Prior to April 30, 2018, the fund was known as Putnam Absolute Return 300 Fund.
Fixed Income Absolute Return Fund (Class Y) (PYTRX)
Seeks positive returns with a similar level of volatility
Highlights
Objective
The fund seeks positive total return.
Strategy and process
- Global diversification: The fund can invest across global fixed-income sectors and can adjust dynamically as opportunities change.
- Independent of indexes:The portfolio managers have the flexibility to mitigate a variety of risks, and are not constrained by traditional benchmarks.
- Risk hedging: The fund's hedging and market neutral strategies can offer volatility dampening benefits to client portfolios.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$9.87
0.00% | $0.00 |
$9.87
11/13/19 |
$9.42
12/27/18 |
Consistency of positive performance over five years
Performance shown does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please click on the performance tab.
3.74%
Best 5-year annualized return
(for period ending 03/31/14)
0.21%
Worst 5-year annualized return
(for period ending 03/31/16)
2.29%
Average 5-year annualized return
Fund facts as of 10/31/19
Total net assets
$565.17M
$565.17M
Turnover (fiscal year end)
532%
532%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1101
1101
Fiscal year-end
October
October
CUSIP / Fund code
746764323 / 1864
746764323 / 1864
Inception date
12/23/08
12/23/08
Category
Absolute Return
Absolute Return
Open to new investors
Ticker
PYTRX
PYTRX
Management team
Chief Investment Officer, Fixed Income
Portfolio Manager
Co-Head of Fixed Income
Co-Head of Fixed Income
Manager commentary | Q3 2019
Why corporate credit performed well
Bill Kohli, Chief Investment Officer, Fixed Income, identifies the securities that drove recent performance in non-benchmark strategies.
Literature
Performance
Total return (%) as of 09/30/19
Annual performance as of 09/30/19
Annualized Total return (%) as of 09/30/19
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 5.33% | 5.16% | 2.69% | 2.82% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofAML U.S. Treasury Bill Index | 2.46% | 1.54% | 1.00% | 0.56% |
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 Putnam Multi-Asset Absolute Return Fund, 4.00% and 3.25% for income funds and 2.25% and 0.75% for 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, which is 3% in the first year, declining to 1% in the fourth 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). 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 and M shares of Putnam money market funds have no initial sales charge. For a portion of the periods, some funds had expense limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 10/31/19 | 0.23% | - | |
| YTD as of 11/13/19 | 8.29% | - | |
Yield
| Distribution rate before sales charge as of 11/13/19 |
4.01% |
|---|---|
| Distribution rate after sales charge as of 11/13/19 |
4.01% |
| 30-day SEC yield as of 10/31/19 | 3.50% |
Volatility as of 09/30/19
| Standard deviation (3 yrs.) | 2.09% |
|---|
Morningstar Ratings™ as of 09/30/19
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 279 | |
| 3 yrs. | 279 | |
| 5 yrs. | 213 | |
| 10 yrs. | 74 |
Distributions
| Record/Ex dividend date | 10/17/19 |
|---|---|
| Payable date | 10/21/19 |
| Income | $0.033 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Net cash | 21.25% |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 10/01/2049 | 15.68% |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2049 | 10.13% |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2049 | 9.88% |
| Gnma Gii30 Tba 04.5000 10/01/2049 | 2.06% |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | 0.93% |
| Apple 02.0000 05/06/2020 | 0.79% |
| Msbam 2013-C10 E P/P 144a 04.2179 07/15/2046 | 0.71% |
| Fnr 2017-74 Io 03.7316 10/25/2047 | 0.69% |
| Commonwealth Bk Aust P/P 144a 02.2000 11/09/2020 | 0.66% |
| Top 10 holdings, percent of portfolio | 62.78% |
| Top 10 holdings as of 09/30/19 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 03.0000 10/01/2049 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2049 | |
| Gnma Gii30 Tba 04.5000 10/01/2049 | |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | |
| Apple 02.0000 05/06/2020 | |
| Msbam 2013-C10 E P/P 144a 04.2179 07/15/2046 | |
| Fnr 2017-74 Io 03.7316 10/25/2047 | |
| Commonwealth Bk Aust P/P 144a 02.2000 11/09/2020 | |
| Holdings represent 62.78% of portfolio | |
| Top 10 holdings as of 08/31/19 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 03.0000 09/01/2049 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2049 | |
| Gnma Gii30 Tba 04.5000 09/01/2049 | |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | |
| Spst 2018-5 A 02.8453 09/24/2019 | |
| Apple 02.0000 05/06/2020 | |
| Msbam 2013-C10 E P/P 144a 04.2180 07/15/2046 | |
| Fnr 2017-8 Sb Io 03.9548 02/25/2047 | |
| Holdings represent 61.28% of portfolio | |
| Top 10 holdings as of 07/31/19 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 03.0000 08/01/2049 | |
| Fnma Fn30 Tba Umbs 03.5000 08/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 08/01/2049 | |
| Gnma Gii30 Tba 04.5000 08/01/2049 | |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | |
| Spst 2018-5 A 03.1296 09/24/2019 | |
| Apple 02.0000 05/06/2020 | |
| Msbam 2013-C10 E P/P 144a 04.0821 07/15/2046 | |
| Commonwealth Bk Aust P/P 144a 02.2000 11/09/2020 | |
| Holdings represent 56.20% of portfolio | |
| Top 10 holdings as of 06/30/19 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 03.5000 08/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 08/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2049 | |
| Gnma Gii30 Tba 04.5000 07/01/2049 | |
| Fnma Fn30 Tba Umbs 03.0000 08/01/2049 | |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | |
| Spst 2018-5 A 03.1296 09/24/2019 | |
| Apple 02.0000 05/06/2020 | |
| Msbam 2013-C10 E P/P 144a 04.2183 07/15/2046 | |
| Holdings represent 43.15% of portfolio | |
| FNMA FN30 TBA UMBS 03.0000 12/01/2049 | 15.45% |
|---|---|
| 90DAY EURO$ FUTR MAR20 EDH0 | 15.15% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2049 | 9.99% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2049 | 9.73% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 4.13% |
| US 2YR NOTE (CBT) DEC19 TUZ9 | 2.63% |
| GNMA GII30 TBA 04.5000 11/01/2049 | 1.11% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.90% |
| APPLE INC 02.0000 05/06/2020 | 0.77% |
| MSBAM 2013-C10 E P/P 144A 04.0817 07/15/2046 | 0.70% |
| FNR 2017-74 SA IO 03.9273 10/25/2047 | 0.68% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.64% |
| FNR 2017-8 SB IO 04.2773 02/25/2047 | 0.62% |
| TREASURY BILL 00.0000 03/12/2020 | 0.61% |
| CWALT 2005-59 1A1 02.1803 11/20/2035 | 0.61% |
| SPST 2018-8 A 02.7459 02/24/2020 | 0.59% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.59% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.58% |
| FHR 3852 NT 04.0788 05/15/2041 | 0.57% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.57% |
| GNMA GII30 TBA 04.0000 11/01/2049 | 0.55% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.55% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2028 | 0.54% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.53% |
| TREASURY BILL 00.0000 04/02/2020 | 0.53% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.51% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.51% |
| ALPHABET INC 03.6250 05/19/2021 | 0.50% |
| SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP | 0.50% |
| SPST 2019-3 A 02.7459 06/24/2020 | 0.50% |
| SPST 2019-7 A 02.7459 09/24/2020 | 0.48% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.44% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2029 | 0.44% |
| US ULTRA BOND CBT DEC19 WNZ9 | 0.44% |
| DBUBS 2011-LC3A D P/P 144A 05.3341 08/10/2044 | 0.43% |
| JPMCC 2012-C8 D P/P 144A 04.6519 10/15/2045 | 0.42% |
| WESTPAC BANKING CORP USD 02.6500 01/25/2021 | 0.41% |
| CAS 2016-C02 1B 14.0728 09/25/2028 | 0.40% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.40% |
| CWALT 2006-OA7 1A2 03.3299 06/25/2046 | 0.40% |
| TREASURY BILL 00.0000 11/07/2019 | 0.37% |
| MSBAM 2013-C10 F P/P 144A 04.0817 07/15/2046 | 0.37% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.36% |
| CITIBANK NA 03.0500 05/01/2020 | 0.36% |
| TREASURY BILL 00.0000 11/14/2019 | 0.36% |
| BANK 2017-BNK9 XA IO 00.8138 11/15/2054 | 0.36% |
| WFCM 2013-LC12 D P/P 144A 04.2847 07/15/2046 | 0.36% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.35% |
| STACR 2015-DNA3 B 11.1728 04/25/2028 | 0.35% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.35% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.35% |
| BACM 2005-1 B 05.5036 11/10/2042 | 0.34% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.34% |
| MEAD JOHNSON NUTRITION C 03.0000 11/15/2020 | 0.34% |
| FNR 2011-53 ST IO 04.0973 06/25/2041 | 0.33% |
| SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP | 0.33% |
| SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP | 0.32% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2030 | 0.32% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.32% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.32% |
| GNR 2016-H13 IK IO 02.6174 06/20/2066 | 0.32% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.32% |
| COMM 2014-CR17 C 04.7862 05/10/2047 | 0.32% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.32% |
| TREASURY BILL 00.0000 12/12/2019 | 0.31% |
| MSBAM 2013-C13 XA IO 00.9877 11/15/2046 | 0.31% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.30% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.30% |
| WFRBS 2012-C10 D P/P 144A 04.4349 12/15/2045 | 0.30% |
| COMM 2013-CR11 XA IO 00.9315 08/10/2050 | 0.30% |
| HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 | 0.30% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.29% |
| GSMS 2014-GC22 C 04.6909 06/10/2047 | 0.29% |
| FNR 2013-130 SD IO 04.7773 01/25/2044 | 0.29% |
| WFRBS 2013-C15 D P/P 144A 04.4938 08/15/2046 | 0.29% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.29% |
| HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 | 0.28% |
| WFRBS 2012-C7 D P/P 144A 04.8139 06/15/2045 | 0.28% |
| BSCMS 2007-T26 AJ 05.4502 01/12/2045 | 0.28% |
| JPMBB 2013-C14 D P/P 144A 04.7019 08/15/2046 | 0.28% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.28% |
| GNR 2018-H05 AI IO 02.4185 02/20/2068 | 0.28% |
| PFIZER INC 01.7000 12/15/2019 | 0.28% |
| SCIENTIFIC GAMES TLB5 L+275 04.5359 08/14/2024 | 0.28% |
| FNR 2016-60 LS IO 04.2773 09/25/2046 | 0.27% |
| COMM 2014-CR17 D P/P 144A 04.8500 05/10/2047 | 0.27% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.27% |
| BSCMS 2006-PW11 B P/P 144A 05.7745 03/11/2039 | 0.26% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.26% |
| GNR 2017-H06 BI IO 02.3452 02/20/2067 | 0.26% |
| FNR 2015-19 SA IO 04.3773 04/25/2045 | 0.26% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.26% |
| FNR 2017-108 SA IO 04.3273 01/25/2048 | 0.26% |
| WFCM 2016-BNK1 XA IO 01.7673 08/15/2049 | 0.25% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.25% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.25% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.25% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.24% |
| FNR 2016-88 SK IO 04.1773 12/25/2046 | 0.24% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.24% |
| CAS 2015-C04 1M2 07.5228 04/25/2028 | 0.24% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.24% |
| MORGAN STANLEY 02.7500 05/19/2022 | 0.24% |
| ORACLE CORP 02.5000 05/15/2022 | 0.24% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.24% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.24% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.24% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.24% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.23% |
| CINEWORLD TLB L+225 04.0359 02/28/2025 | 0.23% |
| MWST 2019-1 A 02.6228 06/25/2052 | 0.23% |
| GNR 2015-H19 NI IO 01.9189 07/20/2065 | 0.23% |
| STACR 2015-DNA1 B 11.0228 10/25/2027 | 0.23% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.23% |
| COMM 2015-LC21 XA IO 00.7650 07/10/2048 | 0.23% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.23% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.23% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.23% |
| GNR 2017-H16 BI IO 02.4243 08/20/2067 | 0.22% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.22% |
| LENNAR CORP 05.8750 11/15/2024 | 0.22% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.22% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.22% |
| HELLENIC REPUBLIC REGS 03.4500 04/02/2024 | 0.22% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.22% |
| GNR 2019-121 DS IO 04.2536 08/20/2049 | 0.22% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.22% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.2500 09/15/2022 | 0.22% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.22% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.21% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.21% |
| CAS 2016-C03 1B 13.5728 10/25/2028 | 0.21% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 | 0.21% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.21% |
| CAS 2016-C03 2M2 07.7228 10/25/2028 | 0.21% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.21% |
