Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Active Income
Global Income Trust (Class Y) (PGGYX)
Seeking attractive bond investments across world markets since 1987
Skip to
Highlights
Objective
The fund seeks high current income by investing principally in debt securities of sovereign and private issuers worldwide, including supranational issuers. Preservation of capital and long-term total return are secondary objectives, but only to the extent consistent with the objective of seeking high current income.
Strategy and process
- Worldwide opportunities: The fund's managers search for attractive income securities from a broad range of sectors in U.S. and international markets.
- Flexible risk allocations: The fund takes a unique approach to asset allocation, dynamically establishing diversified risk exposures rather than sector exposures.
- Bottom-up approach: Security selection is the primary driver of returns, with sub-sector allocations and macro strategies also serving as potential alpha generators.
Fund price
| Net asset value (yesterday’s close) |
$12.54 0.32% | $0.04 |
| 52-week high | $12.63 (03/06/20) |
| 52-week low | $11.29 (03/19/20) |
Yield
| Distribution rate before sales charge as of 10/27/20 |
1.91% |
|---|---|
| Distribution rate after sales charge as of 10/27/20 |
1.91% |
| 30-day SEC yield with subsidy as of 09/30/20 |
1.08% |
| 30-day SEC yield without subsidy as of 09/30/20 |
0.75% |
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.
14.16%
Best 5-year annualized return
(for period ending 09/30/92)
0.22%
Worst 5-year annualized return
(for period ending 12/31/01)
5.78%
Average 5-year annualized return
Fund facts as of 09/30/20
Total net assets
$252.42M
$252.42M
Turnover (fiscal year end)
408%
408%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1235
1235
Fiscal year-end
October
October
CUSIP / Fund code
74677Q604 / 1820
74677Q604 / 1820
Inception date
10/04/05
10/04/05
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PGGYX
PGGYX
Management team
Co-Chief Investment Officer, Fixed Income
Portfolio Manager
Portfolio Manager
Portfolio Manager
Co-Chief Investment Officer, Fixed Income
Co-Head of Fixed Income
Literature
Fund documents |
|
| Fact Sheet (A share) (PDF) | |
| Fact Sheet (R6 share) (PDF) | |
| Fact Sheet (Y share) (PDF) | |
| Summary Prospectus (PDF) |
|
| Statutory Prospectus (PDF) |
|
| Statement of Additional Information (SAI) (PDF) | |
| Annual Report (PDF) |
|
| Semiannual Report (PDF) |
|
| Proxy voting results (Form N-PX) (PDF) | |
| Putnam active strategies pursue diverse income opportunities for client portfolios (PDF) |
|
| Quarterly commentary (PDF) | |
| Comparing Putnam's taxable income funds (PDF) | |
| Alternating bond market leadership (PDF) | |
Performance
Total return (%) as of 09/30/20
Annual performance as of 09/30/20
Annualized Total return (%) as of 09/30/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 2.70% | 3.31% | 3.78% | 3.13% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays Global Aggregate Bond Index | 6.24% | 4.10% | 3.92% | 2.36% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 09/30/20 | 0.24% | - | |
| YTD as of 10/27/20 | 2.92% | - | |
Yield
| Distribution rate before sales charge as of 10/27/20 |
1.91% |
|---|---|
| Distribution rate after sales charge as of 10/27/20 |
1.91% |
| 30-day SEC yield with subsidy as of 09/30/20 |
1.08% |
| 30-day SEC yield without subsidy as of 09/30/20 |
0.75% |
Risk-adjusted performance as of 09/30/20
| Sharpe ratio (3 yrs.) | 0.33 |
|---|---|
| Information ratio (3 yrs.) | -0.27 |
Volatility as of 09/30/20
| Standard deviation (3 yrs.) | 5.27% |
|---|---|
| Beta | 1.08 |
| R-squared | 0.69 |
Lipper rankings as of 09/30/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 168/207 | 81% |
| 3 yrs. | 121/177 | 68% |
| 5 yrs. | 97/158 | 62% |
| 10 yrs. | 33/99 | 33% |
Morningstar Ratings™ as of 09/30/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 182 | |
| 3 yrs. | 182 | |
| 5 yrs. | 169 | |
| 10 yrs. | 112 |
Distributions
| Record/Ex dividend date | 09/28/20 |
|---|---|
| Payable date | 09/30/20 |
| Income | $0.02 |
| 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
| Fnma Fn30 Tba Umbs 02.5000 11/01/2050 | 13.28% |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 11/01/2050 | 12.26% |
| Japan (10 Year Issue) 00.8000 09/20/2023 | 3.49% |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | 2.51% |
| Japan (30 Year Issue) 02.3000 03/20/2040 | 2.07% |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2050 | 1.69% |
| European Investment Bank Gbp 05.6250 06/07/2032 | 1.53% |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | 1.25% |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | 1.25% |
| Japan (20 Year Issue) 02.3000 06/20/2027 | 1.23% |
| Top 10 holdings, percent of portfolio | 40.56% |
| Top 10 holdings as of 09/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 02.0000 11/01/2050 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2050 | |
| European Investment Bank Gbp 05.6250 06/07/2032 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Holdings represent 40.56% of portfolio | |
| Top 10 holdings as of 08/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 10/01/2050 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Fnma Fn30 Tba Umbs 02.0000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 02.0000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| European Investment Bank Gbp 05.6250 06/07/2032 | |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2050 | |
| Holdings represent 37.89% of portfolio | |
| Top 10 holdings as of 07/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 09/01/2050 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Fnma Fn30 Tba Umbs 02.0000 09/01/2050 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 02.0000 08/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 08/01/2050 | |
| European Investment Bank Gbp 05.6250 06/07/2032 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2050 | |
| Holdings represent 39.60% of portfolio | |
| Top 10 holdings as of 06/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 08/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| European Investment Bank Gbp 05.6250 06/07/2032 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Holdings represent 35.76% of portfolio | |
| FNMA FN30 TBA UMBS 02.0000 11/01/2050 | 12.26% |
|---|---|
| FNMA FN30 TBA UMBS 02.5000 11/01/2050 | 9.13% |
| FNMA FN30 TBA UMBS 02.5000 10/01/2050 | 4.16% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.49% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2050 | 3.34% |
| US ULTRA BOND CBT DEC20 WNZ0 | 3.16% |
| US 10YR NOTE (CBT)DEC20 TYZ0 | 2.21% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.07% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2050 | 1.69% |
| EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 | 1.51% |
| US 5YR NOTE (CBT) DEC20 FVZ0 | 1.40% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.28% |
| US LONG BOND(CBT) DEC20 USZ0 | 1.26% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.24% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.22% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.22% |
| LONG GILT FUTURE DEC20 G Z0 | 1.18% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.17% |
| TREASURY BILL 00.0000 10/08/2020 | 1.03% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.02% |
| US 10YR ULTRA FUT DEC20 UXYZ0 | 0.95% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.87% |
| GNMA GII30 TBA 04.0000 10/01/2050 | 0.84% |
| GNMA GII30 TBA 03.0000 10/01/2050 | 0.83% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.82% |
| EURO-BOBL FUTURE DEC20 OEZ0 | 0.82% |
| FNMA FN30 TBA UMBS 01.5000 10/01/2050 | 0.80% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.73% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.72% |
| COMCAST CORP 03.4500 02/01/2050 | 0.68% |
| CAS 2020-R01 1M2 02.1981 01/25/2040 | 0.67% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 0.64% |
| BUONI POLIENNALI DEL TES 06.5000 11/01/2027 | 0.56% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.55% |
| DBUBS 2011-LC3A D P/P 144A 05.5129 08/10/2044 | 0.55% |
| BUONI POLIENNALI DEL TES 02.5000 12/01/2024 | 0.54% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.54% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.52% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.52% |
| EURO-BUXL 30Y BND DEC20 UBZ0 | 0.52% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.52% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.50% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.49% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.48% |
| BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 | 0.48% |
| CASH MGMT BILL 00.0000 12/15/2020 | 0.48% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.46% |
| CAS 2014-C03 2M2 03.0481 07/25/2024 | 0.45% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.43% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.43% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.43% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.42% |
| GNMA GII30 TBA 04.5000 10/01/2050 | 0.42% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 0.42% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 0.42% |
| STACR 2016-DNA2 M3 04.7981 10/25/2028 | 0.42% |
| GNMA GII30 TBA 03.5000 10/01/2050 | 0.42% |
| JPMCC 2012-C8 D P/P 144A 04.8261 10/15/2045 | 0.41% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.40% |
| VERIZON COMM 04.3290 09/21/2028 | 0.40% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| MRAIT 2020-2 A 01.3051 07/21/2021 | 0.39% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.39% |
| CFCRE 2011-C2 E P/P 144A 05.9306 12/15/2047 | 0.39% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.39% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.36% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.36% |
| STACR 2016-DNA3 M3 05.1481 12/25/2028 | 0.36% |
| TREASURY BILL 00.0000 10/27/2020 | 0.36% |
| TREASURY BILL 00.0000 12/10/2020 | 0.36% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.36% |
| SAIL 2004-10 A10 01.0481 11/25/2034 | 0.35% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.35% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.35% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.35% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.34% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.34% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.33% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.32% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.32% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.32% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.32% |
| MWST 2018-W1 A 00.9981 11/25/2051 | 0.32% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.31% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.31% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.31% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.31% |
| CSAIL 2015-C1 C 04.4109 04/15/2050 | 0.30% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.5000 11/13/2023 | 0.30% |
| JPMBB 2014-C19 C 04.8327 04/15/2047 | 0.30% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.30% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.29% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.29% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.29% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.29% |
| CAS 2015-C04 2M2 05.6981 04/25/2028 | 0.29% |
| CAS 2016-C06 1M2 04.3981 04/25/2029 | 0.29% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.29% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.29% |
| REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 | 0.28% |
| FISERV INC 04.2000 10/01/2028 | 0.28% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.28% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.28% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.28% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.27% |
| CSMC 2016-NXSR C 04.5031 12/15/2049 | 0.27% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.27% |
| COMM 2014-CR17 C 04.9450 05/10/2047 | 0.27% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.27% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.27% |
| MSBAM 2012-C5 E P/P 144A 04.8314 08/15/2045 | 0.26% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.26% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.26% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.26% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.26% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.26% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.26% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.26% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.26% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.26% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.26% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.26% |
| JPMCC 2012-C6 E P/P 144A 05.3239 05/15/2045 | 0.26% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.25% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.25% |
| SPST 2020-6 A 01.9011 09/07/2021 | 0.25% |
| CANADIAN GOVERNMENT 00.5000 03/01/2022 | 0.25% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.25% |
| BANK 2019-BN20 XA IO 00.9625 09/15/2062 | 0.25% |
| STACR 2017-DNA3 M2B 02.6481 03/25/2030 | 0.25% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.25% |
| SPST 2020-13 A 01.6511 10/10/2021 | 0.25% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.25% |
| SPST 2020-2 A 00.9748 03/26/2021 | 0.25% |
| EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 | 0.24% |
| SPST 2020-WL1 A 01.2981 06/25/2051 | 0.24% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.24% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.24% |
| WFRBS 2011-C2 D P/P 144A 05.8558 02/15/2044 | 0.24% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.24% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.24% |
| SWITZERLAND REGS 02.0000 05/25/2022 | 0.24% |
| TREASURY BILL 00.0000 11/12/2020 | 0.24% |
| CAS 2017-C07 1EB2 01.1481 05/25/2030 | 0.24% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.23% |
| EUR/USD CALL 1.21 20210127 GSFX | 0.23% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.23% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.23% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.23% |
| 10YR MINI JGB FUT DEC20 BJZ0 | 0.23% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.23% |
| CAN 10YR BOND FUT DEC20 CNZ0 | 0.23% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.23% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.23% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.22% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.22% |
| IRISH TSY 5.4 2025 05.4000 03/13/2025 | 0.22% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.22% |
| CAS 2016-C02 1M2 06.1481 09/25/2028 | 0.22% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.22% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.22% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.22% |
| MSBAM 2014-C17 C 04.6367 08/15/2047 | 0.21% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.21% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.21% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.21% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.21% |
| EQUINIX INC 03.2000 11/18/2029 | 0.21% |
| COMM 2013-CR11 C P/P 144A 05.2854 08/10/2050 | 0.20% |
| GNMA GII30 BD1731 03.5000 01/20/2048 | 0.20% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.20% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.20% |
| STACR 2016-HQA3 M3 03.9981 03/25/2029 | 0.20% |
| BUONI POLIENNALI DEL TES REGS 00.9000 08/01/2022 | 0.20% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.20% |
| MSC 2011-C3 B P/P 144A 05.4192 07/15/2049 | 0.20% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.20% |
| ZOETIS INC 03.9000 08/20/2028 | 0.20% |
| BROADCOM INC 04.1500 11/15/2030 | 0.20% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.20% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.20% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.19% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.19% |
| ALPHABET INC 02.2500 08/15/2060 | 0.19% |
| AT&T INC 04.3000 02/15/2030 | 0.19% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.19% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.19% |
| WEC ENERGY GROUP INC 02.3926 05/15/2067 | 0.19% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.19% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.19% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.19% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.19% |
| AT&T INC 04.1000 02/15/2028 | 0.19% |
| MCAS 2019-01 M7 P/P 144A 01.8481 10/15/2049 | 0.18% |
| WAMU 2005-AR12 1A8 02.9538 10/25/2035 | 0.18% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.18% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.18% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.18% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.18% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| AON PLC 04.2500 12/12/2042 | 0.18% |
| FHR 4979 SN IO 05.8976 06/25/2050 | 0.18% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| JPMBB 2013-C17 D P/P 144A 05.0547 01/15/2047 | 0.18% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.17% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.17% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.17% |
| COMM 2015-LC19 C 04.3770 02/10/2048 | 0.17% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.17% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.17% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.17% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.17% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.17% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.17% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.16% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.16% |
| GNR 2015-H09 AI IO 03.2194 04/20/2065 | 0.16% |
| GNR 2016-H23 NI IO 03.3469 10/20/2066 | 0.16% |
| CAS 2016-C04 1M2 04.3981 01/25/2029 | 0.16% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.16% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.16% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.16% |
| CAS 2016-C03 1M2 05.4481 10/25/2028 | 0.16% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.16% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.16% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.16% |
| FOX CORP 03.0500 04/07/2025 | 0.15% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.15% |
| COMM 2014-CR18 C 04.8817 07/15/2047 | 0.15% |
| FHMS K087 X1 IO 00.5099 12/25/2028 | 0.15% |
| GNMA GII30 BD1729 03.5000 01/20/2048 | 0.15% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.15% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.15% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.15% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.15% |
| CWALT 2006-OA10 4A1 00.3381 08/25/2046 | 0.15% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.15% |
| VERIZON COMM 04.6720 03/15/2055 | 0.15% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.15% |
| NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 | 0.15% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.14% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.14% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.14% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.14% |
| GNR 2017-H11 NI IO 02.4713 05/20/2067 | 0.14% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.14% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| GNR 2015-H03 DI IO 03.2245 01/20/2065 | 0.14% |
| COMM 2012-CR2 D P/P 144A 04.9918 08/15/2045 | 0.14% |
| CWALT 2006-OA7 1A2 01.9593 06/25/2046 | 0.14% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.14% |
| FHMS K113 X1 IO 01.4902 06/25/2030 | 0.14% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.14% |
| CAS 2016-C05 2M2 04.5981 01/25/2029 | 0.14% |
| HCA INC. 05.5000 06/15/2047 | 0.14% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.13% |
| GNR 2017-H02 BI IO 02.3727 01/20/2067 | 0.13% |
| WAMU 2005-AR9 A1C3 01.1081 07/25/2045 | 0.13% |
| BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 | 0.13% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.13% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.13% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.13% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.13% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.13% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.13% |
| GNR 2017-H04 BI IO 02.4175 02/20/2067 | 0.13% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.13% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.13% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| COMCAST CORP 03.9990 11/01/2049 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.12% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.12% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.12% |
| REPUBLIC OF ITALY P/P REGS 04.0000 02/01/2037 | 0.12% |
| WFCM 2013-LC12 C 04.4105 07/15/2046 | 0.12% |
| CAS 2016-C07 2M2 04.4981 05/25/2029 | 0.12% |
| FHMS K113 XAM IO 01.6927 06/25/2030 | 0.12% |
| GNR 2016-H16 EI IO 02.4937 06/20/2066 | 0.12% |
| MWST 2019-1 A 00.9481 06/25/2052 | 0.12% |
| STACR 2014-DN4 M3 04.6981 10/25/2024 | 0.12% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.12% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.12% |
| GSMS 2013-GCJ14 B P/P 144A 04.9018 08/10/2046 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| CASH MGMT BILL 00.0000 12/08/2020 | 0.12% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.12% |
| TREASURY BILL 00.0000 11/19/2020 | 0.12% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.12% |
| JPMBB 2013-C12 B 04.2362 07/15/2045 | 0.12% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.12% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.12% |
| CAS 2015-C04 1M2 05.8481 04/25/2028 | 0.12% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.12% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.12% |
| AMGEN INC 04.6630 06/15/2051 | 0.12% |
| BOEING CO 04.8750 05/01/2025 | 0.12% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.12% |
| FHMS K111 X1 IO 01.6819 05/25/2030 | 0.12% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.12% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.11% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.11% |
| COMM 2015-LC21 XA IO 00.8380 07/10/2048 | 0.11% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.11% |
| WAMU 2005-AR2 2A1B 00.5181 01/25/2045 | 0.11% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.11% |
| GNR 2016-H07 HI IO 03.0840 02/20/2066 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.11% |
| WFRBS 2011-C4 C P/P 144A 05.3897 06/15/2044 | 0.11% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.11% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.11% |
| GNR 2020-32 GS IO 05.9438 03/20/2050 | 0.11% |
| GSMS 2011-GC3 D P/P 144A 05.7514 03/10/2044 | 0.11% |
| MSBAM 2014-C18 C 04.6741 10/15/2047 | 0.11% |
| STACR 2015-HQA2 M3 04.9481 05/25/2028 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| VMWARE INC 03.9000 08/21/2027 | 0.11% |
| CAS 2017-C01 1M2 03.6981 07/25/2029 | 0.11% |
| CPURNSA R 0.77 P 03/11/25 | 0.11% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.11% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.11% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.11% |
| UBSCM 2012-C1 C P/P 144A 05.7546 05/10/2045 | 0.10% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.10% |
| UBSCM 2017-C7 XA IO 01.1997 12/15/2050 | 0.10% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.10% |
| MSBAM 2015-C24 B 04.4874 05/15/2048 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| JPMBB 2014-C22 C 04.7055 09/15/2047 | 0.10% |
| JPMBB 2014-C22 XA IO 00.9836 09/15/2047 | 0.10% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.10% |
| SAMI 2007-AR7 1A1 00.9981 05/25/2047 | 0.10% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.10% |
| EMIR 2018-1 M1 01.8751 11/25/2028 | 0.10% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.10% |
| STACR 2014-HQ2 M3 03.8981 09/25/2024 | 0.10% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| CGCMT 2013-GC17 C 05.2608 11/10/2046 | 0.10% |
| BONOS Y OBLIG DEL ESTADO 00.4500 10/31/2022 | 0.10% |
| CAS 2017-C02 2ED3 01.4981 09/25/2029 | 0.10% |
| COMM 2014-UBS6 XA IO 01.0371 12/10/2047 | 0.10% |
| STACR 2020-HQA4 M1 01.5510 09/25/2050 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.10% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.10% |
| FHMS K098 X1 IO 01.2695 08/25/2029 | 0.10% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.10% |
| MSBAM 2012-C6 D P/P 144A 04.7599 11/15/2045 | 0.10% |
| CCMFC 2006-4A A2 00.3281 11/25/2047 | 0.10% |
| CMLTI 2005-2 1A2A 03.9686 05/25/2035 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.10% |
| GNR 2016-H13 EI IO 03.0492 04/20/2066 | 0.09% |
| NEW ZEALAND GOVERNMENT REGS 02.7500 04/15/2025 | 0.09% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.09% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.09% |
| FNR 2012-116 SA IO 07.0519 10/25/2042 | 0.09% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.09% |
| CAS 2017-C01 1EB1 01.3981 07/25/2029 | 0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.09% |
