Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Prior to April 30, 2018, the fund was known as Putnam Absolute Return 700 Fund.
Multi-Asset Absolute Return Fund (Class A) (PDMAX)
Seeks positive returns with a similar level of volatility
Highlights
Objective
The fund seeks positive total return.
Strategy and process
- Targeting positive returns:The fund seeks positive returns with a similar level of volatility over a full market cycle.
- Global flexibility:The strategy dynamically combines efficient beta and uncorrelated alpha strategies to create a well-diversified portfolio.
- Diversification potential:Less influenced by traditional market risks, the fund can be an effective choice to improve portfolio efficiency.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$10.98
-1.17% | $-0.13 |
$11.79
09/04/19 |
$10.98
02/28/20 |
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.
6.55%
Best 5-year annualized return
(for period ending 03/31/14)
1.19%
Worst 5-year annualized return
(for period ending 12/31/19)
3.78%
Average 5-year annualized return
Fund facts as of 01/31/20
Total net assets
$1,093.36M
$1,093.36M
Turnover (fiscal year end)
638%
638%
Dividend frequency
Annually
Annually
Number of holdings
781
781
Fiscal year-end
October
October
CUSIP / Fund code
746764315 / 0061
746764315 / 0061
Inception date
12/23/08
12/23/08
Category
Absolute Return
Absolute Return
Open to new investors
Ticker
PDMAX
PDMAX
Management team
Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Portfolio Manager
Literature
Actively targeting inflation risk for retirement savers
We explain why a dynamic approach to hedging inflation risk in a target-date fund may be a better way to protect a retirement nest egg.Market volatility returns to "old" normal
Our outlook for stock market volatility sees the levels reached in 2018 continuing, in part because these levels were close to the long-term norm.Calibrate equity allocations with higher savings rates
Evidence of higher savings rates by plan participants make it reasonable to consider lower equity allocations across the glide path of target-date funds.Performance
Total return (%) as of 12/31/19
Annual performance as of 12/31/19
Annualized Total return (%) as of 12/31/19
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 5.42% | 1.65% | 1.19% | 2.93% |
| After sales charge | -0.64% | -0.34% | 0.00% | 2.32% |
| ICE BofA U.S. Treasury Bill Index | 2.35% | 1.68% | 1.10% | 0.61% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 02/29/20 | -2.92% | -8.50% | |
| YTD as of 02/29/20 | -2.66% | -8.26% | |
Volatility as of 01/31/20
| Standard deviation (3 yrs.) | 4.86% |
|---|
Morningstar Ratings™ as of 01/31/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 235 | |
| 3 yrs. | 235 | |
| 5 yrs. | 192 | |
| 10 yrs. | 60 |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| FNMA FN30 TBA UMBS 03.5000 06/01/2049 | 7.46% |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 02/01/2050 | 4.68% |
| Real Estate Select Sect Spdr Sedol Byz65y9 | 3.08% |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2050 | 2.81% |
| Utilities Select Sector Spdr Sedol 2371812 | 1.86% |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | 1.77% |
| Citi Commod F3-F0 4x Levered Index 3x Note 1/25/2021 | 1.71% |
| Financial Select Sector Spdr Sedol 2364038 | 1.70% |
| Samsung Electronics | 1.69% |
| Industrial Select Sect Spdr Sedol 2502139 | 1.61% |
| Top 10 holdings, percent of portfolio | 28.37% |
| Top 10 holdings as of 01/31/20 | |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 06/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 02/01/2050 | |
| Real Estate Select Sect Spdr Sedol Byz65y9 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2050 | |
| Utilities Select Sector Spdr Sedol 2371812 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | |
| Citi Commod F3-F0 4x Levered Index 3x Note 1/25/2021 | |
| Financial Select Sector Spdr Sedol 2364038 | |
| Samsung Electronics | |
| Industrial Select Sect Spdr Sedol 2502139 | |
| Holdings represent 28.37% of portfolio | |
| Top 10 holdings as of 12/31/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2050 | |
| Real Estate Select Sect Spdr Sedol Byz65y9 | |
| Fnma Fn30 Tba Umbs 03.0000 01/01/2050 | |
| S&P Gsci Total Return Cme 3x 144a Note 12/8/2020 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2050 | |
| Financial Select Sector Spdr Sedol 2364038 | |
| Samsung Electronics | |
| Utilities Select Sector Spdr Sedol 2371812 | |
| Technology Select Sect Spdr Sedol 2369709 | |
| Holdings represent 28.62% of portfolio | |
| Top 10 holdings as of 11/30/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 12/01/2049 | |
| Fnma Fn30 Tba Umbs 03.0000 01/01/2050 | |
| Citi Commod F3-F0 4x Levered Index 3x Note 12/16/2019 | |
| Industrial Select Sect Spdr Sedol 2502139 | |
| Comm Serv Select Sector Spdr Sedol Bfxhc51 | |
| Financial Select Sector Spdr Sedol 2364038 | |
| Utilities Select Sector Spdr Sedol 2371812 | |
| Consumer Staples Spdr Sedol 2369389 | |
| S&P Gsci Total Return Cme 3x 144a Note 12/8/2020 | |
| Holdings represent 28.35% of portfolio | |
| Top 10 holdings as of 10/31/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 11/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 11/01/2049 | |
| Fnma Fn30 Tba Umbs 03.0000 12/01/2049 | |
| Citi Commod F3-F0 4x Levered Index 3x Note 12/16/2019 | |
| Utilities Select Sector Spdr Sedol 2371812 | |
| Samsung Electronics | |
| Consumer Discretionary Selt Sedol 2424341 | |
| Consumer Staples Spdr Sedol 2369389 | |
| Real Estate Select Sect Spdr Sedol Byz65y9 | |
| Health Care Select Sector Sedol 2371823 | |
| Holdings represent 27.40% of portfolio | |
| US 10YR NOTE (CBT)MAR20 TYH0 | 47.19% |
|---|---|
| MLFCF15 R US0003M P 06/20/23 BA | 42.55% |
| GSGLPWDL R US0001M P 12/15/20 GS | 42.02% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 41.39% |
| GSGLPW2L R US0001M P 12/15/20 GS | 37.63% |
| S&P MID 400 EMINI MAR20 FAH0 | 25.55% |
| US 10YR ULTRA FUT MAR20 UXYH0 | 9.34% |
| FNMA FN30 TBA UMBS 03.5000 02/01/2050 | 7.46% |
| FNMA FN30 TBA UMBS 04.0000 02/01/2050 | 4.68% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2050 | 4.58% |
| GSISXT27 R 0.2 P 12/15/20 GS | 3.72% |
| REAL ESTATE SELECT SECT SPDR SEDOL BYZ65Y9 | 3.08% |
| GSVIUS85 R 0.45 P 12/15/20 GS | 2.29% |
| UTILITIES SELECT SECTOR SPDR SEDOL 2371812 | 1.86% |
| CITI COMMOD F3-F0 4X LEVERED INDEX 3X NOTE 1/25/2021 | 1.70% |
| FINANCIAL SELECT SECTOR SPDR SEDOL 2364038 | 1.70% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 1.69% |
| INDUSTRIAL SELECT SECT SPDR SEDOL 2502139 | 1.61% |
| CONSUMER STAPLES SPDR SEDOL 2369389 | 1.57% |
| S&P GSCI TOTAL RETURN CME 3X 144A NOTE 12/8/2020 | 1.40% |
| TREASURY BILL 00.0000 04/23/2020 | 1.37% |
| CITI CROSS-ASSET TREND 10% VOL INDEX 3X 144A NOTE 9/28/2020 | 1.23% |
| BAML COMMODITY MLBX4SX6 ER STRATEGY 3X 144A NOTE 1/12/2021 | 1.22% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.18% |
| GSVIVV69 R 0.3 P 12/15/20 GS | 1.16% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 1.06% |
| TREASURY BILL 00.0000 05/07/2020 | 0.99% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.94% |
| FED HOME LN DISCOUNT NT 313384VQ9 GDC 04/15/2020 | 0.91% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.88% |
| BOFA MLCOMMODITY MLBX4SX6 ER STRATEGY 08/03/2020 | 0.87% |
| TREASURY BILL 00.0000 06/18/2020 | 0.86% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.80% |
| GNMA GII30 TBA 04.5000 02/01/2050 | 0.77% |
| GSVICUB3 R 0.45 P 12/15/20 GS | 0.76% |
| S&P GSCI TOTAL RETURN 3X NOTE 11/16/2020 | 0.71% |
| TREASURY BILL 00.0000 04/16/2020 | 0.68% |
| INFOSYS LTD SEDOL 6205122 | 0.66% |
| TREASURY BILL 00.0000 06/11/2020 | 0.63% |
| IRB BRASIL RESSEGUROS SA SEDOL BYZ6D56 | 0.55% |
| ING US FUNDING LLC 45685QB32 DCP 02/03/2020 | 0.53% |
| LIBERTY STREET FUNDING LLC 53127TB69 DCP 02/06/2020 | 0.53% |
| CHARIOT FUNDING LLC 15963TC23 DCP 03/02/2020 | 0.52% |
| ANHUI CONCH CEMENT CO LTD-H SEDOL 6080396 | 0.50% |
| YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.50% |
| BANCO DO BRASIL S.A. SEDOL 2328595 | 0.50% |
| ATLANTIC ASSET SECURITIZATION 04821TBL8 DCP 02/20/2020 | 0.48% |
| GNMA GII30 TBA 04.0000 02/01/2050 | 0.47% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.46% |
| HYUNDAI MOBIS CO LTD SEDOL 6449544 | 0.46% |
| BPCE SA 05571BC27 DCP 03/02/2020 | 0.46% |
| MATCHPOINT FINANCE PLC 57666AB35 DCP 02/03/2020 | 0.46% |
| TORONTO-DOMINION BANK/THE 89119AC30 DCP 03/03/2020 | 0.46% |
| GREE ELECTRIC 144A/REGS WARRANT 8/24/2020 | 0.46% |
| THUNDER BAY FUNDING LLC 88603HCA4 DCP 05/26/2020 | 0.46% |