| GNR 2016-121 JS IO 04.2536 09/20/2046 | 0.21% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.20% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.20% |
| SPST 2019-WL1 A 02.4728 08/25/2052 | 0.20% |
| UBSBB 2013-C5 XA IO P/P 144A 00.9533 03/10/2046 | 0.20% |
| ANTERO RESOURCES COR 05.6250 06/01/2023 | 0.20% |
| JPMBB 2014-C24 XA IO 00.9323 11/15/2047 | 0.20% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.19% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.19% |
| FNR 2016-65 CS IO 04.2773 09/25/2046 | 0.19% |
| GNR 2018-91 SJ IO 04.4036 07/20/2048 | 0.19% |
| HELLENIC REPUBLIC P/P REGS 03.3750 02/15/2025 | 0.19% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.19% |
| US BANCORP 02.6250 01/24/2022 | 0.19% |
| ADS WASTE TLB L+225 03.9300 11/10/2023 | 0.19% |
| QUIKRETE TLB L+275 04.5359 11/15/2023 | 0.19% |
| WFRBS 2012-C10 E P/P 144A 04.4349 12/15/2045 | 0.19% |
| GNR 2016-H23 NI IO 02.1442 10/20/2066 | 0.19% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.19% |
| MWST 2018-W1 A 02.6728 11/25/2051 | 0.19% |
| STACR 2018-HQA1 B1 06.1728 09/25/2030 | 0.19% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.19% |
| COMM 2014-CR20 XA IO 01.0349 11/10/2047 | 0.18% |
| GNR 2015-H15 JI IO 01.9835 06/20/2065 | 0.18% |
| GOLDEN NUGGET TL L+275 04.6866 10/04/2023 | 0.18% |
| BANK 2018-BN10 XA IO 00.7415 02/15/2061 | 0.18% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.18% |
| INTELSAT S.A. TLB3 L+375 05.6820 11/27/2023 | 0.18% |
| PPD TL L+250 04.2859 08/18/2022 | 0.18% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.18% |
| CAS 2018-C03 1M2 03.9728 10/25/2030 | 0.18% |
| FNR 2011-4 CS 09.2545 05/25/2040 | 0.18% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.18% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.18% |
| BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 | 0.18% |
| JPMBB 2014-C25 D P/P 144A 03.9549 11/15/2047 | 0.18% |
| ALTICE USA TLB L+225 04.1713 01/15/2026 | 0.17% |
| CAS 2018-C02 2M2 04.0228 08/25/2030 | 0.17% |
| MESSER INDUST TLB L+250 04.6044 03/01/2026 | 0.17% |
| GNR 2018-H13 NI IO 02.4675 08/20/2068 | 0.17% |
| CARR 2006-NC2 A4 02.0628 06/25/2036 | 0.17% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.17% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.17% |
| SOUTHERN COPPER CORP USD 05.8750 04/23/2045 | 0.17% |
| STACR 2015-DNA2 B 09.3728 12/25/2027 | 0.17% |
| AHM 2007-1 GA1C 02.0128 05/25/2047 | 0.17% |
| CGCMT 2014-GC19 D P/P 144A 05.0921 03/10/2047 | 0.17% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.17% |
| RESTAURANT BRANDS TLB L+225 04.0359 02/17/2024 | 0.17% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.17% |
| WIDEOPENWEST TLB L+325 05.0543 08/19/2023 | 0.17% |
| GNR 2015-H25 AI IO 01.6179 09/20/2065 | 0.17% |
| GNR 2016-H02 BI IO 02.0392 11/20/2065 | 0.17% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.17% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.17% |
| WFCM 2014-LC16 XA IO 01.1140 08/15/2050 | 0.17% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.16% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.16% |
| COMM 2014-CR19 XA IO 01.0333 08/10/2047 | 0.16% |
| GNR 2015-H25 EI IO 01.8627 10/20/2065 | 0.16% |
| JPMBB 2014-C18 C 04.8124 02/15/2047 | 0.16% |
| TRANSDIGM INC TLF L+250 04.2859 06/09/2023 | 0.16% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.16% |
| GNR 2018-H02 EI IO 02.4132 01/20/2068 | 0.16% |
| MSBAM 2013-C12 E P/P 144A 04.7655 10/15/2046 | 0.16% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7152 11/15/2045 | 0.16% |
| GNR 2015-H09 BI IO 01.7045 03/20/2065 | 0.16% |
| IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 | 0.16% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.16% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.16% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.16% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.16% |
| TREASURY BILL 00.0000 11/21/2019 | 0.16% |
| CSAIL 2015-C1 D P/P 144A 03.7740 04/15/2050 | 0.16% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.16% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.16% |
| GNR 2010-125 SD IO 04.7893 01/16/2040 | 0.16% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.16% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.16% |
| CMLTI 2007-AMC3 A2D 02.1728 03/25/2037 | 0.16% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.16% |
| SPST 2019-11 A 02.5718 10/24/2020 | 0.16% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.16% |
| STACR 2016-DNA1 B 11.8228 07/25/2028 | 0.15% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.15% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.15% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.15% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.15% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.15% |
| STARS GROUP TLB L+350 05.6044 07/10/2025 | 0.15% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.15% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.15% |
| RALI 2006-QO5 1A1 02.0378 05/25/2046 | 0.15% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.15% |
| MSBAM 2014-C14 C 04.9350 02/15/2047 | 0.15% |
| PNC BANK NA 02.0000 05/19/2020 | 0.15% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.15% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.15% |
| COMM 2014-UBS6 XA IO 00.9210 12/10/2047 | 0.15% |
| FNR 2018-86 DS IO 04.2773 12/25/2048 | 0.15% |
| PFIZER INC 01.9500 06/03/2021 | 0.15% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.15% |
| FHR 4922 SB IO 04.1288 04/25/2049 | 0.15% |
| MSC 2016-UB12 XA IO 00.7815 12/15/2049 | 0.15% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.15% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.15% |
| JPMCC 2013-C10 XA IO 00.9843 12/15/2047 | 0.15% |
| CSC HOLDINGS TLB L+225 04.1713 07/17/2025 | 0.14% |
| COMM 2015-CR23 XA IO 00.9319 05/10/2048 | 0.14% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.14% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.14% |
| CWALT 2005-27 1A1 02.5527 08/25/2035 | 0.14% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.14% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.14% |
| UBSCM 2017-C7 XA IO 01.0604 12/15/2050 | 0.14% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.14% |
| CALPINE CONS FIN TL L+250 04.2859 01/15/2025 | 0.14% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.14% |
| GNR 2016-77 SC IO 04.2536 10/20/2045 | 0.14% |
| MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 | 0.14% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.14% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.14% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.14% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.14% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.14% |
| CSAIL 2015-C1 XA IO 00.8612 04/15/2050 | 0.14% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.14% |
| FNR 2016-83 BS IO 04.2773 11/25/2046 | 0.14% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.14% |
| CALPINE CORP P/P 144A 06.0000 01/15/2022 | 0.14% |
| WFCM 2013-LC12 C 04.2847 07/15/2046 | 0.14% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.13% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.13% |
| CHARTER COMM TLB2 L+175 03.6391 02/01/2027 | 0.13% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.13% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.13% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.13% |
| MSBAM 2014-C15 D P/P 144A 04.9099 04/15/2047 | 0.13% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.13% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.13% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.13% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.13% |
| GNR 2016-H22 AI IO 02.0456 10/20/2066 | 0.13% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2026 | 0.13% |
| WFCM 2015-NXS3 B 04.4867 09/15/2057 | 0.13% |
| BRAND ENERGY TL L+425 06.2356 06/21/2024 | 0.13% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.13% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% |
| HELLENIC REPUBLIC REGS 03.9000 01/30/2033 | 0.12% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.12% |
| WFRBS 2011-C4 D P/P 144A 05.2301 06/15/2044 | 0.12% |
| BERRY PLASTICS TLW L+200 03.9403 10/01/2022 | 0.12% |
| GSMS 2014-GC18 XA IO 01.0180 01/10/2047 | 0.12% |
| AES CORP/THE 05.1250 09/01/2027 | 0.12% |
| TREASURY BILL 00.0000 01/02/2020 | 0.12% |
| MSBAM 2015-C26 XA IO 01.0298 10/15/2048 | 0.12% |
| RACKSPACE HOSTING INC L+300 04.9021 11/03/2023 | 0.12% |
| UNIVISION TLC5 L+275 04.5359 03/15/2024 | 0.12% |
| GNR 2016-H08 AI IO 01.9100 08/20/2065 | 0.12% |
| GSMS 2015-GC30 XA IO 00.8217 05/10/2050 | 0.12% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.12% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.12% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.12% |
| UBSC 2011-C1 D P/P 144A 06.0505 01/10/2045 | 0.12% |
| GNR 2015-H28 DI IO 01.5643 08/20/2065 | 0.12% |
| CGCMT 2014-GC19 X IO 01.1544 03/10/2047 | 0.12% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.12% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| GATES GLOBAL TLB L+275 04.5359 03/31/2024 | 0.12% |
| MSBAM 2012-C6 D P/P 144A 04.6080 11/15/2045 | 0.12% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.12% |
| WAMU 2005-AR14 1A2 04.1045 12/25/2035 | 0.12% |
| HILTON TLB L+175 03.5728 06/21/2026 | 0.11% |
| HVMLT 2005-2 1A 02.3664 05/19/2035 | 0.11% |
| VICI PROPERTIES TL L+200 03.8503 12/22/2024 | 0.11% |
| CPTFEMU P 1.71 R 07/15/37 | 0.11% |
| GNR 2014-H14 CI IO 01.5903 07/20/2064 | 0.11% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.11% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.11% |
| CMLTI 2007-AR5 1A1A 04.7144 04/25/2037 | 0.11% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.11% |
| CFCRE 2016-C4 XA IO 01.7120 05/10/2058 | 0.11% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.11% |
| ELDORADO RESORTS TLB L+225 04.1051 04/17/2024 | 0.10% |
| LENNAR CORP 04.7500 11/15/2022 | 0.10% |
| CWALT 2006-OA10 2A1 02.0128 08/25/2046 | 0.10% |
| GFL ENVIRONMENTAL TLB L+300 04.7859 05/31/2025 | 0.10% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.10% |
| VISTRA ENERGY TLB1 L+200 03.7859 08/04/2023 | 0.10% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.10% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.10% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.10% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.10% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2036 | 0.10% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.10% |
| SWPTN 3MX5Y P 1.3 USD 12/05/2019 CI | 0.10% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.10% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% |
| GNR 2015-H10 EI IO 01.6300 04/20/2065 | 0.10% |
| COMM 2015-CR22 XA IO 00.9471 03/10/2048 | 0.10% |
| GNR 2017-H03 DI IO 02.1743 12/20/2066 | 0.10% |
| GSMS 2014-GC24 D P/P 144A 04.5336 09/10/2047 | 0.10% |
| VOLT 2018-NPL5 A1B P/P 144A 04.7037 08/25/2048 | 0.10% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.10% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.10% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.10% |
| WAMU 2005-AR10 1A3 04.1917 09/25/2035 | 0.10% |
| GNR 2015-H18 IA IO 01.8396 06/20/2065 | 0.10% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.10% |
| DISH DBS CORP 05.1250 05/01/2020 | 0.09% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.09% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.09% |
| CAS 2017-C02 2B1 07.3228 09/25/2029 | 0.09% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.09% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.09% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.09% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.09% |
| MSC 2012-C4 E P/P 144A 05.4194 03/15/2045 | 0.09% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% |
| GNR 2017-H11 NI IO 02.2671 05/20/2067 | 0.09% |
| KINROSS GOLD CORP USD 05.9500 03/15/2024 | 0.09% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.09% |
| CGCMT 2014-GC21 X IO 01.1808 05/10/2047 | 0.09% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.09% |
| GRIFOLS TLB L+225 03.9300 01/31/2025 | 0.09% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.08% |
| CWALT 2006-OA7 1A1 03.0629 06/25/2046 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.08% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.08% |
| JPMCC 2007-CB20 E P/P 144A 06.1834 02/12/2051 | 0.08% |
| JPMORGAN CHASE & CO 02.2500 01/23/2020 | 0.08% |
| SAMI 2006-AR7 A1A 02.0328 08/25/2036 | 0.08% |
| SPRINT TLB L+250 04.3125 02/03/2024 | 0.08% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.08% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.08% |
| CFCRE 2011-C2 D P/P 144A 05.7412 12/15/2047 | 0.08% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.08% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.08% |
| STACR 2018-HQA1 M2 04.1228 09/25/2030 | 0.08% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.08% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.08% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.08% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| TREASURY BILL 00.0000 02/20/2020 | 0.08% |
