMAICA USD 07.8750 07/28/2045 | 0.22% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.22% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.22% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.22% |
| CAS 2015-C04 1M2 07.3268 04/25/2028 | 0.22% |
| CAS 2020-R01 1B1 04.8768 01/25/2040 | 0.22% |
| GNR 2015-H19 NI IO 01.9126 07/20/2065 | 0.22% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.22% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.22% |
| GNR 2018-H02 GI IO 01.3373 12/20/2067 | 0.22% |
| LENNAR CORP 05.8750 11/15/2024 | 0.21% |
| CINEWORLD TLB L+225 03.8534 02/28/2025 | 0.21% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.21% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.21% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.21% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.2500 09/15/2022 | 0.21% |
| CAS 2016-C03 1B 13.3768 10/25/2028 | 0.21% |
| COMM 2015-LC21 XA IO 00.7554 07/10/2048 | 0.21% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.21% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.20% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.20% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.20% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.20% |
| WFRBS 2012-C10 E P/P 144A 04.4294 12/15/2045 | 0.20% |
| GFL ENVIRONMENTAL TLB L+268 05.2983 05/31/2025 | 0.20% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.20% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.19% |
| TREASURY BILL 00.0000 04/16/2020 | 0.19% |
| FNR 2019-66 SC IO 04.3733 11/25/2049 | 0.19% |
| GNR 2019-121 DS IO 04.4530 08/20/2049 | 0.19% |
| GNR 2016-121 JS IO 04.4530 09/20/2046 | 0.19% |
| US BANCORP 02.6250 01/24/2022 | 0.19% |
| 1.972 R ISWP US0003M P 01/07/2050 | 0.19% |
| FNR 2016-65 CS IO 04.4733 09/25/2046 | 0.19% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.19% |
| MCAS 2019-01 M10 P/P 144A 04.8768 10/15/2049 | 0.19% |
| STACR 2018-HQA1 B1 05.9768 09/25/2030 | 0.19% |
| ADS WASTE TLB L+225 03.8325 11/10/2023 | 0.19% |
| MWST 2018-W1 A 02.4768 11/25/2051 | 0.18% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.18% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.18% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.18% |
| GNR 2018-91 SJ IO 04.6030 07/20/2048 | 0.18% |
| CAS 2018-C03 1M2 03.7768 10/25/2030 | 0.18% |
| CAS 2019-HRP1 M2 03.8109 11/25/2039 | 0.18% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.18% |
| AHM 2007-1 GA1C 01.8168 05/25/2047 | 0.18% |
| INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023 | 0.18% |
| PPD TL L+250 04.1034 08/18/2022 | 0.18% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.18% |
| GNR 2016-H23 NI IO 02.5513 10/20/2066 | 0.18% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.18% |
| JPMBB 2014-C25 D P/P 144A 03.9459 11/15/2047 | 0.17% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.17% |
| ELANCO ANIMAL HLTH TLB L+175 03.4044 02/04/2027 | 0.17% |
| REYNOLDS TL L+175 03.4095 01/30/2027 | 0.17% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.17% |
| BANIJAY GROUP TLB L+375 05.4044 02/04/2025 | 0.17% |
| GNR 2015-H15 JI IO 01.9775 06/20/2065 | 0.17% |
| ALTICE USA TLB L+225 03.9085 01/15/2026 | 0.17% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.17% |
| GOLDEN NUGGET TL L+250 04.0811 10/04/2023 | 0.17% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.17% |
| COMM 2014-CR20 XA IO 01.0272 11/10/2047 | 0.17% |
| FRONT RANGE BIDCO INC L+300 04.6678 02/21/2027 | 0.17% |
| MESSER INDUST TLB L+250 04.4446 03/01/2026 | 0.17% |
| SOLENIS ADD-ON TL 1STL L+400 05.6550 06/26/2025 | 0.17% |
| CARR 2006-NC2 A4 01.8668 06/25/2036 | 0.17% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.17% |
| MSC 2016-UB12 XA IO 00.7723 12/15/2049 | 0.17% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.17% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.17% |
| JPMBB 2014-C24 XA IO 00.9208 11/15/2047 | 0.17% |
| TALLGRASS ENERGY TL L+475 06.4196 03/11/2026 | 0.17% |
| WIDEOPENWEST TLB L+325 04.8894 08/19/2023 | 0.17% |
| MSBAM 2013-C12 E P/P 144A 04.7657 10/15/2046 | 0.16% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.16% |
| REPUBLIC OF ANGOLA P/P 144A 08.0000 11/26/2029 | 0.16% |
| STACR 2015-DNA2 B 09.1768 12/25/2027 | 0.16% |
| FNR 2011-4 CS 09.6465 05/25/2040 | 0.16% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.16% |
| JPMBB 2014-C18 C 04.8169 02/15/2047 | 0.16% |
| CSAIL 2015-C1 D P/P 144A 03.7716 04/15/2050 | 0.16% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.16% |
| GNR 2018-H13 NI IO 02.7423 08/20/2068 | 0.16% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.16% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.16% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.16% |
| CAS 2018-C02 2M2 03.8268 08/25/2030 | 0.16% |
| GNR 2015-H25 AI IO 01.6134 09/20/2065 | 0.16% |
| IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 | 0.16% |
| TRANSDIGM INC TLF L+225 03.9094 12/30/2025 | 0.16% |
| TREASURY BILL 00.0000 05/07/2020 | 0.16% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.16% |
| GNR 2016-H02 BI IO 01.9182 11/20/2065 | 0.16% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.16% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.16% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.15% |
| GNR 2018-H02 EI IO 01.3752 01/20/2068 | 0.15% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.15% |
| RESTAURANT BRANDS TLB L+175 03.5080 11/19/2026 | 0.15% |
| UBSBB 2013-C5 XA IO P/P 144A 00.9498 03/10/2046 | 0.15% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.15% |