| TECH MAHINDRA LTD SEDOL BWFGD63 | 0.44% |
| REGENCY MARKETS NO. 1 LLC 7588R0BE6 DCP 02/14/2020 | 0.43% |
| SOCIETE GENERALE SA 83369BC20 DCP 03/02/2020 | 0.43% |
| KIA MOTORS CORP SEDOL 6490928 | 0.43% |
| TREASURY BILL 00.0000 03/12/2020 | 0.43% |
| SINO BIOPHARMACEUTICAL SEDOL B00XSF9 | 0.42% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.40% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.40% |
| GSVIVVOL R 0.3 P 12/15/20 GS | 0.39% |
| BANK OF SHANGHAI 144A/REGS WARRANT 12/02/2020 | 0.37% |
| AUSTRALIA & NEW ZEALAND BANKI 05253ABT6 DCP 02/27/2020 | 0.36% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.36% |
| ADVANCED INFO SERVICE-FOR RG SEDOL 6412591 | 0.36% |
| SHANGHAI PUDONG DEV BANK 144A/REGS WARRANT | 0.36% |
| IND & COMM BK OF CHINA-H SEDOL B1G1QD8 | 0.36% |
| KWEICHOW MOUTAI CO LTD-A 144A/REGS WARRANT 08/07/2020 | 0.34% |
| AES CORP/THE 05.5000 04/15/2025 | 0.33% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.33% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.33% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.33% |
| TREASURY BILL 00.0000 04/02/2020 | 0.32% |
| KT&G CORP SEDOL 6175076 | 0.32% |
| ZHEN DING TECHNOLOGY HOLDING SEDOL B734XQ4 | 0.31% |
| INFOR US INC 06.5000 05/15/2022 | 0.30% |
| UNI-PRESIDENT ENTERPRISES CO SEDOL 6700393 | 0.30% |
| VALE SA SEDOL 2196286 | 0.30% |
| FNMA FN30 TBA UMBS 05.5000 02/01/2050 | 0.30% |
| INTER RAO UES PJSC SEDOL B39RRN4 | 0.30% |
| CAS 2016-C02 1B 13.9109 09/25/2028 | 0.29% |
| SANY HEAVY INDUSTRY CO LTD 144A REGS WARRANT 12/21/2020 | 0.29% |
| ANGLO AMERICAN PLATINUM LTD SEDOL 6761000 | 0.29% |
| PTT EXPLORATION & PROD-FOR SEDOL B1359J0 | 0.28% |
| BANCO SANTANDER BRASIL-UNIT SEDOL B4V5RY4 | 0.28% |
| QUALICORP CONS E CORR SEG SA SEDOL B4LHBQ0 | 0.28% |
| BANCO MACRO SA-ADR SEDOL B0Y62M9 | 0.28% |
| EVRAZ PLC SEDOL B71N6K8 | 0.28% |
| CHINA PETROLEUM & CHEMICAL-H SEDOL 6291819 | 0.28% |
| SHENZHEN MINDRAY BIO-MEDICAL ELEC CO LTD 144A/REGS | 0.27% |
| OIL & NATURAL GAS CORP LTD SEDOL 6139362 | 0.26% |
| JO-ANN STORES TL L+500 06.6595 10/16/2023 | 0.25% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.24% |
| JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047 | 0.24% |
| SCIENTIFIC GAMES TLB5 L+275 04.3953 08/14/2024 | 0.24% |
| ASURION 2NDL L+650 08.1453 08/04/2025 | 0.24% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.24% |
| MSBAM 2013-C10 D P/P 144A 04.2172 07/15/2046 | 0.23% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.23% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.22% |
| UNITED MICROELECTRONICS CORP SEDOL 6916628 | 0.22% |
| PRUDENTIAL PLC 7443M2B47 DCP 02/04/2020 | 0.21% |
| BANK CENTRAL ASIA TBK PT SEDOL B01C1P6 | 0.21% |
| BF0101 03.5000 06/01/2056 | 0.21% |
| TELEFONICA BRASIL S.A.-PREF SEDOL B3ZCNF7 | 0.20% |
| BB SEGURIDADE PARTICIPACOES SEDOL B9N3SQ0 | 0.20% |
| ENEL AMERICAS SA-ADR SEDOL 2314947 | 0.20% |
| FOSUN INTERNATIONAL SEDOL B1Z7FX0 | 0.19% |
| HYPERA SA SEDOL B2QY968 | 0.19% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.19% |
| VERTIV TLB L+400 05.6453 11/15/2023 | 0.19% |
| VIPSHOP HOLDINGS LTD - ADR SEDOL B3N0H17 | 0.19% |
| SAMSUNG SDS CO LTD SEDOL BRS2KY0 | 0.18% |
| WIPRO LTD SEDOL 6206051 | 0.18% |
| GLOBALWAFERS CO LTD SEDOL BS7JP33 | 0.18% |
| SK HYNIX INC SEDOL 6450267 | 0.18% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.18% |
| BANK OF JIANGSU CO LTD- A 144A/REGS WARRANT 08/07/2020 | 0.18% |
| FUBON FINANCIAL HOLDING CO SEDOL 6411673 | 0.18% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.17% |
| WEICHAI POWER CO LTD-H SEDOL 6743956 | 0.17% |
| CHINA RESOURCES SANJIU MEDICAL & PHARMA 144A REGS 01/29/2020 | 0.17% |
| HOME PRODUCT CENTER PCL-FOR SEDOL 6418533 | 0.17% |
| ELECTRICITY GEN PUB CO-FOR R SEDOL 6304643 | 0.16% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.16% |
| RADIANT OPTO-ELECTRONICS COR SEDOL 6520278 | 0.16% |
| CAPITEC BANK HOLDINGS LTD SEDOL 6440859 | 0.16% |
| TALBOTS TLB L+700 08.6453 11/28/2022 | 0.16% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.16% |
| FNR 2017-8 SB IO 04.4391 02/25/2047 | 0.16% |
| FNR 2017-74 SA IO 04.0891 10/25/2047 | 0.15% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.15% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.15% |
| SOULBRAIN CO LTD SEDOL B0105T2 | 0.15% |
| FHR 3852 NT 04.3238 05/15/2041 | 0.15% |
| STACR 2016-DNA1 B 11.6609 07/25/2028 | 0.15% |
| ECOPETROL SA-SPONSORED ADR SEDOL B3D6J19 | 0.15% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.15% |
| OTP BANK RT SEDOL 7320154 | 0.14% |
| REVLON CONS TLB L+350 05.4086 09/07/2023 | 0.14% |
| YUANTA FINANCIAL HOLDING CO SEDOL 6424110 | 0.14% |
| MMC NORILSK NICKEL PJSC-ADR SEDOL BYSW6D0 | 0.14% |
| PPD TL L+250 04.1453 08/18/2022 | 0.14% |
| SHINHAN FINANCIAL GROUP LTD SEDOL 6397502 | 0.14% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 0.14% |
| SINOTRUK HONG KONG LTD SEDOL B296ZH4 | 0.14% |
| HLA CORP LTD 144A/REGS WARRANT | 0.14% |
| TISCO FINANCIAL-FOREIGN SEDOL B3KFW76 | 0.14% |
| KUMBA IRON ORE LTD SEDOL B1G4262 | 0.13% |
| MWST 2019-1 A 02.4609 06/25/2052 | 0.13% |
| 2.00 R ISWP FWD CDOR03 P 03/18/2025 | 0.13% |
| WANT WANT CHINA HOLDINGS LTD SEDOL B2Q14Z3 | 0.13% |
| GNR 2015-H20 CI IO 02.3402 08/20/2065 | 0.13% |
| NEIMAN MARCUS TL L+600 07.7344 10/25/2023 | 0.13% |
| GNR 2017-H11 NI IO 02.2058 05/20/2067 | 0.13% |
| MISC BHD SEDOL 6557997 | 0.13% |
| S&P GSCI EXCESS RETURN INDEX 3X NOTE 3/1/2021 | 0.13% |
| SURGUTNEFTEGAS-PREFERENCE SEDOL 5005884 | 0.13% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.12% |
| JPMBB 2013-C14 E P/P 144A 04.8586 08/15/2046 | 0.12% |
| CAS 2015-C04 1M2 07.3609 04/25/2028 | 0.12% |
| KOREA ZINC CO LTD SEDOL 6495428 | 0.12% |
| SPST 2019-7 A 02.3594 09/24/2020 | 0.12% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.12% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.12% |
| CIA SANEAMENTO BASICO DE SP SEDOL B1YCHL8 | 0.12% |
| QUDIAN INC-SPON ADR SEDOL BF8FK89 | 0.12% |
| PRESIDENT CHAIN STORE CORP SEDOL 6704986 | 0.12% |
| SPST 2019-11 A 02.4094 10/24/2020 | 0.12% |
| LOGAN PROPERTY HOLDINGS CO L SEDOL BH6X937 | 0.12% |
| CHINA RESOURCES CEMENT SEDOL B41XC98 | 0.12% |
| GNR 2015-H25 BI IO 02.0015 10/20/2065 | 0.12% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.12% |
| FNMA FN30 AL6919 UMBS 05.5000 01/01/2038 | 0.11% |
| POWSZECHNY ZAKLAD UBEZPIECZE SEDOL B63DG21 | 0.11% |
| GNR 2016-H02 BI IO 01.8354 11/20/2065 | 0.11% |
| GNR 2015-H10 CI IO 01.8408 04/20/2065 | 0.11% |
| GNR 2015-H24 HI IO 02.0388 09/20/2065 | 0.11% |
| PETRONAS CHEMICALS GROUP BHD SEDOL B5KQGT3 | 0.11% |
| SAMSUNG ENGINEERING CO LTD SEDOL 6765239 | 0.11% |
| GNR 2015-H19 NI IO 01.9401 07/20/2065 | 0.11% |
| SPST 2019-3 A 02.3594 06/24/2020 | 0.11% |
| DAELIM INDUSTRIAL CO LTD SEDOL 6249584 | 0.11% |
| ORTHO-CLINICAL TLB L+325 04.9050 06/01/2025 | 0.11% |
| TRIPOD TECHNOLOGY CORP SEDOL 6305721 | 0.10% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.10% |
| TIM PARTICIPACOES SA SEDOL 2292560 | 0.10% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.10% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.10% |
| DIAMOND RESORTS TLB L+375 05.3953 09/02/2023 | 0.10% |
| IMPALA PLATINUM HOLDINGS LTD SEDOL B1FFT76 | 0.10% |
| NOVOLIPETSK STEEL PJSC-GDR SEDOL B0RTNX3 | 0.10% |
| UNIVISION TLC5 L+275 04.3953 03/15/2024 | 0.10% |
| GNR 2015-H09 BI IO 01.7244 03/20/2065 | 0.09% |
| GNR 2015-H25 AI IO 01.6409 09/20/2065 | 0.09% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.09% |
| SPY 20210115 P 290.00CITI | 0.09% |
| TAISHIN FINANCIAL HOLDING SEDOL 6451680 | 0.09% |
| WNS HOLDINGS LTD-ADR SEDOL B194GX4 | 0.09% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.09% |
| GOLDEN NUGGET TL L+275 04.4010 10/04/2023 | 0.09% |
| GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047 | 0.09% |
| GNR 2015-H16 XI IO 02.6425 07/20/2065 | 0.09% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.09% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.09% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.09% |
| GENTING MALAYSIA BHD SEDOL B1VXKN7 | 0.09% |
| SABRE GBL TLB L+200 03.6453 02/22/2024 | 0.09% |
| TEKFEN HOLDING AS SEDOL B29D241 | 0.09% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.09% |
| CHINA MINSHENG BANKING COR-H SEDOL B57JY24 | 0.09% |
| GNR 2015-H15 JI IO 02.0062 06/20/2065 | 0.09% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.09% |
| GNR 2015-H22 GI IO 02.5834 09/20/2065 | 0.09% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.09% |
| SAMI 2007-AR1 2A1 01.8409 01/25/2037 | 0.09% |
| GNR 2016-H03 AI IO 02.2731 01/20/2066 | 0.08% |