| CENTURYLINK TLB L+275 05.2724 01/31/2025 | 0.08% |
| COMM 2012-CR3 E P/P 144A 04.7518 10/15/2045 | 0.08% |
| CAS 2018-C05 1M2 04.1728 01/25/2031 | 0.08% |
| GOEASY LTD P/P 144A 07.8750 11/01/2022 | 0.08% |
| MSBAM 2013-C10 D P/P 144A 04.0817 07/15/2046 | 0.08% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.08% |
| TREASURY BILL 00.0000 04/16/2020 | 0.08% |
| NETFLIX INC 05.5000 02/15/2022 | 0.08% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.08% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.08% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.08% |
| SAMI 2007-AR1 2A1 02.0028 01/25/2037 | 0.08% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.08% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.08% |
| TREASURY BILL 00.0000 12/05/2019 | 0.08% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.08% |
| CGCMT 2013-GC17 X IO 01.0399 11/10/2046 | 0.08% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.08% |
| INFOR TLB6 L+275 04.8544 02/01/2022 | 0.08% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.08% |
| TREASURY BILL 00.0000 04/09/2020 | 0.08% |
| CAS 2018-C06 2M2 03.9228 03/25/2031 | 0.07% |
| CAS 2019-R02 1M2 04.1228 08/25/2031 | 0.07% |
| COMM 2014-LC15 XA IO 01.1031 04/10/2047 | 0.07% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.07% |
| GSAA 2005-15 2A2 02.0728 01/25/2036 | 0.07% |
| CWHL 2005-3 1A1 02.4428 04/25/2035 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| APPLE INC 02.8500 05/06/2021 | 0.07% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.07% |
| WESTERN DIGITAL TLB L+175 03.5314 04/29/2023 | 0.07% |
| WFRBS 2012-C10 C 04.3699 12/15/2045 | 0.07% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.07% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% |
| WERNER TLB L+400 05.7859 07/24/2024 | 0.07% |
| CAS 2017-C05 1B1 05.4228 01/25/2030 | 0.07% |
| GNR 2017-H14 DI IO 01.7113 06/20/2067 | 0.07% |
| HUSKY TLB L+300 04.7859 03/28/2025 | 0.07% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.07% |
| JPALT 2007-A2 12A1 02.0228 06/25/2037 | 0.07% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.07% |
| WFRBS 2011-C4 E P/P 144A 05.2301 06/15/2044 | 0.07% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.07% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.07% |
| GNR 2017-H02 BI IO 02.3350 01/20/2067 | 0.06% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.06% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.06% |
| GNR 2011-H15 AI IO 01.5391 06/20/2061 | 0.06% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.06% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2031 | 0.06% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.06% |
| GSMS 2012-GC6 D P/P 144A 05.6512 01/10/2045 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.06% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.06% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.06% |
| GNR 2011-H08 GI IO 01.2733 03/20/2061 | 0.06% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.06% |
| JPMBB 2014-C19 XA IO 00.7533 04/15/2047 | 0.06% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.06% |
| STACR 2017-DNA2 B1 06.9728 10/25/2029 | 0.06% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| JPMCC 2012-LC9 D P/P 144A 04.4007 12/15/2047 | 0.06% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.06% |
| CAS 2017-C06 1M2 04.4728 02/25/2030 | 0.06% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.06% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.06% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.06% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.06% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% |
| ORTHO-CLINICAL TLB L+325 05.3064 06/01/2025 | 0.06% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.06% |
| GNR 2011-17 S IO 04.2036 02/20/2041 | 0.06% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% |
| STACR 2016-HQA2 M3B 06.9728 11/25/2028 | 0.06% |
| CAS 2019-R01 2M2 04.2728 07/25/2031 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.06% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.05% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7708 09/10/2045 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.05% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.05% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.05% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.05% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.05% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.05% |
| FHR 2990 LB 12.0351 06/15/2034 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| ATOTECH TLB1 L+300 05.1044 01/31/2024 | 0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.05% |
| COMM 2014-UBS4 XA IO 01.1077 08/10/2047 | 0.05% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.05% |
| STACR 2016-HQA1 M3 08.1728 09/25/2028 | 0.05% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.05% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.05% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2027 | 0.05% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.05% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.05% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.05% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.05% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.04% |
| GNR 2016-H11 HI IO 02.0969 01/20/2066 | 0.04% |
| STACR 2019-DNA1 M2 04.4728 01/25/2049 | 0.04% |
| TRANSDIGM INC TLE 04.2859 05/30/2025 | 0.04% |
| CAS 2015-C01 1M2 06.1228 02/25/2025 | 0.04% |
| CAS 2018-C01 1M2 04.0728 07/25/2030 | 0.04% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| MEREDITH TLB L+275 04.5359 01/31/2025 | 0.04% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.04% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| WAMU 2005-AR13 A1C3 02.3128 10/25/2045 | 0.04% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.04% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.04% |
| CWALT 2006-OA10 4A1 02.0128 08/25/2046 | 0.04% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.04% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.04% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.04% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.04% |
| WFRBS 2011-C5 XA IO P/P 144A 01.7114 11/15/2044 | 0.04% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.04% |
| UBSBB 2012-C2 XA IO P/P 144A 01.3115 05/10/2063 | 0.04% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.04% |
| CAS 2014-C03 2M2 04.7228 07/25/2024 | 0.04% |
| STACR 2019-DNA2 M2 04.2728 03/25/2049 | 0.04% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.04% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.04% |
| UKRPI P 3.665 R 12/15/28 | 0.04% |
| CPURNSA P 2.19 R 12/06/27 | 0.04% |
| FNR 2007-53 SP 17.5166 06/25/2037 | 0.03% |
| GNR 2013-99 VS IO 04.2093 07/16/2043 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.03% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.03% |
| DIVERSEY TL L+300 04.9270 09/06/2024 | 0.03% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.03% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.03% |
| CWALT 2006-45T1 2A7 02.1628 02/25/2037 | 0.03% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.03% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.03% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.03% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.03% |
| GNMA 10000 BO5417 05.0000 06/20/2049 | 0.03% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.03% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| MERCK & CO INC 01.8500 02/10/2020 | 0.03% |
| MSC 2012-C4 XA IO P/P 144A 02.0747 03/15/2045 | 0.03% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.03% |
| GBP/USD CALL 1.33 20200123 BANKAM | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| PRICELINE GRO CV 00.9000 09/15/2021 | 0.03% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2032 | 0.02% |
| 1.60 R ISWP FWD US0003M P 12/18/2021 | 0.02% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.02% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| 1.1575 R ISWP SES3M P 11/13/2027 | 0.02% |
| 1.16 R ISWP SES3M P 11/13/2027 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.02% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% |
| 1.13 R ISWP SES3M P 11/10/2027 | 0.02% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.02% |
| CAS 2015-C01 2M2 06.3728 02/25/2025 | 0.02% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| FHR 3249 PS 15.9349 12/15/2036 | 0.02% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.02% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.02% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.02% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.02% |
| ASCENT RESOURCES TLB L+650 08.4135 03/30/2023 | 0.02% |
| DEXCOM INC P/P 144A CV 00.7500 12/01/2023 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNR 2005-75 GS 14.7818 08/25/2035 | 0.02% |
| FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 | 0.02% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.02% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.02% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2033 | 0.02% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.02% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| STACR 2018-HQA2 M2 04.1228 10/25/2048 | 0.02% |
| 2.86 R ISWP US0003M P 01/22/2020 | 0.02% |
| AUD/USD 01/15/2020 RBSF | 0.02% |
| CAS 2015-C02 2M2 05.8228 05/25/2025 | 0.02% |
| FHR 2976 LC 17.3754 05/15/2035 | 0.02% |
| GNR 2019-78 SJ IO 04.2036 06/20/2049 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2025 | 0.02% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% |
| CHEGG INC P/P 144A CV 00.1250 03/15/2025 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| GNMA 10000 BO6603 05.0000 07/20/2049 | 0.02% |
| INPHI CORP CV 00.7500 09/01/2021 | 0.02% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| TELADOC INC CV 01.3750 05/15/2025 | 0.02% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.02% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 | 0.02% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.01% |
| DOCUSIGN INC CV 00.5000 09/15/2023 | 0.01% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.01% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.01% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2040 | 0.01% |
| II-VI INC CV 00.2500 09/01/2022 | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| 1.30 R ISWP US0003M P 12/09/2024 | 0.01% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.01% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.01% |
| 1.00 R ISWP FWD NFIX3MID P 12/18/2024 | 0.01% |
| 1.4925 R ISWP US0003M P 10/04/2029 | 0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.01% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.01% |
| GBP/USD 12/18/2019 SSBT | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.01% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.01% |
| VIAVI SOLUT CV 01.7500 06/01/2023 | 0.01% |
| ZILLOW GRP P/P 144A CV 01.3750 09/01/2026 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AUD/USD 01/15/2020 UBS | 0.01% |
| CONMED CORP P/P 144A CV 02.6250 02/01/2024 | 0.01% |
| ENVESTNET INC CV 01.7500 06/01/2023 | 0.01% |
| ETSY INC P/P 144A CV 00.1250 10/01/2026 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| PROOFPOINT IN P/P 144A CV 00.2500 08/15/2024 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| 8X8 INC P/P 144A CV 00.5000 02/01/2024 | 0.01% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.01% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.01% |
| BIOMARIN PHARMA CV 00.5990 08/01/2024 | 0.01% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.01% |
| EURONET WORLD P/P 144A CV 00.7500 03/15/2049 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| LUMENTUM HOLD CV 00.2500 03/15/2024 | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| RH CV 00.0000 06/15/2023 | 0.01% |
| STACR 2019-HQA1 M2 04.1728 02/25/2049 | 0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.01% |
| WAYFAIR INC P/P 144A CV 01.1250 11/01/2024 | 0.01% |
| WIX LTD USD 00.0000 07/01/2023 | 0.01% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.01% |
| 1.80 R ISWP FWD CDOR03 P 12/18/2024 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| FNR 2005-74 NK 18.3863 05/25/2035 | 0.01% |
| GNR 2019-99 KS IO 04.2036 08/20/2049 | 0.01% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2023 | 0.01% |
| J2 GLOBAL COMM CV 03.2500 06/15/2029 | 0.01% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.01% |
| Q2 HLDG INC P/P 144A CV 00.7500 06/01/2026 | 0.01% |
| RUB/USD 12/18/2019 BANKAM | 0.01% |
| RUB/USD 12/18/2019 GSFX | 0.01% |
| SQUARE INC CV 00.5000 05/15/2023 | 0.01% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.01% |
| WRIGHT MEDICA CV 01.6250 06/15/2023 | 0.01% |
| 0.616 R ISWP FWD GBL6M P 09/18/2029 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| RINGCENTRAL CV 00.0000 03/15/2023 | 0.01% |
| SUPERNUS PH CV 00.6250 04/01/2023 | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | 0.01% |
| AUD/USD 01/15/2020 WPAC | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| FIVE9 INC CV 00.1250 05/01/2023 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.01% |