| MSBAM 2014-C14 C 05.1073 02/15/2047 | 0.09% |
| STACR 2020-HQA1 M2 02.0481 01/25/2050 | 0.09% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.09% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.09% |
| BMIR 2020-2A M1A 02.4481 08/26/2030 | 0.09% |
| JPMCC 2010-C2 C P/P 144A 05.8407 11/15/2043 | 0.09% |
| MSBAM 2013-C9 D P/P 144A 04.2566 05/15/2046 | 0.09% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.09% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| GNR 2014-H12 BI IO 01.5750 05/20/2064 | 0.09% |
| GSMS 2013-GC10 XA IO 01.6389 02/10/2046 | 0.09% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.09% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.09% |
| WAMU 2005-AR13 A1C3 00.6381 10/25/2045 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.08% |
| GNR 2015-H26 DI IO 03.3745 10/20/2065 | 0.08% |
| WAMU 2005-AR1 A1B 00.9281 01/25/2045 | 0.08% |
| JPMCC 2013-C16 XA IO 01.0942 12/15/2046 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.08% |
| NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.08% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.08% |
| GNR 2014-H21 AI IO 02.9114 10/20/2064 | 0.08% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.08% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.08% |
| GNR 2015-H26 EI IO 01.7280 10/20/2065 | 0.08% |
| JPMBB 2013-C12 XA IO 00.5860 07/15/2045 | 0.08% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.08% |
| ZOETIS INC 02.0000 05/15/2030 | 0.08% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.08% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.08% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.08% |
| TREASURY BILL 00.0000 12/03/2020 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| CNH/USD 11/18/2020 HSBCB | 0.08% |
| GNR 2017-H19 MI IO 02.0542 04/20/2067 | 0.08% |
| SAMI 2007-AR1 2A1 00.3281 01/25/2037 | 0.08% |
| WFCM 2016-LC25 XA IO 01.1176 12/15/2059 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.08% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.08% |
| FNR 2012-103 LS IO 05.8519 09/25/2042 | 0.08% |
| GNMA GII30 BD1730 03.5000 01/20/2048 | 0.08% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.08% |
| GSMS 2010-C1 D P/P 144A 06.1251 08/10/2043 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| CAS 2015-C01 1M2 04.4481 02/25/2025 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| CAS 2015-C02 2M2 04.1481 05/25/2025 | 0.07% |
| EUR/USD 12/16/2020 HSBCB | 0.07% |
| GNR 2015-H25 AI IO 01.6269 09/20/2065 | 0.07% |
| BMIR 2019-4A M1C P/P 144A 02.6751 10/25/2029 | 0.07% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.07% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.07% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| WFRBS 2013-C14 XA IO 00.8535 06/15/2046 | 0.07% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.07% |
| RAMC 2003-4 A1 00.6681 03/25/2034 | 0.07% |
| STACR 2014-HQ3 M3 04.8981 10/25/2024 | 0.07% |
| CPTFEMU P 1.71 R 07/15/37 | 0.07% |
| 0.815 R ISWP US0003M P 07/30/2050 | 0.07% |
| CWALT 2006-OA19 A1 00.3363 02/20/2047 | 0.07% |
| GNR 2016-H20 NI IO 02.6201 09/20/2066 | 0.07% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.07% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.07% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.07% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| UK TSY 3 1/2 2068 REGS 03.5000 07/22/2068 | 0.07% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.06% |
| CARR 2006-NC2 A4 00.3881 06/25/2036 | 0.06% |
| CWALT 2006-24CB A13 00.4981 08/25/2036 | 0.06% |
| MSC 2011-C3 D P/P 144A 05.4192 07/15/2049 | 0.06% |
| MSRR 2015-R4 CB1 01.0008 08/26/2047 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| WAMU 2005-AR10 1A3 03.0172 09/25/2035 | 0.06% |
| AHM 2007-1 GA1C 00.3651 05/25/2047 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.06% |
| BUMT 2005-1 1A1 00.7481 09/25/2045 | 0.06% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% |
| GNR 2016-H01 AI IO 03.1806 01/20/2066 | 0.06% |
| CWALT 2006-OA10 1A1 01.9793 08/25/2046 | 0.06% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.06% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.06% |
| JPMBB 2015-C33 XA IO 01.0613 12/15/2048 | 0.06% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.06% |
| UKRPI P 3.665 R 12/15/28 | 0.06% |
| FISERV INC 03.5000 07/01/2029 | 0.05% |
| GNR 2010-171 SB IO 06.2979 12/16/2040 | 0.05% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.05% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| GNR 2016-19 PI IO 04.0000 02/20/2046 | 0.05% |
| GNR 2016-H25 GI IO 01.5010 11/20/2066 | 0.05% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.05% |
| CGCMT 2014-GC19 D P/P 144A 05.2623 03/10/2047 | 0.05% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.05% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.05% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.05% |
| MLMI 2005-A2 A2 03.7759 02/25/2035 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.05% |
| WFMBS 2006-AR5 1A1 03.9905 04/25/2036 | 0.05% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.05% |
| GNR 2016-77 SL IO 05.9938 03/20/2043 | 0.05% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.04% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.04% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.04% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% |
| NRZT 2018-4A A1M 01.0481 01/25/2048 | 0.04% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.04% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.04% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.04% |
| WFRBS 2012-C10 D P/P 144A 04.5755 12/15/2045 | 0.04% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.04% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.04% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.04% |
| COMM 2014-UBS6 C 04.5945 12/10/2047 | 0.04% |
| CAS 2014-C04 2M2 05.1481 11/25/2024 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.04% |
| GBP/USD 12/16/2020 UBS | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| CPURNSA R 0.41 P 03/18/25 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.04% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.04% |
| WFRBS 2011-C4 E P/P 144A 05.3897 06/15/2044 | 0.04% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6749 12/15/2045 | 0.04% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.04% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | 0.03% |
| CPTFEMU R 0.961 P 05/15/40 | 0.03% |
| HMIR 2018-1 M1 P/P 144A 01.7481 10/25/2028 | 0.03% |
| STACR 2017-DNA2 M1 01.3481 10/25/2029 | 0.03% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.03% |
| CAS 2016-C01 1M2 06.8981 08/25/2028 | 0.03% |
| GBP/USD 12/16/2020 SSBT | 0.03% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.03% |
| CAS 2015-C02 1M2 04.1481 05/25/2025 | 0.03% |
| CPURNSA R 0.835 P 04/30/25 | 0.03% |
| EUR/USD CALL 1.29 20210127 GSFX | 0.03% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% |
| CPURNSA R 0.8525 P 05/01/25 | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| AT&T INC. 03.8000 02/15/2027 | 0.03% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.03% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 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 CS | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| CAS 2016-C03 2M2 06.0481 10/25/2028 | 0.03% |
| CPTFEMU R 0.655 P 05/15/30 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.03% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7552 12/10/2045 | 0.02% |
| CAS 2018-C05 1M2 02.4981 01/25/2031 | 0.02% |
| CAS 2019-HRP1 M2 02.2981 11/25/2039 | 0.02% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.02% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.02% |
| UKRPI P 3.385 R 11/15/24 | 0.02% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.02% |
| BMIR 2018-2A M1B P/P 144A 01.4981 08/25/2028 | 0.02% |
| FHR 4076 MS IO 06.5476 07/15/2040 | 0.02% |
| USD/CNH PUT 6.75 20210301 GSFX | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| STACR 2019-DNA1 M2 02.7981 01/25/2049 | 0.02% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.02% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.02% |
| CAS 2019-R01 2M2 02.5981 07/25/2031 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.02% |
| UKRPI P 3.34 R 03/15/28 | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| CPURNSA R 1.2125 P 06/15/25 | 0.02% |
| EUR/USD 12/16/2020 SSBT | 0.02% |
| FHR 3065 DC 19.4029 03/15/2035 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.02% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 3MX10Y P 0.923 USD 12/22/2020 CI | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| -0.151 R ISWP FWD EUR006M P 12/16/2030 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.02% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| FNR 2010-46 SB IO 06.3019 05/25/2040 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.02% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.02% |
| FNR 2006-8 HP 24.0235 03/25/2036 | 0.02% |
| FNR 2007-53 SP 23.6569 06/25/2037 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.02% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.02% |
| 0.439 R ISWP US0003M P 08/10/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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 CG | 0.01% |
| EUR/USD CALL 1.23 20210215 BANKAM | 0.01% |
| EUR/USD CALL 1.23 20210215 UBS | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| SWPTN 3MX10Y P 0.6225 USD 10/15/2020 JP | 0.01% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.01% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.01% |
| USD/MXN PUT 21.00 20201130 GSFX | 0.01% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.01% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.01% |
| AUD/USD 10/21/2020 HSBCB | 0.01% |
| CAS 2015-C03 2M2 05.1481 07/25/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CNH/USD 11/18/2020 SSBT | 0.01% |
| EUR/USD CALL 1.20 20210323 HSBCB | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.01% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.01% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CNH/USD 11/18/2020 GSFX | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| NZD/USD CALL 0.685 20210323 HSBCB | 0.01% |
| STACR 2015-HQ2 M2 02.0981 05/25/2025 | 0.01% |
| UKRPI P 3.34 R 02/15/28 | 0.01% |
| UKRPI P 3.381 R 11/15/24 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| EUR/USD CALL 1.23 20210301 MSCIL | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| GBP/USD 12/16/2020 CITI | 0.01% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| OPTN FN30 3.0 11/05/20 CALL 104.703125 JPMC | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| -0.189 R ISWP FWD EUR006M P 08/15/2029 | 0.01% |
| 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| CAD/USD 10/21/2020 GSFX | 0.01% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.01% |
| FHR 3249 PS 21.7721 12/15/2036 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| NOK/USD 12/16/2020 UBS | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SEK/USD 12/16/2020 BCAP-FX | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| USD/KRW PUT 1130.00 20210322 HSBCB | 0.01% |
| AUD/USD 10/21/2020 WPAC | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.01% |
| EUR/USD 12/16/2020 BANKAM | 0.01% |
| FNR 2005-75 GS 19.8056 08/25/2035 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| NOK/USD 12/16/2020 JPMCB | 0.01% |
| NZD/USD 10/21/2020 SSBT | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CAD/USD 10/21/2020 UBS | 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 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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% |
| 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% |
| FHR 2990 LB 16.5562 06/15/2034 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| KRW/USD 11/18/2020 JPMCB | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| USD/MXN PUT 20.75 20210322 MSCIL | 0.01% |
| 0.051 R ISWP FWD EUR006M P 12/16/2050 | 0.01% |
| 0.50 R ISWP FWD US0003M P 06/15/2025 | 0.01% |
| 0.62 R ISWP US0003M P 05/19/2030 | 0.01% |
| 0.76125 R ISWP NFIX3MID P 06/05/2030 | 0.01% |
| 0.85 R ISWP FWD AUDBB6M P 12/16/2030 | 0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% |
| AUD/USD 10/21/2020 TDBK | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| EUR/NOK PUT 10.45 20210323 CSI-FX | 0.01% |
| EUR/USD 12/16/2020 CITI | 0.01% |
| FHR 3408 EK 25.1799 04/15/2037 | 0.01% |
| GBP/USD 12/16/2020 JPMCB | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NZD/USD 10/21/2020 UBS | 0.01% |
| SEK/USD 12/16/2020 CITI | 0.01% |
| SEK/USD 12/16/2020 JPMCB | 0.01% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.01% |
| 0.32 R ISWP GBL6M P 07/16/2030 | 0.00% |
| 0.321 R ISWP GBL6M P 07/16/2030 | 0.00% |
| 0.405 R ISWP AUDBB6M P 07/08/2025 | 0.00% |
| 0.429 R ISWP FWD US0003M P 08/10/2025 | 0.00% |
| AUD/USD 10/21/2020 BANKAM | 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 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| EUR/SEK PUT 10.25 20210323 CSI-FX | 0.00% |
| GBP/USD 12/16/2020 RBSF | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| NZD/USD 10/21/2020 RBSF | 0.00% |
| PLN/USD 12/16/2020 BCAP-FX | 0.00% |
| SEK/USD 12/16/2020 RBSF | 0.00% |
| STACR 2018-HQA2 M2 02.4481 10/25/2048 | 0.00% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.00% |
| USD/SGD PUT 1.345 20210323 HSBCB | 0.00% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 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 MS | 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| EUR/USD 12/16/2020 TDBK | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| STACR 2019-HQA1 M2 02.4981 02/25/2049 | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.00% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CAD/USD 10/21/2020 CITI | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| JPY/USD 11/18/2020 RBSF | 0.00% |
| NOK/USD 12/16/2020 GSFX | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.00% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/16/2025 | 0.00% |
| -0.451 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.00% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | 0.00% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.00% |
| 1.08 R ISWP FWD US0003M P 12/16/2050 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| AUD/USD 03/15/2021 UBS | 0.00% |
| AUD/USD 10/21/2020 RBSF | 0.00% |
| CAD/USD 10/21/2020 RBSF | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CPURNSA R 1.922 P 09/24/40 | 0.00% |
| DKK/USD 12/16/2020 CITI | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 00.8564 12/12/2043 | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.7304 09/15/2039 | 0.00% |
| NZD/USD 10/21/2020 BCAP-FX | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.00% |
| STACR 2019-DNA2 M2 02.5981 03/25/2049 | 0.00% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.00% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| -0.30 R ISWP FWD CHL6M P 12/16/2030 | 0.00% |
| 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.00% |
| 0.60 R ISWP FWD NFIX3MID P 12/16/2030 | 0.00% |
| 0.65 R ISWP US0003M P 05/26/2030 | 0.00% |
| 0.851 R ISWP FWD AUDBB6M P 12/16/2030 | 0.00% |
| 0.95 R ISWP FWD NOKOIB6M P 12/16/2030 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| EUR/USD 12/16/2020 RBSF | 0.00% |
| EUR/USD CALL 1.21 20201028 BANKAM | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| GBP/USD 12/16/2020 GSFX | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| JPY/USD 11/18/2020 UBS | 0.00% |
| MXN/USD 10/21/2020 UBS | 0.00% |
| NZD/USD 10/21/2020 BANKAM | 0.00% |
| SGD/USD 11/18/2020 JPMCB | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| 0.001 R ISWP FWD SONIA P 12/16/2025 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | 0.00% |
| 0.30 R ISWP FWD SES3M P 12/16/2030 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.338 R ISWP US0003M P 07/01/2025 | 0.00% |
| 0.351 R ISWP FWD AUDBB6M P 12/16/2025 | 0.00% |
| 0.70 R ISWP US0003M P 09/11/2030 | 0.00% |
| 0.751 R ISWP FWD CDOR03 P 12/16/2025 | 0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | 0.00% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | 0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | 0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| AUD/USD 10/21/2020 CSI-FX | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7525 12/11/2038 | 0.00% |
| CAD/USD 10/21/2020 MSCIL | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7196 10/15/2049 | 0.00% |
| CHF/USD 12/16/2020 BCAP-FX | 0.00% |
| CHF/USD 12/16/2020 HSBCB | 0.00% |
| CHF/USD 12/16/2020 JPMCB | 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.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CNH/USD 11/18/2020 BANKAM | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3861 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 01.0498 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0000 01/15/2049 | 0.00% |
| CZK/USD 12/16/2020 GSFX | 0.00% |
| EUR/USD 12/16/2020 WPAC | 0.00% |
| EUR/USD CALL 1.24 20201028 BANKAM | 0.00% |
| EUR/USD CALL 1.24 20201028 MSCIL | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2606 12/10/2049 | 0.00% |
| HKD/USD 11/18/2020 BANKAM | 0.00% |
| HKD/USD 11/18/2020 GSFX | 0.00% |
| HKD/USD 11/18/2020 HSBCB | 0.00% |
| HKD/USD 11/18/2020 SSBT | 0.00% |
| HKD/USD 11/18/2020 TDBK | 0.00% |
| HKD/USD 11/18/2020 UBS | 0.00% |
| ILS/USD 10/21/2020 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2879 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1268 01/15/2049 | 0.00% |
| JPY/USD 11/18/2020 BANKAM | 0.00% |
| JPY/USD 11/18/2020 CITI | 0.00% |
| JPY/USD 11/18/2020 GSFX | 0.00% |
| JPY/USD 11/18/2020 HSBCB | 0.00% |
| JPY/USD 11/18/2020 WPAC | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.3586 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MXN/USD 10/21/2020 GSFX | 0.00% |
| NOK/USD 12/16/2020 HSBCB | 0.00% |
| NZD/USD 10/21/2020 CSI-FX | 0.00% |
| NZD/USD 10/21/2020 HSBCB | 0.00% |
| NZD/USD 10/21/2020 JPMCB | 0.00% |
| NZD/USD 10/21/2020 MSCIL | 0.00% |
| NZD/USD 10/21/2020 TDBK | 0.00% |
| OPTN FN30 3.0 10/07/20 CALL 105.5625 JPMC | 0.00% |
| OPTN FN30 4.0 10/07/20 CALL 106.6875 JPMC | 0.00% |
| PEN/USD 10/21/2020 BCAP-FX | 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% |
| RON/USD 12/16/2020 CITI | 0.00% |
| RUB/USD 12/16/2020 GSFX | 0.00% |
| SEK/USD 12/16/2020 HSBCB | 0.00% |
| SEK/USD 12/16/2020 TDBK | 0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | 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 P 1.805 USD 01/14/2021 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 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% |
| SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | 0.00% |
| SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| 0.20 R ISWP FWD SONIA P 12/16/2030 | -0.00% |
| 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | -0.00% |
| 0.655 R ISWP NOKOIB6M P 07/10/2025 | -0.00% |
| 0.655 R ISWP NOKOIB6M P 07/13/2025 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.05 R ISWP FWD CDOR03 P 12/16/2030 | -0.00% |
| 1.051 R ISWP FWD CDOR03 P 12/16/2030 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| CHF/USD 12/16/2020 MSCIL | -0.00% |
| EUR/SEK PUT 9.90 20210323 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 CSI-FX | -0.00% |
| EUR/USD CALL 1.21 20201028 MSCIL | -0.00% |
| GBP/USD 12/16/2020 BCAP-FX | -0.00% |
| IDR/USD 11/18/2020 BCAP-FX | -0.00% |
| JPY/USD 11/18/2020 BCAP-FX | -0.00% |
| JPY/USD 11/18/2020 JPMCB | -0.00% |
| JPY/USD 11/18/2020 SSBT | -0.00% |
| MXN/USD 10/21/2020 BANKAM | -0.00% |
| NZD/USD 10/21/2020 WPAC | -0.00% |
| OPTN FN30 4.0 10/07/20 PUT 106.6875 JPMC | -0.00% |
| SEK/USD 12/16/2020 MSCIL | -0.00% |
| SEK/USD 12/16/2020 SSBT | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 3MX10Y P 0.8225 USD 10/15/2020 JP | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | -0.00% |
| SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.00% |
| 0.201 R ISWP FWD SONIA P 12/16/2030 | -0.00% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | -0.00% |
| 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.00% |
| 1.00 R ISWP FWD US0003M P 09/30/2040 | -0.00% |
| 1.451 R ISWP FWD CDOR03 P 12/16/2050 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CHF/USD 12/16/2020 CITI | -0.00% |
| CHF/USD 12/16/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 12/16/2020 BCAP-FX | -0.00% |
| HUF/USD 12/16/2020 SSBT | -0.00% |
| IDR/USD 11/18/2020 GSFX | -0.00% |
| NZD/USD 10/21/2020 CITI | -0.00% |
| NZD/USD 10/21/2020 GSFX | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.00% |
| USD/KRW PUT 1085.00 20210322 HSBCB | -0.00% |
| USD/SGD PUT 1.31 20210323 HSBCB | -0.00% |
| 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.00% |
| 0.6925 R ISWP NOKOIB6M P 06/29/2025 | -0.00% |
| 1.20 R ISWP FWD US0003M P 06/15/2050 | -0.00% |
| AUD/USD 10/21/2020 GSFX | -0.00% |
| AUD/USD 10/21/2020 JPMCB | -0.00% |
| AUD/USD 10/21/2020 MSCIL | -0.00% |
| CAD/USD 10/21/2020 BCAP-FX | -0.00% |
| CAD/USD 10/21/2020 HSBCB | -0.00% |
| CHF/USD 12/16/2020 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | -0.00% |
| NOK/USD 12/16/2020 MSCIL | -0.00% |
| NZD/USD CALL 0.725 20210323 HSBCB | -0.00% |
| RUB/USD 12/16/2020 BANKAM | -0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -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 1YX5Y R 0.462 USD 06/24/2021 CI | -0.00% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| THB/USD 11/18/2020 CITI | -0.00% |
| USD/MXN PUT 19.75 20210322 MSCIL | -0.00% |
| USD/MXN PUT 20.00 20201130 GSFX | -0.00% |
| AUD/USD CALL 0.80 20210311 HSBCB | -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 JP | -0.00% |
| CPURNSA R 1.703 P 11/29/24 | -0.00% |
| EUR/USD CALL 1.26 20210127 BANKAM | -0.00% |
| EUR/USD CALL 1.27 20210301 MSCIL | -0.00% |
| GBP/USD 12/16/2020 MSCIL | -0.00% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.00% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.00% |
| 0.36 R ISWP NFIX3MID P 06/05/2025 | -0.00% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.00% |
| 2.3775 R ISWP CNRR007 P 06/03/2025 | -0.00% |
| CAD/USD 10/21/2020 CSI-FX | -0.00% |
| CHF/USD 12/16/2020 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -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 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 12/16/2020 MSCIL | -0.00% |
| EUR/USD CALL 1.25 20210323 HSBCB | -0.00% |
| NOK/USD 12/16/2020 SSBT | -0.00% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 3MX10Y P 0.7225 USD 10/15/2020 JP | -0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 0.385 R ISWP US0003M P 05/21/2025 | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CAD/USD 10/21/2020 TDBK | -0.01% |
| CAD/USD 10/21/2020 WPAC | -0.01% |
| CLP/USD 10/21/2020 CITI | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CPURNSA R 1.7625 P 12/10/24 | -0.01% |
| CZK/USD 12/16/2020 BANKAM | -0.01% |
| EUR/USD CALL 1.27 20210215 BANKAM | -0.01% |
| EUR/USD CALL 1.27 20210215 UBS | -0.01% |
| GBP/USD 12/16/2020 HSBCB | -0.01% |
| GBP/USD PUT 1.20 20201218 BANKAM | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.01% |
| ZAR/USD 10/21/2020 GSFX | -0.01% |
| -0.15 R ISWP FWD EUR006M P 12/16/2030 | -0.01% |
| 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| CAD/USD 10/21/2020 JPMCB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -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% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| OPTN FN30 3.0 11/05/20 PUT 104.703125 JPMC | -0.01% |
| SEK/USD 12/16/2020 UBS | -0.01% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.01% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -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 GS | -0.01% |
| CPURNSA R 1.71 P 11/21/24 | -0.01% |
| SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| USD/CNH PUT 6.60 20210301 GSFX | -0.01% |
| AUD/USD 10/21/2020 SSBT | -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 GS | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.01% |
| 0.436 R ISWP GBL6M P 07/16/2050 | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -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 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% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| SEK/USD 12/16/2020 GSFX | -0.01% |
| SWPTN 1MX30Y P 1.241 USD 10/21/2020 CI | -0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | -0.01% |
| 0.423 R ISWP GBL6M P 07/16/2050 | -0.01% |
| AUD/USD 10/21/2020 UBS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CPURNSA P 1.6875 R 06/15/50 | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.01% |
| OPTN FN30 3.0 10/07/20 PUT 105.5625 JPMC | -0.01% |
| SWPTN 3MX10Y R 0.523 USD 12/22/2020 CI | -0.01% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.02% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.02% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 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% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD 12/16/2020 UBS | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.02% |
