Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, 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
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) |
$11.64 -0.09% | $-0.01 |
| 52-week high | $12.63 (03/06/20) |
| 52-week low | $11.29 (03/20/20) |
Yield
| Distribution rate before sales charge as of 04/01/20 |
1.96% |
|---|---|
| Distribution rate after sales charge as of 04/01/20 |
1.96% |
| 30-day SEC yield with subsidy as of 03/31/20 |
1.93% |
| 30-day SEC yield without subsidy as of 03/31/20 |
1.91% |
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)
5.82%
Average 5-year annualized return
Fund facts as of 02/29/20
Total net assets
$248.98M
$248.98M
Turnover (fiscal year end)
408%
408%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1058
1058
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
Chief Investment Officer, Fixed Income
Portfolio Manager
Portfolio Manager
Portfolio Manager
Co-Head of 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) | |
China's economy braces for fallout from coronavirus
There will be some temporary disruption to economic activity in China and elsewhere from the coronavirus outbreak.Performance
Total return (%) as of 03/31/20
Annual performance as of 03/31/20
Annualized Total return (%) as of 03/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 0.27% | 2.18% | 1.72% | 3.18% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays Global Aggregate Bond Index | 4.20% | 3.55% | 2.64% | 2.47% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 03/31/20 | -6.50% | - | |
| YTD as of 04/01/20 | -5.38% | - | |
Yield
| Distribution rate before sales charge as of 04/01/20 |
1.96% |
|---|---|
| Distribution rate after sales charge as of 04/01/20 |
1.96% |
| 30-day SEC yield with subsidy as of 03/31/20 |
1.93% |
| 30-day SEC yield without subsidy as of 03/31/20 |
1.91% |
Risk-adjusted performance as of 02/29/20
| Sharpe ratio (3 yrs.) | 0.98 |
|---|---|
| Information ratio (3 yrs.) | 0.17 |
Volatility as of 02/29/20
| Standard deviation (3 yrs.) | 3.04% |
|---|---|
| Beta | 0.78 |
| R-squared | 0.83 |
Lipper rankings as of 02/29/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 47/210 | 23% |
| 3 yrs. | 39/176 | 23% |
| 5 yrs. | 64/158 | 41% |
| 10 yrs. | 24/92 | 26% |
Morningstar Ratings™ as of 02/29/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 184 | |
| 3 yrs. | 184 | |
| 5 yrs. | 169 | |
| 10 yrs. | 100 |
Distributions
| Record/Ex dividend date | 03/26/20 |
|---|---|
| Payable date | 03/30/20 |
| Income | $0.019 |
| 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
| Japan (10 Year Issue) 00.8000 09/20/2023 | 2.52% |
|---|---|
| Japan (30 Year Issue) 02.3000 03/20/2040 | 2.17% |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2050 | 2.12% |
| Japan (20 Year Issue) 02.3000 06/20/2027 | 1.79% |
| Japan (10 Year Issue) 01.0000 09/20/2021 | 1.78% |
| European Investment Bank Gbp 05.6250 06/07/2032 | 1.55% |
| Japan (40 Year Issue) 02.2000 03/20/2051 | 1.27% |
| Japan (20 Year Issue) 02.2000 03/20/2031 | 1.25% |
| Fnma Fn30 Tba Umbs 03.0000 04/01/2050 | 1.24% |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | 1.21% |
| Top 10 holdings, percent of portfolio | 16.90% |
| Top 10 holdings as of 02/29/20 | |
|---|---|
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2050 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Japan (10 Year Issue) 01.0000 09/20/2021 | |
| European Investment Bank Gbp 05.6250 06/07/2032 | |
| Japan (40 Year Issue) 02.2000 03/20/2051 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Fnma Fn30 Tba Umbs 03.0000 04/01/2050 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Holdings represent 16.90% of portfolio | |
| Top 10 holdings as of 01/31/20 | |
|---|---|
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Fnma Fn30 Tba Umbs 04.0000 02/01/2050 | |
| Japan (10 Year Issue) 01.0000 09/20/2021 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| European Investment Bank Gbp 05.6250 06/07/2032 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2050 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Japan (40 Year Issue) 02.2000 03/20/2051 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Holdings represent 17.53% of portfolio | |
| Top 10 holdings as of 12/31/19 | |
|---|---|
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2050 | |
| Japan (10 Year Issue) 01.0000 09/20/2021 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| European Investment Bank Gbp 05.6250 06/07/2032 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Fnma Fn30 Tba Umbs 03.0000 01/01/2050 | |
| Japan (40 Year Issue) 02.2000 03/20/2051 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Holdings represent 17.32% of portfolio | |
| Top 10 holdings as of 11/30/19 | |
|---|---|
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Fnma Fn30 Tba Umbs 04.0000 12/01/2049 | |
| Fnma Fn30 Tba Umbs 03.0000 01/01/2050 | |
| Japan (10 Year Issue) 01.0000 09/20/2021 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| European Investment Bank Gbp 05.6250 06/07/2032 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Japan (40 Year Issue) 02.2000 03/20/2051 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Holdings represent 18.43% of portfolio | |
| US 2YR NOTE (CBT) JUN20 TUM0 | 3.86% |
|---|---|
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 2.51% |
| US 10YR NOTE (CBT)JUN20 TYM0 | 2.16% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.16% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2050 | 2.12% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.79% |
| JAPAN (10 YEAR ISSUE) 01.0000 09/20/2021 | 1.78% |
| US ULTRA BOND CBT JUN20 WNM0 | 1.67% |
| EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 | 1.52% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.49% |
| US 5YR NOTE (CBT) JUN20 FVM0 | 1.38% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.26% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2050 | 1.24% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.24% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.22% |
| EURO-BUND FUTURE MAR20 RXH0 | 1.18% |
| US LONG BOND(CBT) JUN20 USM0 | 1.16% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.05% |
| US 10YR ULTRA FUT JUN20 UXYM0 | 0.96% |
| GNMA GII30 TBA 04.5000 03/01/2050 | 0.84% |
| GNMA GII30 TBA 04.0000 03/01/2050 | 0.84% |
| GNMA GII30 TBA 03.0000 03/01/2050 | 0.83% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2050 | 0.83% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.79% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.76% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.74% |
| TREASURY BILL 00.0000 04/02/2020 | 0.72% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.71% |
| CAS 2020-R01 1M2 03.6768 01/25/2040 | 0.70% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.70% |
| COMCAST CORP 03.4500 02/01/2050 | 0.68% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.66% |
| JAPAN (10 YEAR ISSUE) 00.1000 03/20/2027 | 0.66% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.63% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 0.63% |
| LONG GILT FUTURE JUN20 G M0 | 0.63% |
| DBUBS 2011-LC3A D P/P 144A 05.3344 08/10/2044 | 0.62% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.54% |
| BUONI POLIENNALI DEL TES 06.5000 11/01/2027 | 0.53% |
| JPMCC 2012-C6 E P/P 144A 05.1569 05/15/2045 | 0.52% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.52% |
| BUONI POLIENNALI DEL TES 02.5000 12/01/2024 | 0.51% |
| JPMCC 2012-C8 D P/P 144A 04.6490 10/15/2045 | 0.51% |
| ONTARIO (PROVINCE OF) 03.1500 06/02/2022 | 0.50% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.49% |
| EURO BUXL 30Y BND MAR20 UBH0 | 0.49% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.48% |
| BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 | 0.46% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.46% |
| SAIL 2004-10 A10 02.5268 11/25/2034 | 0.45% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.45% |
| BUONI POLIENNALI DEL TES 00.3500 11/01/2021 | 0.44% |
| SPST 2019-7 A 02.3289 09/24/2020 | 0.44% |
| CFCRE 2011-C2 E P/P 144A 05.7414 12/15/2047 | 0.43% |
| EURO-BOBL FUTURE MAR20 OEH0 | 0.42% |
| GNMA GII30 TBA 03.5000 03/01/2050 | 0.42% |
| SPST 2019-3 A 02.3289 06/24/2020 | 0.40% |
| VERIZON COMM 04.3290 09/21/2028 | 0.40% |
| MRAIT 2020-2 A 01.1500 10/22/2020 | 0.40% |
| CAS 2015-C04 2M2 07.1768 04/25/2028 | 0.38% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.38% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.37% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.37% |
| CSMC 2016-NXSR C 04.3592 12/15/2049 | 0.36% |
| STACR 2016-DNA3 M3 06.6268 12/25/2028 | 0.36% |
| CSAIL 2015-C1 C 04.2716 04/15/2050 | 0.35% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.35% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.35% |
| CAS 2016-C02 1M2 07.6268 09/25/2028 | 0.34% |
| JPMBB 2014-C19 C 04.6786 04/15/2047 | 0.34% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.33% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.33% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.32% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.32% |
| MWST 2018-W1 A 02.4768 11/25/2051 | 0.32% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.32% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.31% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.31% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.31% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.31% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.30% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.30% |
| COMM 2014-CR17 C 04.7839 05/10/2047 | 0.30% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.30% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.30% |
| REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 | 0.30% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.29% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.29% |
| SWEDISH GOVERNMENT REGS 01.5000 11/13/2023 | 0.29% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.28% |
| MEX BONOS DESARR FIX RT 10.0000 12/05/2024 | 0.28% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.28% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.28% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.28% |
| FISERV INC 04.2000 10/01/2028 | 0.28% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.27% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.27% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.26% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.26% |
| WFRBS 2011-C2 D P/P 144A 05.6622 02/15/2044 | 0.26% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.25% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.25% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.25% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.25% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.25% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.25% |
| CANADIAN GOVERNMENT 00.5000 03/01/2022 | 0.25% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.25% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.24% |
| OMNICOM GROUP INC 02.4500 04/30/2030 | 0.24% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.24% |
| CAS 2017-C07 1EB2 02.6268 05/25/2030 | 0.24% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.24% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.24% |
| EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 | 0.24% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.24% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.24% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.24% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.24% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.24% |
| SWITZERLAND REGS 02.0000 05/25/2022 | 0.24% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.23% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.23% |
| TREASURY BILL 00.0000 03/12/2020 | 0.23% |
| COMM 2013-CR11 C P/P 144A 05.1200 08/10/2050 | 0.23% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.23% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.23% |
| WEC ENERGY GROUP INC 03.8043 05/15/2067 | 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% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.22% |
| IRISH TSY 5.4 2025 05.4000 03/13/2025 | 0.22% |
| JPMBB 2013-C17 D P/P 144A 04.8912 01/15/2047 | 0.22% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.22% |
| WAMU 2005-AR12 1A8 03.8703 10/25/2035 | 0.22% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.22% |
| SPST 2020-2 A 00.0000 03/26/2021 | 0.22% |
| CAN 10YR BOND FUT JUN20 CNM0 | 0.21% |
| MCAS 2019-01 M7 P/P 144A 03.3268 10/15/2049 | 0.21% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.21% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.21% |
| POLAND GOVERNMENT BOND PLN 02.5000 01/25/2023 | 0.21% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.21% |
| GNMA GII30 BD1731 03.5000 01/20/2048 | 0.21% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.20% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.20% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.20% |
| BMIR 2018-2A M1B P/P 144A 02.9768 08/25/2028 | 0.20% |
| EQUINIX INC 03.2000 11/18/2029 | 0.20% |
| TREASURY BILL 00.0000 05/21/2020 | 0.20% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.20% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.20% |
| ZOETIS INC 03.9000 08/20/2028 | 0.20% |
| TREASURY BILL 00.0000 06/18/2020 | 0.20% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.20% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.19% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.19% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.19% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 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% |
| GNR 2016-H23 NI IO 02.5513 10/20/2066 | 0.19% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.19% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.18% |
| AT&T INC 04.1000 02/15/2028 | 0.18% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.18% |
| AON PLC USD 04.2500 12/12/2042 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.18% |
| TREASURY BILL 00.0000 06/11/2020 | 0.18% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.18% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.18% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.18% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.18% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.18% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.18% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.18% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.18% |
| STACR 2014-DN4 M3 06.1768 10/25/2024 | 0.18% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.18% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.18% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.17% |
| GSMS 2010-C1 D P/P 144A 06.0513 08/10/2043 | 0.17% |
| EMIR 2018-1 M1 03.3268 11/25/2028 | 0.17% |
| COMM 2014-CR18 C 04.7252 07/15/2047 | 0.17% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.17% |
| FHMS K087 X1 IO 00.3626 12/25/2028 | 0.17% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.17% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.17% |
| COMM 2012-CR2 D P/P 144A 04.8309 08/15/2045 | 0.17% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.17% |
| WAMU 2005-AR9 A1C3 02.5868 07/25/2045 | 0.17% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.16% |
| BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 | 0.16% |
| GNR 2017-H02 BI IO 02.4731 01/20/2067 | 0.16% |
| CAS 2016-C03 1M2 06.9268 10/25/2028 | 0.16% |
| GNR 2017-H04 BI IO 01.6842 02/20/2067 | 0.16% |
| MSBAM 2012-C5 E P/P 144A 04.6769 08/15/2045 | 0.16% |
| GNR 2015-H09 AI IO 02.3682 04/20/2065 | 0.16% |
| CWALT 2006-OA7 1A2 02.9931 06/25/2046 | 0.16% |
| CAS 2017-C02 2ED3 02.9768 09/25/2029 | 0.16% |
| GNMA GII30 BD1729 03.5000 01/20/2048 | 0.16% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.16% |
| CWALT 2006-OA10 4A1 01.8168 08/25/2046 | 0.16% |
| GNR 2017-H11 NI IO 02.1804 05/20/2067 | 0.16% |
| TREASURY BILL 00.0000 05/07/2020 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| GNR 2015-H03 DI IO 01.7264 01/20/2065 | 0.15% |
| WFCM 2013-LC12 C 04.2853 07/15/2046 | 0.15% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.15% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.15% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.14% |
| NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 | 0.14% |
| VERIZON COMM 04.6720 03/15/2055 | 0.14% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.14% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.14% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.14% |
| GNR 2016-H16 EI IO 02.3983 06/20/2066 | 0.14% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.14% |
| 2.00 R ISWP FWD CDOR03 P 03/18/2025 | 0.14% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.14% |
| FHMS K104 XAM 01.3839 02/25/2052 | 0.14% |
| COMM 2015-LC21 XA IO 00.7554 07/10/2048 | 0.14% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.14% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.14% |
| OSAT 2020-RPL1 A1 P/P 144A 03.1990 12/26/2059 | 0.14% |
| WAMU 2005-AR2 2A1B 01.9968 01/25/2045 | 0.14% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.14% |
| BONOS Y OBLIG DEL ESTADO 00.7500 07/30/2021 | 0.14% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.14% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.13% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.13% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.13% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.13% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.13% |
| HCA INC 05.5000 06/15/2047 | 0.13% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.13% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.13% |
| COMM 2014-UBS6 XA IO 00.8920 12/10/2047 | 0.13% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.13% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.13% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.13% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.13% |
| JPMBB 2014-C22 C 04.5541 09/15/2047 | 0.13% |
| JPMBB 2014-C22 XA IO 00.8354 09/15/2047 | 0.12% |
| COMCAST CORP 03.9990 11/01/2049 | 0.12% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.12% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.12% |
| MWST 2019-1 A 02.4268 06/25/2052 | 0.12% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.12% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.12% |
| MSBAM 2014-C18 C 04.5258 10/15/2047 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.12% |
| SAMI 2007-AR7 1A1 02.4768 05/25/2047 | 0.12% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.12% |
| UBSCM 2012-C1 C P/P 144A 05.5702 05/10/2045 | 0.12% |
| CCMFC 2006-4A A2 01.8068 11/25/2047 | 0.12% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.12% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.12% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.12% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.12% |
| CMLTI 2005-2 1A2A 04.3604 05/25/2035 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| MSBAM 2012-C6 D P/P 144A 04.6074 11/15/2045 | 0.12% |
| STACR 2014-HQ3 M3 06.3768 10/25/2024 | 0.12% |
| GSMS 2011-GC3 D P/P 144A 05.6363 03/10/2044 | 0.12% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.12% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.12% |
| GNR 2016-H07 HI IO 01.7080 02/20/2066 | 0.11% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.11% |
| BUONI POLIENNALI DEL P/P REGS 04.0000 02/01/2037 | 0.11% |
| CGCMT 2013-GC17 C 05.1100 11/10/2046 | 0.11% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.11% |
| FNR 2012-116 SA IO 05.5733 10/25/2042 | 0.11% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.11% |
| SAMI 2007-AR1 2A1 01.8068 01/25/2037 | 0.11% |
| MSBAM 2013-C9 D P/P 144A 04.1222 05/15/2046 | 0.11% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.11% |
| AMGEN INC 04.6630 06/15/2051 | 0.11% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.11% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.11% |
| TREASURY BILL 00.0000 05/14/2020 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| GNR 2016-H13 EI IO 02.3149 04/20/2066 | 0.11% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.11% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.11% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.11% |
| GSMS 2013-GC10 XA IO 01.4994 02/10/2046 | 0.11% |
| JPMBB 2013-C12 XA IO 00.4857 07/15/2045 | 0.11% |
| STACR 2014-HQ2 M3 05.3768 09/25/2024 | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.11% |
| FHMS K098 X1 IO 01.2705 08/25/2029 | 0.11% |
| JPMCC 2013-C16 XA IO 00.9336 12/15/2046 | 0.11% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.11% |
| VMWARE INC 03.9000 08/21/2027 | 0.11% |
| WFRBS 2012-C10 D P/P 144A 04.4294 12/15/2045 | 0.11% |
| JPMCC 2012-LC9 D P/P 144A 04.4179 12/15/2047 | 0.10% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.10% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.10% |
| WAMU 2005-AR13 A1C3 02.1168 10/25/2045 | 0.10% |