| INTELSAT SA USD 04.5000 06/15/2025 | 0.01% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.01% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.01% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.01% |
| RAPID7 INC CV 01.2500 08/01/2023 | 0.01% |
| TABULA RASA H P/P 144A CV 01.7500 02/15/2026 | 0.01% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.01% |
| 1.30 R ISWP FWD NFIX3MID P 12/18/2029 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| FNW 1998-W2 X IO 01.6146 06/25/2028 | 0.01% |
| GBP/USD 12/18/2019 BANKAM | 0.01% |
| IOS.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.01% |
| MXN/USD 01/15/2020 BANKAM | 0.01% |
| 0.05 R ISWP FWD SES3M P 12/18/2024 | 0.00% |
| CARBONITE INC CV 02.5000 04/01/2022 | 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.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| GBP/USD 12/18/2019 HSBCB | 0.00% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.00% |
| JPY/USD 11/20/2019 JPMCB | 0.00% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.00% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 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% |
| 1.15 R ISWP NFIX3MID P 08/07/2021 | 0.00% |
| 1.416 R ISWP FWD US0003M P 12/09/2024 | 0.00% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | 0.00% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | 0.00% |
| CHESAPEAKE EN CV 05.5000 09/15/2026 | 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 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.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 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% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.00% |
| 0.05 R ISWP FWD EUR006M P 12/18/2029 | 0.00% |
| 1.6875 R ISWP CDOR03 P 10/09/2029 | 0.00% |
| 1.75 R ISWP FWD NOKOIB6M P 12/18/2024 | 0.00% |
| 1.8125 R ISWP NOKOIB6M P 09/18/2021 | 0.00% |
| AUD/USD 01/15/2020 HSBCB | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| CAS 2015-C02 1M2 05.8228 05/25/2025 | 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.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0025 05/15/2038 | 0.00% |
| NZD/USD 01/15/2020 UBS | 0.00% |
| SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP | 0.00% |
| 1.527 R ISWP FWD US0003M P 12/09/2024 | 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.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CZK/USD 12/18/2019 BANKAM | 0.00% |
| FNW 1998-W5 X IO 00.7537 07/25/2028 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| NOK/USD 12/18/2019 SSBT | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| 0.75 R ISWP FWD GBL6M P 12/18/2024 | 0.00% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | 0.00% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | 0.00% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.00% |
| 1.80 R ISWP FWD NOKOIB6M P 12/18/2029 | 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 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| EUR/NOK PUT 9.85 20200121 GSFX | 0.00% |
| EUR/USD PUT 1.08 20200103 BANKAM | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2817 10/25/2043 | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 101.2421875 JPMC | 0.00% |
| VICI PROP 1 / VICI FC 08.0000 10/15/2023 | 0.00% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.00% |
| 1.60 R ISWP FWD US0003M P 12/18/2024 | 0.00% |
| AUD/USD PUT 0.655 20200109 UBS | 0.00% |
| BACM 2007-1 XW IO 00.2109 01/15/2049 | 0.00% |
| BRL/USD 02/04/2020 CITI | 0.00% |
| CAD/USD 01/15/2020 CITI | 0.00% |
| CHF/USD 12/18/2019 BCAP-FX | 0.00% |
| CHF/USD 12/18/2019 JPMCB | 0.00% |
| CHF/USD 12/18/2019 UBS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| EUR/SEK PUT 10.50 20191121 CITI | 0.00% |
| EUR/USD 12/18/2019 CITI | 0.00% |
| EUR/USD 12/18/2019 UBS | 0.00% |
| FSPC T-8 A9 IO 00.4245 11/15/2028 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1998-2 IO IO 01.0041 05/19/2027 | 0.00% |
| GSMPS 1998-3 IO IO 00.0000 09/19/2027 | 0.00% |
| GSMPS 1998-4 IO IO 00.0000 12/19/2026 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1634 02/15/2040 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| NOK/USD 12/18/2019 BANKAM | 0.00% |
| NOK/USD 12/18/2019 HSBCB | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 100.2421875 JPMC | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 100.7421875 JPMC | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 99.7421875 JPMC | 0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.0 JPMC | 0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.09375 JPMC | 0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.1875 JPMC | 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 P 3.095 USD 11/19/2019 JP | 0.00% |
| SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS | 0.00% |
| SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS | 0.00% |
| SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP | 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% |
| UKRPI P 3.4025 R 03/15/28 | 0.00% |
| WBCMT 2006-C29 IO IO 00.3058 11/15/2048 | 0.00% |
| 1.00 R ISWP FWD AUDBB6M P 12/18/2024 | -0.00% |
| 1.30 R ISWP FWD AUDBB6M P 12/18/2029 | -0.00% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | -0.00% |
| 1.85 R ISWP FWD CDOR03 P 12/18/2029 | -0.00% |
| CLP/USD 01/15/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 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.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 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 12/18/2019 CSI-FX | -0.00% |
| NZD/USD 01/15/2020 HSBCB | -0.00% |
| NZD/USD 01/15/2020 SSBT | -0.00% |
| SEK/USD 12/18/2019 JPMCB | -0.00% |
| UKRPI P 3.3875 R 03/15/28 | -0.00% |
| 0.712 R ISWP FWD GBL6M P 09/18/2021 | -0.00% |
| 0.80 R ISWP FWD GBL6M P 12/18/2029 | -0.00% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.00% |
| CAD/USD 01/15/2020 SSBT | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 CS | -0.00% |
| EUR/USD 12/18/2019 RBSF | -0.00% |
| SEK/USD 12/18/2019 BANKAM | -0.00% |
| SEK/USD 12/18/2019 GSFX | -0.00% |
| SEK/USD 12/18/2019 HSBCB | -0.00% |
| SEK/USD 12/18/2019 RBSF | -0.00% |
| SEK/USD 12/18/2019 UBS | -0.00% |
| 0.40 R ISWP FWD SES3M P 12/18/2029 | -0.00% |
| 1.53 R ISWP FWD US0003M P 12/09/2024 | -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.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 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-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SEK/USD 12/18/2019 SSBT | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 1.62779 R ISWP US0003M P 10/15/2029 | -0.00% |
| AUD/JPY PUT 66.00 20200214 GSFX | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -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 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 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 BCAP-FX | -0.00% |
| EUR/USD 12/18/2019 SSBT | -0.00% |
| NZD/USD 01/15/2020 CITI | -0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.00% |
| UKRPI P 3.34 R 02/15/28 | -0.00% |
| 1.5775 R ISWP FWD US0003M P 12/09/2024 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -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 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 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% |
| NOK/USD 12/18/2019 BCAP-FX | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| AUD/USD CALL 0.6898 20200109 UBS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| EUR/USD 12/18/2019 WPAC | -0.01% |
| IOS.FN30.400.09 P USL1M R 01/12/40 GS | -0.01% |
| NZD/USD 01/15/2020 BCAP-FX | -0.01% |
| -0.35 R ISWP FWD EUR006M P 12/18/2024 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| NZD/USD 01/15/2020 GSFX | -0.01% |
| SWPTN 3MX10Y P 1.8055 USD 01/10/2020 TD | -0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -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% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.01% |
| BRL/USD 02/04/2020 BANKAM | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| 1.605 R ISWP FWD US0003M P 12/09/2024 | -0.01% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.01% |
| EUR/USD 12/18/2019 BANKAM | -0.01% |
| JPY/USD 11/20/2019 SSBT | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| NOK/USD 12/18/2019 GSFX | -0.01% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| UKRPI P 3.34 R 03/15/28 | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.01% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.01% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| NZD/USD 01/15/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| EUR/USD 12/18/2019 JPMCB | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| -0.65 R ISWP FWD CHL6M P 12/18/2024 | -0.01% |
| 1.675 R ISWP US0003M P 10/04/2049 | -0.01% |
| 1.6785 R ISWP US0003M P 10/22/2029 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CPURNSA R 2.05 P 12/06/22 | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.01% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| 1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021 | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| EUR/USD CALL 1.1291 20200103 BANKAM | -0.02% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | -0.02% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| GBP/USD CALL 1.36 20200123 BANKAM | -0.02% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 1.529 R ISWP US0003M P 10/04/2029 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.02% |
| -0.35 R ISWP FWD CHL6M P 12/18/2029 | -0.02% |
| 1.7575 R ISWP US0003M P 10/30/2029 | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.02% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.02% |
| SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.03% |
| IOS.FN30.350.14 P USL1M R 01/12/45 JP | -0.03% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% |
| SWPTN 2YX5Y R 1.3 USD 08/27/2021 UB | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.03% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.03% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.03% |
| CPTFEMU R 1.4 P 07/15/27 | -0.04% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.04% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.04% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.04% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.04% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -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% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.05% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.05% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 2YX5Y P 1.3 USD 08/27/2021 UB | -0.05% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.05% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.05% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.05% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.05% |
| 1.396 R ISWP US0003M P 10/04/2024 | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.05% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.05% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.05% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.05% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.06% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.06% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.06% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.06% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.06% |
| 1.30 R ISWP FWD US0003M P 12/18/2026 | -0.06% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | -0.06% |
| 1.70 R ISWP FWD US0003M P 12/18/2029 | -0.06% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.07% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.07% |
| UKRPI R 3.4425 P 07/15/49 | -0.07% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.07% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.07% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.08% |
| SWPTN 3MX5Y P 1.475 USD 12/05/2019 CI | -0.08% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.09% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.11% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.12% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.12% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.12% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.12% |
| SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.15% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.15% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.15% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.15% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.15% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.16% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2049 | -0.19% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.24% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.29% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.30% |
| MBX.FN30.650.67 P USL1M R 01/12/38 CS | -0.31% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.37% |
| SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP | -0.40% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.40% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.17% |
| EURO-SCHATZ FUT DEC19 DUZ9 | -1.26% |
| US 5YR NOTE (CBT) DEC19 FVZ9 | -2.80% |
| EURO-BUND FUTURE DEC19 RXZ9 | -5.69% |