| WFCM 2013-LC12 D P/P 144A 04.4195 07/15/2046 | 0.08% |
| TRANSDIGM INC TLF L+250 04.1453 06/09/2023 | 0.08% |
| BANCO BTG PACTUAL SA-UNIT SEDOL BZBZVC7 | 0.08% |
| GNR 2016-H23 NI IO 02.4688 10/20/2066 | 0.08% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.08% |
| GNR 2015-H26 EI IO 01.7603 10/20/2065 | 0.08% |
| PETRONET LNG LTD SEDOL B00KT68 | 0.08% |
| BANCO SANTANDER MEXICO SA IN SEDOL BF1FXN2 | 0.08% |
| GNR 2014-H21 AI IO 01.6686 10/20/2064 | 0.08% |
| GRUPO AEROPORTUARIO DEL CENT SEDOL B1KFX13 | 0.08% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.08% |
| GNR 2015-H25 EI IO 01.8835 10/20/2065 | 0.08% |
| SEVERSTAL PJSC SEDOL B0561N2 | 0.08% |
| ZF NA CAPITAL P/P 144A 04.0000 04/29/2020 | 0.08% |
| FHR 4568 MI IO 04.0000 04/15/2046 | 0.08% |
| SEAZEN HOLDINGS CO 144A/REGS WARRANT 04/17/2020 | 0.08% |
| BBVA ARGENTINA SA-ADR SEDOL BKT4TC7 | 0.07% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.07% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.07% |
| GNR 2015-H26 GI IO 01.8286 10/20/2065 | 0.07% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 0.07% |
| COM7 PCL-F SEDOL BZ2YN49 | 0.07% |
| RHB BANK BHD SEDOL 6244675 | 0.07% |
| WELBILT TLB L+250 04.1453 10/23/2025 | 0.07% |
| FNR 2011-4 CS 09.5782 05/25/2040 | 0.07% |
| GEELY AUTOMOBILE HOLDINGS LT SEDOL 6531827 | 0.07% |
| GNR 2015-H09 AI IO 02.5044 04/20/2065 | 0.07% |
| BSCMS 2007-T26 AJ 05.5613 01/12/2045 | 0.07% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.07% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.07% |
| GENTING BHD SEDOL B1VXJL8 | 0.07% |
| GNR 2017-H02 BI IO 01.8037 01/20/2067 | 0.07% |
| INDOFOOD SUKSES MAKMUR TBK P SEDOL 6283979 | 0.07% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.07% |
| SPST 2019-WL1 A 02.3109 08/25/2052 | 0.07% |
| JPMCC 2012-C6 F P/P 144A 05.3289 05/15/2045 | 0.07% |
| MSC 2011-C3 G P/P 144A 05.4193 07/15/2049 | 0.07% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.07% |
| FORD OTOMOTIV SEDOL B03MSR5 | 0.06% |
| GNR 2016-H04 KI IO 02.3377 02/20/2066 | 0.06% |
| GNR 2016-H08 GI IO 01.4589 04/20/2066 | 0.06% |
| GNR 2018-91 SJ IO 04.5923 07/20/2048 | 0.06% |
| CMLTI 2007-AMC3 A2D 02.0109 03/25/2037 | 0.06% |
| GNR 2015-H14 BI IO 01.5976 05/20/2065 | 0.06% |
| HM SAMPOERNA TBK PT SEDOL 6404242 | 0.06% |
| 1.70 R ISWP FWD US0003M P 03/18/2025 | 0.06% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.06% |
| GUANGZHOU BAIYUNSHAN PHARM-H SEDOL 6084387 | 0.06% |
| 0.90 R ISWP FWD GBL6M P 03/18/2025 | 0.06% |
| BANCO DE CHILE-ADR SEDOL 2834252 | 0.06% |
| GNR 2017-H14 DI IO 01.7369 06/20/2067 | 0.06% |
| SPY 20201218 P 275.00JPMCB | 0.06% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.06% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.06% |
| FENG TAY ENTERPRISE CO LTD SEDOL 6336055 | 0.06% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.06% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.06% |
| GNR 2015-H24 BI IO 01.6487 08/20/2065 | 0.06% |
| INFOR TLB6 L+275 04.6946 02/01/2022 | 0.06% |
| BANCO SANTANDER-CHILE-ADR SEDOL 2136646 | 0.06% |
| FHR 4389 IA IO 04.0000 09/15/2044 | 0.06% |
| MSBAM 2013-C11 E P/P 144A 04.4985 08/15/2046 | 0.06% |
| WAMU 2005-AR14 1A2 03.8409 12/25/2035 | 0.06% |
| MSBAM 2013-C11 F P/P 144A 04.4985 08/15/2046 | 0.06% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.05% |
| SAO MARTINHO SA SEDOL B1P3R43 | 0.05% |
| GNR 2016-H07 HI IO 02.0834 02/20/2066 | 0.05% |
| YDUQS PART SEDOL BJGV3C2 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.05% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.05% |
| FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.05% |
| FNMA FN30 AB7936 UMBS 03.0000 02/01/2043 | 0.05% |
| GNR 2016-H16 DI IO 02.4675 06/20/2066 | 0.05% |
| WBCMT 2005-C21 E P/P 144A 05.2488 10/15/2044 | 0.05% |
| WFRBS 2013-C15 D P/P 144A 04.6433 08/15/2046 | 0.05% |
| CHAROEN POKPHAND FOOD-FORGN SEDOL B5L2DG6 | 0.05% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.05% |
| GNR 2015-H10 EI IO 01.6511 04/20/2065 | 0.05% |
| KT CORP SEDOL 6505316 | 0.05% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.05% |
| FHR 4530 HI IO 04.0000 11/15/2045 | 0.05% |
| GNR 2015-H26 DI IO 01.9057 10/20/2065 | 0.05% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.05% |
| CAS 2017-C06 2B1 06.1109 02/25/2030 | 0.05% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.05% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.05% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.05% |
| SIME DARBY BERHAD SEDOL B29TTR1 | 0.05% |
| SUN ART RETAIL GROUP LTD SEDOL B3MPN59 | 0.05% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.04% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.04% |
| FNMA FN30 AR6852 UMBS 03.0000 02/01/2043 | 0.04% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.04% |
| REPUBLIC OF ANGOLA P/P 144A 08.0000 11/26/2029 | 0.04% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.04% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.04% |
| POU CHEN SEDOL 6696157 | 0.04% |
| RACKSPACE HOSTING INC L+300 04.7632 11/03/2023 | 0.04% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.04% |
| SPY 20201120 P 265.00BANKAM | 0.04% |
| WFRBS 2012-C10 E P/P 144A 04.5773 12/15/2045 | 0.04% |
| ARAB REP OF EGYPT P/P 144A 04.5500 11/20/2023 | 0.04% |
| FEDERAL GRID CO UNIFIED ENER SEDOL B39RR67 | 0.04% |
| FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.04% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.04% |
| COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.04% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.04% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.04% |
| 1.40 R ISWP FWD AUDBB6M P 03/18/2030 | 0.04% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.04% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.04% |
| FHR 3747 SA IO 04.8238 10/15/2040 | 0.04% |
| FNR 2014-47 IP IO 04.0000 03/25/2044 | 0.04% |
| IHEARTMEDIA TL L+400 05.6550 05/01/2026 | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% |
| REYNOLDS GROUP TL L+300 04.3953 02/05/2023 | 0.04% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.04% |
| GNR 2016-H04 HI IO 02.3795 07/20/2065 | 0.04% |
| GNR 2016-H11 HI IO 02.0999 01/20/2066 | 0.04% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.04% |
| KOREA INVESTMENT HOLDINGS CO SEDOL 6654586 | 0.04% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.04% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.04% |
| AIR MEDICAL TLB L+325 04.9095 04/28/2022 | 0.04% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.04% |
| GNR 2015-H18 IA IO 01.8634 06/20/2065 | 0.04% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.03% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.03% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.03% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.03% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% |
| CAS 2017-C03 1B1 06.5109 10/25/2029 | 0.03% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.03% |
| CAS 2017-C05 1B1 05.2609 01/25/2030 | 0.03% |
| COMM 2014-CR17 D P/P 144A 05.0093 05/10/2047 | 0.03% |
| CWALT 2006-OA10 1A1 03.1053 08/25/2046 | 0.03% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.03% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.03% |
| TECO ELECTRIC & MACHINERY SEDOL 6879851 | 0.03% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.03% |
| GNR 2011-H08 GI IO 01.2932 03/20/2061 | 0.03% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.03% |
| QUALITAS CONTROLADORA SAB CV SEDOL BYMXF65 | 0.03% |
| SPY 20200918 P 255.00JPMCB | 0.03% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.03% |
| BACM 2005-1 C 05.6868 11/10/2042 | 0.03% |
| BANK OF CHINA LTD-H SEDOL B154564 | 0.03% |
| CIA CERVECERIAS UNI-SPON ADR SEDOL 2217596 | 0.03% |
| CWHL 2005-3 1A1 02.2809 04/25/2035 | 0.03% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.03% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.03% |
| SPY 20201016 P 255.00BANKAM | 0.03% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| AHM 2007-1 GA1C 01.9820 05/25/2047 | 0.02% |
| CAS 2015-C03 1M2 06.6609 07/25/2025 | 0.02% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.02% |
| GNR 2011-17 S IO 04.3923 02/20/2041 | 0.02% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.02% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.02% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.02% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.02% |
| PLDT INC SEDOL BDGN274 | 0.02% |
| TRANSDIGM INC TLE 04.1453 05/30/2025 | 0.02% |