| CAS 2015-C01 1M2 05.9268 02/25/2025 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.10% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.10% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| BMIR 2019-4A M1C P/P 144A 04.1268 10/25/2029 | 0.10% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.10% |
| AES CORP/THE 05.1250 09/01/2027 | 0.10% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.10% |
| GNR 2014-H12 BI IO 01.5746 05/20/2064 | 0.10% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0558 12/15/2050 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.10% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.10% |
| MSBAM 2014-C14 C 04.9341 02/15/2047 | 0.10% |
| REPUBLIC OF AUSTRIA P/P REGS 03.6500 04/20/2022 | 0.10% |
| WFRBS 2013-C14 XA IO 00.7310 06/15/2046 | 0.10% |
| JPMCC 2010-C2 C P/P 144A 05.6352 11/15/2043 | 0.10% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.10% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.09% |
| GNR 2017-H19 MI IO 02.0530 04/20/2067 | 0.09% |
| CAS 2017-C01 1EB1 02.8768 07/25/2029 | 0.09% |
| MARM 2004-13 3A7 04.6909 11/21/2034 | 0.09% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.09% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| WAMU 2005-AR1 A1B 02.4068 01/25/2045 | 0.09% |
| 1.40 R ISWP FWD AUDBB6M P 03/18/2030 | 0.09% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.09% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.09% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.09% |
| TREASURY BILL 00.0000 04/09/2020 | 0.09% |
| GNR 2015-H26 EI IO 01.7315 10/20/2065 | 0.09% |
| NEW ZEALAND GOVERNMENT REGS 02.7500 04/15/2025 | 0.09% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.09% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.09% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.09% |
| CAS 2015-C04 1M2 07.3268 04/25/2028 | 0.09% |
| FNR 2012-103 LS IO 04.3733 09/25/2042 | 0.09% |
| GNR 2015-H26 DI IO 01.9852 10/20/2065 | 0.09% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.08% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.08% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.08% |
| AHM 2007-1 GA1C 01.8168 05/25/2047 | 0.08% |
| GNMA GII30 BD1730 03.5000 01/20/2048 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.08% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.08% |
| GNR 2015-H25 AI IO 01.6134 09/20/2065 | 0.08% |
| GNR 2014-H21 AI IO 01.7523 10/20/2064 | 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% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| CWALT 2006-OA19 A1 01.8270 02/20/2047 | 0.08% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.08% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.08% |
| OPTN FN30 3.0 03/05/20 CALL 101.96875 JPMC | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.08% |
| CWALT 2006-24CB A13 01.9768 08/25/2036 | 0.08% |
| GNR 2016-H20 NI IO 02.6194 09/20/2066 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.08% |
| MSC 2011-C3 D P/P 144A 05.2445 07/15/2049 | 0.08% |
| RAMC 2003-4 A1 02.1468 03/25/2034 | 0.08% |
| WAMU 2005-AR10 1A3 04.1293 09/25/2035 | 0.08% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.08% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.08% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.08% |
| BUMT 2005-1 1A1 02.2268 09/25/2045 | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.07% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.07% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.07% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.07% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| GNR 2016-19 PI IO 04.0000 02/20/2046 | 0.07% |
| CARR 2006-NC2 A4 01.8668 06/25/2036 | 0.07% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| CWALT 2006-OA10 1A1 03.0131 08/25/2046 | 0.07% |
| GNR 2010-171 SB IO 04.7915 12/16/2040 | 0.07% |
| GNR 2016-77 SL IO 04.5030 03/20/2043 | 0.07% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.07% |
| MSRR 2015-R4 CB1 02.4851 08/26/2047 | 0.07% |
| 0.051 R ISWP FWD EUR006M P 12/18/2029 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.07% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.07% |
| GNR 2016-H01 AI IO 01.7157 01/20/2066 | 0.07% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.07% |
| WFRBS 2011-C4 E P/P 144A 05.2297 06/15/2044 | 0.07% |
| JPMBB 2015-C33 XA IO 00.9707 12/15/2048 | 0.06% |
| HMIR 2018-1 M1 P/P 144A 03.2268 10/25/2028 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| CAD/USD 04/15/2020 BANKAM | 0.06% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.06% |
| WFMBS 2006-AR5 1A1 04.9256 04/25/2036 | 0.06% |
| AUD/USD 04/15/2020 SSBT | 0.06% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.06% |
| MLMI 2005-A2 A2 03.7323 02/25/2035 | 0.06% |
| CPTFEMU P 1.71 R 07/15/37 | 0.06% |
| GNR 2016-H25 GI IO 01.5035 11/20/2066 | 0.06% |
| CGCMT 2014-GC19 D P/P 144A 05.0918 03/10/2047 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% |
| UKRPI P 3.665 R 12/15/28 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.06% |
| WFCM 2016-LC25 XA IO 00.9870 12/15/2059 | 0.06% |
| EUR/USD 03/18/2020 HSBCB | 0.06% |
| 1.70 R ISWP FWD US0003M P 03/18/2025 | 0.05% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.05% |
| NRZT 2018-4A A1M 02.5268 01/25/2048 | 0.05% |
| FISERV INC 03.5000 07/01/2029 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.05% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5368 12/15/2045 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.05% |
| CAS 2016-C01 1M2 08.3768 08/25/2028 | 0.05% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.05% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.05% |
| OPTN FN30 3.5 03/05/20 CALL 103.140625 JPMC | 0.05% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.05% |
| 0.90 R ISWP FWD GBL6M P 03/18/2025 | 0.05% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.05% |
| COMM 2014-UBS6 C 04.4472 12/10/2047 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.04% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.04% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.04% |
| 2.10 R ISWP FWD CDOR03 P 03/18/2030 | 0.04% |
| CAS 2015-C02 1M2 05.6268 05/25/2025 | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.04% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.04% |
| CAS 2016-C03 2M2 07.5268 10/25/2028 | 0.04% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.04% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| STACR 2015-HQ2 M2 03.5768 05/25/2025 | 0.04% |
| FHR 4076 MS IO 05.0415 07/15/2040 | 0.04% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.04% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.04% |
| BMIR 2017-1 M1 P/P 144A 03.3268 10/25/2027 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.04% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.04% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6208 12/10/2045 | 0.03% |
| CAS 2019-HRP1 M2 03.8109 11/25/2039 | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| -0.10 R ISWP FWD CHL6M P 03/18/2030 | 0.03% |
| CAS 2018-C05 1M2 03.9768 01/25/2031 | 0.03% |
| CAS 2019-R01 2M2 04.0768 07/25/2031 | 0.03% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.03% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.03% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.03% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.03% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| 1.00 R ISWP FWD AUDBB6M P 03/18/2025 | 0.03% |
| AT&T INC. 03.8000 02/15/2027 | 0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.03% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.03% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.03% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.03% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.03% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.03% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.03% |
| 2.001 R ISWP FWD CDOR03 P 12/18/2049 | 0.03% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% |
| ZAR/USD 04/15/2020 GSFX | 0.03% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.03% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.03% |
| STACR 2019-DNA1 M2 04.2768 01/25/2049 | 0.03% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.02% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| USD/JPY PUT 107.00 20200417 JPMCB | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.02% |
| USD/JPY PUT 107.00 20200413 UBS | 0.02% |
| 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.02% |
| CAS 2015-C03 2M2 06.6268 07/25/2025 | 0.02% |
| CAS 2019-R02 1M2 03.9268 08/25/2031 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 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% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| UKRPI P 3.34 R 03/15/28 | 0.02% |
| FHR 3065 DC 14.8845 03/15/2035 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.02% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.02% |
| GBP/USD 03/18/2020 UBS | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| OPTN FN30 4.0 03/05/20 CALL 104.40625 JPMC | 0.02% |
| 1.10 R ISWP FWD GBL6M P 03/18/2030 | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| FNR 2010-46 SB IO 04.8233 05/25/2040 | 0.02% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.02% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.02% |
| UKRPI P 3.385 R 11/15/24 | 0.02% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.02% |
| 1.39 R ISWP NFIX3MID P 12/17/2024 | 0.02% |
| GBP/USD 03/18/2020 JPMCB | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| 1.36 R ISWP NFIX3MID P 12/18/2024 | 0.02% |
| 1.3625 R ISWP NFIX3MID P 12/13/2024 | 0.02% |
| FNR 2006-8 HP 18.6019 03/25/2036 | 0.02% |
| FNR 2007-53 SP 18.2353 06/25/2037 | 0.02% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.02% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.02% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 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% |
| 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% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% |
| 0.401 R ISWP FWD EUR006M P 12/18/2049 | 0.01% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.01% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.01% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 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 1YX5Y R 1.629 USD 01/14/2021 CI | 0.01% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.01% |
| SWPTN 2MX10Y P 1.315 USD 04/27/2020 TD | 0.01% |
| SWPTN 6WX30Y P 1.465 USD 04/08/2020 BA | 0.01% |
| UKRPI P 3.34 R 02/15/28 | 0.01% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.01% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 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% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.01% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.01% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.01% |
| AUD/USD 04/15/2020 UBS | 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% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| SWPTN 5WX10Y P 1.265 USD 03/31/2020 GS | 0.01% |
| 1.851 R ISWP FWD CDOR03 P 12/18/2029 | 0.01% |
| FHR 3249 PS 16.8020 12/15/2036 | 0.01% |
| JPY/USD 05/20/2020 BCAP-FX | 0.01% |
| NZD/USD 04/15/2020 JPMCB | 0.01% |
| FHR 2990 LB 12.7067 06/15/2034 | 0.01% |
| FNR 2005-75 GS 15.3698 08/25/2035 | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SEK/USD 03/18/2020 SSBT | 0.01% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.01% |
| SWPTN 4WX10Y P 1.275 USD 03/25/2020 BC | 0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% |
| UKRPI P 3.381 R 11/15/24 | 0.01% |
| 0.2475 R ISWP FWD SES3M P 01/25/2022 | 0.01% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NZD/USD 04/15/2020 CITI | 0.01% |
| SGD/USD 05/20/2020 JPMCB | 0.01% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| MXN/USD 04/15/2020 BANKAM | 0.01% |
| NZD/USD 04/15/2020 GSFX | 0.01% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| AUD/USD 04/15/2020 BCAP-FX | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| EUR/USD 03/18/2020 BANKAM | 0.01% |
| EUR/USD 03/18/2020 CITI | 0.01% |
| FHR 3408 EK 19.1195 04/15/2037 | 0.01% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% |
| SEK/USD 03/18/2020 JPMCB | 0.01% |
| STACR 2019-HQA1 M2 03.9768 02/25/2049 | 0.01% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| TREASURY BILL 00.0000 06/04/2020 | 0.01% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | 0.00% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 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 03.9268 10/25/2048 | 0.00% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.00% |
| 0.2275 R ISWP FWD SES3M P 01/28/2022 | 0.00% |
| 0.24 R ISWP FWD SES3M P 01/21/2022 | 0.00% |
| 1.001 R ISWP FWD AUDBB6M P 12/18/2024 | 0.00% |
| 1.04 R ISWP FWD NFIX3MID P 02/04/2022 | 0.00% |
| 1.0475 R ISWP FWD NFIX3MID P 02/04/2022 | 0.00% |
| 1.801 R ISWP FWD CDOR03 P 12/18/2024 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8015 03/11/2039 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| STACR 2019-DNA2 M2 04.0768 03/25/2049 | 0.00% |
| USD/JPY PUT 101.00 20200413 UBS | 0.00% |
| USD/JPY PUT 101.00 20200417 JPMCB | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| AUD/USD 04/15/2020 HSBCB | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 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 CG | 0.00% |
| GBP/USD 03/18/2020 SSBT | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 00.6517 12/12/2043 | 0.00% |
| JPY/USD 05/20/2020 CITI | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.7004 09/15/2039 | 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 3YX2Y P 1.245 USD 08/26/2022 CI | 0.00% |
| -0.351 R ISWP FWD EUR006M P 12/18/2024 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/18/2021 | 0.00% |
| 1.301 R ISWP FWD AUDBB6M P 12/18/2029 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAD/USD 04/15/2020 HSBCB | 0.00% |
| CAD/USD 04/15/2020 SSBT | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CNH/USD 05/20/2020 HSBCB | 0.00% |
| DKK/USD 03/18/2020 CITI | 0.00% |
| EUR/USD PUT 1.086 20200331 HSBCB | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| GNR 2013-90 HI IO 03.5000 04/20/2040 | 0.00% |
| NOK/USD 03/18/2020 JPMCB | 0.00% |
| PLN/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 BANKAM | 0.00% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 3MX10Y P 0.01 EUR 04/30/2020 MS | 0.00% |
| SWPTN 3MX30Y P 1.719 USD 04/30/2020 MS | 0.00% |
| SWPTN 4WX5Y R 1.505 CAD 03/25/2020 TD | 0.00% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.3318 12/11/2038 | 0.00% |
| CAD/USD 04/15/2020 JPMCB | 0.00% |
| CAD/USD 04/15/2020 RBSF | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 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 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 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 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.00% |
| EUR/USD 03/18/2020 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 CALL 1.335 20200407 CITI | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| HKD/USD 05/20/2020 BANKAM | 0.00% |
| HKD/USD 05/20/2020 HSBCB | 0.00% |
| HKD/USD 05/20/2020 SSBT | 0.00% |
| HKD/USD 05/20/2020 UBS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 05/20/2020 SSBT | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 GSFX | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 0.00% |
| SEK/USD 03/18/2020 TDBK | 0.00% |
| SEK/USD 03/18/2020 UBS | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | 0.00% |
| 0.07 R ISWP SES3M P 03/02/2022 | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| CAD/USD 04/15/2020 TDBK | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5360 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.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.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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 JP | 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 JP | 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0663 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 00.7238 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0225 01/15/2049 | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.1703 12/10/2049 | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| ILS/USD 04/16/2020 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2899 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1577 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1915 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1915 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049 | 0.00% |
| NZD/USD 04/15/2020 BCAP-FX | 0.00% |
| OPTN FN30 3.0 03/05/20 PUT 101.96875 JPMC | 0.00% |
| OPTN FN30 3.5 03/05/20 PUT 103.140625 JPMC | 0.00% |
| OPTN FN30 4.0 03/05/20 PUT 104.40625 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 03/18/2020 RBSF | 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 R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX5Y P 1.999 USD 03/17/2020 CI | 0.00% |
| SWPTN 3MX5Y P 2.18775 USD 03/17/2020 CI | 0.00% |
| SWPTN 4WX5Y P 1.505 CAD 03/25/2020 TD | 0.00% |
| TWD/USD 05/20/2020 BANKAM | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CZK/USD 03/18/2020 BANKAM | -0.00% |
| EUR/USD 03/18/2020 TDBK | -0.00% |
| HUF/USD 03/18/2020 SSBT | -0.00% |
| JPY/USD 05/20/2020 BANKAM | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 3YX1Y R 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 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| THB/USD 05/20/2020 CITI | -0.00% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.00% |
| 0.3125 R ISWP SES3M P 03/02/2030 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/USD 03/18/2020 GSFX | -0.00% |
| JPY/USD 05/20/2020 HSBCB | -0.00% |
| MXN/USD 04/15/2020 UBS | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 3MX10Y P 1.529 USD 04/30/2020 MS | -0.00% |
| SWPTN 3MX30Y P 0.4285 EUR 04/30/2020 MS | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| 0.585 R ISWP FWD AUDBB3M P 02/03/2022 | -0.00% |
| 0.5875 R ISWP FWD AUDBB3M P 02/03/2022 | -0.00% |
| 1.6875 R ISWP CDOR03 P 10/09/2029 | -0.00% |
| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| AUD/USD 04/15/2020 GSFX | -0.00% |
| AUD/USD 04/15/2020 RBSF | -0.00% |
| CAD/USD 04/15/2020 UBS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IDR/USD 05/20/2020 GSFX | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.00% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| 1.60 R ISWP CDOR03 P 02/24/2030 | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.00% |
| CLP/USD 04/15/2020 CITI | -0.00% |
| EUR/USD 03/18/2020 CSI-FX | -0.00% |
| MXN/USD 04/15/2020 CITI | -0.00% |
| NZD/USD 04/15/2020 BANKAM | -0.00% |
| NZD/USD 04/15/2020 RBSF | -0.00% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.00% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| NOK/USD 03/18/2020 SSBT | -0.00% |
| NZD/USD 04/15/2020 WPAC | -0.00% |
| RUB/USD 03/18/2020 BANKAM | -0.00% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.00% |
| SWPTN 4WX2Y P 1.195 USD 03/25/2020 BC | -0.00% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.00% |
| AUD/USD 04/15/2020 BANKAM | -0.01% |
| AUD/USD 04/15/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| EUR/USD 03/18/2020 RBSF | -0.01% |
| EUR/USD CALL 1.1122 20200331 HSBCB | -0.01% |
| KRW/USD 05/20/2020 JPMCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| RUB/USD 03/18/2020 BCAP-FX | -0.01% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.01% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.01% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.01% |
| 1.73 R ISWP FWD NIBOR3M P 01/28/2022 | -0.01% |
| 1.805 R ISWP FWD NOKOIB3M P 01/21/2022 | -0.01% |
| CPURNSA R 1.703 P 11/29/24 | -0.01% |
| EUR/USD 03/18/2020 SSBT | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| RUB/USD 06/17/2020 GSFX | -0.01% |
| SWPTN 5WX2Y P 1.178 USD 03/31/2020 GS | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 1.744 R ISWP US0003M P 01/08/2030 | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.01% |
| NZD/USD 04/15/2020 SSBT | -0.01% |
| 0.801 R ISWP FWD GBL6M P 12/18/2029 | -0.01% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | -0.01% |
| 1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CHF/USD 03/18/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CPURNSA R 1.7625 P 12/10/24 | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 2MX2Y P 1.19 USD 04/27/2020 TD | -0.01% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -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% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.01% |
| EUR/USD 03/18/2020 BCAP-FX | -0.01% |
| JPY/USD 05/20/2020 JPMCB | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 6WX5Y P 1.17 USD 04/08/2020 BA | -0.01% |
| -0.40 R ISWP FWD CHL6M P 03/18/2025 | -0.01% |
| CAD/USD 04/15/2020 CITI | -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% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.01% |
| 1.75 R ISWP FWD NFIX3MID P 03/18/2030 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CPURNSA R 1.71 P 11/21/24 | -0.01% |