| SPST 2019-11 A 02.3789 10/24/2020 | 0.15% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.15% |
| GNR 2015-H25 EI IO 01.8584 10/20/2065 | 0.15% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.15% |
| GNR 2015-H09 BI IO 01.6975 03/20/2065 | 0.15% |
| STACR 2016-DNA1 B 11.6268 07/25/2028 | 0.15% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.15% |
| MSBAM 2014-C14 C 04.9341 02/15/2047 | 0.15% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.15% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.15% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.15% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.15% |
| PFIZER INC 01.9500 06/03/2021 | 0.15% |
| CMLTI 2007-AMC3 A2D 01.9768 03/25/2037 | 0.15% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.15% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.15% |
| WAMU 2005-AR13 A1C3 02.1168 10/25/2045 | 0.15% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.15% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.15% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7151 11/15/2045 | 0.15% |
| 2.00 R ISWP FWD CDOR03 P 03/18/2025 | 0.14% |
| GNR 2010-125 SD IO 05.0215 01/16/2040 | 0.14% |
| WFCM 2014-LC16 XA IO 01.1121 08/15/2050 | 0.14% |
| CAS 2016-C03 2M2 07.5268 10/25/2028 | 0.14% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.14% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.14% |
| STARS GROUP TLB L+350 05.4446 07/10/2025 | 0.14% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.14% |
| COMM 2014-CR19 XA IO 01.0079 08/10/2047 | 0.14% |
| COMM 2015-CR23 XA IO 00.9164 05/10/2048 | 0.14% |
| CSC HOLDINGS TLB L+225 03.9085 07/17/2025 | 0.14% |
| CGCMT 2019-GC43 X IO 00.6303 11/10/2052 | 0.14% |
| GNR 2016-77 SC IO 04.4530 10/20/2045 | 0.14% |
| RALI 2006-QO5 1A1 01.8418 05/25/2046 | 0.14% |
| SAMI 2007-AR1 2A1 01.8068 01/25/2037 | 0.14% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.14% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.14% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.14% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.14% |
| CALPINE CONS FIN TL L+200 03.6034 01/15/2025 | 0.14% |
| COMM 2014-UBS6 XA IO 00.8920 12/10/2047 | 0.14% |
| FNR 2016-83 BS IO 04.4733 11/25/2046 | 0.14% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.14% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.14% |
| UBSCM 2017-C7 XA IO 01.0558 12/15/2050 | 0.14% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.14% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.14% |
| WFCM 2013-LC12 C 04.2853 07/15/2046 | 0.14% |
| WFRBS 2011-C4 D P/P 144A 05.2297 06/15/2044 | 0.14% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.14% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.13% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.13% |
| MSBAM 2014-C15 D P/P 144A 04.9090 04/15/2047 | 0.13% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.13% |
| FHR 4922 SB IO 04.3915 04/25/2049 | 0.13% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.13% |
| FNR 2018-86 DS IO 04.4733 12/25/2048 | 0.13% |
| SPST 2019-WL1 A 02.2768 08/25/2052 | 0.13% |
| CHARTER COMM TLB2 L+175 03.6391 02/01/2027 | 0.13% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.13% |
| WFCM 2015-NXS3 B 04.5548 09/15/2057 | 0.13% |
| RACKSPACE HOSTING INC L+300 04.7632 11/03/2023 | 0.13% |
| BRAND ENERGY TL L+425 06.0880 06/21/2024 | 0.12% |
| JPMCC 2013-C10 XA IO 00.9763 12/15/2047 | 0.12% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.12% |
| CWALT 2005-27 1A1 02.3858 08/25/2035 | 0.12% |
| GARDNER DENVER TLB L+175 03.4109 02/28/2027 | 0.12% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.12% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.12% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.12% |
| CSAIL 2015-C1 XA IO 00.8389 04/15/2050 | 0.12% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.12% |
| MSBAM 2015-C26 XA IO 01.0267 10/15/2048 | 0.12% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.12% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.12% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| BERRY PLASTICS TLW L+200 03.9403 10/01/2022 | 0.12% |
| GNR 2016-H22 AI IO 02.4740 10/20/2066 | 0.12% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.12% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.12% |
| UNIVISION TLC5 L+275 04.3534 03/15/2024 | 0.12% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.12% |
| AES CORP/THE 05.1250 09/01/2027 | 0.12% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.12% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.12% |
| UBSC 2011-C1 D P/P 144A 06.0504 01/10/2045 | 0.12% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.12% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.12% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.12% |
| GSMS 2015-GC30 XA IO 00.8040 05/10/2050 | 0.11% |
| MSBAM 2012-C6 D P/P 144A 04.6074 11/15/2045 | 0.11% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.11% |
| GATES GLOBAL TLB L+275 04.3534 03/31/2024 | 0.11% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.11% |
| GNR 2015-H28 DI IO 01.5578 08/20/2065 | 0.11% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.11% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.11% |
| CF 2019-CF3 XA IO 00.7220 01/15/2053 | 0.11% |
| HILTON TLB L+175 03.3768 06/21/2026 | 0.11% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.11% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.11% |
| VICI PROPERTIES TL L+175 03.3789 12/22/2024 | 0.11% |