| GNR 2015-H26 CI IO 00.3555 08/20/2065 | 0.02% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.02% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| MALAYSIA AIRPORTS HLDGS BHD SEDOL 6188193 | 0.02% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.02% |
| RALI 2006-QO10 A1 01.8209 01/25/2037 | 0.02% |
| USD/JPY PUT 107.00 20200417 JPMCB | 0.02% |
| WESTPORTS HOLDINGS BHD SEDOL BDFM1K8 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.02% |
| FRAC TECH INTL TLB L+475 06.3953 04/16/2021 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.02% |
| STACR 2018-HQA2 B2 12.6609 10/25/2048 | 0.02% |
| USD/JPY PUT 107.00 20200413 UBS | 0.02% |
| 1.00 R ISWP FWD AUDBB6M P 03/18/2025 | 0.02% |
| FNR 2012-104 QI IO 04.5000 05/25/2042 | 0.02% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.02% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| MHL 2004-1 M2 02.6659 11/25/2034 | 0.02% |
| CAS 2018-C06 1B1 05.4109 03/25/2031 | 0.02% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.02% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.02% |
| GNR 2011-H15 AI IO 01.5416 06/20/2061 | 0.02% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.02% |
| MANILA ELECTRIC COMPANY SEDOL B247XZ6 | 0.02% |
| STACR 2018-DNA2 B1 05.3609 12/25/2030 | 0.02% |
| 1.7945 R ISWP US0003M P 12/18/2029 | 0.02% |
| AIRASIA GROUP BHD SEDOL B03J9L7 | 0.02% |
| FHR 4097 PI IO 03.5000 11/15/2040 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.02% |
| NESTLE (MALAYSIA) BERHAD SEDOL 6629335 | 0.02% |
| RALI 2006-QO5 1A1 01.8759 05/25/2046 | 0.02% |
| SPY 20200821 P 245.00CITI | 0.02% |
| CAS 2015-C03 2M2 06.6609 07/25/2025 | 0.02% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.02% |
| FHR 4073 AS IO 04.3738 08/15/2038 | 0.02% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.02% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.02% |
| PETRONAS GAS BHD SEDOL 6703972 | 0.02% |
| FHR 2990 LB 12.6613 06/15/2034 | 0.02% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.02% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.02% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.02% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.02% |
| CAS 2015-C02 2M2 05.6609 05/25/2025 | 0.01% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.01% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.01% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.01% |
| GSAA 2007-6 1A1 01.7809 05/25/2047 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| SEK/USD 03/18/2020 SSBT | 0.01% |
| ASTRO MALAYSIA SEDOL B7W5GK3 | 0.01% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.01% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| PROVINCIA DE BUENOS 43.0213 05/31/2022 | 0.01% |
| SAMI 2007-AR7 1A1 02.5109 05/25/2047 | 0.01% |
| AUD/USD 04/15/2020 SSBT | 0.01% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.01% |
| GNR 2010-134 ES IO 04.3423 11/20/2039 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| CAS 2017-C06 2M2 04.4609 02/25/2030 | 0.01% |
| ESC CB144A STEARNS P/P 144A 09.3750 08/15/2020 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2013-129 SN IO 04.4923 09/20/2043 | 0.01% |
| GNR 2013-99 VS IO 04.4304 07/16/2043 | 0.01% |
| GNR 2015-118 EI IO 03.5000 07/20/2039 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| STACR 2019-DNA1 M2 04.3109 01/25/2049 | 0.01% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.01% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.01% |
| AUD/USD 04/15/2020 UBS | 0.01% |
| BACM 2008-1 C P/P 144A 06.7858 02/10/2051 | 0.01% |
| CAS 2015-C01 2M2 06.2109 02/25/2025 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.01% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.01% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.01% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.01% |
| GNMA GII30 BO5417 05.0000 06/20/2049 | 0.01% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.01% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.01% |
| CAS 2015-C04 2M2 07.2109 04/25/2028 | 0.01% |
| CAS 2017-C02 2M2 05.3109 09/25/2029 | 0.01% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.01% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNR 2013-157 IA IO 03.5000 04/20/2040 | 0.01% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.01% |
| GNR 2013-34 PI IO 04.5000 08/20/2039 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| STACR 2019-DNA2 B2 12.1609 03/25/2049 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.3962 06/15/2044 | 0.01% |
| ASCENT RESOURCES TLB L+650 08.1578 03/30/2023 | 0.01% |
| CAD/USD 04/15/2020 SSBT | 0.01% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.01% |
| FNR 2005-122 SE 17.2869 11/25/2035 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.01% |
| GBP/USD CALL 1.335 20200407 CITI | 0.01% |
| GBP/USD CALL 1.335 20200407 UBS | 0.01% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| NOK/USD 03/18/2020 BCAP-FX | 0.01% |
| CAS 2015-C02 1M2 05.6609 05/25/2025 | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNR 2005-74 NK 19.1956 05/25/2035 | 0.01% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.01% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2019-78 SJ IO 04.3923 06/20/2049 | 0.01% |
| GSMS 2006-GG8 X IO P/P 144A 01.2701 11/10/2039 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| NOK/USD 03/18/2020 SSBT | 0.01% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.01% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 04/15/2020 GSFX | 0.00% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| STACR 2019-HQA1 M2 04.0109 02/25/2049 | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| NOK/USD 03/18/2020 HSBCB | 0.00% |
| SEK/USD 03/18/2020 BANKAM | 0.00% |
| SEK/USD 03/18/2020 RBSF | 0.00% |
| CAD/USD 04/15/2020 TDBK | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| FHR 3996 IK IO 04.0000 03/15/2039 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.00% |
| FNW 1998-W2 X IO 00.3837 06/25/2028 | 0.00% |
| GBP/USD 03/18/2020 BANKAM | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| GNR 2019-99 KS IO 04.3923 08/20/2049 | 0.00% |
| NZD/USD 04/15/2020 GSFX | 0.00% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.00% |
| USD/JPY PUT 101.00 20200413 UBS | 0.00% |
| USD/JPY PUT 101.00 20200417 JPMCB | 0.00% |
| AUD/USD 04/15/2020 BCAP-FX | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8015 03/11/2039 | 0.00% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| EUR/USD 03/18/2020 JPMCB | 0.00% |
| GNR 2013-90 HI IO 03.5000 04/20/2040 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| NZD/USD 04/15/2020 BCAP-FX | 0.00% |
| NZD/USD 04/15/2020 JPMCB | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 GSFX | 0.00% |
| SEK/USD 03/18/2020 TDBK | 0.00% |
| SEK/USD 03/18/2020 UBS | 0.00% |
| STACR 2019-DNA2 M2 04.1109 03/25/2049 | 0.00% |
| STEARNS HLD/CO P/P 144A 05.0000 11/05/2024 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.00% |
| CAD/USD 04/15/2020 BANKAM | 0.00% |
| CAD/USD 04/15/2020 CITI | 0.00% |
| CAD/USD 04/15/2020 JPMCB | 0.00% |
| CAD/USD 04/15/2020 RBSF | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| EUR/USD 03/18/2020 HSBCB | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.00% |
| FNW 1998-W5 X IO 00.7421 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| GBP/USD 03/18/2020 JPMCB | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPY/USD 02/19/2020 UBS | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% |
| 1.10 R ISWP FWD GBL6M P 03/18/2030 | 0.00% |
| 2.10 R ISWP FWD CDOR03 P 03/18/2030 | 0.00% |
| BACM 2007-1 XW IO 00.4864 01/15/2049 | 0.00% |
| CAD/USD 04/15/2020 BCAP-FX | 0.00% |
| CAD/USD 04/15/2020 GSFX | 0.00% |
| CHC GROUP LLC P/P SEDOL BYXD3K4 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2074 05/15/2038 | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| EUR/USD 03/18/2020 BANKAM | 0.00% |
| EUR/USD 03/18/2020 CSI-FX | 0.00% |
| EUR/USD 03/18/2020 TDBK | 0.00% |
| EUR/USD 03/18/2020 UBS | 0.00% |
| EUR/USD 03/18/2020 WPAC | 0.00% |
| FSPC T-59 1AX IO 00.2814 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4173 11/15/2028 | 0.00% |
| GBP/USD 03/18/2020 CITI | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2011-81 SB IO 05.0354 11/16/2036 | 0.00% |
| GNR 2014-162 DI IO 04.0000 11/20/2038 | 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% |
| HKD/USD 05/20/2020 BANKAM | 0.00% |
| HKD/USD 05/20/2020 HSBCB | 0.00% |
| HKD/USD 05/20/2020 SSBT | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| HKD/USD 05/20/2020 UBS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 2007-LDPX X IO 00.2152 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| MLCFC 2006-4 XC IO P/P 144A 00.7538 12/12/2049 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| MXN/USD 04/15/2020 BANKAM | 0.00% |