| EUR/USD 03/18/2020 UBS | -0.01% |
| NZD/USD 04/15/2020 UBS | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.01% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.02% |
| 1.8075 R ISWP FWD NOKOIB3M P 01/25/2022 | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.02% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.02% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -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% |
| JPY/USD 05/20/2020 GSFX | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| 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% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| USD/JPY PUT 104.00 20200413 UBS | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -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 JP | -0.02% |
| USD/JPY PUT 104.00 20200417 JPMCB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -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% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.02% |
| NOK/USD 03/18/2020 GSFX | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.02% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.02% |
| 0.65 R ISWP FWD SES3M P 03/18/2030 | -0.03% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.03% |
| RUB/USD 03/18/2020 GSFX | -0.03% |
| 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.03% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.03% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.03% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.03% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| 1.632 R ISWP US0003M P 12/17/2024 | -0.03% |
| 2.715 R ISWP US0003M P 03/02/2030 | -0.03% |
| 2.7225 R ISWP US0003M P 02/20/2030 | -0.03% |
| 1.6445 R ISWP US0003M P 12/13/2024 | -0.03% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.03% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.04% |
| 1.6815 R ISWP US0003M P 12/18/2024 | -0.04% |
| 1.95 R ISWP FWD NOKOIB6M P 03/18/2025 | -0.04% |
| 2.00 R ISWP FWD NOKOIB6M P 03/18/2030 | -0.04% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.04% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.04% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.04% |
| -0.10 R ISWP FWD EUR006M P 03/18/2025 | -0.04% |
| JPY/USD 05/20/2020 UBS | -0.04% |
| 0.35 R ISWP FWD SES3M P 03/18/2025 | -0.04% |
| 1.8315 R ISWP FWD US0003M P 01/27/2030 | -0.04% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.04% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.05% |
| EUR/USD 03/18/2020 JPMCB | -0.05% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.05% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.05% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.05% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.05% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| 1.40 R ISWP FWD NFIX3MID P 03/18/2025 | -0.06% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.06% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.06% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.06% |
| UKRPI R 3.4425 P 07/15/49 | -0.07% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.08% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.08% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.08% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.08% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.08% |
| 0.20 R ISWP FWD EUR006M P 03/18/2030 | -0.08% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.09% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.10% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.10% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.11% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.12% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.14% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.18% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.19% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.23% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.23% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.23% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.26% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | -0.28% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.28% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.34% |
| 1.80 R ISWP FWD US0003M P 03/18/2030 | -0.40% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.42% |
| FNMA FN30 TBA UMBS 04.5000 03/01/2050 | -0.86% |
| EURO-SCHATZ FUT MAR20 DUH0 | -1.59% |
| FNMA FN30 TBA UMBS 03.5000 03/01/2050 | -3.34% |
| JPN 10Y BOND(OSE) MAR20 JBH0 | -4.02% |
| US 2YR NOTE (CBT) MAR20 TUH0 | 4.54% |
|---|---|
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 2.61% |
| US 10YR NOTE (CBT)MAR20 TYH0 | 2.26% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.21% |
| FNMA FN30 TBA UMBS 04.0000 02/01/2050 | 2.19% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2050 | 2.14% |
| JAPAN (10 YEAR ISSUE) 01.0000 09/20/2021 | 1.85% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.69% |
| US ULTRA BOND CBT MAR20 WNH0 | 1.62% |
| EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 | 1.62% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.57% |
| US 5YR NOTE (CBT) MAR20 FVH0 | 1.51% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.28% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.28% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.28% |
| EURO-BUND FUTURE MAR20 RXH0 | 1.22% |
| US LONG BOND(CBT) MAR20 USH0 | 1.17% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.08% |
| US 10YR ULTRA FUT MAR20 UXYH0 | 0.98% |
| GNMA GII30 TBA 04.5000 02/01/2050 | 0.88% |
| GNMA GII30 TBA 04.0000 02/01/2050 | 0.87% |
| GNMA GII30 TBA 03.0000 02/01/2050 | 0.86% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.83% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.80% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.76% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.75% |
| COMCAST CORP 03.4500 02/01/2050 | 0.75% |
| TREASURY BILL 00.0000 04/02/2020 | 0.75% |
| CAS 2020-R01 1M2 03.7421 01/25/2040 | 0.74% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.72% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.69% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.68% |
| JAPAN (10 YEAR ISSUE) 00.1000 03/20/2027 | 0.68% |
| LONG GILT FUTURE MAR20 G H0 | 0.67% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 0.66% |
| DBUBS 2011-LC3A D P/P 144A 05.5121 08/10/2044 | 0.65% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.60% |
| BUONI POLIENNALI DEL TES 06.5000 11/01/2027 | 0.57% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.56% |
| BUONI POLIENNALI DEL TES 02.5000 12/01/2024 | 0.54% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.54% |
| JPMCC 2012-C6 E P/P 144A 05.3289 05/15/2045 | 0.54% |
| JPMCC 2012-C8 D P/P 144A 04.8040 10/15/2045 | 0.54% |
| ONTARIO (PROVINCE OF) 03.1500 06/02/2022 | 0.52% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.51% |
| EURO BUXL 30Y BND MAR20 UBH0 | 0.49% |
| BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 | 0.49% |
| SAIL 2004-10 A10 02.5609 11/25/2034 | 0.47% |
| SPST 2019-7 A 02.3594 09/24/2020 | 0.46% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.46% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.46% |
| CFCRE 2011-C2 E P/P 144A 05.9327 12/15/2047 | 0.45% |
| BUONI POLIENNALI DEL TES 04.0000 09/01/2020 | 0.44% |
| EURO-BOBL FUTURE MAR20 OEH0 | 0.44% |
| GNMA GII30 TBA 03.5000 02/01/2050 | 0.43% |
| SPST 2019-3 A 02.3594 06/24/2020 | 0.42% |
| VERIZON COMM 04.3290 09/21/2028 | 0.41% |
| CAS 2015-C04 2M2 07.2109 04/25/2028 | 0.40% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.39% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.38% |
| STACR 2016-DNA3 M3 06.6609 12/25/2028 | 0.38% |
| CAS 2016-C02 1M2 07.6609 09/25/2028 | 0.38% |
| CSMC 2016-NXSR C 04.5047 12/15/2049 | 0.37% |
| CSAIL 2015-C1 C 04.4142 04/15/2050 | 0.37% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.36% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.36% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.35% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.35% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.34% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.34% |
| MWST 2018-W1 A 02.5109 11/25/2051 | 0.34% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.33% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.32% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.32% |
| REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 | 0.32% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.32% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.32% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.31% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.31% |
| MEX BONOS DESARR FIX RT 10.0000 12/05/2024 | 0.31% |
| COMM 2014-CR17 C 04.9455 05/10/2047 | 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% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.30% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.30% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.5000 11/13/2023 | 0.30% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.29% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.29% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.29% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.29% |
| FISERV INC 04.2000 10/01/2028 | 0.28% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.28% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.28% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.28% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.27% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.27% |
| WFRBS 2011-C2 D P/P 144A 05.8389 02/15/2044 | 0.26% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.26% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.26% |
| CANADIAN GOVERNMENT 00.5000 03/01/2022 | 0.26% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.26% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.26% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.26% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.26% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.25% |
| CAS 2017-C07 1EB2 02.6609 05/25/2030 | 0.25% |
| EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 | 0.25% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.25% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.25% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.25% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.25% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.25% |
| SWITZERLAND REGS 02.0000 05/25/2022 | 0.25% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.24% |
| TREASURY BILL 00.0000 03/12/2020 | 0.24% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.24% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.24% |
| COMM 2013-CR11 C P/P 144A 05.2821 08/10/2050 | 0.24% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.24% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.23% |
| WAMU 2005-AR12 1A8 03.8777 10/25/2035 | 0.23% |
| IRISH TSY 5.4 2025 05.4000 03/13/2025 | 0.23% |
| WEC ENERGY GROUP INC 04.0224 05/15/2067 | 0.23% |
| BMIR 2018-2A M1B P/P 144A 03.0109 08/25/2028 | 0.23% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.23% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.23% |
| CAN 10YR BOND FUT MAR20 CNH0 | 0.22% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.22% |
| POLAND GOVERNMENT BOND PLN 02.5000 01/25/2023 | 0.22% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.22% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.22% |
| GNMA GII30 BD1731 03.5000 01/20/2048 | 0.21% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.21% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.21% |
| TREASURY BILL 00.0000 05/21/2020 | 0.21% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.21% |
| EQUINIX INC 03.2000 11/18/2029 | 0.21% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.21% |
| TREASURY BILL 00.0000 06/18/2020 | 0.20% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.20% |
| ZOETIS INC 03.9000 08/20/2028 | 0.20% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.20% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| EMIR 2018-1 M1 03.3609 11/25/2028 | 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% |
| GNR 2016-H23 NI IO 02.4688 10/20/2066 | 0.20% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.19% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.19% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.19% |
| STACR 2014-DN4 M3 06.2109 10/25/2024 | 0.19% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.19% |
| TREASURY BILL 00.0000 06/11/2020 | 0.19% |
| AT&T INC 04.1000 02/15/2028 | 0.19% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.19% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.19% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.19% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.19% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.19% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.19% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.19% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.18% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.18% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.18% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.18% |
| AON PLC USD 04.2500 12/12/2042 | 0.18% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.18% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.18% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.18% |
| WAMU 2005-AR9 A1C3 02.6209 07/25/2045 | 0.18% |
| GSMS 2010-C1 D P/P 144A 06.1975 08/10/2043 | 0.18% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.18% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.18% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.18% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.18% |
| TREASURY BILL 00.0000 02/20/2020 | 0.18% |
| COMM 2014-CR18 C 04.8828 07/15/2047 | 0.18% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.18% |
| BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 | 0.17% |
| CAS 2016-C03 1M2 06.9609 10/25/2028 | 0.17% |
| COMM 2012-CR2 D P/P 144A 04.9920 08/15/2045 | 0.17% |
| CWALT 2006-OA7 1A2 03.0853 06/25/2046 | 0.17% |
| GNR 2017-H02 BI IO 01.8037 01/20/2067 | 0.17% |
| GNR 2017-H04 BI IO 02.3748 02/20/2067 | 0.17% |
| MSBAM 2012-C5 E P/P 144A 04.8334 08/15/2045 | 0.17% |
| CAS 2017-C02 2ED3 03.0109 09/25/2029 | 0.17% |
| CWALT 2006-OA10 4A1 01.8509 08/25/2046 | 0.17% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.17% |
| GNMA GII30 BD1729 03.5000 01/20/2048 | 0.16% |
| GNR 2015-H09 AI IO 02.5044 04/20/2065 | 0.16% |
| TREASURY BILL 00.0000 05/07/2020 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| GNR 2015-H03 DI IO 02.3323 01/20/2065 | 0.16% |
| GNR 2017-H11 NI IO 02.2058 05/20/2067 | 0.16% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.16% |
| HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 | 0.16% |
| WFCM 2013-LC12 C 04.4195 07/15/2046 | 0.16% |
| COMM 2012-CR2 AM 03.7910 08/15/2045 | 0.16% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.16% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.15% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.15% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.15% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.15% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.15% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.15% |
| NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 | 0.15% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.15% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.15% |
| GNR 2016-H16 EI IO 02.3987 06/20/2066 | 0.15% |
| COMM 2015-LC21 XA IO 00.9049 07/10/2048 | 0.15% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.15% |
| VERIZON COMM 04.6720 03/15/2055 | 0.14% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.14% |
| WAMU 2005-AR2 2A1B 02.0309 01/25/2045 | 0.14% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.14% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.14% |
| BONOS Y OBLIG DEL ESTADO 00.7500 07/30/2021 | 0.14% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.14% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.14% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.14% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.14% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.14% |
| HCA INC 05.5000 06/15/2047 | 0.14% |
| COMM 2014-UBS6 XA IO 01.0445 12/10/2047 | 0.14% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.14% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.14% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.14% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.13% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.13% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.13% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.13% |
| JPMBB 2014-C22 XA IO 00.9876 09/15/2047 | 0.13% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| SAMI 2007-AR7 1A1 02.5109 05/25/2047 | 0.13% |
| JPMBB 2014-C22 C 04.7060 09/15/2047 | 0.13% |
| MWST 2019-1 A 02.4609 06/25/2052 | 0.13% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.13% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.13% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.13% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.13% |
| CCMFC 2006-4A A2 01.8409 11/25/2047 | 0.13% |
| UBSCM 2012-C1 C P/P 144A 05.7559 05/10/2045 | 0.13% |
| CMLTI 2005-2 1A2A 04.5026 05/25/2035 | 0.12% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.12% |
| STACR 2014-HQ3 M3 06.4109 10/25/2024 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.12% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.12% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.12% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| MSBAM 2012-C6 D P/P 144A 04.7611 11/15/2045 | 0.12% |
| BUONI POLIENNALI DEL P/P REGS 04.0000 02/01/2037 | 0.12% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.12% |
| GSMS 2011-GC3 D P/P 144A 05.8242 03/10/2044 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| GNR 2016-H07 HI IO 02.0834 02/20/2066 | 0.12% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.12% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.12% |
| CGCMT 2013-GC17 C 05.2615 11/10/2046 | 0.12% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.12% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.12% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.12% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.12% |
| 2.00 R ISWP FWD CDOR03 P 03/18/2025 | 0.12% |
| JPMBB 2014-C19 C 04.8348 04/15/2047 | 0.12% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.12% |
| FNR 2012-116 SA IO 05.5391 10/25/2042 | 0.12% |
| GSMS 2013-GC10 XA IO 01.6479 02/10/2046 | 0.12% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| JPMBB 2013-C12 XA IO 00.5983 07/15/2045 | 0.11% |
| TREASURY BILL 00.0000 05/14/2020 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| AMGEN INC 04.6630 06/15/2051 | 0.11% |
| CGCMT 2014-GC19 D P/P 144A 05.2616 03/10/2047 | 0.11% |
| JPMCC 2013-C16 XA IO 01.1021 12/15/2046 | 0.11% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.11% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.11% |
| STACR 2014-HQ2 M3 05.4109 09/25/2024 | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.11% |
| CAS 2015-C01 1M2 05.9609 02/25/2025 | 0.11% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.11% |
| WAMU 2005-AR13 A1C3 02.1509 10/25/2045 | 0.11% |
| FHMS K098 X1 IO 01.2705 08/25/2029 | 0.11% |
| GNR 2016-H13 EI IO 02.3612 04/20/2066 | 0.11% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.11% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.11% |
| WFRBS 2012-C10 D P/P 144A 04.5773 12/15/2045 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.11% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.11% |
| JPMCC 2012-LC9 D P/P 144A 04.5650 12/15/2047 | 0.11% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.11% |
| VMWARE INC 03.9000 08/21/2027 | 0.11% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.11% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.11% |
| AES CORP/THE 05.1250 09/01/2027 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.11% |
| BMIR 2019-4A M1C P/P 144A 04.1609 10/25/2029 | 0.10% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.10% |
| GNR 2014-H12 BI IO 01.6036 05/20/2064 | 0.10% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.10% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.10% |
| UBSCM 2017-C7 XA IO 01.2098 12/15/2050 | 0.10% |
| WFRBS 2013-C14 XA IO 00.8642 06/15/2046 | 0.10% |
| AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.10% |
| REPUBLIC OF AUSTRIA P/P REGS 03.6500 04/20/2022 | 0.10% |
| JPMCC 2010-C2 C P/P 144A 05.7862 11/15/2043 | 0.10% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.10% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.10% |
| MSBAM 2014-C14 C 05.0988 02/15/2047 | 0.10% |
| MARM 2004-13 3A7 04.6919 11/21/2034 | 0.10% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.10% |
| GNR 2017-H19 MI IO 02.0489 04/20/2067 | 0.10% |