| GSMS 2014-GC18 XA IO 01.0133 01/10/2047 | 0.11% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.11% |
| WAMU 2005-AR14 1A2 03.8382 12/25/2035 | 0.11% |
| CGCMT 2014-GC19 X IO 01.1509 03/10/2047 | 0.11% |
| GNR 2016-H08 AI IO 02.4058 08/20/2065 | 0.11% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.11% |
| GNR 2014-H14 CI IO 01.5891 07/20/2064 | 0.10% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.10% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.10% |
| HVMLT 2005-2 1A 02.1668 05/19/2035 | 0.10% |
| LENNAR CORP 04.7500 11/15/2022 | 0.10% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.10% |
| CMLTI 2007-AR5 1A1A 04.0820 04/25/2037 | 0.10% |
| GSMS 2014-GC24 D P/P 144A 04.5323 09/10/2047 | 0.10% |
| CFCRE 2016-C4 XA IO 01.7037 05/10/2058 | 0.10% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.10% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.10% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.10% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.10% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.10% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.10% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.10% |
| COMM 2013-CR13 E P/P 144A 04.8887 11/10/2046 | 0.10% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.10% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.10% |
| 1.40 R ISWP FWD AUDBB6M P 03/18/2030 | 0.09% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.09% |
| GNR 2017-H03 DI IO 02.7248 12/20/2066 | 0.09% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.09% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.09% |
| GNR 2015-H10 EI IO 01.6274 04/20/2065 | 0.09% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.09% |
| CAS 2017-C02 2B1 07.1268 09/25/2029 | 0.09% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.09% |
| DISH DBS CORP 05.1250 05/01/2020 | 0.09% |
| CWALT 2006-OA10 2A1 01.8168 08/25/2046 | 0.09% |
| CGCMT 2014-GC19 D P/P 144A 05.0918 03/10/2047 | 0.09% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.09% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.09% |
| GNR 2015-H18 IA IO 01.8365 06/20/2065 | 0.09% |
| GNR 2017-H11 NI IO 02.1804 05/20/2067 | 0.09% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.09% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.09% |
| MSC 2012-C4 E P/P 144A 05.4192 03/15/2045 | 0.09% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.09% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.09% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.08% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.08% |
| WAMU 2005-AR10 1A3 04.1293 09/25/2035 | 0.08% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.08% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| SPRINT TLB L+250 04.1250 02/03/2024 | 0.08% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.08% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.08% |
| CFCRE 2011-C2 D P/P 144A 05.7414 12/15/2047 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.08% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.08% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.08% |
| CINEWORLD TLB L+300 04.6653 02/07/2027 | 0.08% |
| CWALT 2006-OA7 1A1 02.9126 06/25/2046 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.08% |
| MSBAM 2013-C10 D P/P 144A 04.0827 07/15/2046 | 0.08% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.08% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| CAS 2018-C05 1M2 03.9768 01/25/2031 | 0.08% |
| CGCMT 2014-GC21 X IO 01.1769 05/10/2047 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.08% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.08% |
| COMM 2015-CR22 XA IO 00.9084 03/10/2048 | 0.08% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.08% |
| NETFLIX INC 05.5000 02/15/2022 | 0.08% |
| SAMI 2006-AR7 A1A 01.8368 08/25/2036 | 0.08% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.08% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.08% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.08% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.07% |
| CAS 2018-C06 2M2 03.7268 03/25/2031 | 0.07% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.07% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.07% |
| TREASURY BILL 00.0000 04/09/2020 | 0.07% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.07% |
| INFOR TLB6 L+275 04.6946 02/01/2022 | 0.07% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.07% |
| GRIFOLS TLB L+200 03.7996 11/15/2027 | 0.07% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.07% |
| APPLE INC 02.8500 05/06/2021 | 0.07% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.07% |
| WERNER TLB L+400 05.6034 07/24/2024 | 0.07% |
| WFRBS 2012-C10 C 04.3644 12/15/2045 | 0.07% |
| CAS 2017-C05 1B1 05.2268 01/25/2030 | 0.07% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.07% |
| CPTFEMU P 1.71 R 07/15/37 | 0.07% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.07% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.07% |
| CGCMT 2013-GC17 X IO 01.0362 11/10/2046 | 0.07% |
| COMM 2014-LC15 XA IO 01.0958 04/10/2047 | 0.07% |
| CWHL 2005-3 1A1 02.2468 04/25/2035 | 0.07% |
| GSAA 2005-15 2A2 01.8768 01/25/2036 | 0.07% |
| HUSKY TLB L+300 04.6034 03/28/2025 | 0.07% |
| JPMCC 2007-CB20 E P/P 144A 06.2787 02/12/2051 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.07% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.07% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% |
| UKRPI P 3.665 R 12/15/28 | 0.07% |