| MXN/USD 04/15/2020 CITI | 0.00% |
| MXN/USD 04/15/2020 UBS | 0.00% |
| NOK/USD 03/18/2020 CITI | 0.00% |
| NOK/USD 03/18/2020 GSFX | 0.00% |
| NOK/USD 03/18/2020 UBS | 0.00% |
| SGD/USD 05/20/2020 JPMCB | 0.00% |
| SPY 20200131 C 333.00CITI | 0.00% |
| WBCMT 2006-C29 IO IO 00.4754 11/15/2048 | 0.00% |
| WBCMT 2007-C31 IO IO P/P 144A 00.0000 04/15/2047 | 0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| AUD/USD 04/15/2020 RBSF | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -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 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/USD 03/18/2020 RBSF | -0.00% |
| FEDL01 P ISWP SOFRRATE R 12/05/2020 | -0.00% |
| GBP/USD 03/18/2020 WPAC | -0.00% |
| JPY/USD 02/19/2020 BANKAM | -0.00% |
| JPY/USD 02/19/2020 GSFX | -0.00% |
| JPY/USD 02/19/2020 JPMCB | -0.00% |
| JPY/USD 02/19/2020 SSBT | -0.00% |
| NOK/USD 03/18/2020 RBSF | -0.00% |
| NZD/USD 04/15/2020 RBSF | -0.00% |
| NZD/USD 04/15/2020 WPAC | -0.00% |
| SEK/USD 03/18/2020 HSBCB | -0.00% |
| SEK/USD 03/18/2020 JPMCB | -0.00% |
| SPY 20200214 C 341.50CITI | -0.00% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.00% |
| TWD/USD 05/20/2020 BANKAM | -0.00% |
| TWD/USD 05/20/2020 GSFX | -0.00% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.00% |
| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| CHF/USD 03/18/2020 JPMCB | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| GBP/USD 03/18/2020 UBS | -0.00% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.00% |
| AUD/USD 04/15/2020 BANKAM | -0.00% |
| AUD/USD 04/15/2020 JPMCB | -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 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-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| GBP/USD 03/18/2020 SSBT | -0.00% |
| GBP/USD CALL 1.365 20200402 BCAP-FX | -0.00% |
| GBP/USD CALL 1.365 20200407 CITI | -0.00% |
| GBP/USD CALL 1.365 20200407 UBS | -0.00% |
| NZD/USD 04/15/2020 UBS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 03/18/2020 HSBCB | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 03/18/2020 SSBT | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| 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 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| GBP/USD 03/18/2020 GSFX | -0.01% |
| NZD/USD 04/15/2020 SSBT | -0.01% |
| IOS.FN30.350.14 P USL1M R 01/12/45 JP | -0.01% |
| -0.10 R ISWP FWD CHL6M P 03/18/2030 | -0.01% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| 1.8252 R ISWP US0003M P 12/17/2029 | -0.01% |
| USD/JPY PUT 104.00 20200413 UBS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.01% |
| USD/JPY PUT 104.00 20200417 JPMCB | -0.01% |
| -0.10 R ISWP FWD EUR006M P 03/18/2025 | -0.02% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| -0.40 R ISWP FWD CHL6M P 03/18/2025 | -0.02% |
| RUB/USD 03/18/2020 GSFX | -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 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| 1.40 R ISWP FWD NFIX3MID P 03/18/2025 | -0.03% |
| 0.35 R ISWP FWD SES3M P 03/18/2025 | -0.03% |
| 1.95 R ISWP FWD NOKOIB6M P 03/18/2025 | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| IOS.FN30.400.14 P USL1M R 01/12/45 JP | -0.03% |
| 0.65 R ISWP FWD SES3M P 03/18/2030 | -0.03% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| UA US P R 07/05/22 CI | -0.03% |
| 1.75 R ISWP FWD NFIX3MID P 03/18/2030 | -0.04% |
| INGN US P R 07/05/22 CI | -0.04% |
| 2.00 R ISWP FWD NOKOIB6M P 03/18/2030 | -0.04% |
| CTB US P R 07/05/22 CI | -0.05% |
| EBIX US P R 07/05/22 CI | -0.06% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% |
| KLIC US P US0001M R 07/05/22 CI | -0.07% |
| DORM US P US0001M R 07/05/22 CI | -0.08% |
| CMD US P US0001M R 07/05/22 CI | -0.08% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.08% |
| IOS.FN30.400.14 P US0001M R 01/12/45 JP | -0.08% |
| BGS US P R 07/05/22 CI | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.09% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% |
| APPN US P US0001M R 07/05/22 CI | -0.09% |
| DY US P R 07/05/22 CI | -0.10% |
| DBD US P R 07/05/22 CI | -0.10% |
| OMCL US P US0001M R 07/05/22 CI | -0.10% |
| WGO US P US0001M R 07/05/22 CI | -0.10% |
| EPC US P US0001M R 07/05/22 CI | -0.11% |
| MDRX US P US0001M R 07/05/22 CI | -0.11% |
| BB US P US0001M R 07/05/22 CI | -0.12% |
| 0.20 R ISWP FWD EUR006M P 03/18/2030 | -0.12% |
| QLYS US P US0001M R 07/05/22 CI | -0.13% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.14% |
| ACIW US P R 07/05/22 CI | -0.14% |
| BRKR US P US0001M R 07/05/22 CI | -0.15% |
| PBH US P US0001M R 07/05/22 CI | -0.17% |
| WWW US P US0001M R 07/05/22 CI | -0.19% |
| BWXT US P US0001M R 07/05/22 CI | -0.19% |
| STL US P US0001M R 07/05/22 CI | -0.19% |
| 1.80 R ISWP FWD US0003M P 03/18/2030 | -0.19% |
| CTLT US P US0001M R 07/05/22 CI | -0.21% |
| GOOS US P US0001M R 07/05/22 CI | -0.21% |
| LHCG US P US0001M R 07/05/22 CI | -0.22% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.22% |
| ENR US P R 07/05/22 CI | -0.25% |
| HBI US P R 07/05/22 CI | -0.28% |
| JBL US P US0001M R 07/05/22 CI | -0.28% |
| PKI US P US0001M R 07/05/22 CI | -0.28% |
| CMPR US P US0001M R 07/05/22 CI | -0.29% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.29% |
| FNMA FN30 TBA UMBS 04.5000 02/01/2050 | -0.29% |
| TGI US P R 07/05/22 CI | -0.30% |
| SKX US P US0001M R 07/05/22 CI | -0.31% |
| PWR US P US0001M R 07/05/22 CI | -0.33% |
| MTZ US P US0001M R 07/05/22 CI | -0.34% |
| OSK US P US0001M R 07/05/22 CI | -0.35% |
| AAXN US P US0001M R 07/05/22 CI | -0.36% |
| ICLR US P R 07/05/22 CI | -0.39% |
| GWRE US P US0001M R 07/05/22 CI | -0.46% |
| TXT US P US0001M R 07/05/22 CI | -0.52% |
| EVBG US P US0001M R 07/05/22 CI | -0.54% |
| FMC US P US0001M R 07/05/22 CI | -0.57% |
| DPZ US P US0001M R 07/05/22 CI | -0.60% |
| NTAP US P US0001M R 07/05/22 CI | -0.64% |
| BHC US P R 07/05/22 CI | -0.66% |
| GLW US P US0001M R 07/05/22 CI | -0.71% |
| RL US P US0001M R 07/05/22 CI | -0.77% |
| ELAN US P US0001M R 07/05/22 CI | -0.83% |
| IQV US P R 07/05/22 CI | -0.85% |
| ILMN US P US0001M R 07/05/22 CI | -0.86% |
| AMD US P US0001M R 07/05/22 CI | -0.99% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.99% |
| CTXS US P US0001M R 07/05/22 CI | -1.24% |
| K US P R 07/05/22 CI | -1.24% |
| NDUEEGF P US0001M R 12/14/20 GS | -1.30% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.31% |
| RH US P US0001M R 07/05/22 CI | -1.75% |
| TSLA US P R 07/05/22 CI | -2.28% |
| NDUEEGF P US0003M R 09/18/20 CI | -3.07% |
| NDUEEGF P US0003M R 03/19/20 CI | -6.88% |
| S&P500 EMINI FUT MAR20 ESH0 | -9.16% |
| NDUEEGF P US0001M R 08/20/20 UB | -17.73% |
| RU10INTR P US0003M R 11/25/20 CI | -21.20% |
| GSGLPW2S P US0001M R 12/15/20 GS | -37.29% |
| GSGLPWDS P US0001M R 12/15/20 GS | -39.06% |
| RU10INTR P US0003M R 06/20/23 BA | -43.31% |
| US 10YR NOTE (CBT)MAR20 TYH0 | 49.10% |
|---|---|
| MLFCF15 R US0003M P 06/20/23 BA | 42.84% |
| GSGLPWDL R US0001M P 12/15/20 GS | 42.79% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 41.46% |
| GSGLPW2L R US0001M P 12/15/20 GS | 38.80% |
| S&P MID 400 EMINI MAR20 FAH0 | 20.28% |
| US 10YR ULTRA FUT MAR20 UXYH0 | 9.05% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2050 | 7.46% |
| GSVIUS85 R 0.45 P 12/15/20 GS | 4.72% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2050 | 4.68% |
| GSISXT27 R 0.2 P 12/15/20 GS | 3.29% |
| REAL ESTATE SELECT SECT SPDR SEDOL BYZ65Y9 | 3.05% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | 2.70% |
| GSVIVV69 R 0.3 P 12/15/20 GS | 2.33% |
| S&P GSCI TOTAL RETURN CME 3X 144A NOTE 12/8/2020 | 2.03% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2050 | 1.86% |
| FINANCIAL SELECT SECTOR SPDR SEDOL 2364038 | 1.75% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 1.75% |
| UTILITIES SELECT SECTOR SPDR SEDOL 2371812 | 1.74% |
| TECHNOLOGY SELECT SECT SPDR SEDOL 2369709 | 1.69% |
| CONSUMER DISCRETIONARY SELT SEDOL 2424341 | 1.66% |
| GSVICUB3 R 0.45 P 12/15/20 GS | 1.61% |
| CITI COMMOD F3-F0 4X LEVERED INDEX 3X NOTE 1/25/2021 | 1.57% |
| TREASURY BILL 00.0000 04/23/2020 | 1.38% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.20% |
| CITI CROSS-ASSET TREND 10% VOL INDEX 3X 144A NOTE 9/28/2020 | 1.14% |
| BAML COMMODITY MLBX4SX6 ER STRATEGY 3X 144A NOTE 1/12/2021 | 1.11% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 1.09% |
| FED HOME LN DISCOUNT NT 313384SC4 GDC 01/22/2020 | 1.03% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 1.02% |
| S&P GSCI TOTAL RETURN 3X NOTE 11/16/2020 | 1.00% |