| WAMU 2005-AR1 A1B 02.4409 01/25/2045 | 0.10% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.10% |
| CAS 2017-C01 1EB1 02.9109 07/25/2029 | 0.10% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.10% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.10% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.10% |
| NEW ZEALAND GOVERNMENT REGS 02.7500 04/15/2025 | 0.09% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| CAS 2015-C04 1M2 07.3609 04/25/2028 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| GNR 2015-H26 EI IO 01.7603 10/20/2065 | 0.09% |
| TREASURY BILL 00.0000 04/09/2020 | 0.09% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.09% |
| FNR 2012-103 LS IO 04.3391 09/25/2042 | 0.09% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.09% |
| AHM 2007-1 GA1C 01.9820 05/25/2047 | 0.09% |
| GNR 2015-H26 DI IO 01.9057 10/20/2065 | 0.09% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.09% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.09% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.09% |
| CWALT 2006-24CB A13 02.0109 08/25/2036 | 0.09% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.09% |
| GNMA GII30 BD1730 03.5000 01/20/2048 | 0.09% |
| NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 | 0.09% |
| CWALT 2006-OA19 A1 01.8344 02/20/2047 | 0.08% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.08% |
| GNR 2015-H25 AI IO 01.6409 09/20/2065 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| SAMI 2007-AR1 2A1 01.8409 01/25/2037 | 0.08% |
| GNR 2014-H21 AI IO 01.6686 10/20/2064 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.08% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.08% |
| GNR 2016-H20 NI IO 02.5534 09/20/2066 | 0.08% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.08% |
| RAMC 2003-4 A1 02.1809 03/25/2034 | 0.08% |
| WAMU 2005-AR10 1A3 04.1314 09/25/2035 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| MSC 2011-C3 D P/P 144A 05.4193 07/15/2049 | 0.08% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.08% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.08% |
| GNR 2016-19 PI IO 04.0000 02/20/2046 | 0.08% |
| BUMT 2005-1 1A1 02.2609 09/25/2045 | 0.08% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.08% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.08% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.08% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.08% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.08% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.08% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.08% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.08% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.08% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.08% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.07% |
| HMIR 2018-1 M1 P/P 144A 03.2609 10/25/2028 | 0.07% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| CARR 2006-NC2 A4 01.9009 06/25/2036 | 0.07% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.07% |
| CWALT 2006-OA10 1A1 03.1053 08/25/2046 | 0.07% |
| GNR 2016-77 SL IO 04.4923 03/20/2043 | 0.07% |
| MSRR 2015-R4 CB1 02.6162 08/26/2047 | 0.07% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.07% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.07% |
| GNR 2010-171 SB IO 04.7804 12/16/2040 | 0.07% |
| JPMBB 2015-C33 XA IO 01.1264 12/15/2048 | 0.07% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.07% |
| GNR 2016-H01 AI IO 01.7077 01/20/2066 | 0.07% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.07% |
| WFRBS 2011-C4 E P/P 144A 05.3962 06/15/2044 | 0.07% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.07% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.07% |
| WFMBS 2006-AR5 1A1 05.1539 04/25/2036 | 0.07% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.06% |
| MLMI 2005-A2 A2 03.8839 02/25/2035 | 0.06% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.06% |
| GNR 2016-H25 GI IO 01.5281 11/20/2066 | 0.06% |
| COMCAST CORP 03.9990 11/01/2049 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.06% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% |
| NRZT 2018-4A A1M 02.5609 01/25/2048 | 0.06% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.06% |
| WFCM 2016-LC25 XA IO 01.1368 12/15/2059 | 0.06% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6857 12/15/2045 | 0.06% |
| 1.70 R ISWP FWD US0003M P 03/18/2025 | 0.06% |
| CAS 2016-C01 1M2 08.4109 08/25/2028 | 0.06% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.06% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.06% |
| 0.90 R ISWP FWD GBL6M P 03/18/2025 | 0.05% |
| FISERV INC 03.5000 07/01/2029 | 0.05% |
| UKRPI P 3.665 R 12/15/28 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.05% |
| CAS 2016-C03 2M2 07.5609 10/25/2028 | 0.05% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.05% |
| BMIR 2017-1 M1 P/P 144A 03.3609 10/25/2027 | 0.05% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.05% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.05% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.05% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.05% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.05% |
| COMM 2014-UBS6 C 04.5973 12/10/2047 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.05% |
| OPTN FN30 3.0 02/05/20 CALL 101.703125 JPMC | 0.05% |
| CAS 2015-C02 1M2 05.6609 05/25/2025 | 0.05% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.05% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.04% |
| CPTFEMU P 1.71 R 07/15/37 | 0.04% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.04% |
| STACR 2015-HQ2 M2 03.6109 05/25/2025 | 0.04% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.04% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.04% |
| FHR 4076 MS IO 05.0238 07/15/2040 | 0.04% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 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% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| CAD/USD 04/15/2020 BANKAM | 0.04% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7710 12/10/2045 | 0.04% |
| CAS 2019-HRP1 M2 03.8109 11/25/2039 | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.04% |
| 1.40 R ISWP FWD AUDBB6M P 03/18/2030 | 0.04% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.04% |
| AUD/USD 04/15/2020 SSBT | 0.03% |
| CAS 2019-R01 2M2 04.1109 07/25/2031 | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.03% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.03% |
| CAS 2018-C05 1M2 04.0109 01/25/2031 | 0.03% |
| 0.051 R ISWP FWD EUR006M P 12/18/2029 | 0.03% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.03% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.03% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.03% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.03% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.03% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| AT&T INC. 03.8000 02/15/2027 | 0.03% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.03% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.03% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.03% |
| HCA INC 05.0000 03/15/2024 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.03% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.03% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.03% |
| STACR 2019-DNA1 M2 04.3109 01/25/2049 | 0.03% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.03% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.03% |
| CAS 2019-R02 1M2 03.9609 08/25/2031 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 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% |
| CAS 2015-C03 2M2 06.6609 07/25/2025 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| FHR 3065 DC 14.8313 03/15/2035 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| EUR/USD 03/18/2020 HSBCB | 0.02% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.02% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.02% |
| FNR 2010-46 SB IO 04.7891 05/25/2040 | 0.02% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.02% |
| OPTN FN30 3.5 02/05/20 CALL 103.0 JPMC | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| USD/JPY PUT 107.00 20200417 JPMCB | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| USD/JPY PUT 107.00 20200413 UBS | 0.02% |
| 1.00 R ISWP FWD AUDBB6M P 03/18/2025 | 0.02% |
| FNR 2007-53 SP 18.1101 06/25/2037 | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| UKRPI P 3.34 R 03/15/28 | 0.02% |
| ZAR/USD 04/15/2020 GSFX | 0.02% |
| FNR 2006-8 HP 18.4768 03/25/2036 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| UKRPI P 3.385 R 11/15/24 | 0.02% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 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 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.01% |
| 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.01% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.01% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.01% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.01% |
| FHR 3249 PS 16.7434 12/15/2036 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% |
| 2.001 R ISWP FWD CDOR03 P 12/18/2049 | 0.01% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FNR 2005-75 GS 15.2674 08/25/2035 | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| SEK/USD 03/18/2020 SSBT | 0.01% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.01% |
| UKRPI P 3.34 R 02/15/28 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| FHR 2990 LB 12.6613 06/15/2034 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.01% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.01% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.01% |
| 1.39 R ISWP NFIX3MID P 12/17/2024 | 0.01% |
| NOK/USD 03/18/2020 BCAP-FX | 0.01% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.01% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.01% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.01% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| 1.36 R ISWP NFIX3MID P 12/18/2024 | 0.01% |
| 1.3625 R ISWP NFIX3MID P 12/13/2024 | 0.01% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | 0.01% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | 0.01% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.01% |
| GBP/USD CALL 1.335 20200407 CITI | 0.01% |
| GBP/USD CALL 1.335 20200407 UBS | 0.01% |
| OPTN FN30 4.0 02/05/20 CALL 104.15625 JPMC | 0.01% |
| SEK/USD 03/18/2020 JPMCB | 0.01% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| TREASURY BILL 00.0000 06/04/2020 | 0.01% |
| UKRPI P 3.381 R 11/15/24 | 0.01% |
| AUD/USD 04/15/2020 UBS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| FHR 3408 EK 19.0481 04/15/2037 | 0.01% |
| GBP/USD 03/18/2020 BANKAM | 0.01% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% |
| 1.851 R ISWP FWD CDOR03 P 12/18/2029 | 0.00% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CNH/USD 02/19/2020 HSBCB | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| STACR 2018-HQA2 M2 03.9609 10/25/2048 | 0.00% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8015 03/11/2039 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.7730 09/15/2039 | 0.00% |
| STACR 2019-DNA2 M2 04.1109 03/25/2049 | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| 0.2475 R ISWP FWD SES3M P 01/25/2022 | 0.00% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | 0.00% |
| 1.001 R ISWP FWD AUDBB6M P 12/18/2024 | 0.00% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| AUD/USD 04/15/2020 BCAP-FX | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| IDR/USD 02/19/2020 GSFX | 0.00% |
| JPMCC 2006-CB17 X IO 00.8565 12/12/2043 | 0.00% |
| JPY/USD 02/19/2020 UBS | 0.00% |
| NOK/USD 03/18/2020 HSBCB | 0.00% |
| NOK/USD 03/18/2020 SSBT | 0.00% |
| NZD/USD 04/15/2020 GSFX | 0.00% |
| SEK/USD 03/18/2020 BANKAM | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| USD/JPY PUT 101.00 20200413 UBS | 0.00% |
| USD/JPY PUT 101.00 20200417 JPMCB | 0.00% |
| 1.801 R ISWP FWD CDOR03 P 12/18/2024 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| EUR/USD 03/18/2020 BANKAM | 0.00% |
| EUR/USD 03/18/2020 CITI | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| GNR 2013-90 HI IO 03.5000 04/20/2040 | 0.00% |
| JPY/USD 02/19/2020 GSFX | 0.00% |
| NZD/USD 04/15/2020 JPMCB | 0.00% |
| SEK/USD 03/18/2020 TDBK | 0.00% |
| SEK/USD 03/18/2020 UBS | 0.00% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.00% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 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 3MX10Y P 1.529 USD 04/30/2020 MS | 0.00% |
| SWPTN 3MX5Y P 2.18775 USD 03/17/2020 CI | 0.00% |
| 0.2275 R ISWP FWD SES3M P 01/28/2022 | 0.00% |
| 0.24 R ISWP FWD SES3M P 01/21/2022 | 0.00% |
| 0.401 R ISWP FWD EUR006M P 12/18/2049 | 0.00% |
| 1.15 R ISWP NFIX3MID P 08/07/2021 | 0.00% |
| 1.301 R ISWP FWD AUDBB6M P 12/18/2029 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4981 12/11/2038 | 0.00% |
| CAD/USD 04/15/2020 RBSF | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 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 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 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.00% |
| CZK/USD 03/18/2020 BANKAM | 0.00% |
| DKK/USD 03/18/2020 CITI | 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% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 02/19/2020 JPMCB | 0.00% |
| NZD/USD 04/15/2020 BCAP-FX | 0.00% |
| RUB/USD 03/18/2020 BANKAM | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX30Y P 0.4285 EUR 04/30/2020 MS | 0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.00% |
| 1.10 R ISWP FWD GBL6M P 03/18/2030 | 0.00% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.00% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.00% |
| 1.6875 R ISWP CDOR03 P 10/09/2029 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 2.10 R ISWP FWD CDOR03 P 03/18/2030 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BAYC 2006-CD1A IO IO P/P 144A 00.0000 07/25/2023 | 0.00% |
| BAYC 2007-CD1A IO IO P/P 144A 00.0000 03/25/2021 | 0.00% |
| CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7215 10/15/2049 | 0.00% |
| CHF/USD 03/18/2020 SSBT | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.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 CG | 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.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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 JP | 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 JP | 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
| CPURNSA R 1.703 P 11/29/24 | 0.00% |
| CPURNSA R 1.71 P 11/21/24 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2074 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 00.8247 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0442 01/15/2049 | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| EUR/USD 03/18/2020 TDBK | 0.00% |
| EUR/USD 03/18/2020 WPAC | 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 05/20/2020 BANKAM | 0.00% |
| HKD/USD 05/20/2020 HSBCB | 0.00% |
| HKD/USD 05/20/2020 SSBT | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| HKD/USD 05/20/2020 UBS | 0.00% |
| ILS/USD 04/16/2020 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2996 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.2152 01/15/2049 | 0.00% |
| JPY/USD 02/19/2020 BCAP-FX | 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 06.2193 12/15/2049 | 0.00% |
| MXN/USD 04/15/2020 CITI | 0.00% |
| MXN/USD 04/15/2020 UBS | 0.00% |
| NOK/USD 03/18/2020 BANKAM | 0.00% |
| NOK/USD 03/18/2020 CITI | 0.00% |
| NOK/USD 03/18/2020 JPMCB | 0.00% |
| NOK/USD 03/18/2020 UBS | 0.00% |
| OPTN FN30 4.0 02/05/20 PUT 104.15625 JPMC | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| PLN/USD 03/18/2020 BCAP-FX | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| SEK/USD 03/18/2020 GSFX | 0.00% |
| SEK/USD 03/18/2020 RBSF | 0.00% |
| SGD/USD 02/19/2020 JPMCB | 0.00% |
| SGD/USD 05/20/2020 JPMCB | 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 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS | 0.00% |
| SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS | 0.00% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 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 9MX1Y R 0.83 USD 10/30/2020 JP | 0.00% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.00% |
| WBCMT 2007-C34 IO IO 00.0000 05/15/2046 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/18/2021 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| AUD/USD 04/15/2020 GSFX | -0.00% |
| AUD/USD 04/15/2020 RBSF | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 03/18/2020 CSI-FX | -0.00% |
| EUR/USD 03/18/2020 GSFX | -0.00% |
| GBP/USD 03/18/2020 HSBCB | -0.00% |
| GBP/USD 03/18/2020 WPAC | -0.00% |
| HUF/USD 03/18/2020 SSBT | -0.00% |
| JPY/USD 02/19/2020 SSBT | -0.00% |
| NOK/USD 03/18/2020 GSFX | -0.00% |
| NOK/USD 03/18/2020 RBSF | -0.00% |
| NZD/USD 04/15/2020 RBSF | -0.00% |
| NZD/USD 04/15/2020 WPAC | -0.00% |
| OPTN FN30 3.0 02/05/20 PUT 101.703125 JPMC | -0.00% |
| OPTN FN30 3.5 02/05/20 PUT 103.0 JPMC | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 3MX10Y P 0.01 EUR 04/30/2020 MS | -0.00% |
| SWPTN 3MX30Y P 1.719 USD 04/30/2020 MS | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| TWD/USD 05/20/2020 BANKAM | -0.00% |
| TWD/USD 05/20/2020 GSFX | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| CAD/USD 04/15/2020 UBS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.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 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CPURNSA R 1.7625 P 12/10/24 | -0.00% |
| EUR/USD 03/18/2020 RBSF | -0.00% |
| JPY/USD 02/19/2020 CITI | -0.00% |
| JPY/USD 02/19/2020 HSBCB | -0.00% |
| MXN/USD 04/15/2020 BANKAM | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 3MX5Y P 1.999 USD 03/17/2020 CI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| -0.351 R ISWP FWD EUR006M P 12/18/2024 | -0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.00% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.00% |
| 1.73 R ISWP FWD NIBOR3M P 01/28/2022 | -0.00% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.00% |
| 1.744 R ISWP US0003M P 01/08/2030 | -0.00% |
| 1.805 R ISWP FWD NOKOIB3M P 01/21/2022 | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.00% |
| AUD/USD 04/15/2020 BANKAM | -0.00% |
| AUD/USD 04/15/2020 JPMCB | -0.00% |
| CLP/USD 04/15/2020 CITI | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 03/18/2020 BCAP-FX | -0.00% |
| EUR/USD 03/18/2020 SSBT | -0.00% |
| GBP/USD CALL 1.365 20200402 BCAP-FX | -0.00% |
| GBP/USD CALL 1.365 20200407 CITI | -0.00% |
| GBP/USD CALL 1.365 20200407 UBS | -0.00% |
| NZD/USD 04/15/2020 SSBT | -0.00% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| THB/USD 02/19/2020 CITI | -0.00% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| GBP/USD 03/18/2020 GSFX | -0.00% |
| GBP/USD 03/18/2020 SSBT | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| 0.801 R ISWP FWD GBL6M P 12/18/2029 | -0.00% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.00% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -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 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 03/18/2020 UBS | -0.00% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.00% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.00% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.00% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.01% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | -0.01% |
| 1.8075 R ISWP FWD NOKOIB3M P 01/25/2022 | -0.01% |
| CAD/USD 04/15/2020 CITI | -0.01% |
| CAD/USD 04/15/2020 SSBT | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| KRW/USD 02/19/2020 JPMCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NZD/USD 04/15/2020 UBS | -0.01% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.01% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.01% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.01% |
| -0.10 R ISWP FWD CHL6M P 03/18/2030 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -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% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.01% |
| CHF/USD 03/18/2020 JPMCB | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| USD/JPY PUT 104.00 20200413 UBS | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| USD/JPY PUT 104.00 20200417 JPMCB | -0.01% |
| -0.10 R ISWP FWD EUR006M P 03/18/2025 | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| 1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021 | -0.01% |
| CPTFEMU R 1.4 P 07/15/27 | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.01% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.01% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| 1.632 R ISWP US0003M P 12/17/2024 | -0.02% |
| 1.6445 R ISWP US0003M P 12/13/2024 | -0.02% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.02% |
| 1.8315 R ISWP FWD US0003M P 01/27/2030 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| -0.40 R ISWP FWD CHL6M P 03/18/2025 | -0.02% |
| 1.6815 R ISWP US0003M P 12/18/2024 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| RUB/USD 03/18/2020 GSFX | -0.02% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.02% |