| 90DAY EURO$ FUTR MAR21 EDH1 | -15.18% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2049 | 15.68% |
|---|---|
| 90DAY EURO$ FUTR MAR20 EDH0 | 15.37% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2049 | 10.13% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2049 | 9.88% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 4.27% |
| US 2YR NOTE (CBT) DEC19 TUZ9 | 2.67% |
| GNMA GII30 TBA 04.5000 10/01/2049 | 2.06% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.94% |
| APPLE INC 02.0000 05/06/2020 | 0.78% |
| MSBAM 2013-C10 E P/P 144A 04.2179 07/15/2046 | 0.70% |
| FNR 2017-74 SA IO 03.7316 10/25/2047 | 0.69% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.65% |
| FNR 2017-8 SB IO 04.0816 02/25/2047 | 0.64% |
| TREASURY BILL 00.0000 03/12/2020 | 0.62% |
| CWALT 2005-59 1A1 02.3743 11/20/2035 | 0.62% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.61% |
| SPST 2018-8 A 02.7365 02/24/2020 | 0.60% |
| FHR 3852 NT 03.9725 05/15/2041 | 0.58% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.57% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.57% |
| GNMA GII30 TBA 04.0000 10/01/2049 | 0.56% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.54% |
| SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP | 0.53% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.53% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.53% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2028 | 0.52% |
| TREASURY BILL 00.0000 10/10/2019 | 0.51% |
| ALPHABET INC 03.6250 05/19/2021 | 0.51% |
| SPST 2019-3 A 02.7365 06/24/2020 | 0.50% |
| SPST 2019-7 A 02.7365 09/24/2020 | 0.48% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.46% |
| US ULTRA BOND CBT DEC19 WNZ9 | 0.45% |
| DBUBS 2011-LC3A D P/P 144A 05.5118 08/10/2044 | 0.44% |
| JPMCC 2012-C8 D P/P 144A 04.8070 10/15/2045 | 0.43% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2029 | 0.43% |
| SWPTN 1YX30Y R 1.288 EUR 02/17/2020 JP | 0.42% |
| WESTPAC BANKING CORP USD 02.6500 01/25/2021 | 0.41% |
| CAS 2016-C02 1B 14.2684 09/25/2028 | 0.41% |
| CWALT 2006-OA7 1A2 03.3861 06/25/2046 | 0.41% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.40% |
| SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP | 0.38% |
| TREASURY BILL 00.0000 11/07/2019 | 0.38% |
| MSBAM 2013-C10 F P/P 144A 04.2179 07/15/2046 | 0.37% |
| BANK 2017-BNK9 XA IO 00.9551 11/15/2054 | 0.37% |
| CITIBANK NA 03.0500 05/01/2020 | 0.37% |
| TREASURY BILL 00.0000 11/14/2019 | 0.37% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.36% |
| WFCM 2013-LC12 D P/P 144A 04.4203 07/15/2046 | 0.36% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.36% |
| STACR 2015-DNA3 B 11.3684 04/25/2028 | 0.36% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.35% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.35% |
| BACM 2005-1 B 05.6871 11/10/2042 | 0.35% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.35% |
| MEAD JOHNSON NUTRITION C 03.0000 11/15/2020 | 0.34% |
| FNR 2011-53 ST IO 03.9016 06/25/2041 | 0.34% |
| SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP | 0.34% |
| SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP | 0.33% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.32% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.32% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.32% |
| COMM 2014-CR17 C 04.9480 05/10/2047 | 0.32% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.32% |
| GNR 2016-H13 IK IO 02.6178 06/20/2066 | 0.32% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2030 | 0.32% |
| TREASURY BILL 00.0000 12/12/2019 | 0.32% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.31% |
| MSBAM 2013-C13 XA IO 01.1520 11/15/2046 | 0.31% |
| COMM 2013-CR11 XA IO 01.0981 08/10/2050 | 0.31% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.31% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.30% |
| WFRBS 2012-C10 D P/P 144A 04.5851 12/15/2045 | 0.30% |
| HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 | 0.30% |
| GSMS 2014-GC22 C 04.8474 06/10/2047 | 0.30% |
| FNR 2013-130 SD IO 04.5816 01/25/2044 | 0.29% |
| WFRBS 2013-C15 D P/P 144A 04.6242 08/15/2046 | 0.29% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.29% |
| MWST 2018-W1 A 02.8684 11/25/2051 | 0.28% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.28% |
| HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 | 0.28% |
| JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046 | 0.28% |
| WFRBS 2012-C7 D P/P 144A 04.9687 06/15/2045 | 0.28% |
| SCIENTIFIC GAMES TLB5 L+275 04.8758 08/14/2024 | 0.28% |
| GNR 2018-H05 AI IO 02.4156 02/20/2068 | 0.28% |
| PFIZER INC 01.7000 12/15/2019 | 0.28% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.28% |
| FNR 2016-60 LS IO 04.0816 09/25/2046 | 0.28% |
| GNR 2017-H06 BI IO 02.3547 02/20/2067 | 0.27% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.27% |
| BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 | 0.27% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.27% |
| WFCM 2016-BNK1 XA IO 01.9110 08/15/2049 | 0.26% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.26% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.26% |
| FNR 2017-108 SA IO 04.1316 01/25/2048 | 0.26% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.26% |
| FNR 2015-19 SA IO 04.1816 04/25/2045 | 0.26% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.26% |
| CPTFEMU P 1.71 R 07/15/37 | 0.25% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.25% |
| CAS 2015-C04 1M2 07.7184 04/25/2028 | 0.25% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.25% |
| FNR 2016-88 SK IO 03.9816 12/25/2046 | 0.25% |
| ANTERO RESOURCES COR 05.6250 06/01/2023 | 0.25% |
| GNR 2015-H19 NI IO 01.9302 07/20/2065 | 0.24% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.24% |
| MORGAN STANLEY 02.7500 05/19/2022 | 0.24% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.24% |
| ORACLE CORP 02.5000 05/15/2022 | 0.24% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.24% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.24% |
| 2.776 R ISWP FWD US0003M P 03/21/2029 | 0.24% |
| COMM 2015-LC21 XA IO 00.9091 07/10/2048 | 0.24% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.24% |
| CINEWORLD TLB L+225 04.2935 02/28/2025 | 0.24% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.24% |
| MWST 2019-1 A 02.8184 06/25/2052 | 0.24% |
| STACR 2015-DNA1 B 11.2184 10/25/2027 | 0.24% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.23% |
| GNR 2017-H16 BI IO 02.4238 08/20/2067 | 0.23% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.23% |
| COMM 2014-CR17 D P/P 144A 05.0117 05/10/2047 | 0.23% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.23% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.22% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.22% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.22% |
| COMM 2014-CR19 XA IO 01.1920 08/10/2047 | 0.22% |
| LENNAR CORP 05.8750 11/15/2024 | 0.22% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.22% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.22% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.22% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.22% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.2500 09/15/2022 | 0.22% |
| CAS 2016-C03 2M2 07.9184 10/25/2028 | 0.22% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.22% |
| STRU AM-4505 S IO 04.0430 10/20/2049 | 0.22% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.22% |
| STANDARD IND INC P/P 144A 06.0000 10/15/2025 | 0.22% |
| CAS 2016-C03 1B 13.7684 10/25/2028 | 0.22% |
| HELLENIC REPUBLIC REGS 03.4500 04/02/2024 | 0.22% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 | 0.21% |
| GNR 2016-121 JS IO 04.0558 09/20/2046 | 0.21% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.21% |
| UBSBB 2013-C5 XA IO P/P 144A 01.0902 03/10/2046 | 0.21% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.20% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.20% |
| 1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 | 0.20% |
| JPMBB 2014-C24 XA IO 01.0838 11/15/2047 | 0.20% |
| JPMBB 2014-C25 D P/P 144A 04.1036 11/15/2047 | 0.20% |
| SPST 2019-WL1 A 02.6684 08/25/2052 | 0.20% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.20% |
| GNR 2018-91 SJ IO 04.2058 07/20/2048 | 0.20% |
| FNR 2016-65 CS IO 04.0816 09/25/2046 | 0.20% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.20% |
| ADS WASTE TLB L+225 04.1424 11/10/2023 | 0.19% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.19% |
| QUIKRETE TLB L+275 04.7935 11/15/2023 | 0.19% |
| US BANCORP 02.6250 01/24/2022 | 0.19% |
| COMM 2014-CR20 XA IO 01.1865 11/10/2047 | 0.19% |
| GNR 2016-H23 NI IO 02.2585 10/20/2066 | 0.19% |
| KINETIC CONCEPTS TLB L+225 07.2500 02/03/2024 | 0.19% |
| WFRBS 2012-C10 E P/P 144A 04.5851 12/15/2045 | 0.19% |
| CD 2016-CD1 XA IO 01.5480 08/10/2049 | 0.19% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.19% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.19% |
| GNR 2015-H15 JI IO 01.9945 06/20/2065 | 0.19% |
| HELLENIC REPUBLIC P/P REGS 03.3750 02/15/2025 | 0.19% |
| GOLDEN NUGGET TL L+275 04.7995 10/04/2023 | 0.18% |
| BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 | 0.18% |
| BANK 2018-BN10 XA IO 00.8870 02/15/2061 | 0.18% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.18% |
| FNR 2011-4 CS 08.8632 05/25/2040 | 0.18% |
| INTELSAT S.A. TLB3 L+375 05.8036 11/27/2023 | 0.18% |
| PPD TL L+250 04.5435 08/18/2022 | 0.18% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.18% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.18% |
| CAS 2018-C03 1M2 04.1684 10/25/2030 | 0.18% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.18% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.18% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.18% |
| GNR 2018-H13 NI IO 02.3454 08/20/2068 | 0.18% |
| ALTICE USA TLB L+225 04.2775 01/15/2026 | 0.18% |
| MESSER INDUST TLB L+250 04.6044 03/01/2026 | 0.18% |
| CAS 2018-C02 2M2 04.2184 08/25/2030 | 0.18% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.18% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.18% |
| GNR 2018-H02 EI IO 02.4134 01/20/2068 | 0.18% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.18% |
| SOUTHERN COPPER CORP USD 05.8750 04/23/2045 | 0.18% |
| CARR 2006-NC2 A4 02.2584 06/25/2036 | 0.17% |
| GNR 2015-H25 EI IO 01.8744 10/20/2065 | 0.17% |
| STACR 2015-DNA2 B 09.5684 12/25/2027 | 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% |
| GNR 2016-H02 BI IO 01.9582 11/20/2065 | 0.17% |
| WIDEOPENWEST TLB L+325 05.2935 08/19/2023 | 0.17% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8756 11/15/2045 | 0.17% |
| GNR 2015-H25 AI IO 01.6297 09/20/2065 | 0.17% |
| RESTAURANT BRANDS TLB L+225 04.2935 02/17/2024 | 0.17% |
| WFCM 2014-LC16 XA IO 01.2745 08/15/2050 | 0.17% |
| GNR 2015-H09 BI IO 01.7175 03/20/2065 | 0.17% |
| JPMBB 2014-C18 C 04.9728 02/15/2047 | 0.17% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.17% |
| TRANSDIGM INC TLF L+250 04.5435 06/09/2023 | 0.17% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.16% |
| MSBAM 2013-C12 E P/P 144A 04.9244 10/15/2046 | 0.16% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.16% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.16% |
| IRON MOUNTAIN US HLD P/P 144A 05.3750 06/01/2026 | 0.16% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.16% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.16% |
| CSAIL 2015-C1 D P/P 144A 03.9167 04/15/2050 | 0.16% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.16% |
| FNR 2018-86 DS IO 04.0816 12/25/2048 | 0.16% |
| HILTON WORLDWIDE FIN LLC 04.6250 04/01/2025 | 0.16% |
| TREASURY BILL 00.0000 11/21/2019 | 0.16% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.16% |
| STARS GROUP TLB L+350 05.6044 07/10/2025 | 0.16% |
| COMM 2014-UBS6 XA IO 01.0704 12/10/2047 | 0.16% |
| GNR 2010-125 SD IO 04.6525 01/16/2040 | 0.16% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.16% |
| CMLTI 2007-AMC3 A2D 02.3684 03/25/2037 | 0.16% |
| SPST 2019-11 A 02.7865 10/24/2020 | 0.16% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.16% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.16% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.16% |
| CEMEX SAB DE CV P/P 144A 06.1250 05/05/2025 | 0.16% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.16% |
| RALI 2006-QO5 1A1 02.2334 05/25/2046 | 0.16% |
| STACR 2016-DNA1 B 12.0184 07/25/2028 | 0.16% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.16% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.16% |
| UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 | 0.16% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.16% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.16% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.15% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.15% |
| JPMCC 2013-C10 XA IO 01.1226 12/15/2047 | 0.15% |
| PNC BANK NA 02.0000 05/19/2020 | 0.15% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.15% |
| FHR 4922 SB IO 04.0010 04/25/2049 | 0.15% |
| PFIZER INC 01.9500 06/03/2021 | 0.15% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.15% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.15% |
| MSC 2016-UB12 XA IO 00.9219 12/15/2049 | 0.15% |