| CAD/USD 10/21/2020 SSBT | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -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 BA | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| 1.9725 R ISWP CNRR007 P 06/01/2025 | -0.02% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| CPTFEMU R 1.4 P 07/15/27 | -0.03% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.03% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.03% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.04% |
| 2.245 R ISWP CNRR007 P 06/03/2025 | -0.04% |
| CAD/USD 10/21/2020 BANKAM | -0.04% |
| EUR/USD 12/16/2020 GSFX | -0.04% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.04% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.04% |
| CPURNSA P 1.345 R 04/30/30 | -0.04% |
| CPURNSA P 1.3475 R 05/01/30 | -0.04% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.04% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.04% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.04% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.05% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.05% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.05% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.05% |
| 2.072 R ISWP CNRR007 P 06/03/2025 | -0.05% |
| CPTFEMU P 1.13 R 05/15/50 | -0.05% |
| 0.794 R ISWP US0003M P 08/03/2050 | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.05% |
| EUR/USD 12/16/2020 JPMCB | -0.06% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.06% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.06% |
| CPURNSA P 0.95 R 03/18/30 | -0.06% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.07% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.07% |
| CPURNSA P 1.6625 R 07/10/30 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.07% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.07% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.08% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.08% |
| CPTFEMU P 0.935 R 05/15/40 | -0.08% |
| CPTFEMU P 0.93 R 05/15/40 | -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 ML | -0.08% |
| CPURNSA P 1.586 R 06/30/30 | -0.08% |
| UKRPI R 3.4425 P 07/15/49 | -0.09% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.11% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.11% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.12% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.12% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.13% |
| EURO-BUND FUTURE DEC20 RXZ0 | -0.16% |
| EUR/USD CALL 1.25 20210127 GSFX | -0.17% |
| CPURNSA P 1.165 R 03/11/30 | -0.18% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.21% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.24% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.25% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.26% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.36% |
| EURO-SCHATZ FUT DEC20 DUZ0 | -0.36% |
| JPN 10Y BOND(OSE) DEC20 JBZ0 | -2.86% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | -17.16% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2050 | 13.07% |
|---|---|
| FNMA FN30 TBA UMBS 02.5000 10/01/2050 | 6.52% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.40% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2050 | 3.20% |
| FNMA FN30 TBA UMBS 02.0000 10/01/2050 | 3.20% |
| US ULTRA BOND CBT DEC20 WNZ0 | 3.09% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2050 | 2.46% |
| US 10YR NOTE (CBT)DEC20 TYZ0 | 2.16% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2050 | 2.07% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.01% |
| EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 | 1.52% |
| US 5YR NOTE (CBT) DEC20 FVZ0 | 1.37% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.28% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2050 | 1.23% |
| US LONG BOND(CBT) DEC20 USZ0 | 1.23% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.22% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.19% |
| LONG GILT FUTURE DEC20 G Z0 | 1.19% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.18% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.14% |
| TREASURY BILL 00.0000 10/08/2020 | 1.01% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 0.99% |
| US 10YR ULTRA FUT DEC20 UXYZ0 | 0.93% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.86% |
| GNMA GII30 TBA 04.0000 09/01/2050 | 0.83% |
| GNMA GII30 TBA 03.0000 09/01/2050 | 0.82% |
| EURO-BOBL FUTURE SEP20 OEU0 | 0.81% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.81% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.73% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.70% |
| COMCAST CORP 03.4500 02/01/2050 | 0.67% |
| CAS 2020-R01 1M2 02.2251 01/25/2040 | 0.64% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 0.64% |
| TREASURY BILL 00.0000 09/15/2020 | 0.56% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.56% |
| BUONI POLIENNALI DEL TES 06.5000 11/01/2027 | 0.55% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.55% |
| EUR/USD CALL 1.21 20210127 GSFX | 0.54% |
| DBUBS 2011-LC3A D P/P 144A 05.5128 08/10/2044 | 0.54% |
| BUONI POLIENNALI DEL TES 02.5000 12/01/2024 | 0.53% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.51% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.51% |
| EURO-BUXL 30Y BND SEP20 UBU0 | 0.50% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.50% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.50% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.49% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.48% |
| BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 | 0.48% |
| CAS 2014-C03 2M2 03.0751 07/25/2024 | 0.47% |
| SPST 2019-7 A 00.8833 09/24/2020 | 0.46% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.45% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.44% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.43% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.42% |
| GNMA GII30 TBA 04.5000 09/01/2050 | 0.42% |
| GNMA GII30 TBA 03.5000 09/01/2050 | 0.41% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.41% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| JPMCC 2012-C8 D P/P 144A 04.8262 10/15/2045 | 0.40% |
| VERIZON COMM 04.3290 09/21/2028 | 0.40% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.39% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.38% |
| SAIL 2004-10 A10 01.0751 11/25/2034 | 0.38% |
| CFCRE 2011-C2 E P/P 144A 05.9306 12/15/2047 | 0.38% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.38% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.36% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.36% |
| STACR 2016-DNA3 M3 05.1751 12/25/2028 | 0.35% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.35% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.35% |
| TREASURY BILL 00.0000 10/27/2020 | 0.35% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.34% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.34% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.33% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.33% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.33% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.32% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.32% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.31% |
| MWST 2018-W1 A 01.0251 11/25/2051 | 0.31% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.31% |
| CAS 2016-C06 1M2 04.4251 04/25/2029 | 0.31% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.30% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.30% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.5000 11/13/2023 | 0.30% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.30% |
| CSAIL 2015-C1 C 04.4111 04/15/2050 | 0.30% |
| EUR/USD 09/16/2020 JPMCB | 0.30% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.30% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.29% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.29% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.29% |
| JPMBB 2014-C19 C 04.8330 04/15/2047 | 0.29% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.29% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.29% |
| MRAIT 2020-2 A 01.3119 10/22/2020 | 0.29% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.28% |
| CAS 2015-C04 2M2 05.7251 04/25/2028 | 0.28% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.28% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.28% |
| FISERV INC 04.2000 10/01/2028 | 0.28% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.28% |
| REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 | 0.27% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.27% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.27% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.27% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.27% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.27% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.26% |
| CSMC 2016-NXSR C 04.5033 12/15/2049 | 0.26% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.26% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.26% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.26% |
| COMM 2014-CR17 C 04.9451 05/10/2047 | 0.26% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.26% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.26% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.26% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.26% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.26% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.26% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.25% |
| CANADIAN GOVERNMENT 00.5000 03/01/2022 | 0.25% |
| JPMCC 2012-C6 E P/P 144A 05.3240 05/15/2045 | 0.25% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.25% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.25% |
| SPST 2020-6 A 01.9333 09/07/2021 | 0.25% |
| BANK 2019-BN20 XA IO 00.9628 09/15/2062 | 0.24% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.24% |
| EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 | 0.24% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.24% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.24% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.24% |
| SPST 2020-2 A 01.0043 03/26/2021 | 0.24% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.24% |
| CAS 2016-C02 1M2 06.1751 09/25/2028 | 0.24% |
| SPST 2020-WL1 A 01.3251 06/25/2051 | 0.24% |
| SWITZERLAND REGS 02.0000 05/25/2022 | 0.24% |
| STACR 2017-DNA3 M2B 02.6751 03/25/2030 | 0.24% |
| WFRBS 2011-C2 D P/P 144A 05.8499 02/15/2044 | 0.24% |
| CAS 2017-C07 1EB2 01.1751 05/25/2030 | 0.24% |
| MSBAM 2012-C5 E P/P 144A 04.8316 08/15/2045 | 0.24% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.23% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.23% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.23% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.23% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.23% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.23% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.23% |
| CAN 10YR BOND FUT DEC20 CNZ0 | 0.22% |
| IRISH TSY 5.4 2025 05.4000 03/13/2025 | 0.22% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.22% |
| 10YR MINI JGB FUT SEP20 BJU0 | 0.22% |
| TREASURY BILL 00.0000 09/03/2020 | 0.22% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.22% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.22% |
| SHRP 2020-1 NOTE 03.1500 07/25/2024 | 0.22% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.22% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.22% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.22% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.22% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.21% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.21% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.21% |
| MSBAM 2014-C17 C 04.6565 08/15/2047 | 0.21% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.21% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.21% |
| TREASURY BILL 00.0000 09/17/2020 | 0.21% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.20% |
| EQUINIX INC 03.2000 11/18/2029 | 0.20% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.20% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.20% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.20% |
| BUONI POLIENNALI DEL TES REGS 00.9000 08/01/2022 | 0.20% |
| GNMA GII30 BD1731 03.5000 01/20/2048 | 0.20% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.20% |
| COMM 2013-CR11 C P/P 144A 05.2854 08/10/2050 | 0.20% |
| MSC 2011-C3 B P/P 144A 05.4192 07/15/2049 | 0.20% |
| ZOETIS INC 03.9000 08/20/2028 | 0.20% |
| BROADCOM INC 04.1500 11/15/2030 | 0.20% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.20% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.19% |
| ALPHABET INC 02.2500 08/15/2060 | 0.19% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.19% |
| AT&T INC 04.3000 02/15/2030 | 0.19% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.19% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.19% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.19% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.19% |
| WEC ENERGY GROUP INC 02.3926 05/15/2067 | 0.19% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.18% |
| WAMU 2005-AR12 1A8 03.6881 10/25/2035 | 0.18% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.18% |
| AT&T INC 04.1000 02/15/2028 | 0.18% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.18% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.18% |
| MCAS 2019-01 M7 P/P 144A 01.8751 10/15/2049 | 0.18% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.18% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| STACR 2016-DNA2 M3 04.8251 10/25/2028 | 0.18% |
| FHR 4979 SN IO 05.8881 06/25/2050 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.18% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.18% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.18% |
| AON PLC 04.2500 12/12/2042 | 0.17% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.17% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.17% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.17% |
| JPMBB 2013-C17 D P/P 144A 05.0541 01/15/2047 | 0.17% |
| CAS 2016-C03 1M2 05.4751 10/25/2028 | 0.17% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.17% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.17% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.17% |
| COMM 2015-LC19 C 04.3772 02/10/2048 | 0.17% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.16% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.16% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.16% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.16% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.16% |
| GNR 2015-H09 AI IO 03.2098 04/20/2065 | 0.16% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.16% |
| GNR 2016-H23 NI IO 03.5783 10/20/2066 | 0.16% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.16% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.16% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.16% |
| TREASURY BILL 00.0000 11/12/2020 | 0.16% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.16% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.15% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.15% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.15% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.15% |
| FOX CORP 03.0500 04/07/2025 | 0.15% |
| COMM 2014-CR18 C 04.8818 07/15/2047 | 0.15% |
| FHMS K087 X1 IO 00.5099 12/25/2028 | 0.15% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.15% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.15% |
| GNMA GII30 BD1729 03.5000 01/20/2048 | 0.15% |
| CWALT 2006-OA10 4A1 00.3651 08/25/2046 | 0.15% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.15% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.15% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.15% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.15% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.15% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.15% |
| NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 | 0.15% |
| VERIZON COMM 04.6720 03/15/2055 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| GNR 2015-H03 DI IO 03.2111 01/20/2065 | 0.14% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.14% |
| GNR 2017-H11 NI IO 02.5113 05/20/2067 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.14% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.14% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.14% |
| CWALT 2006-OA7 1A2 02.1107 06/25/2046 | 0.14% |
| HCA INC 05.5000 06/15/2047 | 0.14% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.14% |
| FHMS K113 X1 IO 01.4902 06/25/2030 | 0.13% |
| BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 | 0.13% |
| COMM 2012-CR2 D P/P 144A 04.9918 08/15/2045 | 0.13% |
| GNR 2017-H02 BI IO 02.3852 01/20/2067 | 0.13% |
| WAMU 2005-AR9 A1C3 01.1351 07/25/2045 | 0.13% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.13% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.13% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.13% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.13% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.13% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.13% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.13% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% |
| GNR 2017-H04 BI IO 02.4265 02/20/2067 | 0.13% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.13% |
| STACR 2014-DN4 M3 04.7251 10/25/2024 | 0.13% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.12% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.12% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.12% |
| CAS 2015-C04 1M2 05.8751 04/25/2028 | 0.12% |
| COMCAST CORP 03.9990 11/01/2049 | 0.12% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.12% |
| GNR 2016-H16 EI IO 02.4955 06/20/2066 | 0.12% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.12% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.12% |
| FHMS K113 XAM IO 01.6927 06/25/2030 | 0.12% |
| WFCM 2013-LC12 C 04.4107 07/15/2046 | 0.12% |
| CAS 2016-C07 2M2 04.5251 05/25/2029 | 0.12% |
| MWST 2019-1 A 00.9751 06/25/2052 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.12% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.12% |
| GSMS 2013-GCJ14 B P/P 144A 04.9020 08/10/2046 | 0.12% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.12% |
| REPUBLIC OF ITALY P/P REGS 04.0000 02/01/2037 | 0.12% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.12% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.12% |
| JPMBB 2013-C12 B 04.2362 07/15/2045 | 0.12% |
| TREASURY BILL 00.0000 11/19/2020 | 0.12% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.12% |
| AMGEN INC 04.6630 06/15/2051 | 0.11% |
| GNR 2020-32 GS IO 05.9420 03/20/2050 | 0.11% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.11% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.11% |
| BOEING CO 04.8750 05/01/2025 | 0.11% |
| COMM 2015-LC21 XA IO 00.8384 07/10/2048 | 0.11% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.11% |
| FHMS K111 X1 IO 01.6820 05/25/2030 | 0.11% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.11% |
| CPURNSA R 0.77 P 03/11/25 | 0.11% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.11% |
| GNR 2016-H07 HI IO 03.0670 02/20/2066 | 0.11% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.11% |
| STACR 2015-HQA2 M3 04.9751 05/25/2028 | 0.11% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.11% |
| WAMU 2005-AR2 2A1B 00.5451 01/25/2045 | 0.11% |
| CAS 2017-C02 2ED3 01.5251 09/25/2029 | 0.11% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.11% |
| EUR/USD CALL 1.29 20210127 GSFX | 0.11% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.11% |
| WFRBS 2011-C4 C P/P 144A 05.3898 06/15/2044 | 0.11% |
| GSMS 2011-GC3 D P/P 144A 05.7515 03/10/2044 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| VMWARE INC 03.9000 08/21/2027 | 0.11% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.10% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.10% |
| UBSCM 2017-C7 XA IO 01.2009 12/15/2050 | 0.10% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.10% |
| JPMBB 2014-C22 XA IO 00.9841 09/15/2047 | 0.10% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| UBSCM 2012-C1 C P/P 144A 05.7546 05/10/2045 | 0.10% |
| MSBAM 2014-C18 C 04.6738 10/15/2047 | 0.10% |
| MSBAM 2015-C24 B 04.4876 05/15/2048 | 0.10% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.10% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| JPMBB 2014-C22 C 04.7056 09/15/2047 | 0.10% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.10% |
| SAMI 2007-AR7 1A1 01.0251 05/25/2047 | 0.10% |
| STACR 2016-HQA3 M3 04.0251 03/25/2029 | 0.10% |
| BONOS Y OBLIG DEL ESTADO 00.4500 10/31/2022 | 0.10% |
| COMM 2014-UBS6 XA IO 01.0375 12/10/2047 | 0.10% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.10% |
| EMIR 2018-1 M1 01.8751 11/25/2028 | 0.10% |
| STACR 2014-HQ2 M3 03.9251 09/25/2024 | 0.10% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.10% |
| CGCMT 2013-GC17 C 05.2609 11/10/2046 | 0.10% |
| CMLTI 2005-2 1A2A 04.0630 05/25/2035 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.10% |
| CCMFC 2006-4A A2 00.3551 11/25/2047 | 0.10% |
| GNR 2016-H13 EI IO 03.0465 04/20/2066 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| FHMS K098 X1 IO 01.2696 08/25/2029 | 0.10% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.09% |
| MSBAM 2012-C6 D P/P 144A 04.7601 11/15/2045 | 0.09% |
| NEW ZEALAND GOVERNMENT REGS 02.7500 04/15/2025 | 0.09% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.09% |
| FNR 2012-116 SA IO 07.0249 10/25/2042 | 0.09% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.09% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.09% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.09% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.09% |
| JPMCC 2012-LC9 D P/P 144A 04.5655 12/15/2047 | 0.09% |
| JPMCC 2010-C2 C P/P 144A 05.8374 11/15/2043 | 0.09% |
| TREASURY BILL 00.0000 09/08/2020 | 0.09% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.09% |
| CAS 2017-C01 1EB1 01.4251 07/25/2029 | 0.09% |
| GSMS 2013-GC10 XA IO 01.6399 02/10/2046 | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| MSBAM 2014-C14 C 05.1105 02/15/2047 | 0.09% |
| STACR 2020-HQA1 M2 02.0751 01/25/2050 | 0.09% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.09% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.09% |
| BMIR 2020-2A M1A 02.6330 08/26/2030 | 0.09% |
| EUR/USD 09/16/2020 UBS | 0.09% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.09% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| GNR 2014-H12 BI IO 01.5672 05/20/2064 | 0.09% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.09% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| WAMU 2005-AR1 A1B 00.9551 01/25/2045 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.08% |
| MSBAM 2013-C9 D P/P 144A 04.2568 05/15/2046 | 0.08% |
| NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 | 0.08% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.08% |
| GNR 2015-H26 DI IO 03.4798 10/20/2065 | 0.08% |
| JPMCC 2013-C16 XA IO 01.0952 12/15/2046 | 0.08% |
| WAMU 2005-AR13 A1C3 00.6651 10/25/2045 | 0.08% |
| JPMBB 2013-C12 XA IO 00.5876 07/15/2045 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.08% |
| GNR 2014-H21 AI IO 03.2488 10/20/2064 | 0.08% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.08% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.08% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.08% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.08% |
| GCAT 2020-NQM2 A2 P/P 144A 02.2720 04/25/2065 | 0.08% |
| GNR 2015-H26 EI IO 01.7207 10/20/2065 | 0.08% |
| GNR 2017-H19 MI IO 02.0559 04/20/2067 | 0.08% |
| ZOETIS INC 02.0000 05/15/2030 | 0.08% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.08% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.08% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.08% |
| CAS 2015-C01 1M2 04.4751 02/25/2025 | 0.08% |
| SAMI 2007-AR1 2A1 00.3551 01/25/2037 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.08% |
| FNR 2012-103 LS IO 05.8249 09/25/2042 | 0.08% |
| WFCM 2016-LC25 XA IO 01.1184 12/15/2059 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.08% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.08% |
| GSMS 2010-C1 D P/P 144A 06.1248 08/10/2043 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| STACR 2014-HQ3 M3 04.9251 10/25/2024 | 0.08% |
| GNMA GII30 BD1730 03.5000 01/20/2048 | 0.07% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| GNR 2015-H25 AI IO 01.6152 09/20/2065 | 0.07% |
| WFRBS 2013-C14 XA IO 00.8542 06/15/2046 | 0.07% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| BMIR 2019-4A M1C P/P 144A 02.6751 10/25/2029 | 0.07% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.07% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.07% |
| RAMC 2003-4 A1 00.6951 03/25/2034 | 0.07% |
| CWALT 2006-OA19 A1 00.3380 02/20/2047 | 0.07% |
| GNR 2016-H20 NI IO 03.0577 09/20/2066 | 0.07% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.07% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| CWALT 2006-24CB A13 00.5251 08/25/2036 | 0.06% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.06% |
| WAMU 2005-AR10 1A3 03.0278 09/25/2035 | 0.06% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.06% |
| UK TSY 3 1/2 2068 REGS 03.5000 07/22/2068 | 0.06% |