| TREASURY BILL 00.0000 05/07/2020 | 0.99% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.90% |
| TREASURY BILL 00.0000 06/18/2020 | 0.86% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.84% |
| BOFA MLCOMMODITY MLBX4SX6 ER STRATEGY 08/03/2020 | 0.79% |
| GNMA GII30 TBA 04.5000 01/01/2050 | 0.77% |
| GSVIVVOL R 0.3 P 12/15/20 GS | 0.76% |
| TREASURY BILL 00.0000 04/16/2020 | 0.69% |
| TREASURY BILL 00.0000 06/11/2020 | 0.63% |
| INFOSYS LTD SEDOL 6205122 | 0.62% |
| ANHUI CONCH CEMENT CO LTD-H SEDOL 6080396 | 0.58% |
| BANCO DO BRASIL S.A. SEDOL 2328595 | 0.58% |
| YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.56% |
| HYUNDAI MOBIS CO LTD SEDOL 6449544 | 0.53% |
| ING US FUNDING LLC 45685QB32 DCP 02/03/2020 | 0.53% |
| LIBERTY STREET FUNDING LLC 53127TB69 DCP 02/06/2020 | 0.53% |
| NATIONAL BANK OF CANADA 63307LAM3 DCP 01/21/2020 | 0.53% |
| CHARIOT FUNDING LLC 15963TC23 DCP 03/02/2020 | 0.53% |
| GREE ELECTRIC 144A/REGS WARRANT 8/24/2020 | 0.51% |
| IRB BRASIL RESSEGUROS SA SEDOL BYZ6D56 | 0.51% |
| KIA MOTORS CORP SEDOL 6490928 | 0.48% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.48% |
| GNMA GII30 TBA 04.0000 01/01/2050 | 0.48% |
| CANADIAN IMPERIAL BANK OF COM 02.0000 01/13/2020 | 0.46% |
| GOTHAM FUNDING CORP 38346LAD8 DCP 01/13/2020 | 0.46% |
| REGENCY MARKETS NO. 1 LLC 7588R0AG2 DCP 01/16/2020 | 0.46% |
| BARCLAYS BANK PLC CCP 06742VAV3 DCP 01/23/2020 | 0.46% |
| BPCE SA 05571BC27 DCP 03/02/2020 | 0.46% |
| MATCHPOINT FINANCE PLC 57666AB35 DCP 02/03/2020 | 0.46% |
| TORONTO-DOMINION BANK/THE 89119AC30 DCP 03/03/2020 | 0.46% |
| SINO BIOPHARMACEUTICAL SEDOL B00XSF9 | 0.44% |
| BANK OF SHANGHAI 144A/REGS WARRANT 12/02/2020 | 0.44% |
| SOCIETE GENERALE SA 83369BC20 DCP 03/02/2020 | 0.44% |
| TREASURY BILL 00.0000 03/12/2020 | 0.43% |
| TECH MAHINDRA LTD SEDOL BWFGD63 | 0.43% |
| SHANGHAI PUDONG DEV BANK 144A/REGS WARRANT | 0.42% |
| KWEICHOW MOUTAI CO LTD-A 144A/REGS WARRANT 08/07/2020 | 0.42% |
| VICTORY RECEIVABLES CORP 92646KA77 DCP 01/07/2020 | 0.41% |
| IND & COMM BK OF CHINA-H SEDOL B1G1QD8 | 0.41% |
| ADVANCED INFO SERVICE-FOR RG SEDOL 6412591 | 0.39% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.39% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.39% |
| ZHEN DING TECHNOLOGY HOLDING SEDOL B734XQ4 | 0.38% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.38% |
| AUSTRALIA & NEW ZEALAND BANKI 05253ABT6 DCP 02/27/2020 | 0.37% |
| BANCO SANTANDER BRASIL-UNIT SEDOL B4V5RY4 | 0.35% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.34% |
| VALE SA SEDOL 2196286 | 0.34% |
| SANY HEAVY INDUSTRY CO LTD 144A REGS WARRANT 12/21/2020 | 0.34% |
| ANGLO AMERICAN PLATINUM LTD SEDOL 6761000 | 0.34% |
| AES CORP/THE 05.5000 04/15/2025 | 0.33% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.33% |
| BANCO MACRO SA-ADR SEDOL B0Y62M9 | 0.33% |
| KT&G CORP SEDOL 6175076 | 0.32% |
| TREASURY BILL 00.0000 04/02/2020 | 0.32% |
| EVRAZ PLC SEDOL B71N6K8 | 0.32% |
| UNI-PRESIDENT ENTERPRISES CO SEDOL 6700393 | 0.32% |
| CHINA PETROLEUM & CHEMICAL-H SEDOL 6291819 | 0.32% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.32% |
| OIL & NATURAL GAS CORP LTD SEDOL 6139362 | 0.32% |
| INFOR US INC 06.5000 05/15/2022 | 0.31% |
| FNMA FN30 TBA UMBS 05.5000 01/01/2050 | 0.30% |
| CAS 2016-C02 1B 14.0420 09/25/2028 | 0.29% |
| PTT EXPLORATION & PROD-FOR SEDOL B1359J0 | 0.29% |
| SHENZHEN MINDRAY BIO-MEDICAL ELEC CO LTD 144A/REGS | 0.29% |
| INTER RAO UES PJSC SEDOL B39RRN4 | 0.27% |
| QUALICORP CONS E CORR SEG SA SEDOL B4LHBQ0 | 0.27% |
| UNITED MICROELECTRONICS CORP SEDOL 6916628 | 0.25% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.24% |
| SCIENTIFIC GAMES TLB5 L+275 04.5494 08/14/2024 | 0.24% |
| JPMBB 2014-C18 D P/P 144A 04.8101 02/15/2047 | 0.24% |
| ASURION 2NDL L+650 08.2994 08/04/2025 | 0.24% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.24% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.24% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.23% |
| BB SEGURIDADE PARTICIPACOES SEDOL B9N3SQ0 | 0.23% |
| MSBAM 2013-C10 D P/P 144A 04.0814 07/15/2046 | 0.23% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.23% |
| ENEL AMERICAS SA-ADR SEDOL 2314947 | 0.22% |
| BANK CENTRAL ASIA TBK PT SEDOL B01C1P6 | 0.21% |
| FOSUN INTERNATIONAL SEDOL B1Z7FX0 | 0.21% |
| PRUDENTIAL PLC 7443M2B47 DCP 02/04/2020 | 0.21% |
| TELEFONICA BRASIL S.A.-PREF SEDOL B3ZCNF7 | 0.21% |
| BF0101 03.5000 06/01/2056 | 0.21% |
| WEICHAI POWER CO LTD-H SEDOL 6743956 | 0.21% |
| VIPSHOP HOLDINGS LTD - ADR SEDOL B3N0H17 | 0.21% |
| BANK OF JIANGSU CO LTD- A 144A/REGS WARRANT 08/07/2020 | 0.20% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.20% |
| HYPERA SA SEDOL B2QY968 | 0.20% |
| QUDIAN INC-SPON ADR SEDOL BF8FK89 | 0.20% |
| RADIANT OPTO-ELECTRONICS COR SEDOL 6520278 | 0.19% |
| SAMSUNG SDS CO LTD SEDOL BRS2KY0 | 0.19% |
| WIPRO LTD SEDOL 6206051 | 0.19% |
| SK HYNIX INC SEDOL 6450267 | 0.19% |
| HOME PRODUCT CENTER PCL-FOR SEDOL 6418533 | 0.19% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.19% |
| CAPITEC BANK HOLDINGS LTD SEDOL 6440859 | 0.19% |
| ELECTRICITY GEN PUB CO-FOR R SEDOL 6304643 | 0.19% |
| VERTIV TLB L+400 05.9271 11/15/2023 | 0.19% |
| S&P GSCI EXCESS RETURN INDEX 3X NOTE 1/27/2020 | 0.18% |
| FUBON FINANCIAL HOLDING CO SEDOL 6411673 | 0.18% |
| GLOBALWAFERS CO LTD SEDOL BS7JP33 | 0.18% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.18% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.18% |
| SINOTRUK HONG KONG LTD SEDOL B296ZH4 | 0.17% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.17% |
| KUMBA IRON ORE LTD SEDOL B1G4262 | 0.17% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.17% |
| CHINA RESOURCES SANJIU MEDICAL & PHARMA 144A REGS 01/29/2020 | 0.16% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.16% |
| TALBOTS TLB L+700 08.7994 11/28/2022 | 0.16% |
| OTP BANK RT SEDOL 7320154 | 0.16% |
| SHINHAN FINANCIAL GROUP LTD SEDOL 6397502 | 0.16% |
| ECOPETROL SA-SPONSORED ADR SEDOL B3D6J19 | 0.16% |
| TREASURY BILL 00.0000 01/02/2020 | 0.16% |
| HLA CORP LTD 144A/REGS WARRANT | 0.15% |
| FHR 3852 NT 04.2603 05/15/2041 | 0.15% |
| STACR 2016-DNA1 B 11.7920 07/25/2028 | 0.15% |
| WANT WANT CHINA HOLDINGS LTD SEDOL B2Q14Z3 | 0.15% |
| YUANTA FINANCIAL HOLDING CO SEDOL 6424110 | 0.15% |
| FNR 2017-74 SA IO 03.9580 10/25/2047 | 0.15% |
| FNR 2017-8 SB IO 04.3080 02/25/2047 | 0.15% |
| KOREA ZINC CO LTD SEDOL 6495428 | 0.14% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.14% |
| PPD TL L+250 04.2994 08/18/2022 | 0.14% |
| REVLON CONS TLB L+350 05.4086 09/07/2023 | 0.14% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 0.14% |
| MISC BHD SEDOL 6557997 | 0.14% |
| SOULBRAIN CO LTD SEDOL B0105T2 | 0.14% |
| SURGUTNEFTEGAS-PREFERENCE SEDOL 5005884 | 0.14% |
| TISCO FINANCIAL-FOREIGN SEDOL B3KFW76 | 0.14% |
| CHINA RESOURCES CEMENT SEDOL B41XC98 | 0.13% |
| GNR 2015-H20 CI IO 02.1183 08/20/2065 | 0.13% |
| MMC NORILSK NICKEL PJSC-ADR SEDOL BYSW6D0 | 0.13% |
| MWST 2019-1 A 02.5920 06/25/2052 | 0.13% |
| PETRONAS CHEMICALS GROUP BHD SEDOL B5KQGT3 | 0.13% |
| LOGAN PROPERTY HOLDINGS CO L SEDOL BH6X937 | 0.13% |
| SAMSUNG ENGINEERING CO LTD SEDOL 6765239 | 0.13% |
| CAS 2015-C04 1M2 07.4920 04/25/2028 | 0.13% |
| CIA SANEAMENTO BASICO DE SP SEDOL B1YCHL8 | 0.13% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.12% |
| DAELIM INDUSTRIAL CO LTD SEDOL 6249584 | 0.12% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.12% |
| GNR 2017-H11 NI IO 02.2271 05/20/2067 | 0.12% |
| JPMBB 2013-C14 E P/P 144A 04.7019 08/15/2046 | 0.12% |
| PRESIDENT CHAIN STORE CORP SEDOL 6704986 | 0.12% |
| SPST 2019-7 A 02.4799 09/24/2020 | 0.12% |
| ACADEMY SPORTS TLB L+400 05.7746 07/02/2022 | 0.12% |
| NEIMAN MARCUS TL L+600 07.7131 10/25/2023 | 0.12% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.12% |
| TRIPOD TECHNOLOGY CORP SEDOL 6305721 | 0.12% |
| SPST 2019-11 A 02.5299 10/24/2020 | 0.12% |
| FNMA FN30 AL6919 UMBS 05.5000 01/01/2038 | 0.12% |
| POWSZECHNY ZAKLAD UBEZPIECZE SEDOL B63DG21 | 0.12% |
| GNR 2015-H25 BI IO 01.7779 10/20/2065 | 0.11% |
| GNR 2015-H10 CI IO 01.8460 04/20/2065 | 0.11% |
| GNR 2015-H24 HI IO 02.0373 09/20/2065 | 0.11% |
| GNR 2016-H02 BI IO 01.6139 11/20/2065 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.11% |
| GNR 2015-H19 NI IO 01.9441 07/20/2065 | 0.11% |
| SPST 2019-3 A 02.4799 06/24/2020 | 0.11% |
| IMPALA PLATINUM HOLDINGS LTD SEDOL B1FFT76 | 0.11% |
| ORTHO-CLINICAL TLB L+325 05.1584 06/01/2025 | 0.11% |
| NOVOLIPETSK STEEL PJSC-GDR SEDOL B0RTNX3 | 0.10% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.10% |
| TIM PARTICIPACOES SA SEDOL 2292560 | 0.10% |