| COMM 2015-CR23 XA IO 01.0761 05/10/2048 | 0.15% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.15% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.15% |
| CSC HOLDINGS TLB L+225 04.2775 07/17/2025 | 0.15% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.15% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.15% |
| UBSCM 2017-C7 XA IO 01.2142 12/15/2050 | 0.15% |
| CWALT 2005-27 1A1 02.5641 08/25/2035 | 0.14% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.14% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.14% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.14% |
| CALPINE CONS FIN TL L+250 04.5435 01/15/2025 | 0.14% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.14% |
| CSAIL 2015-C1 XA IO 01.0045 04/15/2050 | 0.14% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.14% |
| MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 | 0.14% |
| GNR 2016-77 SC IO 04.0558 10/20/2045 | 0.14% |
| LEVEL 3 FINANCING INC 05.2500 03/15/2026 | 0.14% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.14% |
| CENTENE CORP 05.6250 02/15/2021 | 0.14% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.14% |
| FNR 2016-83 BS IO 04.0816 11/25/2046 | 0.14% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.14% |
| CALPINE CORP P/P 144A 06.0000 01/15/2022 | 0.14% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.14% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.14% |
| WFCM 2013-LC12 C 04.4203 07/15/2046 | 0.14% |
| CHARTER COMM TLB L+200 04.0500 04/30/2025 | 0.14% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.14% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.13% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.13% |
| MSBAM 2014-C15 D P/P 144A 05.0738 04/15/2047 | 0.13% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.13% |
| GNR 2016-H22 AI IO 02.3858 10/20/2066 | 0.13% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.13% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.13% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.13% |
| GSMS 2014-GC18 XA IO 01.1850 01/10/2047 | 0.13% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.13% |
| BRAND ENERGY TL L+425 06.4076 06/21/2024 | 0.13% |
| GNR 2016-H08 AI IO 01.7554 08/20/2065 | 0.13% |
| RACKSPACE HOSTING INC L+300 05.2868 11/03/2023 | 0.13% |
| BERRY PLATICS TLQ L+225 04.2990 10/01/2022 | 0.13% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.13% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% |
| WFRBS 2011-C4 D P/P 144A 05.3965 06/15/2044 | 0.13% |
| GSMS 2015-GC30 XA IO 00.9592 05/10/2050 | 0.12% |
| MSBAM 2015-C26 XA IO 01.1773 10/15/2048 | 0.12% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.12% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.12% |
| TREASURY BILL 00.0000 01/02/2020 | 0.12% |
| AES CORP/THE 05.1250 09/01/2027 | 0.12% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2026 | 0.12% |
| SWPTN 3MX5Y P 1.3 USD 12/05/2019 CI | 0.12% |
| UNIVISION TLC5 L+275 04.7935 03/15/2024 | 0.12% |
| CGCMT 2014-GC19 X IO 01.3249 03/10/2047 | 0.12% |
| HELLENIC REPUBLIC REGS 03.9000 01/30/2033 | 0.12% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.12% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.12% |
| UBSC 2011-C1 D P/P 144A 06.2522 01/10/2045 | 0.12% |
| GNR 2015-H28 DI IO 01.5736 08/20/2065 | 0.12% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.12% |
| WAMU 2005-AR14 1A2 04.1660 12/25/2035 | 0.12% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.12% |
| GATES GLOBAL TLB L+275 04.7935 03/31/2024 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.12% |
| GNR 2014-H14 CI IO 01.5973 07/20/2064 | 0.12% |
| MSBAM 2012-C6 D P/P 144A 04.7617 11/15/2045 | 0.12% |
| HILTON TLB L+175 03.7684 06/21/2026 | 0.12% |
| HVMLT 2005-2 1A 02.5770 05/19/2035 | 0.12% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.12% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.11% |
| VICI PROPERTIES TL L+200 04.0459 12/22/2024 | 0.11% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.11% |
| CMLTI 2007-AR5 1A1A 04.7334 04/25/2037 | 0.11% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.11% |
| CFCRE 2016-C4 XA IO 01.8764 05/10/2058 | 0.11% |
| ELDORADO RESORTS TLB L+225 04.3125 04/17/2024 | 0.11% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.11% |
| CWALT 2006-OA10 2A1 02.2084 08/25/2046 | 0.11% |
| LENNAR CORP 04.7500 11/15/2022 | 0.11% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.11% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.11% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.11% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.10% |
| GFL ENVIRONMENTAL TLB L+300 05.0435 05/31/2025 | 0.10% |
| VISTRA ENERGY TLB1 L+200 04.0435 08/04/2023 | 0.10% |
| GNR 2015-H10 EI IO 01.6386 04/20/2065 | 0.10% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% |
| GNR 2015-H18 IA IO 01.8486 06/20/2065 | 0.10% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.10% |
| GNR 2017-H03 DI IO 02.1779 12/20/2066 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.10% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.10% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.10% |
| GSMS 2014-GC24 D P/P 144A 04.6665 09/10/2047 | 0.10% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2036 | 0.10% |
| VOLT 2018-NPL5 A1B P/P 144A 04.7037 08/25/2048 | 0.10% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.10% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.10% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.10% |
| WAMU 2005-AR10 1A3 04.1759 09/25/2035 | 0.10% |
| COMM 2015-CR22 XA IO 01.0849 03/10/2048 | 0.10% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.10% |
| DISH DBS CORP 05.1250 05/01/2020 | 0.09% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.09% |
| CAS 2017-C02 2B1 07.5184 09/25/2029 | 0.09% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.09% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% |
| GNR 2017-H11 NI IO 02.2846 05/20/2067 | 0.09% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.09% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.09% |
| MSC 2012-C4 E P/P 144A 05.6001 03/15/2045 | 0.09% |
| KINROSS GOLD CORP USD 05.9500 03/15/2024 | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.09% |
| CGCMT 2014-GC21 X IO 01.3462 05/10/2047 | 0.09% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.09% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.09% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.09% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.09% |
| GRIFOLS TLB L+225 04.1424 01/31/2025 | 0.09% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.09% |
| CWALT 2006-OA7 1A1 03.0864 06/25/2046 | 0.09% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.09% |
| JPMORGAN CHASE & CO 02.2500 01/23/2020 | 0.09% |
| SAMI 2006-AR7 A1A 02.2284 08/25/2036 | 0.09% |
| SPRINT TLB L+250 04.5625 02/03/2024 | 0.09% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.09% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.09% |
| JPMCC 2007-CB20 E P/P 144A 06.3895 02/12/2051 | 0.09% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.09% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.08% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.08% |
| CAS 2017-C06 1M2 04.6684 02/25/2030 | 0.08% |
| CFCRE 2011-C2 D P/P 144A 05.9394 12/15/2047 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.08% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.08% |
| STACR 2018-HQA1 M2 04.3184 09/25/2030 | 0.08% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.08% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.08% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| CENTURYLINK TLB L+275 05.2724 01/31/2025 | 0.08% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| COMM 2012-CR3 E P/P 144A 04.9103 10/15/2045 | 0.08% |
| GOEASY LTD P/P 144A 07.8750 11/01/2022 | 0.08% |
| WESTERN DIGITAL TLB L+175 03.7473 04/29/2023 | 0.08% |
| CAS 2018-C05 1M2 04.3684 01/25/2031 | 0.08% |
| KINETIC CONCEPT/KCI P/P 144A 07.8750 02/15/2021 | 0.08% |
| MSBAM 2013-C10 D P/P 144A 04.2179 07/15/2046 | 0.08% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.08% |
| NETFLIX INC 05.5000 02/15/2022 | 0.08% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.08% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.08% |
| SAMI 2007-AR1 2A1 02.1984 01/25/2037 | 0.08% |
| CGCMT 2013-GC17 X IO 01.1921 11/10/2046 | 0.08% |
| GNR 2015-111 IJ IO 03.5000 08/20/2045 | 0.08% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.08% |
| TREASURY BILL 00.0000 12/05/2019 | 0.08% |
| COMM 2014-LC15 XA IO 01.2702 04/10/2047 | 0.08% |
| CWHL 2005-3 1A1 02.6384 04/25/2035 | 0.08% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.08% |
| GSAA 2005-15 2A2 02.2684 01/25/2036 | 0.08% |
| INFOR TLB6 L+275 04.8544 02/01/2022 | 0.08% |
| CAS 2018-C06 2M2 04.1184 03/25/2031 | 0.08% |
| CAS 2019-R02 1M2 04.3184 08/25/2031 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.08% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.07% |
| APPLE INC 02.8500 05/06/2021 | 0.07% |
| GNR 2017-H14 DI IO 01.7223 06/20/2067 | 0.07% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.07% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.07% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.07% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.07% |
| WERNER TLB L+400 06.0435 07/24/2024 | 0.07% |
| WFRBS 2012-C10 C 04.5201 12/15/2045 | 0.07% |
| 0.05 R ISWP FWD EUR006M P 12/18/2029 | 0.07% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.07% |
| HUSKY TLB L+300 05.0435 03/28/2025 | 0.07% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.07% |
| CAS 2017-C05 1B1 05.6184 01/25/2030 | 0.07% |
| JPALT 2007-A2 12A1 02.2184 06/25/2037 | 0.07% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.07% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.07% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.07% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.07% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.07% |
| WFRBS 2011-C4 E P/P 144A 05.3965 06/15/2044 | 0.07% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.07% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.07% |
| GNR 2011-H08 GI IO 01.2849 03/20/2061 | 0.07% |
| GNR 2011-H15 AI IO 01.5458 06/20/2061 | 0.07% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.07% |
| GNR 2017-H02 BI IO 02.3414 01/20/2067 | 0.07% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.07% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% |
| GSMS 2012-GC6 D P/P 144A 05.8397 01/10/2045 | 0.06% |
| JPMBB 2014-C19 XA IO 00.9291 04/15/2047 | 0.06% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.06% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.06% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.06% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2031 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| STACR 2017-DNA2 B1 07.1684 10/25/2029 | 0.06% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.06% |
| JPMCC 2012-LC9 D P/P 144A 04.5473 12/15/2047 | 0.06% |
| ORTHO-CLINICAL TLB L+325 05.3064 06/01/2025 | 0.06% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.06% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.06% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.06% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9347 09/10/2045 | 0.06% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.06% |
| GNR 2011-17 S IO 04.0058 02/20/2041 | 0.06% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.06% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.06% |
| CAS 2019-R01 2M2 04.4684 07/25/2031 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| STACR 2016-HQA2 M3B 07.1684 11/25/2028 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.05% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.05% |
| FHR 2990 LB 11.7636 06/15/2034 | 0.05% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.05% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.05% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.05% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.05% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.05% |
| STACR 2019-DNA1 M2 04.6684 01/25/2049 | 0.05% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.05% |
| ATOTECH TLB1 L+300 05.1044 01/31/2024 | 0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.05% |
| COMM 2014-UBS4 XA IO 01.2649 08/10/2047 | 0.05% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.05% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.05% |
| STACR 2016-HQA1 M3 08.3684 09/25/2028 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2027 | 0.05% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.05% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.05% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.05% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.05% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.05% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.05% |
| CAS 2015-C01 1M2 06.3184 02/25/2025 | 0.04% |
| GNR 2016-H11 HI IO 02.0971 01/20/2066 | 0.04% |
| TRANSDIGM INC TLE 04.5435 05/30/2025 | 0.04% |
| CAS 2018-C01 1M2 04.2684 07/25/2030 | 0.04% |
| PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 | 0.04% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.04% |