| AHM 2007-1 GA1C 00.3651 05/25/2047 | 0.06% |
| CARR 2006-NC2 A4 00.4151 06/25/2036 | 0.06% |
| MSC 2011-C3 D P/P 144A 05.4192 07/15/2049 | 0.06% |
| MSRR 2015-R4 CB1 00.9973 08/26/2047 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| 0.051 R ISWP FWD EUR006M P 12/18/2029 | 0.06% |
| 0.815 R ISWP US0003M P 07/30/2050 | 0.06% |
| BUMT 2005-1 1A1 00.7751 09/25/2045 | 0.06% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.06% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.06% |
| GNR 2016-H01 AI IO 03.1793 01/20/2066 | 0.06% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.06% |
| TREASURY BILL 00.0000 09/22/2020 | 0.06% |
| CWALT 2006-OA10 1A1 02.1307 08/25/2046 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% |
| CPTFEMU P 1.71 R 07/15/37 | 0.06% |
| CPTFEMU R 0.961 P 05/15/40 | 0.06% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.06% |
| GNR 2010-171 SB IO 06.2881 12/16/2040 | 0.06% |
| JPMBB 2015-C33 XA IO 01.0615 12/15/2048 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.05% |
| FISERV INC 03.5000 07/01/2029 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.05% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.05% |
| GNR 2016-19 PI IO 04.0000 02/20/2046 | 0.05% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.05% |
| GNR 2016-H25 GI IO 01.4934 11/20/2066 | 0.05% |
| UKRPI P 3.665 R 12/15/28 | 0.05% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.05% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.05% |
| MLMI 2005-A2 A2 03.7815 02/25/2035 | 0.05% |
| CPTFEMU R 0.655 P 05/15/30 | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.05% |
| GNR 2016-77 SL IO 05.9920 03/20/2043 | 0.05% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.05% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| BMIR 2018-2A M1B P/P 144A 01.5251 08/25/2028 | 0.05% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.05% |
| WFMBS 2006-AR5 1A1 04.0152 04/25/2036 | 0.05% |
| CGCMT 2014-GC19 D P/P 144A 05.2623 03/10/2047 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.04% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.04% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.04% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.04% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.04% |
| NRZT 2018-4A A1M 01.0751 01/25/2048 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% |
| CNH/USD 11/18/2020 HSBCB | 0.04% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.04% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.04% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.04% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.04% |
| WFRBS 2012-C10 D P/P 144A 04.5757 12/15/2045 | 0.04% |
| COMM 2014-UBS6 C 04.5946 12/10/2047 | 0.04% |
| CPURNSA R 0.41 P 03/18/25 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.04% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| SWPTN 1MX30Y P 0.847 USD 09/10/2020 BA | 0.04% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.04% |
| 2.001 R ISWP FWD CDOR03 P 12/18/2049 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.04% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6763 12/15/2045 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.04% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.04% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.04% |
| CAS 2016-C01 1M2 06.9251 08/25/2028 | 0.03% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.03% |
| STACR 2017-DNA2 M1 01.3751 10/25/2029 | 0.03% |
| CAS 2015-C02 1M2 04.1751 05/25/2025 | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| EUR/USD CALL 1.23 20210215 BANKAM | 0.03% |
| EUR/USD CALL 1.23 20210215 UBS | 0.03% |
| HMIR 2018-1 M1 P/P 144A 01.7751 10/25/2028 | 0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| WFRBS 2011-C4 E P/P 144A 05.3898 06/15/2044 | 0.03% |
| CPURNSA R 0.835 P 04/30/25 | 0.03% |
| CPURNSA R 0.8525 P 05/01/25 | 0.03% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.03% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% |
| CAS 2017-C01 1M2 03.7251 07/25/2029 | 0.03% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.03% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| AT&T INC. 03.8000 02/15/2027 | 0.03% |
| CAS 2016-C04 1M2 04.4251 01/25/2029 | 0.03% |
| SEK/USD 09/16/2020 GSFX | 0.03% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.03% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% |
| CAS 2016-C03 2M2 06.0751 10/25/2028 | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| 0.401 R ISWP FWD EUR006M P 12/18/2049 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| OPTN FN30 3.0 09/08/20 CALL 105.078125 JPMC | 0.03% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.02% |
| 0.98 R ISWP US0003M P 08/14/2050 | 0.02% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7563 12/10/2045 | 0.02% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.02% |
| CAS 2018-C05 1M2 02.5251 01/25/2031 | 0.02% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.02% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.02% |
| CAS 2019-HRP1 M2 02.3251 11/25/2039 | 0.02% |
| FHR 4076 MS IO 06.5381 07/15/2040 | 0.02% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.02% |
| SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.02% |
| UKRPI P 3.385 R 11/15/24 | 0.02% |
| 1.851 R ISWP FWD CDOR03 P 12/18/2029 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| STACR 2019-DNA1 M2 02.8251 01/25/2049 | 0.02% |
| AUD/USD 10/21/2020 HSBCB | 0.02% |
| CAD/USD 10/21/2020 GSFX | 0.02% |
| CPURNSA R 1.2125 P 06/15/25 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.02% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| TREASURY BILL 00.0000 09/10/2020 | 0.02% |
| 0.997 R ISWP US0003M P 08/20/2050 | 0.02% |
| CAS 2019-R01 2M2 02.6251 07/25/2031 | 0.02% |
| FHR 3065 DC 19.3744 03/15/2035 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| SEK/USD 09/16/2020 UBS | 0.02% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 3MX10Y P 0.6225 USD 10/15/2020 JP | 0.02% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.02% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.02% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.02% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| SEK/USD 09/16/2020 SSBT | 0.02% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CAD/USD 10/21/2020 UBS | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| STACR 2015-HQ2 M2 02.1251 05/25/2025 | 0.02% |
| UKRPI P 3.34 R 03/15/28 | 0.02% |
| 0.439 R ISWP US0003M P 08/10/2025 | 0.02% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% |
| CHF/USD 09/16/2020 SSBT | 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 CG | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| FNR 2010-46 SB IO 06.2749 05/25/2040 | 0.02% |
| NZD/USD 10/21/2020 UBS | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| CHF/USD 09/16/2020 TDBK | 0.02% |
| FNR 2006-8 HP 23.9245 03/25/2036 | 0.02% |
| FNR 2007-53 SP 23.5579 06/25/2037 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.02% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.02% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.02% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| CAS 2015-C03 2M2 05.1751 07/25/2025 | 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% |
| EUR/USD CALL 1.21 20201028 BANKAM | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.01% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.01% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.01% |
| 0.852 R ISWP FWD US0003M P 08/19/2050 | 0.01% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.01% |
| AUD/USD 10/21/2020 TDBK | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.01% |
| 0.525 R ISWP AUDBB6M P 06/05/2025 | 0.01% |
| 1.801 R ISWP FWD CDOR03 P 12/18/2024 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| OPTN FN30 2.0 10/07/20 PUT 103.23828125 JPMC | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% |
| UKRPI P 3.34 R 02/15/28 | 0.01% |
| UKRPI P 3.381 R 11/15/24 | 0.01% |
| 0.32 R ISWP GBL6M P 07/16/2030 | 0.01% |
| 0.321 R ISWP GBL6M P 07/16/2030 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| FHR 3249 PS 21.7408 12/15/2036 | 0.01% |
| GBP/USD 09/16/2020 MSCIL | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| 1.00 R ISWP FWD AUDBB6M P 09/16/2030 | 0.01% |
| 1.301 R ISWP FWD AUDBB6M P 12/18/2029 | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| AUD/USD 10/21/2020 WPAC | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| CZK/USD 09/16/2020 BANKAM | 0.01% |
| GBP/USD 09/16/2020 HSBCB | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| 1.001 R ISWP FWD AUDBB6M P 12/18/2024 | 0.01% |
| CHF/USD 09/16/2020 CITI | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| FNR 2005-75 GS 19.7246 08/25/2035 | 0.01% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| JPY/USD 11/18/2020 GSFX | 0.01% |
| OPTN FN30 2.0 10/07/20 PUT 102.98828125 JPMC | 0.01% |
| RUB/USD 09/16/2020 GSFX | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| CHF/USD 09/16/2020 GSFX | 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CNH/USD 11/18/2020 GSFX | 0.01% |
| FHR 2990 LB 16.5319 06/15/2034 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| 0.20 R ISWP FWD US0003M P 09/16/2022 | 0.01% |
| 0.429 R ISWP FWD US0003M P 08/10/2025 | 0.01% |
| 0.50 R ISWP FWD US0003M P 06/15/2025 | 0.01% |
| 0.62 R ISWP US0003M P 05/19/2030 | 0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AUD/USD 10/21/2020 BANKAM | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 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.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% |
| CNH/USD 11/18/2020 SSBT | 0.01% |
| FHR 3408 EK 25.1417 04/15/2037 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NZD/USD 10/21/2020 BCAP-FX | 0.01% |
| OPTN FN30 4.0 09/08/20 CALL 106.3125 JPMC | 0.01% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| -0.04236 R ISWP FWD EUR006M P 08/15/2029 | 0.00% |
| 0.70 R ISWP FWD US0003M P 09/16/2030 | 0.00% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.00% |
| CAD/USD 10/21/2020 MSCIL | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.00% |
| EUR/USD 09/16/2020 BCAP-FX | 0.00% |
| EUR/USD CALL 1.24 20201028 MSCIL | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| NZD/USD 10/21/2020 RBSF | 0.00% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.00% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.00% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.00% |
| -0.09037 R ISWP FWD EUR006M P 08/15/2029 | 0.00% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.00% |
| 0.6085 R ISWP US0003M P 07/17/2030 | 0.00% |
| 0.6195 R ISWP US0003M P 07/15/2030 | 0.00% |
| 0.76125 R ISWP NFIX3MID P 06/05/2030 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAD/USD 10/21/2020 CITI | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| EUR/USD 09/16/2020 CSI-FX | 0.00% |
| EUR/USD 09/16/2020 MSCIL | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| SEK/USD 09/16/2020 MSCIL | 0.00% |
| SEK/USD 09/16/2020 TDBK | 0.00% |
| STACR 2018-HQA2 M2 02.4751 10/25/2048 | 0.00% |
| STACR 2019-HQA1 M2 02.5251 02/25/2049 | 0.00% |
| SWPTN 1MX30Y R 0.893 USD 09/18/2020 BA | 0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | 0.00% |
| 0.10 R ISWP FWD EUR006M P 06/03/2052 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.20 R ISWP FWD SONIA P 09/16/2030 | 0.00% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | 0.00% |
| 0.655 R ISWP US0003M P 07/03/2030 | 0.00% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| AUD/USD 10/21/2020 GSFX | 0.00% |
| CAD/USD 10/21/2020 RBSF | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| NZD/USD 10/21/2020 BANKAM | 0.00% |
| NZD/USD 10/21/2020 MSCIL | 0.00% |
| NZD/USD 10/21/2020 SSBT | 0.00% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.00% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% |
| -0.05644 R ISWP FWD EUR006M P 08/15/2029 | 0.00% |
| -0.13523 R ISWP FWD EUR006M P 08/15/2029 | 0.00% |
| -0.351 R ISWP FWD EUR006M P 12/18/2024 | 0.00% |
| 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.00% |
| 0.2501 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.2506 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.25214 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.2537 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.2545 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.2565 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.26003 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.2627 R ISWP US0003M P 08/10/2025 | 0.00% |
| 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.00% |
| 0.65 R ISWP US0003M P 05/26/2030 | 0.00% |
| 0.655 R ISWP NOKOIB6M P 07/10/2025 | 0.00% |
| 0.655 R ISWP NOKOIB6M P 07/13/2025 | 0.00% |
| 0.6925 R ISWP NOKOIB6M P 06/29/2025 | 0.00% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| HUF/USD 09/16/2020 SSBT | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 00.8564 12/12/2043 | 0.00% |
| JPY/USD 11/18/2020 JPMCB | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.7766 09/15/2039 | 0.00% |
| NZD/USD 10/21/2020 TDBK | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.00% |
| STACR 2019-DNA2 M2 02.6251 03/25/2049 | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| -0.20 R ISWP FWD CHL6M P 09/16/2030 | 0.00% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.00% |
| 0.338 R ISWP US0003M P 07/01/2025 | 0.00% |
| 0.405 R ISWP AUDBB6M P 07/08/2025 | 0.00% |
| 1.15 R ISWP FWD CDOR03 P 09/16/2030 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| AUD/USD 10/21/2020 MSCIL | 0.00% |
| CHF/USD 09/16/2020 HSBCB | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| EUR/USD 09/16/2020 WPAC | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| GBP/USD 09/16/2020 GSFX | 0.00% |
| IDR/USD 11/18/2020 GSFX | 0.00% |
| ILS/USD 10/21/2020 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 11/18/2020 HSBCB | 0.00% |
| JPY/USD 11/18/2020 RBSF | 0.00% |
| NOK/USD 09/16/2020 MSCIL | 0.00% |
| NZD/USD 10/21/2020 CSI-FX | 0.00% |
| NZD/USD 10/21/2020 JPMCB | 0.00% |
| NZD/USD 10/21/2020 WPAC | 0.00% |
| SGD/USD 11/18/2020 JPMCB | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| SWPTN 5WX10Y P 0.815 USD 09/28/2020 BA | 0.00% |
| SWPTN 5WX10Y P 0.88 USD 09/28/2020 BA | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.00% |
| 0.2235 R ISWP US0003M P 07/15/2022 | 0.00% |
| 0.226 R ISWP US0003M P 07/17/2022 | 0.00% |
| 0.2295 R ISWP US0003M P 07/03/2022 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | 0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | 0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | 0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | 0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| AUD/USD 10/21/2020 CSI-FX | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7516 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7198 10/15/2049 | 0.00% |
| CHF/USD 09/16/2020 MSCIL | 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CNH/USD 11/18/2020 BANKAM | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3861 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 01.0544 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0436 01/15/2049 | 0.00% |
| EUR/USD 09/16/2020 GSFX | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2608 12/10/2049 | 0.00% |
| HKD/USD 11/18/2020 BANKAM | 0.00% |
| HKD/USD 11/18/2020 GSFX | 0.00% |
| HKD/USD 11/18/2020 HSBCB | 0.00% |
| HKD/USD 11/18/2020 SSBT | 0.00% |
| HKD/USD 11/18/2020 TDBK | 0.00% |
| HKD/USD 11/18/2020 UBS | 0.00% |
| IDR/USD 11/18/2020 BCAP-FX | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2882 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1270 01/15/2049 | 0.00% |
| JPY/USD 11/18/2020 BANKAM | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| JPY/USD 11/18/2020 WPAC | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.3586 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MXN/USD 10/21/2020 GSFX | 0.00% |
| NZD/USD 10/21/2020 HSBCB | 0.00% |
| OPTN FN30 3.0 09/08/20 PUT 105.078125 JPMC | 0.00% |
| OPTN FN30 4.0 09/08/20 PUT 106.3125 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% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 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 P 1.805 USD 01/14/2021 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 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | 0.00% |
| SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | 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% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | 0.00% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | 0.00% |
| THB/USD 11/18/2020 CITI | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/18/2021 | -0.00% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| CHF/USD 09/16/2020 BCAP-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| EUR/USD 09/16/2020 RBSF | -0.00% |
| GBP/USD 09/16/2020 BCAP-FX | -0.00% |
| JPY/USD 11/18/2020 UBS | -0.00% |
| KRW/USD 11/18/2020 JPMCB | -0.00% |
| SEK/USD 09/16/2020 RBSF | -0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.00% |
| SWPTN 1MX5Y R 0.34 USD 09/18/2020 BA | -0.00% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.00% |
| SWPTN 5WX10Y P 0.75 USD 09/28/2020 BA | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -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% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.00% |
| 0.50 R ISWP FWD SES3M P 09/16/2030 | -0.00% |
| 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.00% |
| 1.00 R ISWP FWD NOKOIB6M P 09/16/2030 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| AUD/USD 10/21/2020 RBSF | -0.00% |
| CAD/USD 10/21/2020 HSBCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA R 1.703 P 11/29/24 | -0.00% |
| GBP/USD 09/16/2020 TDBK | -0.00% |
| OPTN FN30 2.0 10/07/20 PUT 101.66796875 JPMC | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 1MX5Y P 0.34 USD 09/18/2020 BA | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| ZAR/USD 10/21/2020 GSFX | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 0.90 R ISWP FWD NFIX3MID P 09/16/2030 | -0.00% |
| CLP/USD 10/21/2020 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| JPY/USD 11/18/2020 CITI | -0.00% |
| MXN/USD 10/21/2020 BANKAM | -0.00% |
| OPTN FN30 2.0 10/07/20 PUT 101.91796875 JPMC | -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 5YX2Y P 1.05 USD 03/20/2025 TD | -0.00% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| 0.3025 R ISWP US0003M P 07/28/2025 | -0.00% |
| 0.36 R ISWP NFIX3MID P 06/05/2025 | -0.00% |
| 1.20 R ISWP FWD US0003M P 06/15/2050 | -0.00% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CPURNSA R 1.71 P 11/21/24 | -0.00% |
| CPURNSA R 1.7625 P 12/10/24 | -0.00% |
| GBP/USD 09/16/2020 CSI-FX | -0.00% |
| GBP/USD 09/16/2020 WPAC | -0.00% |
| OPTN FN30 2.0 10/07/20 PUT 102.328125 JPMC | -0.00% |
| RUB/USD 09/16/2020 BANKAM | -0.00% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.00% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 1MX30Y P 1.093 USD 09/18/2020 BA | -0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.00% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.00% |
| CAD/USD 10/21/2020 BCAP-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.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 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | -0.00% |
| EUR/USD CALL 1.24 20201028 BANKAM | -0.00% |
| NZD/USD 10/21/2020 CITI | -0.00% |
| NZD/USD 10/21/2020 GSFX | -0.00% |
| OPTN FN30 2.0 10/07/20 PUT 102.578125 JPMC | -0.00% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.00% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.00% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.01% |
| AUD/USD 10/21/2020 JPMCB | -0.01% |
| CAD/USD 10/21/2020 WPAC | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| JPY/USD 11/18/2020 BCAP-FX | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 3MX10Y P 0.8225 USD 10/15/2020 JP | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| 0.385 R ISWP US0003M P 05/21/2025 | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| 2.3775 R ISWP CNRR007 P 06/03/2025 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| CHF/USD 09/16/2020 JPMCB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| JPY/USD 11/18/2020 SSBT | -0.01% |
| NOK/USD 09/16/2020 JPMCB | -0.01% |
| PLN/USD 09/16/2020 BCAP-FX | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -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 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% |
| DKK/USD 09/16/2020 CITI | -0.01% |
| GBP/USD 09/16/2020 RBSF | -0.01% |
| 0.8415 R ISWP FWD US0003M P 08/19/2050 | -0.01% |
| CAD/USD 10/21/2020 CSI-FX | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CAD/USD 10/21/2020 JPMCB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| EUR/USD CALL 1.26 20210127 BANKAM | -0.01% |
| NOK/USD 09/16/2020 SSBT | -0.01% |
| SWPTN 3MX10Y P 0.7225 USD 10/15/2020 JP | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.01% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.01% |
| 0.90 R ISWP FWD US0003M P 09/16/2030 | -0.01% |
| CAD/USD 10/21/2020 TDBK | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CPURNSA P 1.6875 R 06/15/50 | -0.01% |
| 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% |
| EUR/USD CALL 1.21 20201028 MSCIL | -0.01% |
| SEK/USD 09/16/2020 CITI | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -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 GS | -0.02% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 0.436 R ISWP GBL6M P 07/16/2050 | -0.02% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.02% |
| EUR/USD CALL 1.27 20210215 BANKAM | -0.02% |
| EUR/USD CALL 1.27 20210215 UBS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| 0.423 R ISWP GBL6M P 07/16/2050 | -0.02% |
| AUD/USD 10/21/2020 UBS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 1MX30Y P 1.007 USD 09/10/2020 BA | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 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 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 0.35 R ISWP FWD US0003M P 09/16/2025 | -0.02% |
| 0.801 R ISWP FWD GBL6M P 12/18/2029 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.02% |
| EUR/USD 09/16/2020 TDBK | -0.02% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| -0.05 R ISWP FWD EUR006M P 09/16/2030 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| SEK/USD 09/16/2020 JPMCB | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% |
| CAD/USD 10/21/2020 SSBT | -0.02% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| GBP/USD 09/16/2020 CITI | -0.02% |
| NOK/USD 09/16/2020 UBS | -0.02% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.02% |
| AUD/USD 10/21/2020 SSBT | -0.03% |
| SEK/USD 09/16/2020 BCAP-FX | -0.03% |
| SWPTN 1MX30Y P 0.927 USD 09/10/2020 BA | -0.03% |
| 1.9725 R ISWP CNRR007 P 06/01/2025 | -0.03% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.03% |
| GBP/USD 09/16/2020 JPMCB | -0.03% |
| 0.547 R ISWP US0003M P 08/05/2030 | -0.04% |
| EUR/USD 09/16/2020 CITI | -0.04% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.04% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.04% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.04% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| EUR/USD 09/16/2020 BANKAM | -0.04% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.04% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.04% |
| 2.245 R ISWP CNRR007 P 06/03/2025 | -0.04% |
| CPURNSA P 1.345 R 04/30/30 | -0.05% |
| CPURNSA P 1.3475 R 05/01/30 | -0.05% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.05% |
| 0.794 R ISWP US0003M P 08/03/2050 | -0.05% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.05% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.05% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.05% |
| GBP/USD 09/16/2020 SSBT | -0.05% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.06% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.06% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.06% |
| 2.072 R ISWP CNRR007 P 06/03/2025 | -0.06% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.06% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.06% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.06% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.06% |
| CPURNSA P 0.95 R 03/18/30 | -0.06% |
| CAD/USD 10/21/2020 BANKAM | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.07% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.07% |
| GBP/USD 09/16/2020 UBS | -0.07% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| 0.90 R ISWP FWD US0003M P 09/16/2050 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.08% |
| UKRPI R 3.4425 P 07/15/49 | -0.08% |
| CPURNSA P 1.6625 R 07/10/30 | -0.08% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.09% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.09% |
| CPTFEMU P 1.13 R 05/15/50 | -0.09% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| CPURNSA P 1.586 R 06/30/30 | -0.10% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.10% |
| EUR/USD 09/16/2020 SSBT | -0.11% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.11% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.11% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.12% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.12% |
| CPTFEMU P 0.935 R 05/15/40 | -0.12% |