| EUR/USD 03/18/2020 JPMCB | -0.02% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | -0.02% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| GBP/USD 03/18/2020 JPMCB | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| 1.40 R ISWP FWD NFIX3MID P 03/18/2025 | -0.02% |
| GBP/USD 03/18/2020 UBS | -0.02% |
| 0.35 R ISWP FWD SES3M P 03/18/2025 | -0.02% |
| 1.95 R ISWP FWD NOKOIB6M P 03/18/2025 | -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 R 2.715 USD 02/27/2020 MS | -0.02% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.02% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.03% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.03% |
| 0.65 R ISWP FWD SES3M P 03/18/2030 | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.03% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.03% |
| 1.75 R ISWP FWD NFIX3MID P 03/18/2030 | -0.03% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.03% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.03% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.04% |
| 2.00 R ISWP FWD NOKOIB6M P 03/18/2030 | -0.04% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.04% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.04% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.04% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.04% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.04% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.04% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.05% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.05% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.05% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.06% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.06% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.06% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.07% |
| UKRPI R 3.4425 P 07/15/49 | -0.07% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.09% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.09% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.10% |
| 0.20 R ISWP FWD EUR006M P 03/18/2030 | -0.11% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | -0.12% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.15% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.15% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.16% |
| 1.80 R ISWP FWD US0003M P 03/18/2030 | -0.17% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.18% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.18% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.18% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.30% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.35% |
| FNMA FN30 TBA UMBS 04.5000 02/01/2050 | -0.89% |
| EURO-SCHATZ FUT MAR20 DUH0 | -1.67% |
| FNMA FN30 TBA UMBS 03.5000 02/01/2050 | -3.46% |
| JPN 10Y BOND(OSE) MAR20 JBH0 | -4.14% |
| US 2YR NOTE (CBT) MAR20 TUH0 | 4.57% |
|---|---|
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 2.62% |
| US 10YR NOTE (CBT)MAR20 TYH0 | 2.23% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.21% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2050 | 2.21% |
| JAPAN (10 YEAR ISSUE) 01.0000 09/20/2021 | 1.86% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.70% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.61% |
| EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 | 1.59% |
| US ULTRA BOND CBT MAR20 WNH0 | 1.54% |
| US 5YR NOTE (CBT) MAR20 FVH0 | 1.51% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | 1.29% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.28% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.28% |
| EURO-BUND FUTURE MAR20 RXH0 | 1.22% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.20% |
| US LONG BOND(CBT) MAR20 USH0 | 1.12% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.08% |
| US 10YR ULTRA FUT MAR20 UXYH0 | 0.96% |
| GNMA GII30 TBA 04.5000 01/01/2050 | 0.89% |
| GNMA GII30 TBA 04.0000 01/01/2050 | 0.88% |
| GNMA GII30 TBA 03.0000 01/01/2050 | 0.87% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2050 | 0.86% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.83% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.81% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.76% |
| TREASURY BILL 00.0000 04/02/2020 | 0.75% |
| COMCAST CORP 03.4500 02/01/2050 | 0.72% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.70% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.68% |
| JAPAN (10 YEAR ISSUE) 00.1000 03/20/2027 | 0.68% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 0.68% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.67% |
| DBUBS 2011-LC3A D P/P 144A 05.3343 08/10/2044 | 0.66% |
| LONG GILT FUTURE MAR20 G H0 | 0.66% |
| BUONI POLIENNALI DEL TES 06.5000 11/01/2027 | 0.57% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.56% |
| BUONI POLIENNALI DEL TES 02.5000 12/01/2024 | 0.55% |
| JPMCC 2012-C6 E P/P 144A 05.1571 05/15/2045 | 0.54% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.54% |
| ONTARIO (PROVINCE OF) 03.1500 06/02/2022 | 0.54% |
| JPMCC 2012-C8 D P/P 144A 04.6491 10/15/2045 | 0.54% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.52% |
| BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 | 0.50% |
| SAIL 2004-10 A10 02.6920 11/25/2034 | 0.48% |
| EURO BUXL 30Y BND MAR20 UBH0 | 0.47% |
| SPST 2019-7 A 02.4799 09/24/2020 | 0.46% |
| BUONI POLIENNALI DEL TES 04.0000 09/01/2020 | 0.45% |
| CFCRE 2011-C2 E P/P 144A 05.7413 12/15/2047 | 0.45% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.45% |
| EURO-BOBL FUTURE MAR20 OEH0 | 0.44% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.44% |
| GNMA GII30 TBA 03.5000 01/01/2050 | 0.44% |
| CAS 2015-C04 2M2 07.3420 04/25/2028 | 0.42% |
| SPST 2019-3 A 02.4799 06/24/2020 | 0.42% |
| VERIZON COMM 04.3290 09/21/2028 | 0.40% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.39% |
| CAS 2016-C02 1M2 07.7920 09/25/2028 | 0.38% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.38% |
| STACR 2016-DNA3 M3 06.7920 12/25/2028 | 0.38% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2029 | 0.37% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.36% |
| CSMC 2016-NXSR C 04.3596 12/15/2049 | 0.36% |
| CSAIL 2015-C1 C 04.2720 04/15/2050 | 0.36% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.36% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.36% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.35% |
| REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 | 0.34% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2030 | 0.34% |
| MWST 2018-W1 A 02.6420 11/25/2051 | 0.34% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.34% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.34% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2023 | 0.33% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.33% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.32% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.32% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.32% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.31% |
| MEX BONOS DESARR FIX RT 10.0000 12/05/2024 | 0.31% |
| COMM 2014-CR17 C 04.7861 05/10/2047 | 0.31% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.31% |
| SWEDISH GOVERNMENT REGS 01.5000 11/13/2023 | 0.31% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.31% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.30% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.30% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.29% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.29% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.29% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.29% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.28% |
| FISERV INC 04.2000 10/01/2028 | 0.28% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.28% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.28% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.28% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.27% |
| WFRBS 2011-C2 D P/P 144A 05.6518 02/15/2044 | 0.27% |
| CANADIAN GOVERNMENT 00.5000 03/01/2022 | 0.27% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.27% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.27% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.26% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.26% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.26% |
| CAS 2017-C07 1EB2 02.7920 05/25/2030 | 0.26% |
| EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 | 0.26% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.25% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.25% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.25% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.25% |
| HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 | 0.25% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.25% |
| SWITZERLAND REGS 02.0000 05/25/2022 | 0.25% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.25% |
| TREASURY BILL 00.0000 03/12/2020 | 0.25% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.24% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.24% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.24% |
| WAMU 2005-AR12 1A8 03.8844 10/25/2035 | 0.24% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.24% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.24% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.24% |
| IRISH TSY 5.4 2025 05.4000 03/13/2025 | 0.23% |
| WEC ENERGY GROUP INC 04.0224 05/15/2067 | 0.23% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.23% |
| BMIR 2018-2A M1B P/P 144A 03.1420 08/25/2028 | 0.23% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.23% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.23% |
| POLAND GOVERNMENT BOND PLN 02.5000 01/25/2023 | 0.23% |
| CAN 10YR BOND FUT MAR20 CNH0 | 0.22% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.22% |
| EMIR 2018-1 M1 03.4920 11/25/2028 | 0.22% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.22% |
| GNMA GII30 BD1731 03.5000 01/20/2048 | 0.21% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.21% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.21% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.21% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.21% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.21% |
| TREASURY BILL 00.0000 05/21/2020 | 0.21% |
| TREASURY BILL 00.0000 06/18/2020 | 0.21% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.20% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.20% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.20% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.20% |
| ZOETIS INC 03.9000 08/20/2028 | 0.20% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.20% |
| STACR 2014-DN4 M3 06.3420 10/25/2024 | 0.20% |
| GNR 2016-H23 NI IO 02.2467 10/20/2066 | 0.19% |
| AT&T INC 04.3000 02/15/2030 | 0.19% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.19% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.19% |
| TREASURY BILL 00.0000 06/11/2020 | 0.19% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.19% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.19% |
| AT&T INC 04.1000 02/15/2028 | 0.19% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2026 | 0.18% |
| WAMU 2005-AR9 A1C3 02.7520 07/25/2045 | 0.18% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.18% |
| GSMS 2010-C1 D P/P 144A 06.0513 08/10/2043 | 0.18% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.18% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.18% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.18% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.18% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.18% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.18% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.18% |
| TREASURY BILL 00.0000 02/20/2020 | 0.18% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.18% |
| BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 | 0.18% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.18% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.18% |
| AON PLC USD 04.2500 12/12/2042 | 0.18% |
| COMM 2014-CR18 C 04.7254 07/15/2047 | 0.18% |
| CWALT 2006-OA7 1A2 03.1795 06/25/2046 | 0.18% |
| COMM 2012-CR2 D P/P 144A 04.8309 08/15/2045 | 0.17% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.17% |
| CAS 2016-C03 1M2 07.0920 10/25/2028 | 0.17% |
| GNR 2017-H02 BI IO 02.2577 01/20/2067 | 0.17% |
| MSBAM 2012-C5 E P/P 144A 04.6777 08/15/2045 | 0.17% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.17% |
| CAS 2017-C02 2ED3 03.1420 09/25/2029 | 0.17% |
| CWALT 2006-OA10 4A1 01.9820 08/25/2046 | 0.17% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.17% |
| GNR 2017-H04 BI IO 02.4952 02/20/2067 | 0.17% |
| GNMA GII30 BD1729 03.5000 01/20/2048 | 0.16% |
| GNR 2015-H09 AI IO 02.5435 04/20/2065 | 0.16% |
| TREASURY BILL 00.0000 05/07/2020 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| GNR 2017-H11 NI IO 02.2271 05/20/2067 | 0.16% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.16% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.16% |
| WFCM 2013-LC12 C 04.2843 07/15/2046 | 0.16% |
| COMM 2012-CR2 AM 03.7910 08/15/2045 | 0.16% |
| GNR 2015-H03 DI IO 02.2877 01/20/2065 | 0.16% |
| NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 | 0.15% |
| HELLENIC REPUBLIC REGS 03.4500 04/02/2024 | 0.15% |
| EQUINIX INC 05.3750 05/15/2027 | 0.15% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.15% |
| COMM 2015-LC21 XA IO 00.7632 07/10/2048 | 0.15% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.15% |
| WAMU 2005-AR2 2A1B 02.1620 01/25/2045 | 0.15% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.15% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.15% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.15% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.15% |
| GNR 2016-H16 EI IO 02.4004 06/20/2066 | 0.15% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.15% |
| BONOS Y OBLIG DEL ESTADO 00.7500 07/30/2021 | 0.14% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.14% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.14% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.14% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.14% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.14% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.14% |
| VERIZON COMM 04.6720 03/15/2055 | 0.14% |
| COMM 2014-UBS6 XA IO 00.8975 12/10/2047 | 0.14% |
| GSMS 2013-GC10 XA IO 01.5024 02/10/2046 | 0.14% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.14% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.14% |
| JPMBB 2014-C22 XA IO 00.8515 09/15/2047 | 0.14% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.14% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.14% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.14% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.14% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.14% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.14% |
| HCA INC 05.5000 06/15/2047 | 0.13% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.13% |
| JPMBB 2014-C22 C 04.5566 09/15/2047 | 0.13% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.13% |
| SAMI 2007-AR7 1A1 02.6420 05/25/2047 | 0.13% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.13% |
| MWST 2019-1 A 02.5920 06/25/2052 | 0.13% |
| STACR 2014-HQ3 M3 06.5420 10/25/2024 | 0.13% |
| CCMFC 2006-4A A2 01.9720 11/25/2047 | 0.13% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| CMLTI 2005-2 1A2A 04.6394 05/25/2035 | 0.13% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.13% |
| UBSCM 2012-C1 C P/P 144A 05.5703 05/10/2045 | 0.13% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.13% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.13% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.13% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.12% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| GSMS 2011-GC3 D P/P 144A 05.6364 03/10/2044 | 0.12% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.12% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.12% |
| MSBAM 2012-C6 D P/P 144A 04.6077 11/15/2045 | 0.12% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| GNR 2016-H07 HI IO 02.1215 02/20/2066 | 0.12% |
| JPMBB 2013-C12 XA IO 00.4885 07/15/2045 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| WFRBS 2013-C14 XA IO 00.7323 06/15/2046 | 0.12% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.12% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.12% |
| FNR 2012-116 SA IO 05.4080 10/25/2042 | 0.12% |
| BUONI POLIENNALI DEL P/P REGS 04.0000 02/01/2037 | 0.12% |
| JPMBB 2014-C19 C 04.6791 04/15/2047 | 0.12% |
| JPMCC 2013-C16 XA IO 00.9356 12/15/2046 | 0.12% |
| TREASURY BILL 00.0000 05/14/2020 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.12% |
| STACR 2014-HQ2 M3 05.5420 09/25/2024 | 0.12% |
| WAMU 2005-AR13 A1C3 02.2820 10/25/2045 | 0.12% |
| CAS 2015-C01 1M2 06.0920 02/25/2025 | 0.11% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.11% |
| CGCMT 2014-GC19 D P/P 144A 05.0920 03/10/2047 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.11% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.11% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.11% |
| GNR 2016-H13 EI IO 02.3673 04/20/2066 | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| AMGEN INC 04.6630 06/15/2051 | 0.11% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.11% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.11% |
| BSCMS 2006-PW11 B P/P 144A 05.7745 03/11/2039 | 0.11% |
| FHMS K098 X1 IO 01.2705 08/25/2029 | 0.11% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.11% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.11% |
| WFRBS 2012-C10 D P/P 144A 04.4298 12/15/2045 | 0.11% |
| AES CORP/THE 05.1250 09/01/2027 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.11% |
| JPMCC 2012-LC9 D P/P 144A 04.4177 12/15/2047 | 0.11% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.11% |
| VMWARE INC 03.9000 08/21/2027 | 0.11% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.11% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.11% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.11% |
| BMIR 2019-4A M1C P/P 144A 04.2920 10/25/2029 | 0.11% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.10% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| GNR 2014-H12 BI IO 01.6099 05/20/2064 | 0.10% |
| REPUBLIC OF AUSTRIA P/P REGS 03.6500 04/20/2022 | 0.10% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0583 12/15/2050 | 0.10% |
| JPMCC 2010-C2 C P/P 144A 05.5995 11/15/2043 | 0.10% |
| MARM 2004-13 3A7 04.6956 11/21/2034 | 0.10% |
| AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.10% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.10% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.10% |
| MSBAM 2014-C14 C 04.9346 02/15/2047 | 0.10% |
| WAMU 2005-AR1 A1B 02.5720 01/25/2045 | 0.10% |
| NEW ZEALAND GOVERNMENT REGS 02.7500 04/15/2025 | 0.10% |
| CAS 2017-C01 1EB1 03.0420 07/25/2029 | 0.10% |
| FNR 2012-103 LS IO 04.2080 09/25/2042 | 0.10% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.10% |
| GNR 2017-H19 MI IO 02.0496 04/20/2067 | 0.10% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.10% |
| CAS 2015-C04 1M2 07.4920 04/25/2028 | 0.10% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% |
| GNR 2015-H26 EI IO 01.7656 10/20/2065 | 0.09% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.09% |
| AHM 2007-1 GA1C 01.9820 05/25/2047 | 0.09% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.09% |
| TREASURY BILL 00.0000 04/09/2020 | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| CWALT 2006-24CB A13 02.1420 08/25/2036 | 0.09% |
| NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 | 0.09% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.09% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.09% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.09% |
| GNR 2015-H26 DI IO 01.6822 10/20/2065 | 0.09% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.09% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.09% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.09% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.09% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.09% |
| CWALT 2006-OA19 A1 01.9446 02/20/2047 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.09% |
| SAMI 2007-AR1 2A1 01.9720 01/25/2037 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| GNMA GII30 BD1730 03.5000 01/20/2048 | 0.09% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.09% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.08% |
| GNR 2014-H21 AI IO 01.4490 10/20/2064 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| GNR 2015-H25 AI IO 01.6447 09/20/2065 | 0.08% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.08% |
| WAMU 2005-AR10 1A3 04.1407 09/25/2035 | 0.08% |
| GNR 2016-19 PI IO 04.0000 02/20/2046 | 0.08% |
| RAMC 2003-4 A1 02.3120 03/25/2034 | 0.08% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.08% |