| BSCMS 2006-PW11 B P/P 144A 05.7745 03/11/2039 | 0.10% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.10% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.10% |
| DIAMOND RESORTS TLB L+375 05.5494 09/02/2023 | 0.10% |
| GENTING MALAYSIA BHD SEDOL B1VXKN7 | 0.10% |
| TAISHIN FINANCIAL HOLDING SEDOL 6451680 | 0.10% |
| CHINA MINSHENG BANKING COR-H SEDOL B57JY24 | 0.10% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.10% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.10% |
| UNIVISION TLC5 L+275 04.5494 03/15/2024 | 0.10% |
| SEAZEN HOLDINGS CO 144A/REGS WARRANT 04/17/2020 | 0.09% |
| GNR 2015-H09 BI IO 01.7302 03/20/2065 | 0.09% |
| GNR 2015-H25 AI IO 01.6447 09/20/2065 | 0.09% |
| GOLDEN NUGGET TL L+275 04.6923 10/04/2023 | 0.09% |
| BANCO BTG PACTUAL SA-UNIT SEDOL BZBZVC7 | 0.09% |
| TEKFEN HOLDING AS SEDOL B29D241 | 0.09% |
| GNR 2015-H16 XI IO 02.4257 07/20/2065 | 0.09% |
| GSMS 2014-GC24 D P/P 144A 04.5323 09/10/2047 | 0.09% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.09% |
| SABRE GBL TLB L+200 03.7994 02/22/2024 | 0.09% |
| BBVA ARGENTINA SA-ADR SEDOL BKT4TC7 | 0.09% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.09% |
| GEELY AUTOMOBILE HOLDINGS LT SEDOL 6531827 | 0.09% |
| GNR 2015-H22 GI IO 02.5841 09/20/2065 | 0.09% |
| GNR 2015-H15 JI IO 02.0124 06/20/2065 | 0.09% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.09% |
| SAMI 2007-AR1 2A1 01.9720 01/25/2037 | 0.09% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.09% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.09% |
| WNS HOLDINGS LTD-ADR SEDOL B194GX4 | 0.09% |
| TRANSDIGM INC TLF L+250 04.2994 06/09/2023 | 0.08% |
| WFCM 2013-LC12 D P/P 144A 04.2843 07/15/2046 | 0.08% |
| FHR 4568 MI IO 04.0000 04/15/2046 | 0.08% |
| GNR 2016-H03 AI IO 02.5383 01/20/2066 | 0.08% |
| GNR 2015-H26 EI IO 01.7656 10/20/2065 | 0.08% |
| PETRONET LNG LTD SEDOL B00KT68 | 0.08% |
| SEVERSTAL PJSC SEDOL B0561N2 | 0.08% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.08% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.08% |
| GNR 2016-H23 NI IO 02.2467 10/20/2066 | 0.08% |
| GNR 2014-H21 AI IO 01.4490 10/20/2064 | 0.08% |
| GNR 2015-H25 EI IO 01.8891 10/20/2065 | 0.08% |
| GRUPO AEROPORTUARIO DEL CENT SEDOL B1KFX13 | 0.08% |
| ZF NA CAPITAL P/P 144A 04.0000 04/29/2020 | 0.08% |
| GENTING BHD SEDOL B1VXJL8 | 0.08% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.08% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| BANCO SANTANDER MEXICO SA IN SEDOL BF1FXN2 | 0.07% |
| COM7 PCL-F SEDOL BZ2YN49 | 0.07% |
| RHB BANK BHD SEDOL 6244675 | 0.07% |
| FNR 2011-4 CS 09.3160 05/25/2040 | 0.07% |
| GNR 2015-H26 GI IO 01.8337 10/20/2065 | 0.07% |
| WELBILT TLB L+250 04.2994 10/23/2025 | 0.07% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.07% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.07% |
| GNR 2015-H09 AI IO 02.5435 04/20/2065 | 0.07% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 0.07% |
| BSCMS 2007-T26 AJ 05.4499 01/12/2045 | 0.07% |
| INDOFOOD SUKSES MAKMUR TBK P SEDOL 6283979 | 0.07% |
| SPST 2019-WL1 A 02.4420 08/25/2052 | 0.07% |
| GNR 2017-H02 BI IO 02.2577 01/20/2067 | 0.07% |
| MSC 2011-C3 G P/P 144A 05.2445 07/15/2049 | 0.07% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.07% |
| JPMCC 2012-C6 F P/P 144A 05.1571 05/15/2045 | 0.07% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.07% |
| CAPITAL AUTO 2NDL L+600 07.8000 03/24/2025 | 0.07% |
| GUANGZHOU BAIYUNSHAN PHARM-H SEDOL 6084387 | 0.07% |
| BANCO DE CHILE-ADR SEDOL 2834252 | 0.06% |
| BANCO SANTANDER-CHILE-ADR SEDOL 2136646 | 0.06% |
| GNR 2018-91 SJ IO 04.4854 07/20/2048 | 0.06% |
| FHR 4389 IA IO 04.0000 09/15/2044 | 0.06% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.06% |
| GNR 2016-H04 KI IO 02.1475 02/20/2066 | 0.06% |
| GNR 2016-H08 GI IO 01.4622 04/20/2066 | 0.06% |
| HM SAMPOERNA TBK PT SEDOL 6404242 | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.06% |
| SPY 20201218 P 275.00JPMCB | 0.06% |
| CMLTI 2007-AMC3 A2D 02.1420 03/25/2037 | 0.06% |
| GNR 2015-H14 BI IO 01.6044 05/20/2065 | 0.06% |
| GNR 2017-H14 DI IO 01.7377 06/20/2067 | 0.06% |
| 1.80 R ISWP FWD US0003M P 03/18/2030 | 0.06% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.06% |
| FENG TAY ENTERPRISE CO LTD SEDOL 6336055 | 0.06% |
| FORD OTOMOTIV SEDOL B03MSR5 | 0.06% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.06% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.06% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.06% |
| GNR 2015-H24 BI IO 01.6552 08/20/2065 | 0.06% |
| INFOR TLB6 L+275 04.6946 02/01/2022 | 0.06% |
| WAMU 2005-AR14 1A2 03.8441 12/25/2035 | 0.06% |
| MSBAM 2013-C11 E P/P 144A 04.3535 08/15/2046 | 0.06% |
| MSBAM 2013-C11 F P/P 144A 04.3535 08/15/2046 | 0.06% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.06% |
| KT CORP SEDOL 6505316 | 0.05% |
| SAO MARTINHO SA SEDOL B1P3R43 | 0.05% |
| FHR 4530 HI IO 04.0000 11/15/2045 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| FNR 2014-47 IP IO 04.0000 03/25/2044 | 0.05% |
| GNR 2016-H07 HI IO 02.1215 02/20/2066 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.05% |
| FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.05% |
| FNMA FN30 AB7936 UMBS 03.0000 02/01/2043 | 0.05% |
| WBCMT 2005-C21 E P/P 144A 05.0790 10/15/2044 | 0.05% |
| WFRBS 2013-C15 D P/P 144A 04.4936 08/15/2046 | 0.05% |
| YDUQS PART SEDOL BJGV3C2 | 0.05% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.05% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.05% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.05% |
| GNR 2016-H16 DI IO 02.4684 06/20/2066 | 0.05% |
| POU CHEN SEDOL 6696157 | 0.05% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.05% |
| GNR 2015-H10 EI IO 01.6542 04/20/2065 | 0.05% |
| SUN ART RETAIL GROUP LTD SEDOL B3MPN59 | 0.05% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.05% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.05% |
| GNR 2015-H26 DI IO 01.6822 10/20/2065 | 0.05% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.05% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.05% |
| SIME DARBY BERHAD SEDOL B29TTR1 | 0.05% |
| CHAROEN POKPHAND FOOD-FORGN SEDOL B5L2DG6 | 0.05% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.05% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.05% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.05% |
| SPY 20201120 P 265.00BANKAM | 0.05% |
| CAS 2017-C06 2B1 06.2420 02/25/2030 | 0.04% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.04% |
| REPUBLIC OF ANGOLA P/P 144A 08.0000 11/26/2029 | 0.04% |
| FNMA FN30 AR6852 UMBS 03.0000 02/01/2043 | 0.04% |
| KOREA INVESTMENT HOLDINGS CO SEDOL 6654586 | 0.04% |
| RACKSPACE HOSTING INC L+300 04.9023 11/03/2023 | 0.04% |
| NOK/USD 03/18/2020 GSFX | 0.04% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.04% |
| ARAB REP OF EGYPT P/P 144A 04.5500 11/20/2023 | 0.04% |
| FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.04% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.04% |
| WFRBS 2012-C10 E P/P 144A 04.4298 12/15/2045 | 0.04% |
| COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.04% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.04% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.04% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.04% |
| FEDERAL GRID CO UNIFIED ENER SEDOL B39RR67 | 0.04% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.04% |
| FHR 3747 SA IO 04.7603 10/15/2040 | 0.04% |
| GNR 2016-H04 HI IO 02.3796 07/20/2065 | 0.04% |
| IHEARTMEDIA TL L+400 05.7809 05/01/2026 | 0.04% |
| REYNOLDS GROUP TL L+300 04.5494 02/05/2023 | 0.04% |
| GNR 2016-H11 HI IO 02.1003 01/20/2066 | 0.04% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.04% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% |
| AIR MEDICAL TLB L+325 05.0351 04/28/2022 | 0.04% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.04% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.04% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.04% |
| GNR 2015-H18 IA IO 01.8693 06/20/2065 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.03% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.03% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.03% |
| CAS 2017-C03 1B1 06.6420 10/25/2029 | 0.03% |
| CAS 2017-C05 1B1 05.3920 01/25/2030 | 0.03% |
| CWALT 2006-OA10 1A1 03.1995 08/25/2046 | 0.03% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.03% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.03% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.03% |
| NOK/USD 03/18/2020 SSBT | 0.03% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.03% |