| CPTFEMU P 0.93 R 05/15/40 | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.12% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.12% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.13% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.16% |
| EURO-BUND FUTURE SEP20 RXU0 | -0.16% |
| CPURNSA P 1.165 R 03/11/30 | -0.20% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.21% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.23% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.25% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.25% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.28% |
| EUR/USD 09/16/2020 HSBCB | -0.33% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.34% |
| EURO-SCHATZ FUT SEP20 DUU0 | -0.36% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2050 | -0.41% |
| FNMA FN30 TBA UMBS 04.5000 09/01/2050 | -0.42% |
| EUR/USD CALL 1.25 20210127 GSFX | -0.48% |
| JPN 10Y BOND(OSE) SEP20 JBU0 | -2.78% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | -16.81% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2050 | 21.20% |
|---|---|
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.49% |
| US ULTRA BOND CBT SEP20 WNU0 | 3.43% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2050 | 2.87% |
| US 10YR NOTE (CBT)SEP20 TYU0 | 2.22% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2050 | 2.09% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.08% |
| FNMA FN30 TBA UMBS 02.0000 08/01/2050 | 2.05% |
| FNMA FN30 TBA UMBS 03.5000 08/01/2050 | 1.67% |
| EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 | 1.55% |
| US 5YR NOTE (CBT) SEP20 FVU0 | 1.40% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.34% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.31% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2050 | 1.26% |
| US LONG BOND(CBT) SEP20 USU0 | 1.23% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.22% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.22% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.18% |
| TREASURY BILL 00.0000 10/08/2020 | 1.03% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.02% |
| US 10YR ULTRA FUT SEP20 UXYU0 | 1.01% |
| LONG GILT FUTURE SEP20 G U0 | 0.93% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.88% |
| FNMA FN30 TBA UMBS 04.0000 08/01/2050 | 0.84% |
| GNMA GII30 TBA 04.0000 08/01/2050 | 0.84% |
| GNMA GII30 TBA 03.0000 08/01/2050 | 0.84% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.82% |
| EURO-BOBL FUTURE SEP20 OEU0 | 0.82% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.74% |
| COMCAST CORP 03.4500 02/01/2050 | 0.73% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.72% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 0.65% |
| CAS 2020-R01 1M2 02.2216 01/25/2040 | 0.65% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.64% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.59% |
| TREASURY BILL 00.0000 09/15/2020 | 0.58% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.57% |
| BUONI POLIENNALI DEL TES 06.5000 11/01/2027 | 0.56% |
| BUONI POLIENNALI DEL TES 02.5000 12/01/2024 | 0.54% |
| DBUBS 2011-LC3A D P/P 144A 05.3349 08/10/2044 | 0.54% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.53% |
| EURO-BUXL 30Y BND SEP20 UBU0 | 0.52% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.51% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.51% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.51% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.51% |
| ONTARIO (PROVINCE OF) 03.1500 06/02/2022 | 0.50% |
| BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 | 0.48% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.47% |
| SPST 2019-7 A 00.8790 09/24/2020 | 0.47% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.46% |
| EUR/USD CALL 1.21 20210127 GSFX | 0.45% |
| CAS 2014-C03 2M2 03.0716 07/25/2024 | 0.45% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.44% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.43% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.42% |
| GNMA GII30 TBA 04.5000 08/01/2050 | 0.42% |
| SAIL 2004-10 A10 01.0716 11/25/2034 | 0.42% |
| GNMA GII30 TBA 03.5000 08/01/2050 | 0.42% |
| VERIZON COMM 04.3290 09/21/2028 | 0.41% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| JPMCC 2012-C8 D P/P 144A 04.6706 10/15/2045 | 0.39% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.39% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.39% |
| CFCRE 2011-C2 E P/P 144A 05.7392 12/15/2047 | 0.38% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.37% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.36% |
| STACR 2016-DNA3 M3 05.1716 12/25/2028 | 0.36% |
| TREASURY BILL 00.0000 08/11/2020 | 0.35% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.35% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.35% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.34% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.34% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.34% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.33% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.33% |
| CAS 2016-C06 1M2 04.4216 04/25/2029 | 0.33% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.32% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 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% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.32% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.32% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.32% |
| MWST 2018-W1 A 01.0216 11/25/2051 | 0.32% |
| CAS 2015-C04 2M2 05.7216 04/25/2028 | 0.32% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.31% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.31% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.31% |
| CSAIL 2015-C1 C 04.2691 04/15/2050 | 0.31% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.31% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.31% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.31% |
| SWEDISH GOVERNMENT REGS 01.5000 11/13/2023 | 0.30% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.30% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.30% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.30% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.30% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.29% |
| JPMBB 2014-C19 C 04.6773 04/15/2047 | 0.29% |
| MRAIT 2020-2 A 02.1900 10/22/2020 | 0.29% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.29% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.29% |
| FISERV INC 04.2000 10/01/2028 | 0.29% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.29% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.28% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.28% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.28% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.28% |
| REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 | 0.28% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.27% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.27% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.27% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.27% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.27% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.26% |
| COMM 2014-CR17 C 04.7836 05/10/2047 | 0.26% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.26% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.26% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.26% |
| CAS 2016-C02 1M2 06.1716 09/25/2028 | 0.26% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.26% |
| CSMC 2016-NXSR C 04.3582 12/15/2049 | 0.26% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.26% |
| JPMCC 2012-C6 E P/P 144A 05.1524 05/15/2045 | 0.26% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.25% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.25% |
| SPST 2020-6 A 01.9290 09/07/2021 | 0.25% |
| BANK 2019-BN20 XA IO 00.8394 09/15/2062 | 0.25% |
| CANADIAN GOVERNMENT 00.5000 03/01/2022 | 0.25% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.25% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.25% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.25% |
| EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 | 0.25% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.25% |
| SPST 2020-2 A 01.0016 03/26/2021 | 0.25% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.24% |
| SPST 2020-WL1 A 01.3216 06/25/2051 | 0.24% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.24% |
| STACR 2017-DNA3 M2B 02.6716 03/25/2030 | 0.24% |
| EUR/USD 09/16/2020 JPMCB | 0.24% |
| SWITZERLAND REGS 02.0000 05/25/2022 | 0.24% |
| WFRBS 2011-C2 D P/P 144A 05.6624 02/15/2044 | 0.24% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.24% |
| CAS 2017-C07 1EB2 01.1716 05/25/2030 | 0.24% |
| MSBAM 2012-C5 E P/P 144A 04.6759 08/15/2045 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.24% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.24% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.23% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.23% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.23% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.23% |
| BOEING CO 04.8750 05/01/2025 | 0.23% |
| CAN 10YR BOND FUT SEP20 CNU0 | 0.23% |
| 10YR MINI JGB FUT SEP20 BJU0 | 0.23% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.23% |
| IRISH TSY 5.4 2025 05.4000 03/13/2025 | 0.23% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.23% |
| TREASURY BILL 00.0000 09/03/2020 | 0.23% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.22% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.22% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.22% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.22% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.22% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.22% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.22% |
| EQUINIX INC 03.2000 11/18/2029 | 0.21% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.21% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.21% |
| TREASURY BILL 00.0000 09/17/2020 | 0.21% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.21% |
| GNMA GII30 BD1731 03.5000 01/20/2048 | 0.21% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.21% |
| BUONI POLIENNALI DEL TES REGS 00.9000 08/01/2022 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| ZOETIS INC 03.9000 08/20/2028 | 0.20% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.20% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.20% |
| COMM 2013-CR11 C P/P 144A 05.1198 08/10/2050 | 0.20% |
| BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.20% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.20% |
| AT&T INC 04.3000 02/15/2030 | 0.20% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.20% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.20% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.19% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.19% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.19% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.19% |
| WAMU 2005-AR12 1A8 03.8341 10/25/2035 | 0.19% |
| AT&T INC 04.1000 02/15/2028 | 0.19% |
| FHR 4979 SN IO 05.8753 06/25/2050 | 0.19% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.19% |
| AON PLC 04.2500 12/12/2042 | 0.19% |
| MCAS 2019-01 M7 P/P 144A 01.8716 10/15/2049 | 0.18% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| CAS 2016-C03 1M2 05.4716 10/25/2028 | 0.18% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.18% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.18% |
| WEC ENERGY GROUP INC 02.5049 05/15/2067 | 0.18% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.18% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| STACR 2016-DNA2 M3 04.8216 10/25/2028 | 0.18% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.18% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.18% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.18% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.18% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.18% |
| BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 | 0.17% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.17% |
| COMM 2015-LC19 C 04.2362 02/10/2048 | 0.17% |
| GNR 2015-H09 AI IO 03.0862 04/20/2065 | 0.17% |
| JPMBB 2014-C22 A4 03.8012 09/15/2047 | 0.17% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.17% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.17% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.17% |
| GNR 2016-H23 NI IO 03.7614 10/20/2066 | 0.17% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.17% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.16% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.16% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.16% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.16% |
| JPMBB 2013-C17 D P/P 144A 04.8917 01/15/2047 | 0.16% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.16% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.16% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.16% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.16% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.16% |
| VERIZON COMM 04.6720 03/15/2055 | 0.16% |
| FHMS K087 X1 IO 00.3625 12/25/2028 | 0.16% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.16% |
| COMM 2014-CR18 C 04.7245 07/15/2047 | 0.15% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.15% |
| FOX CORP 03.0500 04/07/2025 | 0.15% |
| GNMA GII30 BD1729 03.5000 01/20/2048 | 0.15% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.15% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.15% |
| CWALT 2006-OA10 4A1 00.3616 08/25/2046 | 0.15% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.15% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.15% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.15% |
| NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 | 0.15% |
| GNR 2015-H03 DI IO 03.0932 01/20/2065 | 0.15% |
| HCA INC 05.5000 06/15/2047 | 0.15% |
| GNR 2017-H11 NI IO 02.5625 05/20/2067 | 0.15% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.15% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.14% |
| BSCMS 2006-PW11 B P/P 144A 05.7751 03/11/2039 | 0.14% |
| CWALT 2006-OA7 1A2 02.2622 06/25/2046 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.14% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.14% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.14% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.14% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| GNR 2017-H02 BI IO 02.4092 01/20/2067 | 0.14% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.14% |
| WAMU 2005-AR9 A1C3 01.1316 07/25/2045 | 0.14% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.14% |
| STACR 2014-DN4 M3 04.7216 10/25/2024 | 0.14% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.14% |
| GNR 2017-H04 BI IO 02.4400 02/20/2067 | 0.14% |
| COMCAST CORP 03.9990 11/01/2049 | 0.13% |
| COMM 2012-CR2 D P/P 144A 04.8308 08/15/2045 | 0.13% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.13% |
| CAS 2015-C04 1M2 05.8716 04/25/2028 | 0.13% |
| CAS 2016-C07 2M2 04.5216 05/25/2029 | 0.13% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.13% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.13% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.13% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.13% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.13% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.13% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.13% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% |
| CAS 2017-C02 2ED3 01.5216 09/25/2029 | 0.13% |
| GNR 2016-H16 EI IO 00.6448 06/20/2066 | 0.13% |
| AMGEN INC 04.6630 06/15/2051 | 0.12% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.12% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.12% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.12% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.12% |
| WFCM 2013-LC12 C 04.2757 07/15/2046 | 0.12% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.12% |
| MWST 2019-1 A 00.9716 06/25/2052 | 0.12% |
| REPUBLIC OF ITALY P/P REGS 04.0000 02/01/2037 | 0.12% |
| STACR 2015-HQA2 M3 04.9716 05/25/2028 | 0.12% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.12% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.12% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.12% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.12% |
| COMM 2015-LC21 XA IO 00.6943 07/10/2048 | 0.12% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.12% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.12% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.12% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.12% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.12% |
| FHMS K111 X1 IO 01.6820 05/25/2030 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.11% |
| WAMU 2005-AR2 2A1B 00.5416 01/25/2045 | 0.11% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.11% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.11% |
| GNR 2016-H07 HI IO 02.9427 02/20/2066 | 0.11% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.11% |
| COMM 2014-UBS6 XA IO 00.8898 12/10/2047 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.11% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.11% |
| WFRBS 2011-C4 C P/P 144A 05.2208 06/15/2044 | 0.11% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.11% |
| EUR/USD CALL 1.29 20210127 GSFX | 0.11% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.11% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.11% |
| GSMS 2011-GC3 D P/P 144A 05.5661 03/10/2044 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.11% |
| JPMBB 2014-C22 XA IO 00.8328 09/15/2047 | 0.11% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.11% |
| VMWARE INC 03.9000 08/21/2027 | 0.11% |
| GNR 2020-32 GS IO 05.9133 03/20/2050 | 0.11% |
| VSTA 2020-2 A2 02.2070 04/25/2065 | 0.11% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| MSBAM 2014-C18 C 04.5228 10/15/2047 | 0.10% |
| SAMI 2007-AR1 2A1 00.3645 01/25/2037 | 0.10% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.10% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.10% |
| UBSCM 2012-C1 C P/P 144A 05.5690 05/10/2045 | 0.10% |
| CCMFC 2006-4A A2 00.3516 11/25/2047 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.10% |
| JPMBB 2014-C22 C 04.5538 09/15/2047 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| CMLTI 2005-2 1A2A 04.2031 05/25/2035 | 0.10% |
| GNR 2016-H13 EI IO 03.0466 04/20/2066 | 0.10% |
| SAMI 2007-AR7 1A1 01.0216 05/25/2047 | 0.10% |
| STACR 2016-HQA3 M3 04.0216 03/25/2029 | 0.10% |
| BONOS Y OBLIG DEL ESTADO 00.4500 10/31/2022 | 0.10% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.10% |
| EMIR 2018-1 M1 01.8716 11/25/2028 | 0.10% |
| FHMS K098 X1 IO 01.1451 08/25/2029 | 0.10% |
| STACR 2014-HQ2 M3 03.9216 09/25/2024 | 0.10% |
| CGCMT 2013-GC17 C 05.1096 11/10/2046 | 0.10% |
| FNR 2012-116 SA IO 07.0284 10/25/2042 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.10% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.10% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.10% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.09% |
| GSMS 2013-GC10 XA IO 01.4942 02/10/2046 | 0.09% |
| MSBAM 2012-C6 D P/P 144A 04.6067 11/15/2045 | 0.09% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.09% |
| NEW ZEALAND GOVERNMENT REGS 02.7500 04/15/2025 | 0.09% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.09% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.09% |
| TREASURY BILL 00.0000 09/08/2020 | 0.09% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.09% |
| JPMCC 2012-LC9 D P/P 144A 04.4182 12/15/2047 | 0.09% |
| CAS 2017-C01 1EB1 01.4216 07/25/2029 | 0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.09% |
| GNR 2014-H12 BI IO 01.6994 05/20/2064 | 0.09% |
| JPMCC 2010-C2 C P/P 144A 05.6491 11/15/2043 | 0.09% |
| MSBAM 2014-C14 C 04.9459 02/15/2047 | 0.09% |
| STACR 2020-HQA1 M2 02.0716 01/25/2050 | 0.09% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| WAMU 2005-AR1 A1B 00.9516 01/25/2045 | 0.09% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.09% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.09% |
| WAMU 2005-AR13 A1C3 00.6616 10/25/2045 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| JPMCC 2013-C16 XA IO 00.9287 12/15/2046 | 0.09% |
| GNR 2015-H26 DI IO 03.3563 10/20/2065 | 0.09% |
| JPMBB 2013-C12 XA IO 00.4785 07/15/2045 | 0.09% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.09% |
| MSBAM 2013-C9 D P/P 144A 04.1215 05/15/2046 | 0.09% |
| UBSCM 2017-C7 XA IO 01.0495 12/15/2050 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| 0.051 R ISWP FWD EUR006M P 12/18/2029 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.08% |
| GNR 2014-H21 AI IO 03.1249 10/20/2064 | 0.08% |
| GNR 2015-H26 EI IO 01.8545 10/20/2065 | 0.08% |
| NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| GCAT 2020-NQM2 A2 P/P 144A 02.2720 04/25/2065 | 0.08% |
| GNR 2017-H19 MI IO 02.0536 04/20/2067 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.08% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.08% |
| STACR 2014-HQ3 M3 04.9216 10/25/2024 | 0.08% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.08% |
| CAS 2015-C01 1M2 04.4716 02/25/2025 | 0.08% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.08% |
| ZOETIS INC 02.0000 05/15/2030 | 0.08% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.08% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.08% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.08% |
| CASH MGMT BILL 00.0000 10/27/2020 | 0.08% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.08% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.08% |
| WFCM 2016-LC25 XA IO 00.9734 12/15/2059 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| FNR 2012-103 LS IO 05.8284 09/25/2042 | 0.08% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| BMIR 2018-2A M1B P/P 144A 01.5216 08/25/2028 | 0.08% |
| WFRBS 2013-C14 XA IO 00.7224 06/15/2046 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.08% |
| GNMA GII30 BD1730 03.5000 01/20/2048 | 0.08% |
| GSMS 2010-C1 D P/P 144A 05.9835 08/10/2043 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| TREASURY BILL 00.0000 08/25/2020 | 0.08% |
| GNR 2015-H25 AI IO 01.7481 09/20/2065 | 0.08% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.08% |
| CPURNSA R 0.77 P 03/11/25 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.07% |
| BMIR 2019-4A M1C P/P 144A 02.6716 10/25/2029 | 0.07% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.07% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.07% |
| GNR 2016-H20 NI IO 03.5445 09/20/2066 | 0.07% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.07% |
| RAMC 2003-4 A1 00.6916 03/25/2034 | 0.07% |
| CWALT 2006-OA19 A1 00.3668 02/20/2047 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| EUR/USD 09/16/2020 UBS | 0.07% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.07% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.07% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.07% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.07% |
| WAMU 2005-AR10 1A3 04.0791 09/25/2035 | 0.07% |
| CARR 2006-NC2 A4 00.4116 06/25/2036 | 0.06% |
| CWALT 2006-24CB A13 00.5216 08/25/2036 | 0.06% |
| MSRR 2015-R4 CB1 01.0092 08/26/2047 | 0.06% |
| CPTFEMU P 1.71 R 07/15/37 | 0.06% |
| MSC 2011-C3 D P/P 144A 05.2444 07/15/2049 | 0.06% |
| UKRPI P 3.665 R 12/15/28 | 0.06% |
| AHM 2007-1 GA1C 00.3616 05/25/2047 | 0.06% |
| BUMT 2005-1 1A1 00.7716 09/25/2045 | 0.06% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.06% |
| GNR 2016-H01 AI IO 03.0688 01/20/2066 | 0.06% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.06% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.06% |
| CWALT 2006-OA10 1A1 02.2822 08/25/2046 | 0.06% |
| TREASURY BILL 00.0000 09/22/2020 | 0.06% |
| 2.001 R ISWP FWD CDOR03 P 12/18/2049 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| GNR 2010-171 SB IO 06.2734 12/16/2040 | 0.06% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.06% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.06% |
| EUR/USD CALL 1.16 20201118 BANKAM | 0.06% |
| EUR/USD CALL 1.16 20201118 GSFX | 0.06% |
| JPMBB 2015-C33 XA IO 00.9080 12/15/2048 | 0.06% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.06% |
| 0.90 R ISWP FWD US0003M P 09/16/2050 | 0.06% |
| FISERV INC 03.5000 07/01/2029 | 0.06% |
| GNR 2016-19 PI IO 04.0000 02/20/2046 | 0.06% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.05% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.05% |
| GNR 2016-H25 GI IO 01.6311 11/20/2066 | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.05% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.05% |
| MLMI 2005-A2 A2 03.7839 02/25/2035 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| GNR 2016-77 SL IO 05.9633 03/20/2043 | 0.05% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.05% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.05% |
| WFMBS 2006-AR5 1A1 04.0155 04/25/2036 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.05% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.05% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 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% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.05% |
