ConvertibleBond DELIVERY HERO SE ISIN:DE000A3H2WP2 EUR-EURIBOR-3M 2 EUR 2020-07-15 Fixed false EUR MF ACT/360 1 false false false 2020-07-15 2025-07-15 6M EUR F F Backward 0.0087500000000000008 0.0000000000000000 Equity RIC:DHER.DE 1 Bond IRELAND (GOVERNMENT) ISIN:IE00BH3SQ895 EUR-EURIBOR-6M BondOptionVols-EUR 2 TARGET 2019-01-16 Fixed false EUR F ACT/360 1 false false false 2019-01-16 2029-05-15 1Y TARGET F F Backward 0.010999999999999999 Bond ITALY, REPUBLIC OF (GOVERNMENT) ISIN:IT0005177909 EUR-EURIBOR-3M 2 TARGET 2016-04-26 Fixed false EUR F ACT/360 1 false false false 2016-04-26 2036-09-01 6M TARGET F F Backward 0.022499999999999999 ConvertibleBond SIRIUS XM HOLDINGS INC ISIN:US531229AR32 USD-SOFR 2 US-NYSE 2023-09-14 Fixed false USD MF T360 1 false false false 2023-09-14 2053-09-30 3M US-NYSE F F Backward 0.02375 2028-09-30 1 Clean 1 2023-09-14 2053-09-30 0.0095320000000000005 Equity RIC:LYV.N 1 ConvertibleBond ON SEMICONDUCTOR CORP ISIN:US682189AS48 USD-LIBOR-3M BondOptionVols_USD 2 USD 2021-05-14 Fixed false USD F ACT/360 1 false false false 2021-05-14 2027-05-01 1Y USD F F Backward 0.0000000000000000 2024-05-01 2027-04-01 1 Clean 1 1 1.3 20-of-30 2021-05-14 2027-04-29 0.0188796 Equity RIC:ON.O 1 Bond UNITED STATES TREASURY USD-LIBOR-3M 1 US-FED 2017-05-01 Fixed false USD F ACT/360 1 false false false 2017-05-01 2025-04-30 6M US-FED F F Backward 0.02 CreditIndex CDX RED:007G93|SNRFOR|USD|XR14 0.0080000000000000002 RED:027A8A|SNRFOR|USD|XR14 0.0080000000000000002 RED:027D97|SNRFOR|USD|XR14 0.0080000000000000002 RED:028EFB|SNRFOR|USD|XR14 0.0080000000000000002 RED:03AB52|SNRFOR|USD|XR14 0.0080000000000000002 RED:058B87|SNRFOR|USD|XR14 0.0080000000000000002 RED:06DG91|SNRFOR|USD|XR14 0.0080000000000000002 RED:08CAD7|SNRFOR|USD|XR14 0.0080000000000000002 RED:08EB67|SNRFOR|USD|XR14 0.0080000000000000002 RED:09C9BK|SNRFOR|USD|XR14 0.0080000000000000002 RED:09G725|SNRFOR|USD|XR14 0.0080000000000000002 RED:09IG96|SNRFOR|USD|XR14 0.0080000000000000002 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RED:6FIB6J|SNRFOR|USD|XR14 0.0080000000000000002 RED:6I209O|SNRFOR|USD|XR14 0.0080000000000000002 RED:7B6989|SNRFOR|USD|XR14 0.0080000000000000002 RED:7B8752|SNRFOR|USD|XR14 0.0080000000000000002 RED:7B9DFM|SNRFOR|USD|XR14 0.0080000000000000002 RED:7BCB7P|SNRFOR|USD|XR14 0.0080000000000000002 RED:7BDHBK|SNRFOR|USD|XR14 0.0080000000000000002 RED:7C5259|SNRFOR|USD|XR14 0.0080000000000000002 RED:7FB89D|SNRFOR|USD|XR14 0.0080000000000000002 RED:7I8789|SNRFOR|USD|XR14 0.0080000000000000002 RED:897ECJ|SNRFOR|USD|XR14 0.0080000000000000002 RED:8A677C|SNRFOR|USD|XR14 0.0080000000000000002 RED:8AAG87|SNRFOR|USD|XR14 0.0080000000000000002 RED:8C67DF|SNRFOR|USD|XR14 0.0080000000000000002 RED:8C8BB5|SNRFOR|USD|XR14 0.0080000000000000002 RED:8F97DO|SNRFOR|USD|XR14 0.0080000000000000002 RED:8FD73G|SNRFOR|USD|XR14 0.0080000000000000002 RED:8FFFB8|SNRFOR|USD|XR14 0.0080000000000000002 RED:8GHDBF|SNRFOR|USD|XR14 0.0080000000000000002 RED:8HC878|SNRFOR|USD|XR14 0.0080000000000000002 RED:997F99|SNRFOR|USD|XR14 0.0080000000000000002 RED:9A2443|SNRFOR|USD|XR14 0.0080000000000000002 RED:9A456T|SNRFOR|USD|XR14 0.0080000000000000002 RED:9AAA4I|SNRFOR|USD|XR14 0.0080000000000000002 RED:9B579L|SNRFOR|USD|XR14 0.0080000000000000002 RED:9C58DM|SNRFOR|USD|XR14 0.0080000000000000002 RED:9C645J|SNRFOR|USD|XR14 0.0080000000000000002 RED:9F837C|SNRFOR|USD|XR14 0.0080000000000000002 RED:9F9652|SNRFOR|USD|XR14 0.0080000000000000002 RED:9FFD9C|SNRFOR|USD|XR14 0.0080000000000000002 RED:9J26DD|SNRFOR|USD|XR14 0.0080000000000000002 RED:GL6652|SNRFOR|USD|XR14 0.0080000000000000002 RED:UZDD52|SNRFOR|USD|XR14 0.0080000000000000002 PortfolioBasket EquityPosition 7006.0 Equity .SPX RIC EquityPosition 25904.0 Equity .NDX RIC CallableBond CPTY_C FundingCurveAsCreditCurve EUR-EURIBOR-3M 2 TARGET 20240215 Fixed false EUR 1 ActActISMA F 0.025 20240226 20300225 1Y TARGET F F Forward 2026-10-25 2027-10-25 2028-10-25 1.0 1.0 1.0 Clean true CallableBond CPTY_C FundingCurveAsCreditCurve EUR-EURIBOR-3M 2 TARGET 20240215 Fixed false EUR 1 ActActISMA F 0.025 20240226 20300225 1Y TARGET F F Forward 2026-10-25 2027-10-25 2028-10-25 1.0 1.0 1.0 Clean true CallableBond CPTY_C FundingCurveAsCreditCurve EUR-EURIBOR-3M 2 TARGET 20240215 Fixed false EUR 1 ActActISMA F 0.025 20240226 20300225 1Y TARGET F F Forward 2026-10-25 2027-10-25 2028-10-25 1.0 1.0 1.0 Clean true 2026-10-25 2027-10-25 2028-10-25 1.0 1.0 1.0 Clean true Bond CPTY_C FundingCurveAsCreditCurve EUR-EURIBOR-3M 2 TARGET 20240215 Fixed false EUR 1 ActActISMA F 0.015 20240226 20300225 1Y TARGET F F Forward