| GNR 2016-H20 NI IO 02.3414 09/20/2066 | 0.08% |
| HMIR 2018-1 M1 P/P 144A 03.3920 10/25/2028 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| MSC 2011-C3 D P/P 144A 05.2445 07/15/2049 | 0.08% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.08% |
| BUMT 2005-1 1A1 02.3920 09/25/2045 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.08% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.08% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.08% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.08% |
| JPMBB 2015-C33 XA IO 00.9745 12/15/2048 | 0.08% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| CWALT 2006-OA10 1A1 03.1995 08/25/2046 | 0.07% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.07% |
| CARR 2006-NC2 A4 02.0320 06/25/2036 | 0.07% |
| GNR 2016-77 SL IO 04.3854 03/20/2043 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.07% |
| MSRR 2015-R4 CB1 02.5326 08/26/2047 | 0.07% |
| GNR 2010-171 SB IO 04.7103 12/16/2040 | 0.07% |
| WFRBS 2011-C4 E P/P 144A 05.2299 06/15/2044 | 0.07% |
| GNR 2016-H01 AI IO 01.6858 01/20/2066 | 0.07% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.07% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.07% |
| WFMBS 2006-AR5 1A1 05.1720 04/25/2036 | 0.07% |
| BMIR 2017-1 M1 P/P 144A 03.4920 10/25/2027 | 0.07% |
| MLMI 2005-A2 A2 04.3590 02/25/2035 | 0.06% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.06% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.06% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2024 | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| GNR 2016-H25 GI IO 01.5346 11/20/2066 | 0.06% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| NRZT 2018-4A A1M 02.6920 01/25/2048 | 0.06% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% |
| WFCM 2016-LC25 XA IO 00.9923 12/15/2059 | 0.06% |
| COMCAST CORP 03.9990 11/01/2049 | 0.06% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.06% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5393 12/15/2045 | 0.06% |
| CAS 2016-C01 1M2 08.5420 08/25/2028 | 0.06% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.06% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.06% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.06% |
| 1.80 R ISWP FWD US0003M P 03/18/2030 | 0.06% |
| EQUINIX INC 03.2000 11/18/2029 | 0.06% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2031 | 0.06% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.06% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | 0.05% |
| CAS 2016-C03 2M2 07.6920 10/25/2028 | 0.05% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.05% |
| FISERV INC 03.5000 07/01/2029 | 0.05% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.05% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.05% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.05% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.05% |
| NOK/USD 03/18/2020 GSFX | 0.05% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.05% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.05% |
| COMM 2014-UBS6 C 04.4492 12/10/2047 | 0.05% |
| FHR 4076 MS IO 04.9603 07/15/2040 | 0.05% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.05% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.05% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.05% |
| CAS 2015-C02 1M2 05.7920 05/25/2025 | 0.05% |
| STACR 2015-HQ2 M2 03.7420 05/25/2025 | 0.05% |
| UKRPI P 3.665 R 12/15/28 | 0.05% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.04% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| 1.746 R ISWP US0003M P 12/27/2029 | 0.04% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| EUR/USD 03/18/2020 JPMCB | 0.04% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.04% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.04% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.04% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6278 12/10/2045 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| CAS 2019-HRP1 M2 03.9420 11/25/2039 | 0.04% |
| CPTFEMU P 1.71 R 07/15/37 | 0.04% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.04% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.04% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.04% |
| CAS 2018-C05 1M2 04.1420 01/25/2031 | 0.03% |
| CAS 2019-R01 2M2 04.2420 07/25/2031 | 0.03% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2025 | 0.03% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.03% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.03% |
| 1.655 R ISWP US0003M P 11/29/2029 | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.03% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.03% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| AT&T INC. 03.8000 02/15/2027 | 0.03% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.03% |
| HCA INC 05.0000 03/15/2024 | 0.03% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.03% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.03% |
| STACR 2019-DNA1 M2 04.4420 01/25/2049 | 0.03% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.03% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.03% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.03% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.03% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.03% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.03% |
| CAS 2019-R02 1M2 04.0920 08/25/2031 | 0.03% |
| CAS 2015-C03 2M2 06.7920 07/25/2025 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2028 | 0.02% |
| AUD/USD 01/15/2020 RBSF | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.02% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | 0.02% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.02% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| SWPTN 3MX5Y P 2.18775 USD 03/17/2020 CI | 0.02% |
| FHR 3065 DC 14.6408 03/15/2035 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2032 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2033 | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | 0.02% |
| 1.668 R ISWP FWD US0003M P 01/06/2030 | 0.02% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% |
| FNR 2010-46 SB IO 04.6580 05/25/2040 | 0.02% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | 0.02% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | 0.02% |
| 1.6675 R ISWP US0003M P 12/31/2029 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.02% |
| FNR 2006-8 HP 17.9960 03/25/2036 | 0.02% |
| FNR 2007-53 SP 17.6293 06/25/2037 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| NOK/USD 03/18/2020 RBSF | 0.02% |
| 0.20 R ISWP FWD EUR006M P 03/18/2030 | 0.02% |
| 0.616 R ISWP FWD GBL6M P 09/18/2029 | 0.02% |
| EUR/USD 03/18/2020 UBS | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.02% |
| NOK/USD 03/18/2020 SSBT | 0.02% |
| OPTN FN30 3.5 01/07/20 CALL 102.8125 JPMC | 0.02% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| NZD/USD 01/15/2020 UBS | 0.01% |
| OPTN FN30 3.0 01/07/20 CALL 101.34375 JPMC | 0.01% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.01% |
| 0.801 R ISWP FWD GBL6M P 12/18/2029 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| 1.50 R ISWP US0003M P 09/30/2024 | 0.01% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.01% |
| CPURNSA R 1.71 P 11/21/24 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.01% |
| 1.53 R ISWP US0003M P 10/01/2024 | 0.01% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | 0.01% |
| FHR 3249 PS 16.5338 12/15/2036 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | 0.01% |
| UKRPI P 3.4025 R 03/15/28 | 0.01% |
| 0.65 R ISWP FWD SES3M P 03/18/2030 | 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 CG | 0.01% |
| FNR 2005-75 GS 14.8740 08/25/2035 | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.01% |
| 2.00 R ISWP FWD NOKOIB6M P 03/18/2030 | 0.01% |
| CNH/USD 02/19/2020 HSBCB | 0.01% |
| FHR 2990 LB 12.4990 06/15/2034 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.01% |
| 0.35 R ISWP FWD SES3M P 03/18/2025 | 0.01% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 1.6875 R ISWP CDOR03 P 10/09/2029 | 0.01% |
| 1.77 R ISWP FWD US0003M P 12/27/2029 | 0.01% |
| EUR/NOK PUT 9.85 20200121 GSFX | 0.01% |
| UKRPI P 3.385 R 11/15/24 | 0.01% |
| 1.40 R ISWP FWD NFIX3MID P 03/18/2025 | 0.01% |
| 1.75 R ISWP FWD NFIX3MID P 03/18/2030 | 0.01% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.01% |
| CAD/USD 01/15/2020 CITI | 0.01% |
| CAD/USD 01/15/2020 SSBT | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.01% |
| EUR/USD 03/18/2020 BCAP-FX | 0.01% |
| GBP/USD 03/18/2020 BANKAM | 0.01% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.01% |
| TREASURY BILL 00.0000 06/04/2020 | 0.01% |
| UKRPI P 3.34 R 03/15/28 | 0.01% |
| CPURNSA R 1.703 P 11/29/24 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| FHR 3408 EK 18.7925 04/15/2037 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| JPY/USD 02/19/2020 UBS | 0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% |
| 1.632 R ISWP US0003M P 12/17/2024 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| EUR/USD 03/18/2020 RBSF | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| NOK/USD 03/18/2020 CITI | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| STACR 2018-HQA2 M2 04.0920 10/25/2048 | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.00% |
| UKRPI P 3.34 R 02/15/28 | 0.00% |
| 1.6445 R ISWP US0003M P 12/13/2024 | 0.00% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.00% |
| 2.86 R ISWP US0003M P 01/22/2020 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.7745 03/11/2039 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CPURNSA R 1.7625 P 12/10/24 | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.6848 09/15/2039 | 0.00% |
| OPTN FN30 4.0 01/07/20 CALL 103.90625 JPMC | 0.00% |
| STACR 2019-DNA2 M2 04.2420 03/25/2049 | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| SWPTN 1MX10Y R 1.695 USD 01/13/2020 UB | 0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.00% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.00% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.00% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.00% |
| UKRPI P 3.381 R 11/15/24 | 0.00% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | 0.00% |
| 1.6815 R ISWP US0003M P 12/18/2024 | 0.00% |
| 2.10 R ISWP FWD CDOR03 P 03/18/2030 | 0.00% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.00% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.00% |
| BRL/USD 02/04/2020 GSFX | 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.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| EUR/USD 03/18/2020 CSI-FX | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| GNR 2013-90 HI IO 03.5000 04/20/2040 | 0.00% |
| JPMCC 2006-CB17 X IO 00.6520 12/12/2043 | 0.00% |
| RUB/USD 03/18/2020 BANKAM | 0.00% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 4WX10Y R 1.71875 USD 01/09/2020 GS | 0.00% |
| UKRPI P 3.3875 R 03/15/28 | 0.00% |
| UKRPI P 3.42 R 12/15/24 | 0.00% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | 0.00% |
| 0.90 R ISWP FWD GBL6M P 03/18/2025 | 0.00% |
| 1.80 R ISWP FWD US0003M P 01/15/2030 | 0.00% |
| 1.81875 R ISWP FWD US0003M P 01/13/2030 | 0.00% |
| 1.875 R ISWP FWD US0003M P 12/31/2029 | 0.00% |
| 1.95 R ISWP FWD NOKOIB6M P 03/18/2025 | 0.00% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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% |
| EUR/USD 03/18/2020 GSFX | 0.00% |
| JPY/USD 02/19/2020 GSFX | 0.00% |
| JPY/USD 02/19/2020 JPMCB | 0.00% |
| NZD/USD 01/15/2020 SSBT | 0.00% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.00% |
| -0.10 R ISWP FWD EUR006M P 03/18/2025 | 0.00% |
| -0.40 R ISWP FWD CHL6M P 03/18/2025 | 0.00% |
| 1.8765 R ISWP FWD US0003M P 12/31/2029 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.00% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.3082 12/11/2038 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 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 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 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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.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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.00% |
| CZK/USD 03/18/2020 BANKAM | 0.00% |
| EUR/USD 03/18/2020 TDBK | 0.00% |
| EUR/USD 03/18/2020 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% |
| HUF/USD 03/18/2020 SSBT | 0.00% |
| IDR/USD 02/19/2020 GSFX | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 02/19/2020 HSBCB | 0.00% |
| KRW/USD 02/19/2020 JPMCB | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | 0.00% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | 0.00% |
| SWPTN 2WX10Y R 1.81 USD 01/13/2020 CI | 0.00% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| THB/USD 02/19/2020 CITI | 0.00% |
| -0.10 R ISWP FWD CHL6M P 03/18/2030 | 0.00% |
| 1.00 R ISWP FWD AUDBB6M P 03/18/2025 | 0.00% |
| 1.10 R ISWP FWD GBL6M P 03/18/2030 | 0.00% |
| 1.40 R ISWP FWD AUDBB6M P 03/18/2030 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BAYC 2006-CD1A IO IO P/P 144A 00.0000 07/25/2023 | 0.00% |
| BAYC 2007-CD1A IO IO P/P 144A 00.0000 03/25/2021 | 0.00% |
| CAD/USD 01/15/2020 UBS | 0.00% |
| CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5198 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 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 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 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 JP | 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0007 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 00.6677 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0159 01/15/2049 | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.0763 12/10/2049 | 0.00% |
| ILS/USD 01/15/2020 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2997 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.0543 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1634 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1634 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 05.8113 12/15/2049 | 0.00% |
| NOK/USD 03/18/2020 BANKAM | 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 03/18/2020 BCAP-FX | 0.00% |
| SGD/USD 02/19/2020 JPMCB | 0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS | 0.00% |
| SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS | 0.00% |
| SWPTN 3MX2Y P 1.715 USD 01/10/2020 TD | 0.00% |
| SWPTN 5WX10Y R 1.598 USD 01/02/2020 MS | 0.00% |
| SWPTN 5WX10Y R 1.621 USD 01/06/2020 CI | 0.00% |
| SWPTN 5WX10Y R 1.668 USD 01/02/2020 MS | 0.00% |
| SWPTN 5WX10Y R 1.706 USD 01/06/2020 CI | 0.00% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.00% |
| WBCMT 2007-C34 IO IO 00.0852 05/15/2046 | 0.00% |
| 1.301 R ISWP FWD AUDBB6M P 12/18/2029 | -0.00% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| BRL/USD 02/04/2020 CITI | -0.00% |
| CLP/USD 01/15/2020 GSFX | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| GBP/USD 03/18/2020 HSBCB | -0.00% |
| GBP/USD 03/18/2020 WPAC | -0.00% |
| JPY/USD 02/19/2020 BANKAM | -0.00% |
| JPY/USD 02/19/2020 BCAP-FX | -0.00% |
| JPY/USD 02/19/2020 CITI | -0.00% |
| NOK/USD 03/18/2020 HSBCB | -0.00% |
| OPTN FN30 4.0 01/07/20 PUT 103.90625 JPMC | -0.00% |
| SEK/USD 03/18/2020 RBSF | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.00% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | -0.00% |
| SWPTN 2WX10Y P 1.99 USD 01/13/2020 CI | -0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.00% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| 1.001 R ISWP FWD AUDBB6M P 12/18/2024 | -0.00% |
| 1.15 R ISWP NFIX3MID P 08/07/2021 | -0.00% |
| 1.39 R ISWP NFIX3MID P 12/17/2024 | -0.00% |
| 1.70 R ISWP FWD US0003M P 03/18/2025 | -0.00% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.00% |
| CLP/USD 01/15/2020 CITI | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -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 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| DKK/USD 03/18/2020 CITI | -0.00% |
| JPY/USD 02/19/2020 SSBT | -0.00% |
| SEK/USD 03/18/2020 TDBK | -0.00% |
| SEK/USD 03/18/2020 UBS | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | -0.00% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| 0.712 R ISWP FWD GBL6M P 09/18/2021 | -0.00% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| 1.36 R ISWP NFIX3MID P 12/18/2024 | -0.00% |
| 1.3625 R ISWP NFIX3MID P 12/13/2024 | -0.00% |
| 1.801 R ISWP FWD CDOR03 P 12/18/2024 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 03/18/2020 SSBT | -0.00% |
| NOK/USD 03/18/2020 BCAP-FX | -0.00% |
| SEK/USD 03/18/2020 BANKAM | -0.00% |
| SWPTN 3MX10Y P 1.8055 USD 01/10/2020 TD | -0.00% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.00% |
| 0.401 R ISWP FWD EUR006M P 12/18/2049 | -0.00% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.00% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -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 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| NOK/USD 03/18/2020 JPMCB | -0.00% |
| PLN/USD 03/18/2020 BCAP-FX | -0.00% |
| SEK/USD 03/18/2020 GSFX | -0.00% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -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% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.00% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | -0.00% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| GBP/USD 03/18/2020 GSFX | -0.00% |
| GBP/USD 03/18/2020 SSBT | -0.00% |
| OPTN FN30 3.0 01/07/20 PUT 101.34375 JPMC | -0.00% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | -0.00% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.00% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| EUR/USD 03/18/2020 CITI | -0.01% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 1MX10Y R 1.8 USD 01/13/2020 UB | -0.01% |
| SWPTN 4WX10Y R 1.81875 USD 01/09/2020 GS | -0.01% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.01% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SEK/USD 03/18/2020 HSBCB | -0.01% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.01% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -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% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.01% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | -0.01% |
| BRL/USD 02/04/2020 BANKAM | -0.01% |
| EUR/USD 03/18/2020 BANKAM | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SEK/USD 03/18/2020 SSBT | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 5WX10Y P 1.868 USD 01/02/2020 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| OPTN FN30 3.5 01/07/20 PUT 102.8125 JPMC | -0.01% |
| 1.851 R ISWP FWD CDOR03 P 12/18/2029 | -0.01% |
| CHF/USD 03/18/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.01% |
| SEK/USD 03/18/2020 JPMCB | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CPTFEMU R 1.4 P 07/15/27 | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| MXN/USD 01/15/2020 BANKAM | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | -0.01% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.01% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.02% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | -0.02% |
| AUD/USD 01/15/2020 SSBT | -0.02% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.02% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.02% |
| 1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021 | -0.02% |
| 2.00 R ISWP FWD CDOR03 P 03/18/2025 | -0.02% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.02% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.02% |
| -0.351 R ISWP FWD EUR006M P 12/18/2024 | -0.02% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -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% |
| 2.001 R ISWP FWD CDOR03 P 12/18/2049 | -0.02% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | -0.02% |
| SWPTN 3MX5Y P 1.999 USD 03/17/2020 CI | -0.02% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | -0.02% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | -0.02% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -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% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | -0.03% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.03% |
| GBP/USD 03/18/2020 JPMCB | -0.03% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.03% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.03% |
| AUD/USD 01/15/2020 JPMCB | -0.03% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.03% |
| GBP/USD 03/18/2020 UBS | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.03% |
| ZAR/USD 01/15/2020 GSFX | -0.03% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.03% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.03% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.03% |
| CAD/USD 01/15/2020 BANKAM | -0.04% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.04% |
| 0.051 R ISWP FWD EUR006M P 12/18/2029 | -0.04% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.05% |
| UKRPI R 3.4425 P 07/15/49 | -0.05% |