| CPTFEMU R 0.961 P 05/15/40 | 0.05% |
| NRZT 2018-4A A1M 01.0716 01/25/2048 | 0.05% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.05% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.04% |
| CGCMT 2014-GC19 D P/P 144A 05.0926 03/10/2047 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.04% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.04% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.04% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.04% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.04% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.04% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.04% |
| WFRBS 2012-C10 D P/P 144A 04.4283 12/15/2045 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5301 12/15/2045 | 0.04% |
| CPTFEMU R 0.655 P 05/15/30 | 0.04% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.04% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.04% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| OPTN FN30 3.0 09/08/20 CALL 105.078125 JPMC | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| COMM 2014-UBS6 C 04.4465 12/10/2047 | 0.04% |
| CAS 2016-C01 1M2 06.9216 08/25/2028 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.04% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.04% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.04% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.04% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.04% |
| CAS 2015-C02 1M2 04.1716 05/25/2025 | 0.04% |
| STACR 2017-DNA2 M1 01.3716 10/25/2029 | 0.04% |
| UK TSY 3 1/2 2068 REGS 03.5000 07/22/2068 | 0.04% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| HMIR 2018-1 M1 P/P 144A 01.7716 10/25/2028 | 0.03% |
| UKRPI P 3.385 R 11/15/24 | 0.03% |
| CAS 2017-C01 1M2 03.7216 07/25/2029 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% |
| WFRBS 2011-C4 E P/P 144A 05.2208 06/15/2044 | 0.03% |
| CAS 2016-C03 2M2 06.0716 10/25/2028 | 0.03% |
| CAS 2016-C04 1M2 04.4216 01/25/2029 | 0.03% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.03% |
| AT&T INC. 03.8000 02/15/2027 | 0.03% |
| CPURNSA R 0.41 P 03/18/25 | 0.03% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.03% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.03% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.03% |
| UKRPI P 3.34 R 03/15/28 | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.03% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| JPY/USD 08/19/2020 SSBT | 0.03% |
| UKRPI P 3.4025 R 03/15/28 | 0.03% |
| 1.851 R ISWP FWD CDOR03 P 12/18/2029 | 0.03% |
| CAS 2018-C05 1M2 02.5216 01/25/2031 | 0.03% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.03% |
| SWPTN 3MX5Y R 0.439 USD 08/06/2020 CI | 0.03% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6085 12/10/2045 | 0.03% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.02% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.02% |
| FHR 4076 MS IO 06.5253 07/15/2040 | 0.02% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| 0.401 R ISWP FWD EUR006M P 12/18/2049 | 0.02% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.02% |
| CAS 2019-HRP1 M2 02.3216 11/25/2039 | 0.02% |
| SEK/USD 09/16/2020 GSFX | 0.02% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.02% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.02% |
| CAS 2019-R01 2M2 02.6216 07/25/2031 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| STACR 2015-HQ2 M2 02.1216 05/25/2025 | 0.02% |
| STACR 2019-DNA1 M2 02.8216 01/25/2049 | 0.02% |
| 1.00 R ISWP FWD AUDBB6M P 09/16/2030 | 0.02% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.02% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.02% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.02% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.02% |
| CPURNSA R 0.835 P 04/30/25 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.02% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.02% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.02% |
| TREASURY BILL 00.0000 09/10/2020 | 0.02% |
| CPURNSA R 0.8525 P 05/01/25 | 0.02% |
| FHR 3065 DC 19.3358 03/15/2035 | 0.02% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| 0.50 R ISWP FWD US0003M P 06/15/2025 | 0.02% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | 0.02% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 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 CG | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| FNR 2010-46 SB IO 06.2784 05/25/2040 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| JPY/USD 08/19/2020 BCAP-FX | 0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.02% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.02% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 0.02% |
| 1.15 R ISWP FWD CDOR03 P 09/16/2030 | 0.02% |
| CAS 2015-C03 2M2 05.1716 07/25/2025 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% |
| IDR/USD 08/19/2020 BCAP-FX | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| SEK/USD 09/16/2020 UBS | 0.02% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.02% |
| UKRPI P 3.42 R 12/15/24 | 0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| FNR 2006-8 HP 23.9374 03/25/2036 | 0.02% |
| FNR 2007-53 SP 23.5707 06/25/2037 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| SEK/USD 09/16/2020 SSBT | 0.01% |
| 0.525 R ISWP AUDBB6M P 06/05/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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 CG | 0.01% |
| CNH/USD 08/19/2020 HSBCB | 0.01% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.01% |
| EUR/USD CALL 1.21 20201028 BANKAM | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| 0.3025 R ISWP US0003M P 07/28/2025 | 0.01% |
| CHF/USD 09/16/2020 SSBT | 0.01% |
| CHF/USD 09/16/2020 TDBK | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.01% |
| 1.801 R ISWP FWD CDOR03 P 12/18/2024 | 0.01% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.01% |
| AUD/USD 10/21/2020 HSBCB | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CPURNSA R 1.2125 P 06/15/25 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| FHR 3249 PS 21.6983 12/15/2036 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.01% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.01% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| 0.429 R ISWP FWD US0003M P 08/10/2025 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| CPURNSA R 1.24 P 06/09/25 | 0.01% |
| FNR 2005-75 GS 19.7351 08/25/2035 | 0.01% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SWPTN 3MX10Y P 0.6225 USD 10/15/2020 JP | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| -0.04236 R ISWP FWD EUR006M P 08/15/2029 | 0.01% |
| 1.001 R ISWP FWD AUDBB6M P 12/18/2024 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CNH/USD 08/19/2020 GSFX | 0.01% |
| CZK/USD 09/16/2020 BANKAM | 0.01% |
| FHR 2990 LB 16.4990 06/15/2034 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| JPY/USD 08/19/2020 CITI | 0.01% |
| KRW/USD 08/19/2020 JPMCB | 0.01% |
| NOK/USD 09/16/2020 BCAP-FX | 0.01% |
| NZD/USD 10/21/2020 UBS | 0.01% |
| RUB/USD 09/16/2020 GSFX | 0.01% |
| -0.09037 R ISWP FWD EUR006M P 08/15/2029 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CAD/USD 10/21/2020 GSFX | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.01% |
| AUD/USD 10/21/2020 TDBK | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.01% |
| CAD/USD 10/21/2020 UBS | 0.01% |
| CHF/USD 09/16/2020 CITI | 0.01% |
| CHF/USD 09/16/2020 GSFX | 0.01% |
| CLP/USD 10/21/2020 CITI | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.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-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FHR 3408 EK 25.0899 04/15/2037 | 0.01% |
| GBP/USD 09/16/2020 HSBCB | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NOK/USD 09/16/2020 GSFX | 0.01% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.01% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | 0.01% |
| -0.13523 R ISWP FWD EUR006M P 08/15/2029 | 0.00% |
| -0.20 R ISWP FWD CHL6M P 09/16/2030 | 0.00% |
| 0.338 R ISWP US0003M P 07/01/2025 | 0.00% |
| AUD/USD 10/21/2020 WPAC | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| OPTN FN30 4.0 08/06/20 CALL 106.0 JPMC | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 1MX30Y P 0.847 USD 08/17/2020 BA | 0.00% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.00% |
| -0.05644 R ISWP FWD EUR006M P 08/15/2029 | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.00% |
| 1.00 R ISWP FWD NOKOIB6M P 09/16/2030 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 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 MS | 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| EUR/USD 09/16/2020 BCAP-FX | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| STACR 2018-HQA2 M2 02.4716 10/25/2048 | 0.00% |
| STACR 2019-HQA1 M2 02.5216 02/25/2049 | 0.00% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | 0.00% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.00% |
| -0.351 R ISWP FWD EUR006M P 12/18/2024 | 0.00% |
| 0.76125 R ISWP NFIX3MID P 06/05/2030 | 0.00% |
| 0.794 R ISWP US0003M P 08/03/2050 | 0.00% |
| 1.301 R ISWP FWD AUDBB6M P 12/18/2029 | 0.00% |
| AUD/USD 10/21/2020 BANKAM | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| EUR/USD 09/16/2020 CSI-FX | 0.00% |
| GBP/USD 09/16/2020 MSCIL | 0.00% |
| HUF/USD 09/16/2020 SSBT | 0.00% |
| IDR/USD 08/19/2020 GSFX | 0.00% |
| NZD/USD 10/21/2020 BCAP-FX | 0.00% |
| SEK/USD 09/16/2020 TDBK | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% |
| THB/USD 08/19/2020 CITI | 0.00% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | 0.00% |
| 0.405 R ISWP AUDBB6M P 07/08/2025 | 0.00% |
| 0.436 R ISWP GBL6M P 07/16/2050 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| AUD/USD 10/21/2020 GSFX | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.7751 03/11/2039 | 0.00% |
| CAD/USD 10/21/2020 CITI | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.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-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| GBP/USD 09/16/2020 GSFX | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 00.6516 12/12/2043 | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.6833 09/15/2039 | 0.00% |
| NZD/USD 10/21/2020 BANKAM | 0.00% |
| NZD/USD 10/21/2020 RBSF | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| SEK/USD 09/16/2020 MSCIL | 0.00% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.00% |
| STACR 2019-DNA2 M2 02.6216 03/25/2049 | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.00% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | 0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% |
| 0.423 R ISWP GBL6M P 07/16/2050 | 0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | 0.00% |
| CAD/USD 10/21/2020 MSCIL | 0.00% |
| CAD/USD 10/21/2020 RBSF | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CNH/USD 08/19/2020 SSBT | 0.00% |
| EUR/USD 09/16/2020 WPAC | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.0696 12/10/2049 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| NZD/USD 10/21/2020 SSBT | 0.00% |
| NZD/USD 10/21/2020 TDBK | 0.00% |
| NZD/USD 10/21/2020 WPAC | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.00% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| ZAR/USD 10/21/2020 GSFX | 0.00% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | 0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | 0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| AUD/USD 10/21/2020 CSI-FX | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.3049 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5182 10/15/2049 | 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CNH/USD 08/19/2020 BANKAM | 0.00% |
| CPURNSA P 1.77 R 06/09/50 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1728 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 00.9076 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0154 01/15/2049 | 0.00% |
| EUR/USD 09/16/2020 GSFX | 0.00% |
| EUR/USD 09/16/2020 MSCIL | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| GNR 2013-90 HI IO 03.5000 04/20/2040 | 0.00% |
| HKD/USD 08/19/2020 BANKAM | 0.00% |
| HKD/USD 08/19/2020 GSFX | 0.00% |
| HKD/USD 08/19/2020 TDBK | 0.00% |
| HKD/USD 08/19/2020 UBS | 0.00% |
| ILS/USD 10/21/2020 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2884 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.0517 01/15/2049 | 0.00% |
| JPY/USD 08/19/2020 BANKAM | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1667 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1667 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| MXN/USD 10/21/2020 BANKAM | 0.00% |
| MXN/USD 10/21/2020 GSFX | 0.00% |
| NOK/USD 09/16/2020 MSCIL | 0.00% |
| NZD/USD 10/21/2020 CSI-FX | 0.00% |
| NZD/USD 10/21/2020 HSBCB | 0.00% |
| NZD/USD 10/21/2020 JPMCB | 0.00% |
| OPTN FN30 2.5 08/06/20 PUT 102.47265625 JPMC | 0.00% |
| OPTN FN30 2.5 08/06/20 PUT 103.03515625 JPMC | 0.00% |
| OPTN FN30 2.5 08/06/20 PUT 103.59765625 JPMC | 0.00% |
| OPTN FN30 4.0 08/06/20 PUT 106.0 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% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 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 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 P 1.805 USD 01/14/2021 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 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX5Y P 0.439 USD 08/06/2020 CI | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | 0.00% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | 0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | 0.00% |
| SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% |
| SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | 0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | 0.00% |
| 0.2235 R ISWP US0003M P 07/15/2022 | -0.00% |
| 0.226 R ISWP US0003M P 07/17/2022 | -0.00% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | -0.00% |
| 0.655 R ISWP NOKOIB6M P 07/10/2025 | -0.00% |
| 0.655 R ISWP NOKOIB6M P 07/13/2025 | -0.00% |
| 0.78 R ISWP US0003M P 04/28/2050 | -0.00% |
| CAD/USD 10/21/2020 HSBCB | -0.00% |
| CHF/USD 09/16/2020 BCAP-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| GBP/USD 09/16/2020 TDBK | -0.00% |
| HKD/USD 08/19/2020 HSBCB | -0.00% |
| HKD/USD 08/19/2020 SSBT | -0.00% |
| JPY/USD 08/19/2020 HSBCB | -0.00% |
| JPY/USD 08/19/2020 WPAC | -0.00% |
| NZD/USD 10/21/2020 MSCIL | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 1MX30Y P 1.007 USD 08/17/2020 BA | -0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| -0.401 R ISWP FWD EUR006M P 12/18/2021 | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 0.2295 R ISWP US0003M P 07/03/2022 | -0.00% |
| 0.32 R ISWP GBL6M P 07/16/2030 | -0.00% |
| 0.321 R ISWP GBL6M P 07/16/2030 | -0.00% |
| 0.36 R ISWP NFIX3MID P 06/05/2025 | -0.00% |
| CAD/USD 10/21/2020 BCAP-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.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% |
| EUR/USD 09/16/2020 RBSF | -0.00% |
| GBP/USD 09/16/2020 BCAP-FX | -0.00% |
| GBP/USD 09/16/2020 CSI-FX | -0.00% |
| NZD/USD 10/21/2020 CITI | -0.00% |
| OPTN FN30 3.0 09/08/20 PUT 105.078125 JPMC | -0.00% |
| SWPTN 1MX30Y P 0.927 USD 08/17/2020 BA | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | -0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | -0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -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% |
| 0.90 R ISWP FWD NFIX3MID P 09/16/2030 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| AUD/USD 10/21/2020 JPMCB | -0.00% |
| CAD/USD 10/21/2020 CSI-FX | -0.00% |
| CAD/USD 10/21/2020 WPAC | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 09/16/2020 WPAC | -0.00% |
| NZD/USD 10/21/2020 GSFX | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 3MX10Y P 0.8225 USD 10/15/2020 JP | -0.00% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.00% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | -0.00% |
| 0.50 R ISWP FWD SES3M P 09/16/2030 | -0.00% |
| 0.6085 R ISWP US0003M P 07/17/2030 | -0.00% |
| 0.6925 R ISWP NOKOIB6M P 06/29/2025 | -0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.00% |
| 2.3775 R ISWP CNRR007 P 06/03/2025 | -0.00% |
| CAD/USD 10/21/2020 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CPURNSA P 1.6875 R 06/15/50 | -0.00% |
| NOK/USD 09/16/2020 BANKAM | -0.00% |
| NOK/USD 09/16/2020 CITI | -0.00% |
| NOK/USD 09/16/2020 JPMCB | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | -0.00% |
| 0.6195 R ISWP US0003M P 07/15/2030 | -0.00% |
| 0.65 R ISWP US0003M P 05/26/2030 | -0.00% |
| 1.0775 R ISWP CDOR03 P 06/10/2030 | -0.00% |
| CAD/USD 10/21/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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% |
| RUB/USD 09/16/2020 BANKAM | -0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.00% |
| SWPTN 3MX10Y P 0.7225 USD 10/15/2020 JP | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.00% |
| 0.20 R ISWP FWD SONIA P 09/16/2030 | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 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 1.24 20201028 BANKAM | -0.01% |
| GBP/USD 09/16/2020 RBSF | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -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% |
| 0.75 R ISWP FWD US0003M P 08/12/2030 | -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 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| DKK/USD 09/16/2020 CITI | -0.01% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NOK/USD 09/16/2020 HSBCB | -0.01% |
| PLN/USD 09/16/2020 BCAP-FX | -0.01% |
| SGD/USD 08/19/2020 JPMCB | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| AUD/USD 10/21/2020 UBS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 0.815 R ISWP US0003M P 07/30/2050 | -0.01% |
| CHF/USD 09/16/2020 JPMCB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -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 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NOK/USD 09/16/2020 SSBT | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.01% |
| 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.01% |
| 0.62 R ISWP US0003M P 05/19/2030 | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BB.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 ML | -0.01% |
| EUR/USD CALL 1.26 20210127 BANKAM | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.01% |
| SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% |
| 0.655 R ISWP US0003M P 07/03/2030 | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -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% |
| 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.01% |
| 1.134 R ISWP CDOR03 P 03/11/2050 | -0.01% |
| CAD/USD 10/21/2020 SSBT | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CPURNSA R 1.703 P 11/29/24 | -0.01% |
| SEK/USD 09/16/2020 CITI | -0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 0.385 R ISWP US0003M P 05/21/2025 | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CPURNSA R 1.7625 P 12/10/24 | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| JPY/USD 08/19/2020 JPMCB | -0.01% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 0.20 R ISWP FWD US0003M P 09/16/2022 | -0.02% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| AUD/USD 10/21/2020 SSBT | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.02% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -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 GS | -0.02% |
| EUR/USD 09/16/2020 TDBK | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.02% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.02% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.02% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.02% |
| GBP/USD 09/16/2020 CITI | -0.02% |
| NOK/USD 09/16/2020 UBS | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.02% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SEK/USD 09/16/2020 JPMCB | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA P 1.6625 R 07/10/30 | -0.02% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.02% |
| CPURNSA P 1.345 R 04/30/30 | -0.02% |
| CPURNSA P 1.3475 R 05/01/30 | -0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.02% |
| EUR/USD CALL 1.20 20201118 BANKAM | -0.02% |
| EUR/USD CALL 1.20 20201118 GSFX | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| SEK/USD 09/16/2020 BCAP-FX | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -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 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 1.9725 R ISWP CNRR007 P 06/01/2025 | -0.02% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| CPURNSA R 1.71 P 11/21/24 | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.03% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.03% |
| 0.801 R ISWP FWD GBL6M P 12/18/2029 | -0.03% |
| CAD/USD 10/21/2020 BANKAM | -0.03% |
| EUR/USD 09/16/2020 CITI | -0.03% |
| GBP/USD 09/16/2020 JPMCB | -0.03% |
| JPY/USD 08/19/2020 GSFX | -0.03% |
| EUR/USD 09/16/2020 BANKAM | -0.03% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.03% |
| 1.20 R ISWP FWD US0003M P 06/15/2050 | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| 2.245 R ISWP CNRR007 P 06/03/2025 | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| CPURNSA P 1.586 R 06/30/30 | -0.04% |
| JPY/USD 08/19/2020 UBS | -0.04% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.04% |
| GBP/USD 09/16/2020 SSBT | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.04% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.04% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.04% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.04% |
| 0.90 R ISWP FWD US0003M P 09/16/2030 | -0.04% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| CPURNSA P 0.95 R 03/18/30 | -0.04% |
| GBP/USD 09/16/2020 UBS | -0.05% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.05% |
| 2.072 R ISWP CNRR007 P 06/03/2025 | -0.05% |
| -0.05 R ISWP FWD EUR006M P 09/16/2030 | -0.05% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.05% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.05% |
| 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.FN30.400.11 P USL1M R 01/12/42 JP | -0.06% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.07% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.07% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.07% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.07% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.07% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.07% |
| 0.35 R ISWP FWD US0003M P 09/16/2025 | -0.08% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.08% |
| CPTFEMU P 1.13 R 05/15/50 | -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 ML | -0.08% |
| EUR/USD 09/16/2020 SSBT | -0.09% |
| UKRPI R 3.4425 P 07/15/49 | -0.10% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.10% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| CPTFEMU P 0.935 R 05/15/40 | -0.10% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.10% |
| CPTFEMU P 0.93 R 05/15/40 | -0.10% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.11% |
| 0.70 R ISWP FWD US0003M P 09/16/2030 | -0.12% |
| CPURNSA P 1.165 R 03/11/30 | -0.12% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.13% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.13% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.13% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.14% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.14% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.14% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.15% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.15% |
| EURO-BUND FUTURE SEP20 RXU0 | -0.17% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.19% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.19% |
| EUR/USD 09/16/2020 HSBCB | -0.27% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.27% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.27% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.31% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.32% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.32% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.34% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.35% |
| EURO-SCHATZ FUT SEP20 DUU0 | -0.37% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2050 | -0.42% |
| FNMA FN30 TBA UMBS 04.5000 08/01/2050 | -0.43% |
| EUR/USD CALL 1.25 20210127 GSFX | -0.43% |
| JPN 10Y BOND(OSE) SEP20 JBU0 | -2.85% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -17.43% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2050 | 14.34% |
|---|---|
| FNMA FN30 TBA UMBS 02.5000 08/01/2050 | 4.63% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2050 | 3.83% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.49% |
| US ULTRA BOND CBT SEP20 WNU0 | 3.35% |
| US 10YR NOTE (CBT)SEP20 TYU0 | 2.25% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 2.14% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.07% |
| EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 | 1.49% |
| US 5YR NOTE (CBT) SEP20 FVU0 | 1.42% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.41% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.27% |
| US LONG BOND(CBT) SEP20 USU0 | 1.23% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.22% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.22% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.17% |