| CAS 2019-R02 1M2 03.9268 08/25/2031 | 0.07% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.07% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.07% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.07% |
| WFRBS 2011-C4 E P/P 144A 05.2297 06/15/2044 | 0.07% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.06% |
| JPALT 2007-A2 12A1 01.8268 06/25/2037 | 0.06% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.06% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.06% |
| GNR 2017-H02 BI IO 02.4731 01/20/2067 | 0.06% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.06% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.06% |
| GNR 2017-H14 DI IO 01.7102 06/20/2067 | 0.06% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.06% |
| JPMCC 2012-LC9 D P/P 144A 04.4179 12/15/2047 | 0.06% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.06% |
| STACR 2017-DNA2 B1 06.7768 10/25/2029 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.06% |
| GNR 2011-H15 AI IO 01.5390 06/20/2061 | 0.06% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.06% |
| ELDORADO RESORTS TLB L+225 03.8894 04/17/2024 | 0.06% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.06% |
| ORTHO-CLINICAL TLB L+325 04.7653 06/01/2025 | 0.06% |
| STACR 2018-HQA1 M2 03.9268 09/25/2030 | 0.06% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.06% |
| GNR 2011-H08 GI IO 01.2656 03/20/2061 | 0.06% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.06% |
| OMAN GOV INTERNTL BOND REGS 06.7500 01/17/2048 | 0.06% |
| 1.70 R ISWP FWD US0003M P 03/18/2025 | 0.06% |
| 1.743 R ISWP US0003M P 02/18/2050 | 0.06% |
| GNR 2011-17 S IO 04.4030 02/20/2041 | 0.06% |
| STACR 2016-HQA2 M3B 06.7768 11/25/2028 | 0.06% |
| WESTERN DIGITAL TLB L+175 03.3534 04/29/2023 | 0.06% |
| CAS 2019-R01 2M2 04.0768 07/25/2031 | 0.05% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.05% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.05% |
| JPMBB 2014-C19 XA IO 00.7505 04/15/2047 | 0.05% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.05% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.05% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| COMM 2012-CR3 E P/P 144A 04.7514 10/15/2045 | 0.05% |
| CAS 2020-R02 2M2 03.6609 01/25/2040 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.05% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.05% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.05% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.05% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.05% |
| TREASURY BILL 00.0000 06/04/2020 | 0.05% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.05% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.05% |
| STACR 2016-HQA1 M3 07.9768 09/25/2028 | 0.05% |
| 0.90 R ISWP FWD GBL6M P 03/18/2025 | 0.05% |
| ATOTECH TLB1 L+300 04.9446 01/31/2024 | 0.05% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| 2.10 R ISWP FWD CDOR03 P 03/18/2030 | 0.05% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| COMM 2014-UBS4 XA IO 01.1063 08/10/2047 | 0.04% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% |
| FHR 2990 LB 12.7067 06/15/2034 | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| STACR 2019-DNA1 M2 04.2768 01/25/2049 | 0.04% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.04% |
| CAS 2018-C01 1M2 03.8768 07/25/2030 | 0.04% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7685 09/10/2045 | 0.04% |
| TRANSDIGM INC TLE L+225 05/30/2025 | 0.04% |
| VISTRA ENERGY TLB3 L+175 03.3640 12/01/2025 | 0.04% |
| GNR 2016-H11 HI IO 02.0996 01/20/2066 | 0.04% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.04% |
| MEREDITH TLB L+250 04.1653 01/31/2025 | 0.04% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.04% |
| CAS 2015-C01 1M2 05.9268 02/25/2025 | 0.04% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.04% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.04% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.04% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.04% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.04% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% |
| CWALT 2006-OA10 4A1 01.8168 08/25/2046 | 0.04% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| -0.10 R ISWP FWD CHL6M P 03/18/2030 | 0.03% |
| CAS 2014-C03 2M2 04.5268 07/25/2024 | 0.03% |
| FNR 2007-53 SP 18.2353 06/25/2037 | 0.03% |
| GNR 2013-99 VS IO 04.4415 07/16/2043 | 0.03% |
| UBSBB 2012-C2 XA IO P/P 144A 01.3068 05/10/2063 | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% |
| 1.00 R ISWP FWD AUDBB6M P 03/18/2025 | 0.03% |
| DIVERSEY TL L+300 04.7767 09/06/2024 | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| GNR 2020-15 CS IO 04.3920 12/02/2021 | 0.03% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.03% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| STACR 2019-HQA1 M2 03.9768 02/25/2049 | 0.03% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.03% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6869 11/15/2044 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.03% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.03% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.03% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.03% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.03% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| UKRPI P 3.34 R 03/15/28 | 0.03% |
| USD/JPY PUT 107.00 20200417 JPMCB | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.02% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.02% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.02% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| USD/JPY PUT 107.00 20200413 UBS | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| STACR 2019-DNA2 M2 04.0768 03/25/2049 | 0.02% |