| EUR/USD 03/18/2020 HSBCB | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.06% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.06% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.09% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.10% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.10% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.12% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.12% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.12% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.15% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.26% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.30% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2050 | -0.89% |
| EURO-SCHATZ FUT MAR20 DUH0 | -1.70% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2050 | -3.49% |
| JPN 10Y BOND(OSE) MAR20 JBH0 | -4.16% |
| US 2YR NOTE (CBT) MAR20 TUH0 | 4.64% |
|---|---|
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 2.66% |
| US 10YR NOTE (CBT)MAR20 TYH0 | 2.29% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.25% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2049 | 2.24% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | 2.18% |
| JAPAN (10 YEAR ISSUE) 01.0000 09/20/2021 | 1.88% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.73% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.66% |
| US ULTRA BOND CBT MAR20 WNH0 | 1.62% |
| EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 | 1.60% |
| US 5YR NOTE (CBT) MAR20 FVH0 | 1.54% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.31% |
| EURO-BUND FUTURE DEC19 RXZ9 | 1.30% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.29% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.23% |
| US LONG BOND(CBT) MAR20 USH0 | 1.16% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.09% |
| US 10YR ULTRA FUT MAR20 UXYH0 | 0.98% |
| GNMA GII30 TBA 04.5000 12/01/2049 | 0.90% |
| GNMA GII30 TBA 04.0000 01/01/2050 | 0.89% |
| GNMA GII30 TBA 03.0000 12/01/2049 | 0.89% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.84% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.81% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.76% |
| COMCAST CORP 03.4500 02/01/2050 | 0.73% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.72% |
| TREASURY BILL 00.0000 04/02/2020 | 0.71% |
| JAPAN (10 YEAR ISSUE) 00.1000 03/20/2027 | 0.69% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.68% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 0.68% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.67% |
| DBUBS 2011-LC3A D P/P 144A 05.5120 08/10/2044 | 0.67% |
| LONG GILT FUTURE MAR20 G H0 | 0.67% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.57% |
| BUONI POLIENNALI DEL TES 06.5000 11/01/2027 | 0.57% |
| BUONI POLIENNALI DEL TES 02.5000 12/01/2024 | 0.55% |
| JPMCC 2012-C8 D P/P 144A 04.8041 10/15/2045 | 0.55% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.55% |
| JPMCC 2012-C6 E P/P 144A 05.3290 05/15/2045 | 0.54% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.52% |
| BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 | 0.50% |
| EURO BUXL 30Y BND DEC19 UBZ9 | 0.49% |
| SAIL 2004-10 A10 02.6080 11/25/2034 | 0.48% |
| ONTARIO (PROVINCE OF) 03.1500 06/02/2022 | 0.48% |
| SPST 2019-7 A 02.4080 09/24/2020 | 0.47% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.46% |
| CFCRE 2011-C2 E P/P 144A 05.9326 12/15/2047 | 0.46% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.46% |
| BUONI POLIENNALI DEL TES 04.0000 09/01/2020 | 0.45% |
| CAS 2015-C04 2M2 07.2580 04/25/2028 | 0.45% |
| EURO-BOBL FUTURE DEC19 OEZ9 | 0.45% |
| GNMA GII30 TBA 03.5000 12/01/2049 | 0.44% |
| SPST 2019-3 A 02.4080 06/24/2020 | 0.43% |
| SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP | 0.43% |
| VERIZON COMM 04.3290 09/21/2028 | 0.41% |
| CAS 2016-C02 1M2 07.7080 09/25/2028 | 0.40% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.39% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.39% |
| STACR 2016-DNA3 M3 06.7080 12/25/2028 | 0.39% |
| CSMC 2016-NXSR C 04.5051 12/15/2049 | 0.37% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.37% |
| CSAIL 2015-C1 C 04.4163 04/15/2050 | 0.37% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2029 | 0.37% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.37% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.36% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.35% |
| MWST 2018-W1 A 02.5580 11/25/2051 | 0.34% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.34% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.34% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2030 | 0.34% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.33% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.33% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2023 | 0.33% |
| REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 | 0.33% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.32% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.32% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.32% |
| COMM 2014-CR17 C 04.9478 05/10/2047 | 0.32% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 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% |
| SWEDISH GOVERNMENT REGS 01.5000 11/13/2023 | 0.31% |
| MEX BONOS DESARR FIX RT 10.0000 12/05/2024 | 0.30% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.30% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.30% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.29% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.29% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.29% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.29% |
| FISERV INC 04.2000 10/01/2028 | 0.29% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.28% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.28% |
| SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP | 0.28% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.27% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.27% |
| WFRBS 2011-C2 D P/P 144A 05.8389 02/15/2044 | 0.27% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.27% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.27% |
| CANADIAN GOVERNMENT 00.5000 03/01/2022 | 0.27% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.26% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.26% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.26% |
| CAS 2017-C07 1EB2 02.7080 05/25/2030 | 0.26% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.26% |
| EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 | 0.26% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.26% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.26% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.25% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.25% |
| WAMU 2005-AR12 1A8 03.8769 10/25/2035 | 0.25% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.25% |
| HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 | 0.25% |
| TREASURY BILL 00.0000 03/12/2020 | 0.25% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.25% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.25% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.24% |
| SWITZERLAND REGS 02.0000 05/25/2022 | 0.24% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.24% |
| EMIR 2018-1 M1 03.4080 11/25/2028 | 0.24% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.24% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.24% |
| BMIR 2018-2A M1B P/P 144A 03.0580 08/25/2028 | 0.23% |
| IRISH TSY 5.4 2025 05.4000 03/13/2025 | 0.23% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.23% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.23% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.23% |
| CAN 10YR BOND FUT MAR20 CNH0 | 0.23% |
| WEC ENERGY GROUP INC 04.0224 05/15/2067 | 0.23% |
| POLAND GOVERNMENT BOND PLN 02.5000 01/25/2023 | 0.22% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.22% |
| GNMA GII30 BD1731 03.5000 01/20/2048 | 0.22% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.22% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.22% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.22% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.21% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.21% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.21% |
| TREASURY BILL 00.0000 05/21/2020 | 0.21% |
| GNR 2016-H23 NI IO 02.1562 10/20/2066 | 0.21% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.21% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.21% |
| GNMA 10000 BE3158 03.5000 11/20/2047 | 0.20% |
| STACR 2014-DN4 M3 06.2580 10/25/2024 | 0.20% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.20% |
| ZOETIS INC 03.9000 08/20/2028 | 0.20% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.20% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| AT&T INC 04.3000 02/15/2030 | 0.19% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.19% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.19% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.19% |
| WAMU 2005-AR9 A1C3 02.6680 07/25/2045 | 0.19% |
| AT&T INC 04.1000 02/15/2028 | 0.19% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.19% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.19% |
| GSMS 2010-C1 D P/P 144A 06.1974 08/10/2043 | 0.19% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2026 | 0.18% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.18% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.18% |
| CBS CORP 04.2000 06/01/2029 | 0.18% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.18% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.18% |
| TREASURY BILL 00.0000 02/20/2020 | 0.18% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.18% |
| GNR 2017-H02 BI IO 02.3175 01/20/2067 | 0.18% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.18% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.18% |
| CWALT 2006-OA7 1A2 03.2664 06/25/2046 | 0.18% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.18% |
| COMM 2014-CR18 C 04.8870 07/15/2047 | 0.18% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.18% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.18% |
| AON PLC USD 04.2500 12/12/2042 | 0.18% |
| BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 | 0.18% |
| COMM 2012-CR2 D P/P 144A 04.9920 08/15/2045 | 0.18% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.18% |
| CAS 2016-C03 1M2 07.0080 10/25/2028 | 0.18% |
| GNR 2015-H09 AI IO 02.4549 04/20/2065 | 0.18% |
| CWALT 2006-OA10 4A1 01.8980 08/25/2046 | 0.17% |
| GNR 2017-H04 BI IO 02.5248 02/20/2067 | 0.17% |
| GNMA GII30 BD1729 03.5000 01/20/2048 | 0.17% |
| LMAT 2019-GS7 A1 03.2500 06/25/2059 | 0.17% |
| MSBAM 2012-C5 E P/P 144A 04.8338 08/15/2045 | 0.17% |
| CAS 2017-C02 2ED3 03.0580 09/25/2029 | 0.17% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.17% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.17% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.17% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.17% |
| TREASURY BILL 00.0000 05/07/2020 | 0.17% |
| GNR 2017-H11 NI IO 02.2457 05/20/2067 | 0.16% |
| GNR 2015-H03 DI IO 02.2037 01/20/2065 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| WFCM 2013-LC12 C 04.4199 07/15/2046 | 0.16% |
| COMM 2012-CR2 AM 03.7910 08/15/2045 | 0.16% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.16% |
| COMM 2015-LC21 XA IO 00.9073 07/10/2048 | 0.16% |
| WAMU 2005-AR2 2A1B 02.0780 01/25/2045 | 0.16% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.16% |
| GNR 2016-H16 EI IO 02.3967 06/20/2066 | 0.16% |
| EQUINIX INC 05.3750 05/15/2027 | 0.15% |
| NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 | 0.15% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.15% |
| HELLENIC REPUBLIC REGS 03.4500 04/02/2024 | 0.15% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.15% |
| GNMA 10000 BC8223 03.5000 11/20/2047 | 0.15% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.15% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.15% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.15% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.15% |
| COMM 2014-UBS6 XA IO 01.0469 12/10/2047 | 0.15% |
| JPMBB 2014-C22 XA IO 01.0038 09/15/2047 | 0.15% |
| BONOS Y OBLIG DEL ESTADO 00.7500 07/30/2021 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.14% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.14% |
| VERIZON COMM 04.6720 03/15/2055 | 0.14% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.14% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.14% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.14% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.14% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.14% |
| GSMS 2013-GC10 XA IO 01.6498 02/10/2046 | 0.14% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.14% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.14% |
| JPMBB 2014-C22 C 04.7085 09/15/2047 | 0.14% |
| STACR 2014-HQ3 M3 06.4580 10/25/2024 | 0.14% |
| HCA INC 05.5000 06/15/2047 | 0.14% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.14% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.14% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.14% |
| CMLTI 2005-2 1A2A 04.7729 05/25/2035 | 0.14% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.14% |
| CCMFC 2006-4A A2 01.8880 11/25/2047 | 0.13% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.13% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.13% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.13% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.13% |
| MWST 2019-1 A 02.5080 06/25/2052 | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.13% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.13% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.13% |
| SAMI 2007-AR7 1A1 02.5580 05/25/2047 | 0.13% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.13% |
| UBSCM 2012-C1 C P/P 144A 05.7560 05/10/2045 | 0.13% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.13% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.13% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.13% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.13% |
| GNR 2016-H07 HI IO 02.2148 02/20/2066 | 0.13% |
| JPMBB 2013-C12 XA IO 00.6012 07/15/2045 | 0.13% |
| GSMS 2011-GC3 D P/P 144A 05.8244 03/10/2044 | 0.12% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| MSBAM 2012-C6 D P/P 144A 04.7614 11/15/2045 | 0.12% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.12% |
| FNR 2012-116 SA IO 05.4920 10/25/2042 | 0.12% |
| WFRBS 2013-C14 XA IO 00.8655 06/15/2046 | 0.12% |
| JPMCC 2013-C16 XA IO 01.1041 12/15/2046 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| CBS CORP 02.9000 01/15/2027 | 0.12% |
| BB&T CORPORATION 04.8000 12/31/2099 | 0.12% |
| CAS 2015-C01 1M2 06.0080 02/25/2025 | 0.12% |
| WAMU 2005-AR13 A1C3 02.1980 10/25/2045 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 | 0.12% |
| BUONI POLIENNALI DEL P/P REGS 04.0000 02/01/2037 | 0.12% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.12% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.12% |
| GNR 2016-H13 EI IO 02.3668 04/20/2066 | 0.12% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.12% |
| TREASURY BILL 00.0000 05/14/2020 | 0.12% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.12% |
| STACR 2014-HQ2 M3 05.4580 09/25/2024 | 0.12% |
| CGCMT 2014-GC19 D P/P 144A 05.2617 03/10/2047 | 0.12% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.12% |
| AMGEN INC 04.6630 06/15/2051 | 0.11% |
| FHMS K098 X1 IO 01.2705 08/25/2029 | 0.11% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.11% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.11% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.11% |
| JPMCC 2012-LC9 D P/P 144A 04.5825 12/15/2047 | 0.11% |
| AES CORP/THE 05.1250 09/01/2027 | 0.11% |
| VMWARE INC 03.9000 08/21/2027 | 0.11% |
| WFRBS 2012-C10 D P/P 144A 04.5825 12/15/2045 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.11% |
| GNR 2014-H12 BI IO 01.6245 05/20/2064 | 0.11% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.11% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.11% |
| BMIR 2019-4A M1C P/P 144A 04.2080 10/25/2029 | 0.11% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.11% |
| UBSCM 2017-C7 XA IO 01.2121 12/15/2050 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| MARM 2004-13 3A7 04.6997 11/21/2034 | 0.11% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.11% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.11% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.10% |
| REPUBLIC OF AUSTRIA P/P REGS 03.6500 04/20/2022 | 0.10% |
| WAMU 2005-AR1 A1B 02.4880 01/25/2045 | 0.10% |
| AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.10% |
| MSBAM 2014-C14 C 05.0993 02/15/2047 | 0.10% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.10% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.10% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.10% |
| FNR 2012-103 LS IO 04.2920 09/25/2042 | 0.10% |
| GNR 2015-H26 DI IO 01.5910 10/20/2065 | 0.10% |
| GNR 2017-H19 MI IO 02.0493 04/20/2067 | 0.10% |
| CAS 2015-C04 1M2 07.4080 04/25/2028 | 0.10% |
| CAS 2017-C01 1EB1 02.9580 07/25/2029 | 0.10% |
| GNR 2015-H26 EI IO 01.7825 10/20/2065 | 0.10% |
| GNR 2014-H21 AI IO 01.3585 10/20/2064 | 0.10% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.10% |
| NEW ZEALAND GOVERNMENT REGS 02.7500 04/15/2025 | 0.10% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.10% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.10% |
| TREASURY BILL 00.0000 04/09/2020 | 0.10% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| CWALT 2006-24CB A13 02.0580 08/25/2036 | 0.09% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.09% |
| CWALT 2006-OA19 A1 01.9036 02/20/2047 | 0.09% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.09% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.09% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.09% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.09% |
| HMIR 2018-1 M1 P/P 144A 03.3080 10/25/2028 | 0.09% |
| GNR 2015-H25 AI IO 01.6608 09/20/2065 | 0.09% |
| SAMI 2007-AR1 2A1 01.8880 01/25/2037 | 0.09% |
| WAMU 2005-AR10 1A3 04.1661 09/25/2035 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| GNMA 10000 BD1730 03.5000 01/20/2048 | 0.09% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.09% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.09% |
| NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.09% |
| GNR 2016-H20 NI IO 02.2572 09/20/2066 | 0.09% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.09% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.09% |
| RAMC 2003-4 A1 02.2280 03/25/2034 | 0.09% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.08% |
| GNR 2016-19 PI IO 04.0000 02/20/2046 | 0.08% |
| BMIR 2017-1 M1 P/P 144A 03.4080 10/25/2027 | 0.08% |
| BUMT 2005-1 1A1 02.3080 09/25/2045 | 0.08% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| MSC 2011-C3 D P/P 144A 05.4193 07/15/2049 | 0.08% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.08% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.08% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.08% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.08% |
| JPMBB 2015-C33 XA IO 01.1301 12/15/2048 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.08% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.08% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.08% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.08% |
| GNR 2016-77 SL IO 04.4264 03/20/2043 | 0.08% |
| CWALT 2006-OA10 1A1 03.2864 08/25/2046 | 0.08% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.08% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.08% |
| CARR 2006-NC2 A4 01.9480 06/25/2036 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| GNR 2016-H01 AI IO 01.8189 01/20/2066 | 0.07% |
| MSRR 2015-R4 CB1 02.6465 08/26/2047 | 0.07% |
| GNR 2010-171 SB IO 04.6875 12/16/2040 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.07% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.07% |
| WFMBS 2006-AR5 1A1 05.1832 04/25/2036 | 0.07% |
| WFRBS 2011-C4 E P/P 144A 05.3964 06/15/2044 | 0.07% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.07% |
| MLMI 2005-A2 A2 04.4618 02/25/2035 | 0.07% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.07% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.07% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.07% |
| GNR 2016-H25 GI IO 01.5531 11/20/2066 | 0.07% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.07% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.06% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.06% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2024 | 0.06% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.06% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.06% |
| NRZT 2018-4A A1M 02.6080 01/25/2048 | 0.06% |
| TREASURY BILL 00.0000 12/12/2019 | 0.06% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6936 12/15/2045 | 0.06% |
| WFCM 2016-LC25 XA IO 01.1417 12/15/2059 | 0.06% |
| CAS 2016-C01 1M2 08.4580 08/25/2028 | 0.06% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.06% |
| SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP | 0.06% |
| COMCAST CORP 03.9990 11/01/2049 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.06% |