| US 10YR ULTRA FUT SEP20 UXYU0 | 1.02% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.02% |
| LONG GILT FUTURE SEP20 G U0 | 0.90% |
| GNMA GII30 TBA 04.0000 07/01/2050 | 0.86% |
| GNMA GII30 TBA 03.0000 07/01/2050 | 0.86% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.85% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.80% |
| EURO-BOBL FUTURE SEP20 OEU0 | 0.80% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.72% |
| COMCAST CORP 03.4500 02/01/2050 | 0.71% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.69% |
| CAS 2020-R01 1M2 02.2345 01/25/2040 | 0.66% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.65% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 0.64% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.62% |
| DBUBS 2011-LC3A D P/P 144A 05.5126 08/10/2044 | 0.60% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.55% |
| BUONI POLIENNALI DEL TES 06.5000 11/01/2027 | 0.53% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.53% |
| BUONI POLIENNALI DEL TES 02.5000 12/01/2024 | 0.52% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.52% |
| CAS 2014-C03 2M2 03.0845 07/25/2024 | 0.51% |
| ONTARIO (PROVINCE OF) 03.1500 06/02/2022 | 0.50% |
| EURO-BUXL 30Y BND SEP20 UBU0 | 0.50% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.49% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.49% |
| JPMCC 2012-C8 D P/P 144A 04.8263 10/15/2045 | 0.49% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.48% |
| SPST 2019-7 A 00.8848 09/24/2020 | 0.48% |
| BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 | 0.47% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.47% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.46% |
| BUONI POLIENNALI DEL TES 00.3500 11/01/2021 | 0.45% |
| SAIL 2004-10 A10 01.0845 11/25/2034 | 0.45% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.43% |
| GNMA GII30 TBA 04.5000 07/01/2050 | 0.43% |
| GNMA GII30 TBA 03.5000 07/01/2050 | 0.43% |
| TREASURY BILL 00.0000 07/02/2020 | 0.42% |
| FNMA FN30 TBA UMBS 02.0000 07/01/2050 | 0.41% |
| VERIZON COMM 04.3290 09/21/2028 | 0.41% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.40% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.40% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.40% |
| CFCRE 2011-C2 E P/P 144A 05.9305 12/15/2047 | 0.39% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.39% |
| STACR 2016-DNA3 M3 05.1845 12/25/2028 | 0.39% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.37% |
| TREASURY BILL 00.0000 08/11/2020 | 0.36% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.36% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.36% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.35% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.35% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.34% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.34% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.33% |
| TREASURY BILL 00.0000 07/21/2020 | 0.33% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.33% |
| MWST 2018-W1 A 01.0345 11/25/2051 | 0.32% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.32% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.32% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.32% |
| CSAIL 2015-C1 C 04.4116 04/15/2050 | 0.32% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.31% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.31% |
| CAS 2015-C04 2M2 05.7345 04/25/2028 | 0.31% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.31% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.31% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.31% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.31% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.30% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.30% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.30% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.30% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.30% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.30% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.30% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.30% |
| JPMBB 2014-C19 C 04.8335 04/15/2047 | 0.30% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.30% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.29% |
| SWEDISH GOVERNMENT REGS 01.5000 11/13/2023 | 0.29% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.29% |
| CAS 2016-C02 1M2 06.1845 09/25/2028 | 0.28% |
| FISERV INC 04.2000 10/01/2028 | 0.28% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.28% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.28% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.28% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.28% |
| REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 | 0.28% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.28% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.27% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.27% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.27% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.27% |
| CASH MGMT BILL 00.0000 09/15/2020 | 0.27% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.27% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.26% |
| CSMC 2016-NXSR C 04.5037 12/15/2049 | 0.26% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.26% |
| JPMCC 2012-C6 E P/P 144A 05.3242 05/15/2045 | 0.26% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.26% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.26% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.26% |
| COMM 2014-CR17 C 04.9452 05/10/2047 | 0.26% |
| SPST 2020-6 A 00.9983 09/07/2021 | 0.26% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.25% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.25% |
| SPST 2020-2 A 01.0095 03/26/2021 | 0.25% |
| CANADIAN GOVERNMENT 00.5000 03/01/2022 | 0.25% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.25% |
| SPST 2020-WL1 A 00.8183 06/25/2051 | 0.25% |
| STACR 2017-DNA3 M2B 02.6845 03/25/2030 | 0.25% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.25% |
| WFRBS 2011-C2 D P/P 144A 05.8498 02/15/2044 | 0.25% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.24% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.24% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.24% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.24% |
| EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 | 0.24% |
| MSBAM 2012-C5 E P/P 144A 04.8320 08/15/2045 | 0.24% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.24% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.24% |
| SWITZERLAND REGS 02.0000 05/25/2022 | 0.24% |
| CAS 2017-C07 1EB2 01.1845 05/25/2030 | 0.24% |
| BOEING CO 04.8750 05/01/2025 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.24% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.23% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.23% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.23% |
| CAN 10YR BOND FUT SEP20 CNU0 | 0.23% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.23% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.23% |
| TREASURY BILL 00.0000 09/03/2020 | 0.22% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.22% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.22% |
| IRISH TSY 5.4 2025 05.4000 03/13/2025 | 0.22% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.22% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.22% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.22% |
| MSBAM 2014-C17 C 04.6565 08/15/2047 | 0.22% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.22% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.22% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.22% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.22% |
| TREASURY BILL 00.0000 09/17/2020 | 0.21% |
| EQUINIX INC 03.2000 11/18/2029 | 0.21% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.21% |
| GNMA GII30 BD1731 03.5000 01/20/2048 | 0.21% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.21% |
| COMM 2013-CR11 C P/P 144A 05.2855 08/10/2050 | 0.20% |
| ZOETIS INC 03.9000 08/20/2028 | 0.20% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.20% |
| FHR 4979 SN IO 05.7466 06/25/2050 | 0.20% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.20% |
| BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.20% |
| CAS 2016-C03 1M2 05.4845 10/25/2028 | 0.20% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.20% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.20% |
| WAMU 2005-AR12 1A8 03.8615 10/25/2035 | 0.20% |
| STACR 2016-DNA2 M3 04.8345 10/25/2028 | 0.20% |
| AT&T INC 04.3000 02/15/2030 | 0.19% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.19% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.19% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.19% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.19% |
| TREASURY BILL 00.0000 07/16/2020 | 0.19% |
| WEC ENERGY GROUP INC 02.5049 05/15/2067 | 0.19% |
| AT&T INC 04.1000 02/15/2028 | 0.19% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.19% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.19% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.18% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.18% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.18% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.18% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.18% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.18% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.18% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| TREASURY BILL 00.0000 07/14/2020 | 0.18% |
| GNR 2015-H09 AI IO 02.3733 04/20/2065 | 0.18% |
| GNR 2016-H23 NI IO 03.1674 10/20/2066 | 0.17% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.17% |
| AON PLC USD 04.2500 12/12/2042 | 0.17% |
| MCAS 2019-01 M7 P/P 144A 01.8845 10/15/2049 | 0.17% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.17% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.17% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.17% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.17% |
| JPMBB 2014-C22 A4 03.8012 09/15/2047 | 0.17% |
| COMM 2015-LC19 C 04.3815 02/10/2048 | 0.17% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.17% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.17% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.17% |
| BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 | 0.17% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| JPMBB 2013-C17 D P/P 144A 05.0531 01/15/2047 | 0.16% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.16% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.16% |
| FHMS K087 X1 IO 00.5099 12/25/2028 | 0.16% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.16% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.16% |
| FOX CORP 03.0500 04/07/2025 | 0.16% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.16% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.16% |
| CWALT 2006-OA10 4A1 00.3745 08/25/2046 | 0.15% |
| GNMA GII30 BD1729 03.5000 01/20/2048 | 0.15% |
| GNR 2015-H03 DI IO 02.3916 01/20/2065 | 0.15% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.15% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.15% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.15% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.15% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.15% |
| GNR 2017-H11 NI IO 02.6013 05/20/2067 | 0.15% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.15% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.15% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.15% |
| CWALT 2006-OA7 1A2 02.4438 06/25/2046 | 0.15% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.15% |
| STACR 2014-DN4 M3 04.7345 10/25/2024 | 0.15% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.15% |
| GNR 2017-H04 BI IO 02.4467 02/20/2067 | 0.15% |
| VERIZON COMM 04.6720 03/15/2055 | 0.15% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| GNR 2017-H02 BI IO 02.4254 01/20/2067 | 0.14% |
| NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 | 0.14% |
| WFRBS 2013-UBS1 A4 04.0790 03/15/2046 | 0.14% |
| CAS 2015-C04 1M2 05.8845 04/25/2028 | 0.14% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.14% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.14% |
| WAMU 2005-AR9 A1C3 01.1445 07/25/2045 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.14% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.14% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.14% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.14% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.14% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.14% |
| BONOS Y OBLIG DEL ESTADO 00.7500 07/30/2021 | 0.14% |
| CAS 2017-C02 2ED3 01.5345 09/25/2029 | 0.14% |
| COMM 2014-CR18 C 04.8821 07/15/2047 | 0.14% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.14% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| HCA INC 05.5000 06/15/2047 | 0.14% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.14% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.14% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.14% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.13% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.13% |
| STACR 2015-HQA2 M3 04.9845 05/25/2028 | 0.13% |
| COMM 2012-CR2 D P/P 144A 04.9919 08/15/2045 | 0.13% |
| GNR 2016-H16 EI IO 01.9160 06/20/2066 | 0.13% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.13% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.13% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.13% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% |
| WFCM 2013-LC12 C 04.4111 07/15/2046 | 0.13% |
| COMCAST CORP 03.9990 11/01/2049 | 0.13% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.13% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| MWST 2019-1 A 00.9845 06/25/2052 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| COMM 2015-LC21 XA IO 00.8478 07/10/2048 | 0.12% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.12% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.12% |
| GSMS 2010-C1 D P/P 144A 06.1326 08/10/2043 | 0.12% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.12% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.12% |
| AMGEN INC 04.6630 06/15/2051 | 0.12% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.12% |
| COMM 2015-LC19 A4 03.1830 02/10/2048 | 0.12% |
| GNR 2020-32 GS IO 05.9100 03/20/2050 | 0.12% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.12% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.12% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.12% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.12% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.12% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.12% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.12% |
| WAMU 2005-AR2 2A1B 00.5545 01/25/2045 | 0.12% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.12% |
| COMM 2014-UBS6 XA IO 01.0384 12/10/2047 | 0.11% |
| GNR 2016-H07 HI IO 02.2468 02/20/2066 | 0.11% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.11% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.11% |
| REPUBLIC OF ITALY P/P REGS 04.0000 02/01/2037 | 0.11% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| JPMBB 2014-C22 XA IO 00.9851 09/15/2047 | 0.11% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.11% |
| WFRBS 2011-C4 C P/P 144A 05.3900 06/15/2044 | 0.11% |
| GSMS 2011-GC3 D P/P 144A 05.8239 03/10/2044 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.11% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.11% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.11% |
| FNR 2012-116 SA IO 07.0155 10/25/2042 | 0.11% |
| GNR 2016-H13 EI IO 01.1770 04/20/2066 | 0.11% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.11% |
| BMIR 2018-2A M1B P/P 144A 01.5345 08/25/2028 | 0.11% |
| JPMBB 2014-C22 C 04.7057 09/15/2047 | 0.11% |
| CCMFC 2006-4A A2 00.3645 11/25/2047 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| SAMI 2007-AR1 2A1 00.3645 01/25/2037 | 0.11% |
| CMLTI 2005-2 1A2A 04.2660 05/25/2035 | 0.10% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.10% |
| MSBAM 2014-C18 C 04.6733 10/15/2047 | 0.10% |
| VMWARE INC 03.9000 08/21/2027 | 0.10% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| STACR 2016-HQA3 M3 04.0345 03/25/2029 | 0.10% |
| UBSCM 2012-C1 C P/P 144A 05.7547 05/10/2045 | 0.10% |
| SAMI 2007-AR7 1A1 01.0345 05/25/2047 | 0.10% |
| STACR 2014-HQ2 M3 03.9345 09/25/2024 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| EMIR 2018-1 M1 01.8683 11/25/2028 | 0.10% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.10% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.10% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.10% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.10% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.10% |
| MSBAM 2012-C6 D P/P 144A 04.7604 11/15/2045 | 0.10% |
| CGCMT 2013-GC17 C 05.2611 11/10/2046 | 0.10% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.10% |
| FHMS K098 X1 IO 01.2698 08/25/2029 | 0.10% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.10% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.10% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.10% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.10% |
| GNR 2014-H12 BI IO 01.5389 05/20/2064 | 0.10% |
| CASH MGMT BILL 00.0000 09/08/2020 | 0.09% |
| WAMU 2005-AR1 A1B 00.9645 01/25/2045 | 0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.09% |
| NEW ZEALAND GOVERNMENT REGS 02.7500 04/15/2025 | 0.09% |
| STACR 2014-HQ3 M3 04.9345 10/25/2024 | 0.09% |
| WAMU 2005-AR13 A1C3 00.6745 10/25/2045 | 0.09% |
| JPMBB 2013-C12 XA IO 00.5907 07/15/2045 | 0.09% |
| JPMCC 2012-LC9 D P/P 144A 04.5654 12/15/2047 | 0.09% |
| JPMCC 2013-C16 XA IO 01.0973 12/15/2046 | 0.09% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.09% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.09% |
| GNR 2015-H26 DI IO 02.6570 10/20/2065 | 0.09% |
| GSMS 2013-GC10 XA IO 01.6420 02/10/2046 | 0.09% |
| JPMCC 2010-C2 C P/P 144A 05.8216 11/15/2043 | 0.09% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.09% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.09% |
| CAS 2017-C01 1EB1 01.4345 07/25/2029 | 0.09% |
| FNR 2012-103 LS IO 05.8155 09/25/2042 | 0.09% |
| MSBAM 2013-C9 D P/P 144A 04.2575 05/15/2046 | 0.09% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.09% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| GNR 2014-H21 AI IO 02.4207 10/20/2064 | 0.09% |
| CAS 2015-C01 1M2 04.4845 02/25/2025 | 0.09% |
| GNR 2017-H19 MI IO 02.0513 04/20/2067 | 0.09% |
| UBSCM 2017-C7 XA IO 01.2035 12/15/2050 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.09% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.09% |
| MSBAM 2014-C14 C 05.1111 02/15/2047 | 0.09% |
| CITIGROUP INC 03.1060 04/08/2026 | 0.08% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.08% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.08% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.08% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.08% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.08% |
| GNR 2015-H26 EI IO 01.6944 10/20/2065 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.08% |
| WFCM 2016-LC25 XA IO 01.1233 12/15/2059 | 0.08% |
| NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 | 0.08% |
| WFRBS 2013-C14 XA IO 00.8556 06/15/2046 | 0.08% |
| ZOETIS INC 02.0000 05/15/2030 | 0.08% |
| GNR 2015-H25 AI IO 01.5826 09/20/2065 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.08% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.08% |
| TREASURY BILL 00.0000 08/25/2020 | 0.08% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.08% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.08% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.08% |
| GNMA GII30 BD1730 03.5000 01/20/2048 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.08% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.08% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.07% |
| MSC 2011-C3 D P/P 144A 05.4192 07/15/2049 | 0.07% |
| GNR 2016-H20 NI IO 03.1023 09/20/2066 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.07% |
| RAMC 2003-4 A1 00.7045 03/25/2034 | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.07% |
| CWALT 2006-OA19 A1 00.3700 02/20/2047 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.07% |
| 0.051 R ISWP FWD EUR006M P 12/18/2029 | 0.07% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.07% |
| BMIR 2019-4A M1C P/P 144A 02.6845 10/25/2029 | 0.07% |
| CWALT 2006-24CB A13 00.5345 08/25/2036 | 0.07% |
| WAMU 2005-AR10 1A3 04.1241 09/25/2035 | 0.07% |
| CPTFEMU P 1.71 R 07/15/37 | 0.07% |
| GNR 2016-H01 AI IO 02.3658 01/20/2066 | 0.07% |
| AHM 2007-1 GA1C 00.3745 05/25/2047 | 0.07% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.07% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.07% |
| UKRPI P 3.665 R 12/15/28 | 0.07% |
| BUMT 2005-1 1A1 00.7845 09/25/2045 | 0.07% |
| MSRR 2015-R4 CB1 00.9939 08/26/2047 | 0.07% |
| CARR 2006-NC2 A4 00.4245 06/25/2036 | 0.06% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.06% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.06% |
| GNR 2010-171 SB IO 06.2549 12/16/2040 | 0.06% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.06% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.06% |
| CASH MGMT BILL 00.0000 09/22/2020 | 0.06% |
| CWALT 2006-OA10 1A1 02.4638 08/25/2046 | 0.06% |
| GNR 2016-19 PI IO 04.0000 02/20/2046 | 0.06% |
| GNR 2016-77 SL IO 05.9600 03/20/2043 | 0.06% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.06% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.06% |
| JPMBB 2015-C33 XA IO 01.0620 12/15/2048 | 0.06% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.06% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.06% |
| GNR 2016-H25 GI IO 01.4658 11/20/2066 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.06% |
| FISERV INC 03.5000 07/01/2029 | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.05% |
| MLMI 2005-A2 A2 03.7380 02/25/2035 | 0.05% |
| CAS 2016-C07 2M2 04.5345 05/25/2029 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.05% |
| WFMBS 2006-AR5 1A1 04.0256 04/25/2036 | 0.05% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.05% |
| STACR 2017-DNA2 M1 01.3845 10/25/2029 | 0.05% |
| 2.001 R ISWP FWD CDOR03 P 12/18/2049 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.05% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.05% |
| NRZT 2018-4A A1M 01.0845 01/25/2048 | 0.05% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.05% |
| CPURNSA R 0.77 P 03/11/25 | 0.05% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.05% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.05% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.05% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.04% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.04% |
| CGCMT 2014-GC19 D P/P 144A 05.2614 03/10/2047 | 0.04% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.04% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.04% |
| WFRBS 2012-C10 D P/P 144A 04.5762 12/15/2045 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.04% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.04% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.04% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6790 12/15/2045 | 0.04% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.04% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.04% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.04% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.04% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.04% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.04% |
| CAS 2016-C01 1M2 06.9345 08/25/2028 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.04% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| COMM 2014-UBS6 C 04.5949 12/10/2047 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% |
| CAS 2015-C02 1M2 04.1845 05/25/2025 | 0.04% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.04% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| NZD/USD 07/15/2020 UBS | 0.04% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.04% |
| UKRPI P 3.385 R 11/15/24 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.04% |
| HMIR 2018-1 M1 P/P 144A 01.7845 10/25/2028 | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| UKRPI P 3.34 R 03/15/28 | 0.04% |
| CAS 2016-C03 2M2 06.0845 10/25/2028 | 0.03% |
| CAS 2016-C04 1M2 04.4345 01/25/2029 | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% |
| UK TSY 3 1/2 2068 REGS 03.5000 07/22/2068 | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.03% |
| UKRPI P 3.4025 R 03/15/28 | 0.03% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.03% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.03% |
| AT&T INC. 03.8000 02/15/2027 | 0.03% |
| FHR 4076 MS IO 06.5153 07/15/2040 | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| WFRBS 2011-C4 E P/P 144A 05.3900 06/15/2044 | 0.03% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.03% |
| CAS 2018-C05 1M2 02.5345 01/25/2031 | 0.03% |
| CPTFEMU R 0.961 P 05/15/40 | 0.03% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.03% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.03% |