| 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.02% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.02% |
| AUD/USD 04/15/2020 UBS | 0.02% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.02% |
| LUMENTUM HOLD P/P 144A CV 00.5000 12/15/2026 | 0.02% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.02% |
| CAD/USD 04/15/2020 SSBT | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| MSC 2012-C4 XA IO P/P 144A 02.0706 03/15/2045 | 0.02% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| FHR 3249 PS 16.8020 12/15/2036 | 0.02% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.02% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| TREASURY BILL 00.0000 04/23/2020 | 0.02% |
| TREASURY BILL 00.0000 05/14/2020 | 0.02% |
| 1.10 R ISWP FWD GBL6M P 03/18/2030 | 0.02% |
| AUD/USD 04/15/2020 SSBT | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| FNR 2005-75 GS 15.3698 08/25/2035 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| UKRPI P 3.385 R 11/15/24 | 0.02% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.02% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.02% |
| ASCENT RESOURCES TLB L+650 08.1394 03/30/2023 | 0.02% |
| CAS 2015-C01 2M2 06.1768 02/25/2025 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.02% |
| SNAP INC P/P 144A CV 00.7500 08/01/2026 | 0.02% |
| STACR 2018-HQA2 M2 03.9268 10/25/2048 | 0.02% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.02% |
| 1.39 R ISWP NFIX3MID P 12/17/2024 | 0.02% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| DEXCOM INC CV 00.7500 12/01/2023 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| GNR 2019-78 SJ IO 04.4030 06/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.02% |
| 1.36 R ISWP NFIX3MID P 12/18/2024 | 0.02% |
| 1.3625 R ISWP NFIX3MID P 12/13/2024 | 0.02% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.02% |
| FHR 2976 LC 18.3388 05/15/2035 | 0.02% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.02% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.02% |
| CAS 2015-C02 2M2 05.6268 05/25/2025 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.01% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| PRICELINE GRO CV 00.9000 09/15/2021 | 0.01% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.01% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.01% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.01% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.01% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.01% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.01% |
| ENVESTNET INC CV 01.7500 06/01/2023 | 0.01% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.01% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.01% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.01% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.01% |
| SEK/USD 03/18/2020 SSBT | 0.01% |
| SWPTN 2MX10Y P 1.315 USD 04/27/2020 TD | 0.01% |
| SWPTN 6WX30Y P 1.465 USD 04/08/2020 BA | 0.01% |
| AKAMAI TECH P/P 144A CV 00.3750 09/01/2027 | 0.01% |
| BIOMARIN PHARMA CV 00.5990 08/01/2024 | 0.01% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.01% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NZD/USD 04/15/2020 JPMCB | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.01% |
| ZYNGA INC P/P 144A CV 00.2500 06/01/2024 | 0.01% |
| 8X8 INC CV 00.5000 02/01/2024 | 0.01% |
| BLACKLINE INC P/P 144A CV 00.1250 08/01/2024 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| CREE INC CV 00.8750 09/01/2023 | 0.01% |
| CYBERARK SFTWARE P/P 144A 00.0000 11/15/2024 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| II-VI INC CV 00.2500 09/01/2022 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.01% |
| PEGASYSTEMS P/P 144A CV 00.7500 03/01/2025 | 0.01% |
| SQUARE INC CV 00.5000 05/15/2023 | 0.01% |
| SWPTN 5WX10Y P 1.265 USD 03/31/2020 GS | 0.01% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.01% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2005-74 NK 19.3663 05/25/2035 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2019-99 KS IO 04.4030 08/20/2049 | 0.01% |
| INPHI CORP CV 00.7500 09/01/2021 | 0.01% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.01% |
| LUMENTUM HOLD CV 00.2500 03/15/2024 | 0.01% |
| PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 | 0.01% |
| Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.01% |
| SGD/USD 05/20/2020 JPMCB | 0.01% |
| SWPTN 4WX5Y R 1.505 CAD 03/25/2020 TD | 0.01% |
| UKRPI P 3.381 R 11/15/24 | 0.01% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.01% |
| WAYFAIR INC CV 01.1250 11/01/2024 | 0.01% |
| 0.2475 R ISWP FWD SES3M P 01/25/2022 | 0.01% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.01% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.01% |
| NZD/USD 04/15/2020 CITI | 0.01% |
| SWPTN 4WX10Y P 1.275 USD 03/25/2020 BC | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| WIX LTD USD 00.0000 07/01/2023 | 0.01% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.01% |
| AUD/USD 04/15/2020 BCAP-FX | 0.01% |
| CHEGG INC P/P 144A CV 00.1250 03/15/2025 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| GBP/USD 03/18/2020 SSBT | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.01% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.01% |