| MEREDITH TLB L+275 04.7935 01/31/2025 | 0.04% |
| WAMU 2005-AR13 A1C3 02.5084 10/25/2045 | 0.04% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8823 11/15/2044 | 0.04% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.04% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.04% |
| CWALT 2006-OA10 4A1 02.2084 08/25/2046 | 0.04% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.04% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.04% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4699 05/10/2063 | 0.04% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.04% |
| CAS 2014-C03 2M2 04.9184 07/25/2024 | 0.04% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.04% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.04% |
| CPURNSA P 2.19 R 12/06/27 | 0.04% |
| CPURNSA P 2.1939 R 12/21/27 | 0.04% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| 0.75 R ISWP FWD GBL6M P 12/18/2024 | 0.04% |
| FNR 2007-53 SP 16.7993 06/25/2037 | 0.04% |
| GNR 2013-99 VS IO 04.0725 07/16/2043 | 0.04% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| DIVERSEY TL L+300 05.2555 09/06/2024 | 0.03% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.03% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.03% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.03% |
| NZD/USD 10/16/2019 JPMCB | 0.03% |
| VONAGE HLDGS P/P 144A CV 01.7500 06/01/2024 | 0.03% |
| 1.1575 R ISWP SES3M P 11/13/2027 | 0.03% |
| 1.16 R ISWP SES3M P 11/13/2027 | 0.03% |
| CWALT 2006-45T1 2A7 02.3584 02/25/2037 | 0.03% |
| GNMA 10000 BO5417 05.0000 06/20/2049 | 0.03% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.03% |
| 1.13 R ISWP SES3M P 11/10/2027 | 0.03% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.03% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.03% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.03% |
| MERCK & CO INC 01.8500 02/10/2020 | 0.03% |
| MSC 2012-C4 XA IO P/P 144A 02.2563 03/15/2045 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| PRICELINE GRO CV 00.9000 09/15/2021 | 0.03% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| CAS 2015-C01 2M2 06.5684 02/25/2025 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2032 | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.02% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.02% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.02% |
| DEXCOM INC P/P 144A CV 00.7500 12/01/2023 | 0.02% |
| FORTIVE CORP P/P 144A CV 00.8750 02/15/2022 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.02% |
| PALO ALTO NET CV 00.7500 07/01/2023 | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.02% |
| WORKDAY INC CV 00.2500 10/01/2022 | 0.02% |
| EUR/USD PUT 1.097 20191017 BANKAM | 0.02% |
| GCI LIBERTY I P/P 144A CV 01.7500 09/30/2046 | 0.02% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.02% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| FHR 3249 PS 15.5843 12/15/2036 | 0.02% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.02% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.02% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.02% |
| ASCENT RESOURCES TLB L+650 08.5276 03/30/2023 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| FNR 2005-75 GS 14.1949 08/25/2035 | 0.02% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.02% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.02% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.02% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.02% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| 2.86 R ISWP US0003M P 01/22/2020 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| STACR 2018-HQA2 M2 04.3184 10/25/2048 | 0.02% |
| CAS 2015-C02 2M2 06.0184 05/25/2025 | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2033 | 0.02% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| FHR 2976 LC 16.9858 05/15/2035 | 0.02% |
| GNR 2019-78 SJ IO 04.0058 06/20/2049 | 0.02% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2025 | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| DOCUSIGN INC P/P 144A CV 00.5000 09/15/2023 | 0.02% |
| GNMA 10000 BO6603 05.0000 07/20/2049 | 0.02% |
| KRW/USD 11/20/2019 GSFX | 0.02% |
| NZD/USD 10/16/2019 BCAP-FX | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| ARGENTINE REPUBLIC USD 04.6250 01/11/2023 | 0.02% |
| AUD/USD 10/16/2019 GSFX | 0.02% |
| CHEGG INC P/P 144A CV 00.1250 03/15/2025 | 0.02% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.02% |
| INPHI CORP CV 00.7500 09/01/2021 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| MARRIOTT VAC CV 01.5000 09/15/2022 | 0.02% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.02% |
| PLURALSIGHT P/P 144A CV 00.3750 03/01/2024 | 0.02% |
| SWPTN 3MX5Y P -0.46 EUR 12/05/2019 BC | 0.02% |
| TELADOC INC CV 01.3750 05/15/2025 | 0.02% |
| 0.40 R ISWP FWD SES3M P 12/18/2029 | 0.01% |
| 0.80 R ISWP FWD GBL6M P 12/18/2029 | 0.01% |
| 1.60 R ISWP FWD US0003M P 12/18/2021 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.01% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2040 | 0.01% |
| II-VI INC CV 00.2500 09/01/2022 | 0.01% |
| ZENDESK INC CV 00.2500 03/15/2023 | 0.01% |
| 1.30 R ISWP US0003M P 12/09/2024 | 0.01% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.01% |
| EURONET WORLD P/P 144A CV 00.7500 03/15/2049 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.01% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.01% |
| OPTN FN30 3.0 11/06/19 PUT 101.2421875 JPMC | 0.01% |
| RINGCENTRAL CV 00.0000 03/15/2023 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| WAYFAIR INC P/P 144A CV 01.1250 11/01/2024 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNR 2019-99 KS IO 04.0058 08/20/2049 | 0.01% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.01% |
| VIAVI SOLUT CV 01.7500 06/01/2023 | 0.01% |
| ZILLOW GROUP INC CV 01.5000 07/01/2023 | 0.01% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| 8X8 INC P/P 144A CV 00.5000 02/01/2024 | 0.01% |
| CAS 2016-C06 1M2 06.2684 04/25/2029 | 0.01% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.01% |
| 1.30 R ISWP FWD AUDBB6M P 12/18/2029 | 0.01% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | 0.01% |
| 1.80 R ISWP FWD CDOR03 P 12/18/2024 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| BIOMARIN PHARMA CV 00.5990 08/01/2024 | 0.01% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| CONMED CORP P/P 144A CV 02.6250 02/01/2024 | 0.01% |
| ENVESTNET INC CV 01.7500 12/15/2019 | 0.01% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.01% |
| INSULET CORP P/P 144A CV 00.3750 09/01/2026 | 0.01% |
| LUMENTUM HOLD CV 00.2500 03/15/2024 | 0.01% |
| NZD/USD 10/16/2019 CITI | 0.01% |
| PACIRA BIOSCIENCES INC CV 02.3750 04/01/2022 | 0.01% |
| RH CV 00.0000 06/15/2023 | 0.01% |
| WIX LTD USD 00.0000 07/01/2023 | 0.01% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| FNR 2005-74 NK 17.4081 05/25/2035 | 0.01% |
| HELLENIC REPUBLIC REGS 03.0000 02/24/2023 | 0.01% |
| J2 GLOBAL COMM CV 03.2500 06/15/2029 | 0.01% |
| KRW/USD 11/20/2019 HSBCB | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| NUTANIX INC CV 00.0000 01/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SQUARE INC CV 00.5000 05/15/2023 | 0.01% |
| VERINT SYSTEMS INC CV 01.5000 06/01/2021 | 0.01% |
| WRIGHT MEDICA CV 01.6250 06/15/2023 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SUPERNUS PH CV 00.6250 04/01/2023 | 0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.01% |
| TABULA RASA H P/P 144A CV 01.7500 02/15/2026 | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| 1.15 R ISWP NFIX3MID P 08/07/2021 | 0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| CAD/USD 10/16/2019 BCAP-FX | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| FIVE9 INC CV 00.1250 05/01/2023 | 0.01% |
| IDR/USD 11/20/2019 GSFX | 0.01% |
| INTELSAT SA USD 04.5000 06/15/2025 | 0.01% |
| RAPID7 INC CV 01.2500 08/01/2023 | 0.01% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.01% |
| -0.35 R ISWP FWD CHL6M P 12/18/2029 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| FNW 1998-W2 X IO 00.9181 06/25/2028 | 0.01% |
| IOS.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| IRONWOOD PHAR P/P 144A CV 00.7500 06/15/2024 | 0.01% |
| LIVEPERSON INC P/P 144A CV 00.7500 03/01/2024 | 0.01% |
| QUOTIENT TECH CV 01.7500 12/01/2022 | 0.01% |
| RUB/USD 12/18/2019 BANKAM | 0.01% |
| RUB/USD 12/18/2019 GSFX | 0.01% |
| 1.175 R ISWP NFIX3MID P 08/08/2021 | 0.00% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | 0.00% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | 0.00% |
| 1.534 R ISWP US0003M P 09/26/2029 | 0.00% |
| AUD/USD 10/16/2019 HSBCB | 0.00% |
| CAD/USD 10/16/2019 JPMCB | 0.00% |
| CARBONITE INC CV 02.5000 04/01/2022 | 0.00% |
| CHESAPEAKE EN CV 05.5000 09/15/2026 | 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.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 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| NZD/USD 10/16/2019 GSFX | 0.00% |
| NZD/USD 10/16/2019 SSBT | 0.00% |
| REDFIN CORP CV 01.7500 07/15/2023 | 0.00% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.00% |
| AUD/USD 10/16/2019 SSBT | 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.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| EUR/USD 12/18/2019 BCAP-FX | 0.00% |
| EUR/USD 12/18/2019 CITI | 0.00% |
| EUR/USD 12/18/2019 WPAC | 0.00% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPY/USD 11/20/2019 JPMCB | 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 6MX2Y P -0.337 EUR 01/16/2020 UB | 0.00% |
| 1.50 R ISWP US0003M P 09/30/2024 | 0.00% |
| CAS 2015-C02 1M2 06.0184 05/25/2025 | 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% |
| CSFB 2003-C3 AX IO P/P 144A 02.2111 05/15/2038 | 0.00% |
| EUR/USD 12/18/2019 BANKAM | 0.00% |
| EUR/USD 12/18/2019 SSBT | 0.00% |
| SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP | 0.00% |
| -0.65 R ISWP FWD CHL6M P 12/18/2024 | 0.00% |
| 0.712 R ISWP FWD GBL6M P 09/18/2021 | 0.00% |
| 1.30 R ISWP FWD NFIX3MID P 12/18/2029 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| EUR/USD 12/18/2019 JPMCB | 0.00% |
| FNW 1998-W5 X IO 00.7859 07/25/2028 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 11/20/2019 GSFX | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 99.7421875 JPMC | 0.00% |
| SEK/USD 12/18/2019 BANKAM | 0.00% |
| SEK/USD 12/18/2019 GSFX | 0.00% |
| SEK/USD 12/18/2019 HSBCB | 0.00% |
| SEK/USD 12/18/2019 RBSF | 0.00% |
| SEK/USD 12/18/2019 UBS | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| 0.616 R ISWP FWD GBL6M P 09/18/2029 | 0.00% |
| 1.8125 R ISWP NOKOIB6M P 09/18/2021 | 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 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| EUR/USD 12/18/2019 RBSF | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2804 10/25/2043 | 0.00% |
| GBP/USD 12/18/2019 HSBCB | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| JPY/USD 11/20/2019 HSBCB | 0.00% |
| JPY/USD 11/20/2019 UBS | 0.00% |
| SEK/USD 12/18/2019 JPMCB | 0.00% |
| VICI PROP 1 / VICI FC 08.0000 10/15/2023 | 0.00% |
| -0.35 R ISWP FWD EUR006M P 12/18/2024 | 0.00% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.00% |
| 1.00 R ISWP FWD AUDBB6M P 12/18/2024 | 0.00% |
| 1.00 R ISWP FWD NFIX3MID P 12/18/2024 | 0.00% |
| 1.60 R ISWP FWD US0003M P 12/18/2024 | 0.00% |
| 1.75 R ISWP FWD NOKOIB6M P 12/18/2024 | 0.00% |
| 1.80 R ISWP FWD NOKOIB6M P 12/18/2029 | 0.00% |
| AUD/USD 10/16/2019 CITI | 0.00% |
| BACM 2007-1 XW IO 00.4019 01/15/2049 | 0.00% |
| BRL/USD 02/04/2020 CITI | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| CAD/USD 10/16/2019 CSI-FX | 0.00% |
| CAD/USD 10/16/2019 GSFX | 0.00% |
| CAD/USD 10/16/2019 WPAC | 0.00% |
| CHF/USD 12/18/2019 BCAP-FX | 0.00% |
| CHF/USD 12/18/2019 JPMCB | 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 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| FSPC T-8 A9 IO 00.4270 11/15/2028 | 0.00% |
| GBP/USD 12/18/2019 BANKAM | 0.00% |
| GSMPS 1998-2 IO IO 01.0041 05/19/2027 | 0.00% |
| GSMPS 1998-3 IO IO 00.0000 09/19/2027 | 0.00% |
| GSMPS 1998-4 IO IO 00.0000 12/19/2026 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3551 02/15/2040 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| NOK/USD 12/18/2019 BANKAM | 0.00% |
| NOK/USD 12/18/2019 HSBCB | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 100.1171875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 100.3046875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 100.4921875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.0546875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.2421875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.4296875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.5859375 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.7734375 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.9609375 JPMC | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 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 P 3.095 USD 11/19/2019 JP | 0.00% |
| SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS | 0.00% |
| SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS | 0.00% |
| SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP | 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% |