| STACR 2015-HQ2 M2 02.1345 05/25/2025 | 0.03% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.03% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7586 12/10/2045 | 0.03% |
| CAS 2016-C06 1M2 04.4345 04/25/2029 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.03% |
| CAS 2019-HRP1 M2 02.3345 11/25/2039 | 0.03% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.03% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.03% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.02% |
| CAS 2019-R01 2M2 02.6345 07/25/2031 | 0.02% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.02% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.02% |
| 1.851 R ISWP FWD CDOR03 P 12/18/2029 | 0.02% |
| CPURNSA R 0.41 P 03/18/25 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.02% |
| CPTFEMU R 0.655 P 05/15/30 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.02% |
| STACR 2019-DNA1 M2 02.8345 01/25/2049 | 0.02% |
| AUD/USD 07/15/2020 WPAC | 0.02% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.02% |
| NZD/USD 07/15/2020 SSBT | 0.02% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| TREASURY BILL 00.0000 09/10/2020 | 0.02% |
| AUD/USD 07/15/2020 HSBCB | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% |
| FHR 3065 DC 19.3058 03/15/2035 | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| GBP/USD 09/16/2020 UBS | 0.02% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| EUR/GBP CALL 0.90 20200803 UBS | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| 0.401 R ISWP FWD EUR006M P 12/18/2049 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CAS 2015-C03 2M2 05.1845 07/25/2025 | 0.02% |
| FNR 2010-46 SB IO 06.2655 05/25/2040 | 0.02% |
| GBP/USD 09/16/2020 JPMCB | 0.02% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.02% |
| SWPTN 3MX5Y R 0.439 USD 08/06/2020 CI | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 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.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.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| JPY/USD 08/19/2020 UBS | 0.02% |
| UKRPI P 3.42 R 12/15/24 | 0.02% |
| CAD/USD 07/15/2020 GSFX | 0.02% |
| CAS 2019-R02 1M2 02.4845 08/25/2031 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| EUR/USD CALL 1.16 20201118 BANKAM | 0.02% |
| EUR/USD CALL 1.16 20201118 GSFX | 0.02% |
| FNR 2006-8 HP 23.8902 03/25/2036 | 0.02% |
| FNR 2007-53 SP 23.5235 06/25/2037 | 0.02% |
| IDR/USD 08/19/2020 BCAP-FX | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.02% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.02% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.02% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | 0.02% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| AUD/USD 07/15/2020 TDBK | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.02% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.02% |
| EUR/USD 09/16/2020 JPMCB | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| NZD/USD 07/15/2020 BCAP-FX | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| 0.50 R ISWP FWD US0003M P 06/15/2025 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| CPURNSA R 0.835 P 04/30/25 | 0.01% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| OPTN FN30 3.0 08/06/20 CALL 104.8125 JPMC | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.01% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.01% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.01% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.01% |
| 1.801 R ISWP FWD CDOR03 P 12/18/2024 | 0.01% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CPURNSA R 0.8525 P 05/01/25 | 0.01% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.01% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.01% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.01% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% |
| 1.00 R ISWP FWD AUDBB6M P 09/16/2030 | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FHR 3249 PS 21.6653 12/15/2036 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| JPY/USD 08/19/2020 GSFX | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| OPTN FN30 3.0 08/06/20 CALL 104.875 JPMC | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% |
| 1.15 R ISWP FWD CDOR03 P 09/16/2030 | 0.01% |
| AUD/USD 07/15/2020 GSFX | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| FNR 2005-75 GS 19.6965 08/25/2035 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| 0.90 R ISWP FWD US0003M P 09/16/2030 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| FHR 2990 LB 16.4735 06/15/2034 | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| NZD/USD 07/15/2020 BANKAM | 0.01% |
| OPTN FN30 3.0 08/06/20 CALL 104.84375 JPMC | 0.01% |
| SWPTN 1MX10Y P 0.67 USD 07/22/2020 JP | 0.01% |
| SWPTN 3MX30Y R 0.794 USD 07/30/2020 JP | 0.01% |
| 0.525 R ISWP AUDBB6M P 06/05/2025 | 0.01% |
| 1.001 R ISWP FWD AUDBB6M P 12/18/2024 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AUD/USD 07/15/2020 BANKAM | 0.01% |
| CAD/USD 07/15/2020 UBS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| RUB/USD 09/16/2020 GSFX | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| -0.04236 R ISWP FWD EUR006M P 08/15/2029 MS | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| FHR 3408 EK 25.0497 04/15/2037 | 0.01% |
| OPTN FN30 2.5 08/06/20 PUT 103.59765625 JPMC | 0.01% |
| 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.00% |
| 0.429 R ISWP FWD US0003M P 08/10/2025 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.00% |
| EUR/USD CALL 1.1665 20200914 BANKAM | 0.00% |
| EUR/USD CALL 1.1665 20200914 BCAP-FX | 0.00% |
| GBP/USD 09/16/2020 SSBT | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| IDR/USD 08/19/2020 GSFX | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| NZD/USD 07/15/2020 RBSF | 0.00% |
| STACR 2018-HQA2 M2 02.4845 10/25/2048 | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.00% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.00% |
| -0.09037 R ISWP FWD EUR006M P 08/15/2029 | 0.00% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 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 MS | 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CPURNSA R 1.2125 P 06/15/25 | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| KRW/USD 08/19/2020 JPMCB | 0.00% |
| NZD/USD 07/15/2020 TDBK | 0.00% |
| NZD/USD 07/15/2020 WPAC | 0.00% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.00% |
| -0.05644 R ISWP FWD EUR006M P 08/15/2029 | 0.00% |
| -0.13523 R ISWP FWD EUR006M P 08/15/2029 | 0.00% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.00% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | 0.00% |
| CAD/USD 07/15/2020 CITI | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 08/19/2020 GSFX | 0.00% |
| EUR/USD 09/16/2020 UBS | 0.00% |
| GBP/USD 09/16/2020 RBSF | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.7711 09/15/2039 | 0.00% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.00% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| THB/USD 08/19/2020 CITI | 0.00% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% |
| 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.00% |
| 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | 0.00% |
| 1.301 R ISWP FWD AUDBB6M P 12/18/2029 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8015 03/11/2039 | 0.00% |
| CAD/USD 07/15/2020 RBSF | 0.00% |
| CLP/USD 07/15/2020 CITI | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| CNH/USD 08/19/2020 HSBCB | 0.00% |
| CPURNSA P 1.77 R 06/09/50 | 0.00% |
| EUR/USD 09/16/2020 RBSF | 0.00% |
| JPMCC 2006-CB17 X IO 00.8563 12/12/2043 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.00% |
| STACR 2019-DNA2 M2 02.6345 03/25/2049 | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 3MX5Y P 0.439 USD 08/06/2020 CI | 0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| -0.351 R ISWP FWD EUR006M P 12/18/2024 | 0.00% |
| 0.338 R ISWP US0003M P 07/01/2025 | 0.00% |
| 0.62 R ISWP US0003M P 05/19/2030 | 0.00% |
| 0.6915 R ISWP US0003M P 04/22/2030 | 0.00% |
| 0.76125 R ISWP NFIX3MID P 06/05/2030 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 2.3775 R ISWP CNRR007 P 06/03/2025 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4957 12/11/2038 | 0.00% |
| CHF/USD 09/16/2020 SSBT | 0.00% |
| CHF/USD 09/16/2020 TDBK | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CPURNSA R 1.24 P 06/09/25 | 0.00% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| GBP/USD 09/16/2020 BCAP-FX | 0.00% |
| GBP/USD 09/16/2020 CSI-FX | 0.00% |
| GBP/USD 09/16/2020 WPAC | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2608 12/10/2049 | 0.00% |
| ILS/USD 07/15/2020 SSBT | 0.00% |
| INR/USD 08/19/2020 HSBCB | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| NOK/USD 09/16/2020 JPMCB | 0.00% |
| NZD/USD 07/15/2020 JPMCB | 0.00% |
| PLN/USD 09/16/2020 BCAP-FX | 0.00% |
| SEK/USD 09/16/2020 UBS | 0.00% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | 0.00% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | 0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.36 R ISWP NFIX3MID P 06/05/2025 | 0.00% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | 0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | 0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| AUD/USD PUT 0.62 20200715 GSFX | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7203 10/15/2049 | 0.00% |
| CHF/USD 09/16/2020 BCAP-FX | 0.00% |
| CHF/USD 09/16/2020 CITI | 0.00% |
| CHF/USD 09/16/2020 GSFX | 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.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CNH/USD 08/19/2020 BANKAM | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3863 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 01.1074 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0438 01/15/2049 | 0.00% |
| CZK/USD 09/16/2020 BANKAM | 0.00% |
| EUR/USD 09/16/2020 BCAP-FX | 0.00% |
| EUR/USD 09/16/2020 CSI-FX | 0.00% |
| EUR/USD 09/16/2020 GSFX | 0.00% |
| EUR/USD 09/16/2020 TDBK | 0.00% |
| EUR/USD 09/16/2020 WPAC | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| GBP/USD 09/16/2020 CITI | 0.00% |
| GBP/USD 09/16/2020 TDBK | 0.00% |
| GNR 2013-90 HI IO 03.5000 04/20/2040 | 0.00% |
| HKD/USD 08/19/2020 BANKAM | 0.00% |
| HKD/USD 08/19/2020 GSFX | 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% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2887 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1275 01/15/2049 | 0.00% |
| JPY/USD 08/19/2020 BANKAM | 0.00% |
| JPY/USD 08/19/2020 HSBCB | 0.00% |
| JPY/USD 08/19/2020 WPAC | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.3586 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MXN/USD 07/15/2020 GSFX | 0.00% |
| NOK/USD 09/16/2020 BANKAM | 0.00% |
| NOK/USD 09/16/2020 CITI | 0.00% |
| NOK/USD 09/16/2020 HSBCB | 0.00% |
| NOK/USD 09/16/2020 SSBT | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 0.00% |
| OPTN FN30 4.0 07/07/20 CALL 106.46875 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% |
| SEK/USD 09/16/2020 CITI | 0.00% |
| SEK/USD 09/16/2020 GSFX | 0.00% |
| SEK/USD 09/16/2020 JPMCB | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | 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 P 1.805 USD 01/14/2021 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 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | 0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% |
| SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | 0.00% |
| SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | 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% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.00% |
| 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.00% |
| 0.65 R ISWP US0003M P 05/26/2030 | -0.00% |
| 0.6925 R ISWP NOKOIB6M P 06/29/2025 | -0.00% |
| CPURNSA P 1.6875 R 06/15/50 | -0.00% |
| DKK/USD 09/16/2020 CITI | -0.00% |
| EUR/USD 09/16/2020 CITI | -0.00% |
| GBP/USD 09/16/2020 GSFX | -0.00% |
| HKD/USD 08/19/2020 SSBT | -0.00% |
| HUF/USD 09/16/2020 SSBT | -0.00% |
| RUB/USD 09/16/2020 BANKAM | -0.00% |
| SEK/USD 09/16/2020 BCAP-FX | -0.00% |
| SEK/USD 09/16/2020 SSBT | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | -0.00% |
| TWD/USD 08/19/2020 BANKAM | -0.00% |
| 1.0775 R ISWP CDOR03 P 06/10/2030 | -0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -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.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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/GBP CALL 0.94 20200803 UBS | -0.00% |
| EUR/USD 09/16/2020 BANKAM | -0.00% |
| EUR/USD CALL 1.19 20200914 BANKAM | -0.00% |
| EUR/USD CALL 1.19 20200914 BCAP-FX | -0.00% |
| GBP/USD 09/16/2020 HSBCB | -0.00% |
| NOK/USD 09/16/2020 GSFX | -0.00% |
| OPTN FN30 3.0 08/06/20 PUT 104.8125 JPMC | -0.00% |
| OPTN FN30 3.0 08/06/20 PUT 104.84375 JPMC | -0.00% |
| OPTN FN30 3.0 08/06/20 PUT 104.875 JPMC | -0.00% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 1MX10Y P 0.81 USD 07/22/2020 JP | -0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | -0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| -0.20 R ISWP FWD CHL6M P 09/16/2030 | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | -0.00% |
| 0.6732 R ISWP US0003M P 05/14/2030 | -0.00% |
| AUD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 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% |
| NOK/USD 09/16/2020 UBS | -0.00% |
| OPTN FN30 2.5 08/06/20 PUT 102.47265625 JPMC | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.00% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.00% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| -0.401 R ISWP FWD EUR006M P 12/18/2021 | -0.00% |
| 0.20 R ISWP FWD SONIA P 09/16/2030 | -0.00% |
| 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.00% |
| CAD/USD 07/15/2020 BCAP-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CPURNSA P 1.586 R 06/30/30 | -0.00% |
| JPY/USD 08/19/2020 CITI | -0.00% |
| OPTN FN30 2.5 08/06/20 PUT 103.03515625 JPMC | -0.00% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.00% |
| SWPTN 1MX10Y P 0.74 USD 07/22/2020 JP | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.00% |
| 0.7275 R ISWP US0003M P 04/22/2030 | -0.00% |
| 0.895 R ISWP US0003M P 04/22/2030 | -0.00% |
| 0.90 R ISWP FWD NFIX3MID P 09/16/2030 | -0.00% |
| 1.00 R ISWP FWD NOKOIB6M P 09/16/2030 | -0.00% |
| CAD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 WPAC | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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% |
| JPY/USD 08/19/2020 JPMCB | -0.00% |
| NZD/USD 07/15/2020 HSBCB | -0.00% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.00% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CHF/USD 09/16/2020 JPMCB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | -0.01% |
| EUR/USD 09/16/2020 SSBT | -0.01% |
| EUR/USD CALL 1.20 20201118 BANKAM | -0.01% |
| EUR/USD CALL 1.20 20201118 GSFX | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.01% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.01% |
| 0.385 R ISWP US0003M P 05/21/2025 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| AUD/USD 07/15/2020 JPMCB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 08/19/2020 BCAP-FX | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -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 GS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| SGD/USD 08/19/2020 JPMCB | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 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% |
| 2.245 R ISWP CNRR007 P 06/03/2025 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CPURNSA P 1.345 R 04/30/30 | -0.01% |
| CPURNSA P 1.3475 R 05/01/30 | -0.01% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.01% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| JPY/USD 08/19/2020 SSBT | -0.01% |
| OPTN FN30 4.0 07/07/20 PUT 106.46875 JPMC | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -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 BA | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -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% |
| NZD/USD 07/15/2020 CITI | -0.01% |
| NZD/USD 07/15/2020 GSFX | -0.01% |
| 0.50 R ISWP FWD SES3M P 09/16/2030 | -0.01% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.01% |
| EUR/USD 09/16/2020 HSBCB | -0.01% |
| 1.9725 R ISWP CNRR007 P 06/01/2025 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 0.2835 R ISWP US0003M P 06/09/2022 | -0.02% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| NOK/USD 09/16/2020 BCAP-FX | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.02% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.02% |
| 0.3245 R ISWP US0003M P 05/05/2022 | -0.02% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.02% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| MXN/USD 07/15/2020 BANKAM | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.02% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -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 GS | -0.02% |
| CPURNSA R 1.703 P 11/29/24 | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 1.134 R ISWP CDOR03 P 03/11/2050 | -0.02% |
| 1.60 R ISWP CDOR03 P 02/24/2030 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| 0.383 R ISWP US0003M P 04/28/2022 | -0.02% |
| 1.20 R ISWP FWD US0003M P 06/15/2050 | -0.02% |
| CPURNSA R 1.7625 P 12/10/24 | -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 BA | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| ZAR/USD 07/15/2020 GSFX | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| 0.801 R ISWP FWD GBL6M P 12/18/2029 | -0.02% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.02% |
| CAD/USD 07/15/2020 SSBT | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.02% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.02% |
| -0.05 R ISWP FWD EUR006M P 09/16/2030 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| 2.072 R ISWP CNRR007 P 06/03/2025 | -0.03% |
| CPTFEMU R 1.4 P 07/15/27 | -0.03% |
| AUD/USD 07/15/2020 UBS | -0.03% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 3MX30Y P 0.794 USD 07/30/2020 JP | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.03% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.03% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| CPURNSA P 0.95 R 03/18/30 | -0.04% |
| CPURNSA R 1.71 P 11/21/24 | -0.04% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.04% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.04% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.04% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.04% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.05% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.05% |
| CPTFEMU P 1.13 R 05/15/50 | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.05% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.06% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.06% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.06% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.06% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CPTFEMU P 0.935 R 05/15/40 | -0.06% |
| CPTFEMU P 0.93 R 05/15/40 | -0.07% |
| AUD/USD 07/15/2020 SSBT | -0.07% |
| CAD/USD 07/15/2020 BANKAM | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.07% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.07% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.08% |
| CMB CMBX.NA.BBB-.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 ML | -0.08% |
| CPURNSA P 1.165 R 03/11/30 | -0.08% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.08% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.09% |
| UKRPI R 3.4425 P 07/15/49 | -0.09% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.10% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.10% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.11% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.11% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.12% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.12% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.13% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.13% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | -0.14% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.14% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.14% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.14% |
| EURO-BUND FUTURE SEP20 RXU0 | -0.16% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.16% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.18% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.25% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.28% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.28% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.30% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.30% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.35% |
| EURO-SCHATZ FUT SEP20 DUU0 | -0.36% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.36% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2050 | -0.43% |
| FNMA FN30 TBA UMBS 04.5000 07/01/2050 | -0.44% |
| JPN 10Y BOND(OSE) SEP20 JBU0 | -2.84% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -17.77% |
Fixed income statistics as of 09/30/20
| Average effective maturity | 10.71 yrs. |
|---|---|
| Average effective duration | 6.85 yrs. |
| Average yield to maturity | 3.04% |
| Average coupon | 4.29% |
Sector weightings as of 09/30/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 0.78% | 0.03 | 35.80% | 1.49 | 36.58% | 1.52 |
| International Treasury/agency | 28.60% | 2.77 | 0.00% | 0.06 | 28.60% | 2.83 |
| Investment-grade corporate bonds | 25.81% | 2.16 | 0.00% | 0.00 | 25.81% | 2.16 |
| Commercial MBS | 12.56% | 0.35 | 2.04% | -0.01 | 14.60% | 0.34 |
| Residential MBS (non-agency) | 9.68% | 0.20 | 0.00% | 0.00 | 9.68% | 0.20 |
| Emerging-market bonds | 8.20% | 0.55 | 0.00% | 0.00 | 8.20% | 0.55 |
| Agency CMO | 4.85% | 0.15 | 0.04% | 0.00 | 4.89% | 0.15 |
| Asset-backed securities (ABS) | 2.85% | 0.09 | 0.00% | 0.00 | 2.85% | 0.09 |
| High-yield corporate bonds | 1.33% | 0.04 | 0.00% | 0.00 | 1.33% | 0.04 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -1.36 | 0.00% | -1.36 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 0.81 | 0.00% | 0.81 |
| Net cash | 5.34% | 0.00 | 0.00% | 0.00 | 5.34% | 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 09/30/20
| 0 - 1 yr. | -23.96% |
|---|---|
| 1 - 5 yrs. | 71.82% |
| 5 - 10 yrs. | 30.14% |
| 10 - 15 yrs. | 5.54% |
| Over 15 yrs. | 16.46% |
Quality rating as of 09/30/20
| AAA | 53.83% |
|---|---|
| AA | 11.59% |
| A | 26.10% |
| BBB | 31.40% |
| BB | 3.92% |
| B | 1.13% |
| CCC and Below | 1.20% |
| Not Rated | -29.17% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. 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 than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund concentrates on a limited group of industries and is non-diversified. Because the fund may invest in fewer issuers than a diversified fund, it is vulnerable to common economic forces and may result in greater losses and volatility. 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. 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. Unlike bonds, funds that invest in bonds have fees and expenses. 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. 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.
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 09/30/20
| United States | 59.07% |
|---|---|
| Japan | 10.49% |
| France | 4.17% |
| Italy | 3.13% |
| Canada | 2.65% |
| Spain | 2.54% |
| United Kingdom | 2.51% |
| Supra-Nation | 1.78% |
| Switzerland | 1.26% |
| Other | 12.40% |
1
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 1.24% | 1.99% | 1.99% | 1.49% | 0.88% | 0.81% | 0.99% |
| What you pay† | 0.90% | 1.65% | 1.65% | 1.15% | 0.54% | 0.47% | 0.65% |
† The fund's expense ratio is taken from the most recent prospectus and is subject to change. What you pay reflects Putnam Management's decision to contractually limit expenses through 02/28/22
Sales charge
| Breakpoint | Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| $0-$49,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.25% / 2.75% | -- | 0.00% / 1.00% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% / 2.00% | -- | 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 R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.50% | 0.00% | 0.00% | 0.00% | |
| NA | NA | 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 Bloomberg Barclays Global Aggregate Bond Index is an unmanaged index of global investment-grade fixed-income securities. You cannot invest directly in an index.
Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. 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 than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund concentrates on a limited group of industries and is non-diversified. Because the fund may invest in fewer issuers than a diversified fund, it is vulnerable to common economic forces and may result in greater losses and volatility. 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. 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. Unlike bonds, funds that invest in bonds have fees and expenses. 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. 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.
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.