| NZD/USD 04/15/2020 GSFX | 0.01% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.01% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| TABULA RASA H P/P 144A CV 01.7500 02/15/2026 | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| FNW 1998-W2 X IO 00.6736 06/25/2028 | 0.01% |
| IRONWOOD PHAR P/P 144A CV 01.5000 06/15/2026 | 0.01% |
| REALPAGE INC CV 01.5000 11/15/2022 | 0.01% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.01% |
| TELADOC INC CV 01.3750 05/15/2025 | 0.01% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.01% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.01% |
| WINNEBAGO IND P/P 144A CV 01.5000 04/01/2025 | 0.01% |
| AUD/USD 04/15/2020 HSBCB | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| INTEGRA LIFE P/P 144A CV 00.5000 08/15/2025 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 BC | 0.00% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.00% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.00% |
| NOK/USD 03/18/2020 BCAP-FX | 0.00% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| USD/JPY PUT 101.00 20200417 JPMCB | 0.00% |
| 0.2275 R ISWP FWD SES3M P 01/28/2022 | 0.00% |
| 0.24 R ISWP FWD SES3M P 01/21/2022 | 0.00% |
| 1.04 R ISWP FWD NFIX3MID P 02/04/2022 | 0.00% |
| 1.0475 R ISWP FWD NFIX3MID P 02/04/2022 | 0.00% |
| CAD/USD 04/15/2020 TDBK | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| USD/JPY PUT 101.00 20200413 UBS | 0.00% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CAD/USD 04/15/2020 BANKAM | 0.00% |
| CAS 2015-C02 1M2 05.6268 05/25/2025 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0663 05/15/2038 | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.00% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.00% |
| RINGCENTRAL CV 00.0000 03/15/2023 | 0.00% |
| SEK/USD 03/18/2020 BANKAM | 0.00% |
| SEK/USD 03/18/2020 RBSF | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% |
| CAD/USD 04/15/2020 RBSF | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| EUR/USD PUT 1.086 20200331 HSBCB | 0.00% |
| GBP/USD 03/18/2020 WPAC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| SEK/USD 03/18/2020 TDBK | 0.00% |
| SEK/USD 03/18/2020 UBS | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 3MX10Y P 0.01 EUR 04/30/2020 MS | 0.00% |
| SWPTN 3MX30Y P 1.719 USD 04/30/2020 MS | 0.00% |
| SWPTN 4WX5Y P 1.505 CAD 03/25/2020 TD | 0.00% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% |
| CAD/USD 04/15/2020 HSBCB | 0.00% |
| CAD/USD 04/15/2020 JPMCB | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
| FNW 1998-W5 X IO 00.8018 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2812 10/25/2043 | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GBP/USD CALL 1.335 20200407 CITI | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| HKD/USD 05/20/2020 BANKAM | 0.00% |
| HKD/USD 05/20/2020 HSBCB | 0.00% |
| HKD/USD 05/20/2020 SSBT | 0.00% |
| HKD/USD 05/20/2020 UBS | 0.00% |
| JPY/USD 05/20/2020 HSBCB | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 GSFX | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 0.00% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | 0.00% |
| 0.07 R ISWP SES3M P 03/02/2022 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| BACM 2007-1 XW IO 00.3559 01/15/2049 | 0.00% |
| CHF/USD 03/18/2020 JPMCB | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CZK/USD 03/18/2020 BANKAM | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| FSPC T-8 A9 IO 00.4187 11/15/2028 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| JPY/USD 05/20/2020 UBS | 0.00% |
| LBUBS 2007-C2 XW IO 00.1915 02/15/2040 | 0.00% |
| NZD/USD 04/15/2020 BCAP-FX | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 3MX5Y P 1.999 USD 03/17/2020 CI | 0.00% |
| SWPTN 3MX5Y P 2.18775 USD 03/17/2020 CI | 0.00% |
| TWD/USD 05/20/2020 BANKAM | 0.00% |
| WBCMT 2006-C29 IO IO 00.4170 11/15/2048 | 0.00% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| JPY/USD 05/20/2020 GSFX | -0.00% |
| MXN/USD 04/15/2020 CITI | -0.00% |
| SEK/USD 03/18/2020 JPMCB | -0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | -0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.00% |
| 0.3125 R ISWP SES3M P 03/02/2030 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| JPY/USD 05/20/2020 BANKAM | -0.00% |
| JPY/USD 05/20/2020 JPMCB | -0.00% |
| MXN/USD 04/15/2020 UBS | -0.00% |
| NOK/USD 03/18/2020 SSBT | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 3MX10Y P 1.529 USD 04/30/2020 MS | -0.00% |
| SWPTN 3MX30Y P 0.4285 EUR 04/30/2020 MS | -0.00% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.00% |
| 0.585 R ISWP FWD AUDBB3M P 02/03/2022 | -0.00% |
| 0.5875 R ISWP FWD AUDBB3M P 02/03/2022 | -0.00% |
| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| AUD/USD 04/15/2020 GSFX | -0.00% |
| AUD/USD 04/15/2020 RBSF | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| MXN/USD 04/15/2020 BANKAM | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| 1.60 R ISWP CDOR03 P 02/24/2030 | -0.00% |
| 1.6875 R ISWP CDOR03 P 10/09/2029 | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| JPY/USD 05/20/2020 SSBT | -0.00% |
| NZD/USD 04/15/2020 BANKAM | -0.00% |
| NZD/USD 04/15/2020 RBSF | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.400.09 P USL1M R 01/12/40 GS | -0.00% |
| NOK/USD 03/18/2020 RBSF | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 4WX2Y P 1.195 USD 03/25/2020 BC | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| AUD/USD 04/15/2020 BANKAM | -0.01% |
| AUD/USD 04/15/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| EUR/USD CALL 1.1122 20200331 HSBCB | -0.01% |
| NZD/USD 04/15/2020 WPAC | -0.01% |