| SWPTN 4MX10Y P 2.265 USD 10/03/2019 MS | 0.00% |
| SWPTN 4MX10Y P 2.401 USD 09/30/2019 BA | 0.00% |
| UKRPI P 3.665 R 12/15/28 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4761 11/15/2048 | 0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| AUD/USD 10/16/2019 CSI-FX | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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% |
| CZK/USD 12/18/2019 BANKAM | -0.00% |
| EUR/USD 12/18/2019 CSI-FX | -0.00% |
| GBP/USD 12/18/2019 SSBT | -0.00% |
| NOK/USD 12/18/2019 BCAP-FX | -0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.09375 JPMC | -0.00% |
| SEK/USD 12/18/2019 SSBT | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 6MX10Y P 0.498 EUR 01/16/2020 UB | -0.00% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.00% |
| AUD/USD 10/16/2019 JPMCB | -0.00% |
| CAD/USD 10/16/2019 BANKAM | -0.00% |
| CAD/USD 10/16/2019 SSBT | -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 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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% |
| EUR/USD 12/18/2019 UBS | -0.00% |
| IDR/USD 11/20/2019 HSBCB | -0.00% |
| INR/USD 11/20/2019 GSFX | -0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.1875 JPMC | -0.00% |
| BRL/USD 02/04/2020 BANKAM | -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 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 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% |
| MXN/USD 10/16/2019 BANKAM | -0.00% |
| NOK/USD 12/18/2019 GSFX | -0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.0 JPMC | -0.00% |
| CAD/USD 10/16/2019 CITI | -0.00% |
| CAD/USD 10/16/2019 RBSF | -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.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 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% |
| OPTN FN30 3.0 11/06/19 PUT 100.2421875 JPMC | -0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -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 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 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% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -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% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.400.09 P USL1M R 01/12/40 GS | -0.01% |
| NZD/USD 10/16/2019 HSBCB | -0.01% |
| 0.05 R ISWP FWD SES3M P 12/18/2024 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| INR/USD 11/20/2019 RBSF | -0.01% |
| JPY/USD 11/20/2019 BCAP-FX | -0.01% |
| OPTN FN30 3.0 11/06/19 PUT 100.7421875 JPMC | -0.01% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.01% |
| 1.85 R ISWP FWD CDOR03 P 12/18/2029 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| TWD/USD 11/20/2019 GSFX | -0.01% |
| TWD/USD 11/20/2019 RBSF | -0.01% |
| AUD/USD 10/16/2019 BANKAM | -0.01% |
| JPY/USD 11/20/2019 SSBT | -0.01% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| UKRPI P 3.3875 R 03/15/28 | -0.01% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| JPY/USD 11/20/2019 CITI | -0.01% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.01% |
| AUD/JPY PUT 66.00 20200214 CITI | -0.01% |
| AUD/JPY PUT 66.00 20200214 GSFX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| JPY/USD 11/20/2019 RBSF | -0.01% |
| AUD/USD 10/16/2019 UBS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CPURNSA R 2.05 P 12/06/22 | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.01% |
| CPURNSA R 2.068 P 12/21/22 | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.02% |
| AUD/USD 10/16/2019 WPAC | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | -0.02% |
| 1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.02% |
| AUD/USD 10/16/2019 RBSF | -0.02% |
| SWPTN 3MX5Y P 1.482 USD 12/05/2019 BC | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| 1.655 R ISWP US0003M P 09/24/2029 | -0.02% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.02% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.02% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.02% |
| UKRPI P 3.34 R 02/15/28 | -0.02% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.02% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| UKRPI P 3.4025 R 03/15/28 | -0.03% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP | -0.03% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | -0.03% |
| IOS.FN30.350.14 P USL1M R 01/12/45 JP | -0.03% |
| SWPTN 2YX5Y R 1.3 USD 08/27/2021 UB | -0.03% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.04% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.04% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.04% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.04% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.04% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.04% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.05% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.05% |
| UKRPI R 3.4425 P 07/15/49 | -0.05% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.05% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.05% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.05% |
| SWPTN 2YX5Y P 1.3 USD 08/27/2021 UB | -0.05% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.05% |
| UKRPI P 3.34 R 03/15/28 | -0.05% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.05% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.05% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.05% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.05% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.05% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.06% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.06% |
| 1.30 R ISWP FWD US0003M P 12/18/2026 | -0.06% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.07% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.07% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.07% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.07% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.08% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.08% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.08% |
| CPTFEMU R 1.4 P 07/15/27 | -0.09% |
| 1.70 R ISWP FWD US0003M P 12/18/2029 | -0.09% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.09% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.11% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.12% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.12% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.13% |
| SWPTN 3MX5Y P 1.475 USD 12/05/2019 CI | -0.13% |
| SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP | -0.13% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.14% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -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% |
| 1.104 R ISWP FWD EUR006M P 03/21/2029 | -0.18% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.19% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.24% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.30% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.31% |
| MBX.FN30.650.67 P USL1M R 01/12/38 CS | -0.32% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.39% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.41% |
| SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP | -0.42% |
| SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP | -0.70% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2049 | -1.14% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.21% |
| EURO-SCHATZ FUT DEC19 DUZ9 | -1.25% |
| US 5YR NOTE (CBT) DEC19 FVZ9 | -2.85% |
| EURO-BUND FUTURE DEC19 RXZ9 | -4.30% |
| 90DAY EURO$ FUTR MAR21 EDH1 | -15.41% |
Fixed income statistics as of 09/30/19
| Average effective maturity | 4.08 yrs. |
|---|---|
| Average effective duration | 0.68 yrs. |
| Average yield to maturity | 3.80% |
| Average coupon | 4.66% |
Sector weightings as of 09/30/19
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 0.53% | 0.01 | 41.33% | 1.65 | 41.86% | 1.66 |
| Commercial MBS | 14.04% | 0.38 | 7.35% | 0.14 | 21.39% | 0.52 |
| Agency CMO | 17.68% | 0.62 | 0.33% | 0.01 | 18.01% | 0.63 |
| Investment-grade corporate bonds | 13.61% | 0.26 | 0.00% | 0.00 | 13.61% | 0.26 |
| High-yield corporate bonds | 11.03% | 0.26 | -0.43% | -0.02 | 10.60% | 0.24 |
| Residential MBS (non-agency) | 6.75% | 0.30 | 0.00% | 0.00 | 6.75% | 0.30 |
| Bank loans | 5.16% | 0.21 | 0.00% | 0.00 | 5.16% | 0.21 |
| Emerging-market bonds | 3.83% | 0.25 | 0.00% | 0.00 | 3.83% | 0.25 |
| Asset-backed securities (ABS) | 2.65% | 0.11 | 0.00% | 0.00 | 2.65% | 0.11 |
| International Treasury/agency | 2.52% | 0.18 | 0.00% | -0.39 | 2.52% | -0.21 |
| Convertible securities | 0.96% | 0.00 | 0.00% | 0.00 | 0.96% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -0.98 | 0.00% | -0.98 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 0.01 | 0.00% | 0.01 |
| Net cash | 21.24% | 0.00 | 0.00% | 0.00 | 21.24% | 0.00 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Maturity detail as of 09/30/19
| 0 - 1 yr. | -9.32% |
|---|---|
| 1 - 5 yrs. | 71.58% |
| 5 - 10 yrs. | 35.62% |
| 10 - 15 yrs. | 1.01% |
| Over 15 yrs. | 1.11% |
Quality rating as of 09/30/19
| AAA | 59.93% |
|---|---|
| AA | 10.22% |
| A | 6.17% |
| BBB | 12.05% |
| BB | 18.18% |
| B | 3.79% |
| CCC and Below | 3.29% |
| Not Rated | -13.63% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Allocation of assets among fixed-income strategies and sectors may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less when interest rates decline and decline in value more when interest rates rise. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. The fund may not achieve its goal, and it is not intended to be a complete investment program. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. The fund's efforts to produce lower-volatility returns may not be successful and may make it more difficult at times for the fund to achieve its targeted return. Under certain market conditions, the fund may accept greater-than-typical volatility to seek its targeted return. You can lose money by investing in the fund. The fund’s prospectus lists additional risks.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country allocation as of 09/30/19
| United States | 89.39% |
|---|---|
| Greece | 2.52% |
| Canada | 1.09% |
| Australia | 1.05% |
| Mexico | 0.95% |
| Brazil | 0.77% |
| France | 0.56% |
| Indonesia | 0.56% |
| United Kingdom | 0.55% |
| Other | 2.56% |
1
Expenses
Expense ratio |
Class A | Class B | Class C | Class M | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 0.80% | 1.00% | 1.55% | 0.85% | 1.05% | 0.55% | 0.55% |
| What you pay | 0.80% | 1.00% | 1.55% | 0.85% | 1.05% | 0.55% | 0.55% |
Sales charge
| Breakpoint | Class A | Class B | Class C | Class M | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| $0-$49,999 | 2.25% / 2.00% | 0.00% / 1.00% | 0.00% / 1.00% | 0.75% / 0.75% | -- | -- | -- |
| $50,000-$99,999 | 2.25% / 2.00% | 0.00% / 1.00% | 0.00% / 1.00% | 0.75% / 0.75% | -- | -- | -- |
| $100,000-$249,999 | 1.75% / 1.50% | -- | 0.00% / 1.00% | 0.75% / 0.75% | -- | -- | -- |
| $250,000-$499,999 | 1.25% / 1.00% | -- | 0.00% / 1.00% | 0.75% / 0.75% | -- | -- | -- |
| $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 M | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 1.00% | 1.00% | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 1.00% | 1.00% | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 0.50% | 0.00% | -- | -- | -- | -- |
| 3 yrs. | 0.00% | -- | 0.00% | -- | -- | -- | -- |
| 4 yrs. | 0.00% | -- | 0.00% | -- | -- | -- | -- |
| 5 yrs. | 0.00% | -- | 0.00% | -- | -- | -- | -- |
| 6 yrs. | 0.00% | -- | 0.00% | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | -- | 0.00% | -- | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class M | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.30% | 0.50% | 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 ICE BofA ML U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. You cannot invest directly in an index.
Each fund seeks to earn a positive total return that exceeds the rate of inflation by a targeted amount over a reasonable period of time regardless of market conditions. There can be no assurance that a fund will meet its objective. The fund is not intended to outperform stocks and bonds during strong market rallies. Consult your financial advisor to determine which fund fits into your investment goals and time horizon.
Consider these risks before investing: Allocation of assets among fixed-income strategies and sectors may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less when interest rates decline and decline in value more when interest rates rise. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. The fund may not achieve its goal, and it is not intended to be a complete investment program. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. The fund's efforts to produce lower-volatility returns may not be successful and may make it more difficult at times for the fund to achieve its targeted return. Under certain market conditions, the fund may accept greater-than-typical volatility to seek its targeted return. You can lose money by investing in the fund. The fund’s prospectus lists additional risks.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.