| CAS 2016-C03 2M2 07.6080 10/25/2028 | 0.06% |
| EQUINIX INC 03.2000 11/18/2029 | 0.06% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.06% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.06% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.06% |
| TREASURY BILL 00.0000 12/05/2019 | 0.06% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.05% |
| FISERV INC 03.5000 07/01/2029 | 0.05% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2031 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.05% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.05% |
| CAS 2015-C02 1M2 05.7080 05/25/2025 | 0.05% |
| FHR 4076 MS IO 04.9346 07/15/2040 | 0.05% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.05% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.05% |
| STACR 2015-HQ2 M2 03.6580 05/25/2025 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.05% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.05% |
| COMM 2014-UBS6 C 04.5976 12/10/2047 | 0.05% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.05% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.05% |
| -0.35 R ISWP FWD EUR006M P 12/18/2024 | 0.05% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.05% |
| CPTFEMU P 1.71 R 07/15/37 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.05% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.05% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.04% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.04% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.04% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7781 12/10/2045 | 0.04% |
| CAS 2019-HRP1 M2 03.8580 11/25/2039 | 0.04% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| UKRPI P 3.665 R 12/15/28 | 0.04% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.04% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.04% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.04% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.04% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| CAS 2019-R01 2M2 04.1580 07/25/2031 | 0.04% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.04% |
| OPTN FN30 3.0 01/07/20 CALL 101.34375 JPMC | 0.04% |
| CAS 2018-C05 1M2 04.0580 01/25/2031 | 0.03% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.03% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2025 | 0.03% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| 1.4925 R ISWP US0003M P 10/04/2029 | 0.03% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.03% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.03% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.03% |
| AT&T INC. 03.8000 02/15/2027 | 0.03% |
| HCA INC 05.0000 03/15/2024 | 0.03% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.03% |
| ENERGY TRANSFER OPERATNG 06.2500 04/15/2049 | 0.03% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.03% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.03% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.03% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.03% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.03% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.03% |
| STACR 2019-DNA1 M2 04.3580 01/25/2049 | 0.03% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.03% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.03% |
| CAS 2015-C03 2M2 06.7080 07/25/2025 | 0.03% |
| CAS 2019-R02 1M2 04.0080 08/25/2031 | 0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2028 | 0.02% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.02% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| JPY/USD 02/19/2020 UBS | 0.02% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| FHR 3065 DC 14.5639 03/15/2035 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2032 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2033 | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| FNR 2010-46 SB IO 04.7420 05/25/2040 | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| 0.05 R ISWP FWD SES3M P 12/18/2024 | 0.02% |
| EUR/USD 12/18/2019 HSBCB | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| 1.00 R ISWP FWD NFIX3MID P 12/18/2024 | 0.02% |
| FNR 2006-8 HP 18.3040 03/25/2036 | 0.02% |
| FNR 2007-53 SP 17.9373 06/25/2037 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.02% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.02% |
| GBP/USD CALL 1.33 20200123 BANKAM | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | 0.02% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.02% |
| 1.30 R ISWP FWD NFIX3MID P 12/18/2029 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| OPTN FN30 3.5 12/05/19 CALL 102.53125 JPMC | 0.01% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| SWPTN 1MX10Y P 1.746 USD 12/23/2019 JP | 0.01% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.01% |
| SWPTN 1MX10Y R 1.5925 USD 12/27/2019 GS | 0.01% |
| 0.616 R ISWP FWD GBL6M P 09/18/2029 | 0.01% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | 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 CG | 0.01% |
| FHR 3249 PS 16.4492 12/15/2036 | 0.01% |
| GBP/USD 12/18/2019 BANKAM | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| RUB/USD 12/18/2019 BANKAM | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 0.40 R ISWP FWD SES3M P 12/18/2029 | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | 0.01% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | 0.01% |
| 2.86 R ISWP US0003M P 01/22/2020 | 0.01% |
| FHR 2990 LB 12.4335 06/15/2034 | 0.01% |
| FNR 2005-75 GS 15.1260 08/25/2035 | 0.01% |
| GBP/USD 12/18/2019 SSBT | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JPY/USD 02/19/2020 GSFX | 0.01% |
| JPY/USD 02/19/2020 JPMCB | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | 0.01% |
| 1.80 R ISWP FWD NOKOIB6M P 12/18/2029 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| CHF/USD 12/18/2019 JPMCB | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.01% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.01% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.01% |
| DELTA AIR LINES 2009 1A 07.7500 12/17/2019 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% |
| 0.801 R ISWP FWD GBL6M P 12/18/2029 | 0.01% |
| 1.655 R ISWP US0003M P 11/29/2029 | 0.01% |
| AUD/USD 01/15/2020 UBS | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.01% |
| FHR 3408 EK 18.6894 04/15/2037 | 0.01% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.01% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.01% |
| AUD/USD 01/15/2020 RBSF | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.00% |
| 1.50 R ISWP US0003M P 09/30/2024 | 0.00% |
| 1.85 R ISWP FWD CDOR03 P 12/18/2029 | 0.00% |
| AUD/USD 01/15/2020 SSBT | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8095 03/11/2039 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| STACR 2018-HQA2 M2 04.0080 10/25/2048 | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| UKRPI P 3.4025 R 03/15/28 | 0.00% |
| 1.30 R ISWP FWD AUDBB6M P 12/18/2029 | 0.00% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.00% |
| 1.53 R ISWP US0003M P 10/01/2024 | 0.00% |
| 1.6875 R ISWP CDOR03 P 10/09/2029 | 0.00% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.7770 09/15/2039 | 0.00% |
| STACR 2019-DNA2 M2 04.1580 03/25/2049 | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| 0.05 R ISWP FWD EUR006M P 12/18/2029 | 0.00% |
| 1.6675 R ISWP US0003M P 12/31/2029 | 0.00% |
| 1.668 R ISWP FWD US0003M P 01/06/2030 | 0.00% |
| 1.70 R ISWP FWD US0003M P 12/18/2029 | 0.00% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| CAD/USD 01/15/2020 BANKAM | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| EUR/USD 12/18/2019 CITI | 0.00% |
| GNR 2013-90 HI IO 03.5000 04/20/2040 | 0.00% |
| JPMCC 2006-CB17 X IO 00.8568 12/12/2043 | 0.00% |
| NZD/USD 01/15/2020 UBS | 0.00% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP | 0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.00% |
| SWPTN 5WX10Y R 1.668 USD 01/02/2020 MS | 0.00% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| AUD/USD 01/15/2020 WPAC | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.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.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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.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% |
| EUR/USD 12/18/2019 GSFX | 0.00% |
| EUR/USD 12/18/2019 SSBT | 0.00% |
| NOK/USD 12/18/2019 JPMCB | 0.00% |
| OPTN FN30 4.0 12/05/19 CALL 103.71875 JPMC | 0.00% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.00% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.00% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.00% |
| 1.001 R ISWP FWD AUDBB6M P 12/18/2024 | 0.00% |
| 1.15 R ISWP NFIX3MID P 08/07/2021 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| AUD/USD 01/15/2020 GSFX | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4989 12/11/2038 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.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 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 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CNH/USD 02/19/2020 HSBCB | 0.00% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.00% |
| CZK/USD 12/18/2019 BANKAM | 0.00% |
| DKK/USD 12/18/2019 CITI | 0.00% |
| EUR/NOK PUT 9.85 20200121 GSFX | 0.00% |
| EUR/USD 12/18/2019 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 12/18/2019 HSBCB | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX2Y P 1.715 USD 01/10/2020 TD | 0.00% |
| SWPTN 5WX5Y P 1.815 CAD 12/23/2019 TD | 0.00% |
| SWPTN 5WX5Y R 1.815 CAD 12/23/2019 TD | 0.00% |
| UKRPI P 3.34 R 02/15/28 | 0.00% |
| UKRPI P 3.3875 R 03/15/28 | 0.00% |
| 0.80 R ISWP FWD GBL6M P 12/18/2029 | 0.00% |
| 1.00 R ISWP FWD AUDBB6M P 12/18/2024 | 0.00% |
| 1.301 R ISWP FWD AUDBB6M P 12/18/2029 | 0.00% |
| 1.60 R ISWP FWD US0003M P 12/18/2024 | 0.00% |
| 1.801 R ISWP FWD CDOR03 P 12/18/2024 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BAYC 2006-CD1A IO IO P/P 144A 00.0000 07/25/2023 | 0.00% |
| BAYC 2007-CD1A IO IO P/P 144A 00.0000 03/25/2021 | 0.00% |
| BRL/USD 02/04/2020 CITI | 0.00% |
| CAD/USD 01/15/2020 HSBCB | 0.00% |
| CAD/USD 01/15/2020 RBSF | 0.00% |
| CAD/USD 01/15/2020 TDBK | 0.00% |
| CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7220 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 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 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 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 JP | 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CPURNSA R 1.703 P 11/29/24 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2093 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 00.8622 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0444 01/15/2049 | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2697 12/10/2049 | 0.00% |
| IDR/USD 02/19/2020 GSFX | 0.00% |
| ILS/USD 01/15/2020 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2998 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.3226 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.3551 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3551 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049 | 0.00% |
| MXN/USD 01/15/2020 BANKAM | 0.00% |
| NOK/USD 12/18/2019 BANKAM | 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 03/18/2020 GSFX | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 0.00% |
| SEK/USD 03/18/2020 SSBT | 0.00% |
| SGD/USD 02/19/2020 JPMCB | 0.00% |
| SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS | 0.00% |
| SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS | 0.00% |
| SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP | 0.00% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.00% |
| SWPTN 1YX30Y P 1.288 EUR 02/17/2020 JP | 0.00% |
| SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| THB/USD 02/19/2020 CITI | 0.00% |
| UKRPI P 3.381 R 11/15/24 | 0.00% |
| UKRPI P 3.385 R 11/15/24 | 0.00% |
| WBCMT 2007-C34 IO IO 00.0964 05/15/2046 | 0.00% |
| 0.401 R ISWP FWD EUR006M P 12/18/2049 | -0.00% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.00% |
| 2.001 R ISWP FWD CDOR03 P 12/18/2049 | -0.00% |
| CLP/USD 01/15/2020 GSFX | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 12/18/2019 RBSF | -0.00% |
| GBP/USD 12/18/2019 GSFX | -0.00% |
| HUF/USD 12/18/2019 SSBT | -0.00% |
| NOK/USD 03/18/2020 GSFX | -0.00% |
| NOK/USD 03/18/2020 SSBT | -0.00% |
| NOK/USD 12/18/2019 CITI | -0.00% |
| NOK/USD 12/18/2019 RBSF | -0.00% |
| NZD/USD 01/15/2020 HSBCB | -0.00% |
| OPTN FN30 4.0 12/05/19 PUT 103.71875 JPMC | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.00% |
| SWPTN 3MX10Y P 1.8055 USD 01/10/2020 TD | -0.00% |
| SWPTN 5WX10Y P 1.868 USD 01/02/2020 MS | -0.00% |
| SWPTN 5WX5Y P 1.545 USD 12/23/2019 TD | -0.00% |
| SWPTN 5WX5Y R 1.545 USD 12/23/2019 TD | -0.00% |
| UKRPI P 3.34 R 03/15/28 | -0.00% |
| 1.75 R ISWP FWD NOKOIB6M P 12/18/2024 | -0.00% |
| 1.851 R ISWP FWD CDOR03 P 12/18/2029 | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.00% |
| AUD/USD 01/15/2020 HSBCB | -0.00% |
| CAD/USD 01/15/2020 BCAP-FX | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -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 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.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 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CPURNSA R 1.71 P 11/21/24 | -0.00% |
| EUR/USD 12/18/2019 UBS | -0.00% |
| PLN/USD 12/18/2019 BCAP-FX | -0.00% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -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% |
| 0.051 R ISWP FWD EUR006M P 12/18/2029 | -0.00% |
| 0.712 R ISWP FWD GBL6M P 09/18/2021 | -0.00% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | -0.00% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 12/18/2019 BCAP-FX | -0.00% |
| EUR/USD 12/18/2019 CSI-FX | -0.00% |
| JPY/USD 02/19/2020 CITI | -0.00% |
| JPY/USD 02/19/2020 SSBT | -0.00% |
| SEK/USD 12/18/2019 BANKAM | -0.00% |
| SEK/USD 12/18/2019 HSBCB | -0.00% |
| SEK/USD 12/18/2019 RBSF | -0.00% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.00% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.00% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| CAD/USD 01/15/2020 CITI | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| NZD/USD 01/15/2020 CITI | -0.00% |
| NZD/USD 01/15/2020 SSBT | -0.00% |
| OPTN FN30 3.5 12/05/19 PUT 102.53125 JPMC | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.00% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| JPY/USD 02/19/2020 BCAP-FX | -0.00% |
| KRW/USD 02/19/2020 JPMCB | -0.00% |
| SWPTN 1MX10Y P 1.8675 USD 12/27/2019 GS | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| AUD/USD 01/15/2020 JPMCB | -0.01% |
| BRL/USD 02/04/2020 BANKAM | -0.01% |
| CLP/USD 01/15/2020 CITI | -0.01% |
| NZD/USD 01/15/2020 BCAP-FX | -0.01% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 1MX10Y R 1.586 USD 12/23/2019 JP | -0.01% |
| SWPTN 5WX10Y R 1.598 USD 01/02/2020 MS | -0.01% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NZD/USD 01/15/2020 GSFX | -0.01% |
| SEK/USD 12/18/2019 JPMCB | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| 1.7505 R ISWP US0003M P 11/01/2029 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| GBP/USD CALL 1.36 20200123 BANKAM | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| -0.65 R ISWP FWD CHL6M P 12/18/2024 | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% |
| 1.80 R ISWP FWD CDOR03 P 12/18/2024 | -0.01% |
| CAD/USD 01/15/2020 SSBT | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| EUR/USD 12/18/2019 JPMCB | -0.01% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.01% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.01% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -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% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.01% |
| NZD/USD 01/15/2020 JPMCB | -0.01% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| -0.35 R ISWP FWD CHL6M P 12/18/2029 | -0.01% |
| -0.351 R ISWP FWD EUR006M P 12/18/2024 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 1MX10Y R 1.6675 USD 12/27/2019 GS | -0.01% |
| SWPTN 2YX5Y R 1.3 USD 08/27/2021 UB | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.01% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | -0.01% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% |
| NOK/USD 12/18/2019 GSFX | -0.02% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | -0.02% |
| 1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| ZAR/USD 01/15/2020 GSFX | -0.02% |
| 0.75 R ISWP FWD GBL6M P 12/18/2024 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| 1.396 R ISWP US0003M P 10/04/2024 | -0.02% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | -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% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.02% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.02% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.02% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.02% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -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 2YX5Y P 1.3 USD 08/27/2021 UB | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.03% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.03% |
| OPTN FN30 3.0 01/07/20 PUT 101.34375 JPMC | -0.03% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.03% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.04% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.04% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.04% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.04% |
| GBP/USD 12/18/2019 UBS | -0.04% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.04% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.04% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.05% |
| GBP/USD 12/18/2019 JPMCB | -0.06% |
| UKRPI R 3.4425 P 07/15/49 | -0.06% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.06% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.06% |
| 1.675 R ISWP US0003M P 10/04/2049 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.07% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.09% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.10% |
| SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP | -0.11% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.13% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.16% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.16% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.16% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.16% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.31% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.31% |
| SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP | -0.34% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2049 | -0.90% |
| EURO-SCHATZ FUT DEC19 DUZ9 | -1.91% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2049 | -3.54% |
| JPN 10Y BOND(OSE) DEC19 JBZ9 | -4.22% |
Fixed income statistics as of 02/29/20
| Average effective maturity | 8.82 yrs. |
|---|---|
| Average effective duration | 5.30 yrs. |
| Average yield to maturity | 2.06% |
| Average coupon | 3.40% |
Sector weightings as of 02/29/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| International Treasury/agency | 29.99% | 2.82 | 0.00% | -0.02 | 29.99% | 2.80 |
| Investment-grade corporate bonds | 23.49% | 2.00 | 0.00% | 0.00 | 23.49% | 2.00 |
| Commercial MBS | 10.05% | 0.29 | 3.72% | 0.05 | 13.77% | 0.34 |
| Residential MBS (non-agency) | 8.02% | 0.21 | 0.00% | 0.00 | 8.02% | 0.21 |
| Emerging-market bonds | 6.59% | 0.40 | 0.00% | 0.00 | 6.59% | 0.40 |
| Agency pass-through | 0.84% | 0.04 | 4.19% | 0.13 | 5.03% | 0.17 |
| Agency CMO | 4.62% | 0.15 | 0.05% | 0.00 | 4.67% | 0.15 |
| Asset-backed securities (ABS) | 2.17% | 0.02 | 0.00% | 0.00 | 2.17% | 0.02 |
| High-yield corporate bonds | 1.59% | 0.06 | 0.00% | 0.00 | 1.59% | 0.06 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -1.17 | 0.00% | -1.17 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 0.79 | 0.00% | 0.79 |
| Net cash | 12.64% | 0.00 | 0.00% | 0.00 | 12.64% | 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 02/29/20
| 0 - 1 yr. | 11.32% |
|---|---|
| 1 - 5 yrs. | 39.49% |
| 5 - 10 yrs. | 29.57% |
| 10 - 15 yrs. | 4.46% |
| Over 15 yrs. | 15.16% |
Quality rating as of 02/29/20
| AAA | 18.16% |
|---|---|
| AA | 9.38% |
| A | 28.58% |
| BBB | 27.34% |
| BB | 3.86% |
| B | 1.19% |
| CCC and Below | 1.36% |
| Not Rated | 10.13% |
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. 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 02/29/20
| United States | 58.61% |
|---|---|
| Japan | 12.59% |
| France | 3.78% |
| Canada | 3.14% |
| Italy | 3.05% |
| United Kingdom | 2.66% |
| Spain | 2.32% |
| Supra-Nation | 1.80% |
| Mexico | 1.36% |
| Other | 10.69% |
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† | 1.22% | 1.97% | 1.97% | 1.47% | 0.86% | 0.79% | 0.97% |
† 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 02/28/21
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. 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.