| SWPTN 5WX2Y P 1.178 USD 03/31/2020 GS | -0.01% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.01% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.01% |
| CPURNSA R 1.703 P 11/29/24 | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| 1.73 R ISWP FWD NIBOR3M P 01/28/2022 | -0.01% |
| 1.805 R ISWP FWD NOKOIB3M P 01/21/2022 | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 2MX2Y P 1.19 USD 04/27/2020 TD | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | -0.01% |
| 1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021 | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| CPURNSA R 1.7625 P 12/10/24 | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 6WX5Y P 1.17 USD 04/08/2020 BA | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.01% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.01% |
| -0.40 R ISWP FWD CHL6M P 03/18/2025 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| NZD/USD 04/15/2020 UBS | -0.01% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.01% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.01% |
| 1.75 R ISWP FWD NFIX3MID P 03/18/2030 | -0.01% |
| CPURNSA R 1.71 P 11/21/24 | -0.02% |
| NZD/USD 04/15/2020 SSBT | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.02% |
| 1.8075 R ISWP FWD NOKOIB3M P 01/25/2022 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| USD/JPY PUT 104.00 20200413 UBS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.02% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| USD/JPY PUT 104.00 20200417 JPMCB | -0.02% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.02% |
| IOS.FN30.350.14 P USL1M R 01/12/45 JP | -0.02% |
| NOK/USD 03/18/2020 GSFX | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.02% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.02% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| 0.65 R ISWP FWD SES3M P 03/18/2030 | -0.03% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.03% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.03% |
| 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.03% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| EUR/USD 03/18/2020 JPMCB | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.03% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| 1.632 R ISWP US0003M P 12/17/2024 | -0.03% |
| 1.6445 R ISWP US0003M P 12/13/2024 | -0.03% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.04% |
| 1.6815 R ISWP US0003M P 12/18/2024 | -0.04% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 1.95 R ISWP FWD NOKOIB6M P 03/18/2025 | -0.04% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.04% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.04% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.04% |
| 1.744 R ISWP US0003M P 01/08/2030 | -0.04% |
| 2.00 R ISWP FWD NOKOIB6M P 03/18/2030 | -0.04% |
| -0.10 R ISWP FWD EUR006M P 03/18/2025 | -0.04% |
| 0.35 R ISWP FWD SES3M P 03/18/2025 | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| 1.8315 R ISWP FWD US0003M P 01/27/2030 | -0.04% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.05% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.05% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.05% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.05% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.05% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.05% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.05% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.05% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.05% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.05% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.05% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.06% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.06% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.06% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.06% |
| 1.40 R ISWP FWD NFIX3MID P 03/18/2025 | -0.06% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.07% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.07% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.07% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.07% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.07% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.07% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.07% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.08% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.08% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.08% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.08% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.08% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.08% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.08% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% |
| UKRPI R 3.4425 P 07/15/49 | -0.08% |
| 0.20 R ISWP FWD EUR006M P 03/18/2030 | -0.09% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.09% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.09% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.11% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.12% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.12% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.13% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.14% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.14% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.16% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.16% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.17% |
| 2.715 R ISWP US0003M P 03/02/2030 | -0.17% |
| 2.7225 R ISWP US0003M P 02/20/2030 | -0.17% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.18% |
| FNMA FN30 TBA UMBS 04.5000 03/01/2050 | -0.19% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.21% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.21% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.22% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.22% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.22% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.23% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.23% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | -0.27% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.27% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.28% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.37% |
| 1.80 R ISWP FWD US0003M P 03/18/2030 | -0.41% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.49% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.89% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.97% |
| EURO-SCHATZ FUT MAR20 DUH0 | -1.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.10% |
| US 5YR NOTE (CBT) JUN20 FVM0 | -2.51% |
Fixed income statistics as of 05/31/20
| Average effective maturity | 4.48 yrs. |
|---|---|
| Average effective duration | 1.37 yrs. |
| Average yield to maturity | 6.19% |
| Average coupon | 4.80% |
Sector weightings as of 05/31/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 0.26% | 0.01 | 37.54% | 1.18 | 37.80% | 1.19 |
| Commercial MBS | 13.91% | 0.34 | 6.33% | 0.05 | 20.24% | 0.39 |
| Agency CMO | 18.24% | 0.60 | 0.34% | 0.01 | 18.58% | 0.61 |
| Investment-grade corporate bonds | 15.61% | 0.36 | 0.00% | 0.00 | 15.61% | 0.36 |
| High-yield corporate bonds | 12.40% | 0.41 | 0.00% | 0.00 | 12.40% | 0.41 |
| Residential MBS (non-agency) | 8.33% | 0.31 | 0.00% | 0.00 | 8.33% | 0.31 |
| Bank loans | 6.54% | 0.29 | 0.00% | 0.00 | 6.54% | 0.29 |
| Emerging-market bonds | 6.06% | 0.37 | 0.00% | 0.00 | 6.06% | 0.37 |
| Convertible securities | 2.18% | 0.03 | 0.00% | 0.00 | 2.18% | 0.03 |
| Asset-backed securities (ABS) | 2.12% | 0.02 | 0.00% | 0.00 | 2.12% | 0.02 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -1.83 | 0.00% | -1.83 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -1.09 | 0.00% | -1.09 |
| Net cash | 14.35% | 0.00 | 0.00% | 0.00 | 14.35% | 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 05/31/20
| 0 - 1 yr. | -14.96% |
|---|---|
| 1 - 5 yrs. | 85.98% |
| 5 - 10 yrs. | 23.95% |
| 10 - 15 yrs. | 0.80% |
| Over 15 yrs. | 4.23% |
Quality rating as of 05/31/20
| AAA | 58.73% |
|---|---|
| AA | 10.00% |
| A | 7.77% |
| BBB | 14.70% |
| BB | 17.59% |
| B | 5.88% |
| CCC and Below | 3.35% |
| Not Rated | -18.02% |
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 05/31/20
| United States | 89.55% |
|---|---|
| Canada | 1.36% |
| Australia | 1.15% |
| France | 0.81% |
| Saudi Arabia | 0.74% |
| Indonesia | 0.62% |
| Mexico | 0.61% |
| Uruguay | 0.61% |
| Sweden | 0.44% |
| Other | 4.11% |
1
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| Total expense ratio | 0.87% | 1.07% | 1.62% | 1.12% | 0.62% | 0.62% |
| What you pay | 0.87% | 1.07% | 1.62% | 1.12% | 0.62% | 0.62% |
Sales charge
| Breakpoint | Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| $0-$49,999 | 2.25% / 2.00% | 0.00% / 1.00% | 0.00% / 1.00% | -- | -- | -- |
| $50,000-$99,999 | 2.25% / 2.00% | 0.00% / 1.00% | 0.00% / 1.00% | -- | -- | -- |
| $100,000-$249,999 | 1.75% / 1.50% | -- | 0.00% / 1.00% | -- | -- | -- |
| $250,000-$499,999 | 1.25% / 1.00% | -- | 0.00% / 1.00% | -- | -- | -- |
| $500,000-$999,999 | 0.00% / 1.00% | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 1.00% | 1.00% | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 1.00% | 1.00% | -- | -- | -- |
| 2 yrs. | 0.00% | 0.50% | 0.00% | -- | -- | -- |
| 3 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 4 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 5 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 6 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 7+ yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.50% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $500,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
The ICE BofA U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. You cannot invest directly in an index.
Each fund seeks to earn a positive total return that exceeds the rate of inflation by a targeted amount over a reasonable period of time regardless of market conditions. There can be no assurance that a fund will meet its objective. The fund is not intended to outperform stocks and bonds during strong market rallies. Consult your financial advisor to determine which fund fits into your investment goals and time horizon.
Consider these risks before investing: Allocation of assets among fixed-income strategies and sectors may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less when interest rates decline and decline in value more when interest rates rise. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. The fund may not achieve its goal, and it is not intended to be a complete investment program. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. The fund's efforts to produce lower-volatility returns may not be successful and may make it more difficult at times for the fund to achieve its targeted return. Under certain market conditions, the fund may accept greater-than-typical volatility to seek its targeted return. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund. The fund’s prospectus lists additional risks.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.