| BANK OF CHINA LTD-H SEDOL B154564 | 0.03% |
| COMM 2014-CR17 D P/P 144A 04.8499 05/10/2047 | 0.03% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.03% |
| CIA CERVECERIAS UNI-SPON ADR SEDOL 2217596 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.03% |
| SPY 20200918 P 255.00JPMCB | 0.03% |
| TECO ELECTRIC & MACHINERY SEDOL 6879851 | 0.03% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | 0.03% |
| CWHL 2005-3 1A1 02.4120 04/25/2035 | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| GNR 2011-H08 GI IO 01.2999 03/20/2061 | 0.03% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.03% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.03% |
| SPY 20201016 P 255.00BANKAM | 0.03% |
| BACM 2005-1 C 05.5034 11/10/2042 | 0.03% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.03% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.03% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | 0.02% |
| AHM 2007-1 GA1C 01.9820 05/25/2047 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.02% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.02% |
| QUALITAS CONTROLADORA SAB CV SEDOL BYMXF65 | 0.02% |
| CAS 2015-C03 1M2 06.7920 07/25/2025 | 0.02% |
| FHR 4097 PI IO 03.5000 11/15/2040 | 0.02% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.02% |
| GNR 2011-17 S IO 04.2854 02/20/2041 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.02% |
| UBSBB 2012-C2 F P/P 144A 04.8901 05/10/2063 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.02% |
| MALAYSIA AIRPORTS HLDGS BHD SEDOL 6188193 | 0.02% |
| MANILA ELECTRIC COMPANY SEDOL B247XZ6 | 0.02% |
| PLDT INC SEDOL BDGN274 | 0.02% |
| TRANSDIGM INC TLE 04.2994 05/30/2025 | 0.02% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.02% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 | 0.02% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2015-H26 CI IO 00.3325 08/20/2065 | 0.02% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.02% |
| WESTPORTS HOLDINGS BHD SEDOL BDFM1K8 | 0.02% |
| AIRASIA GROUP BHD SEDOL B03J9L7 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| FNR 2012-104 QI IO 04.5000 05/25/2042 | 0.02% |
| GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.02% |
| RALI 2006-QO10 A1 01.9520 01/25/2037 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.02% |
| FRAC TECH INTL TLB L+475 06.5494 04/16/2021 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.02% |
| MHL 2004-1 M2 02.7970 11/25/2034 | 0.02% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.02% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.02% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.02% |
| NOK/USD 03/18/2020 RBSF | 0.02% |
| NZD/USD 01/15/2020 UBS | 0.02% |
| SPY 20200717 P 255.00CITI | 0.02% |
| STACR 2018-HQA2 B2 12.7920 10/25/2048 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| GNR 2011-H15 AI IO 01.5533 06/20/2061 | 0.02% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.02% |
| SPY 20200821 P 245.00CITI | 0.02% |
| STACR 2018-DNA2 B1 05.4920 12/25/2030 | 0.02% |
| 0.20 R ISWP FWD EUR006M P 03/18/2030 | 0.02% |
| CAS 2018-C06 1B1 05.5420 03/25/2031 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.02% |
| FHR 4073 AS IO 04.3103 08/15/2038 | 0.02% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.02% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| NESTLE (MALAYSIA) BERHAD SEDOL 6629335 | 0.02% |
| PETRONAS GAS BHD SEDOL 6703972 | 0.02% |
| RALI 2006-QO5 1A1 02.0070 05/25/2046 | 0.02% |
| CAS 2015-C03 2M2 06.7920 07/25/2025 | 0.02% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.02% |
| FHR 2990 LB 12.4990 06/15/2034 | 0.02% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.02% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.02% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.02% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.02% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.02% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.02% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.02% |
| GSAA 2007-6 1A1 01.9120 05/25/2047 | 0.02% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| ASTRO MALAYSIA SEDOL B7W5GK3 | 0.01% |
| CAS 2015-C02 2M2 05.7920 05/25/2025 | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.01% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| NZD/USD 01/15/2020 SSBT | 0.01% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.01% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| PROVINCIA DE BUENOS 45.7248 05/31/2022 | 0.01% |
| SAMI 2007-AR7 1A1 02.6420 05/25/2047 | 0.01% |
| 0.65 R ISWP FWD SES3M P 03/18/2030 | 0.01% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.01% |
| GNR 2010-134 ES IO 04.2354 11/20/2039 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.01% |
| GNR 2015-118 EI IO 03.5000 07/20/2039 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| 2.00 R ISWP FWD NOKOIB6M P 03/18/2030 | 0.01% |
| CAS 2017-C06 2M2 04.5920 02/25/2030 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| ESC CB144A STEARNS P/P 144A 09.3750 08/15/2020 | 0.01% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.01% |
| GNR 2013-99 VS IO 04.3603 07/16/2043 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.01% |
| STACR 2019-DNA1 M2 04.4420 01/25/2049 | 0.01% |
| BACM 2008-1 C P/P 144A 06.5669 02/10/2051 | 0.01% |
| CAS 2015-C01 2M2 06.3420 02/25/2025 | 0.01% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.01% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.01% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.01% |
| GNMA GII30 BO5417 05.0000 06/20/2049 | 0.01% |
| GNR 2013-129 SN IO 04.3854 09/20/2043 | 0.01% |
| GNR 2013-157 IA IO 03.5000 04/20/2040 | 0.01% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.01% |
| 0.35 R ISWP FWD SES3M P 03/18/2025 | 0.01% |
| CAS 2015-C04 2M2 07.3420 04/25/2028 | 0.01% |
| CAS 2017-C02 2M2 05.4420 09/25/2029 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| EUR/NOK PUT 9.85 20200121 GSFX | 0.01% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| 1.40 R ISWP FWD NFIX3MID P 03/18/2025 | 0.01% |
| 1.75 R ISWP FWD NFIX3MID P 03/18/2030 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.01% |
| GNR 2013-34 PI IO 04.5000 08/20/2039 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.2299 06/15/2044 | 0.01% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.01% |
| ASCENT RESOURCES TLB L+650 08.2449 03/30/2023 | 0.01% |
| AUD/USD 01/15/2020 UBS | 0.01% |
| FNR 2005-122 SE 16.8280 11/25/2035 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| GSMS 2006-GG8 X IO P/P 144A 01.0466 11/10/2039 | 0.01% |
| STACR 2019-DNA2 B2 12.2920 03/25/2049 | 0.01% |
| CAS 2015-C02 1M2 05.7920 05/25/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| EUR/USD 03/18/2020 SSBT | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNR 2005-74 NK 18.5400 05/25/2035 | 0.01% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2019-78 SJ IO 04.2854 06/20/2049 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| NOK/USD 03/18/2020 CITI | 0.01% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| STACR 2019-HQA1 M2 04.1420 02/25/2049 | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.00% |
| 2.10 R ISWP FWD CDOR03 P 03/18/2030 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| EUR/USD 03/18/2020 RBSF | 0.00% |
| FHR 3996 IK IO 04.0000 03/15/2039 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.00% |
| FNW 1998-W2 X IO 01.1245 06/25/2028 | 0.00% |
| GBP/USD 03/18/2020 BANKAM | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| GNR 2013-90 HI IO 03.5000 04/20/2040 | 0.00% |
| GNR 2019-99 KS IO 04.2854 08/20/2049 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.00% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.00% |
| -0.40 R ISWP FWD CHL6M P 03/18/2025 | 0.00% |
| 0.90 R ISWP FWD GBL6M P 03/18/2025 | 0.00% |
| 1.8252 R ISWP US0003M P 12/17/2029 | 0.00% |
| 1.95 R ISWP FWD NOKOIB6M P 03/18/2025 | 0.00% |
| ADVANZ PHARMA CORP SEDOL BH4P601 | 0.00% |
| AUD/USD 01/15/2020 BANKAM | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.7745 03/11/2039 | 0.00% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 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% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| STACR 2019-DNA2 M2 04.2420 03/25/2049 | 0.00% |
| STEARNS HLD/CO P/P 144A 05.0000 11/05/2024 | 0.00% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| -0.10 R ISWP FWD EUR006M P 03/18/2025 | 0.00% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.00% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.00% |
| CAD/USD 01/15/2020 BCAP-FX | 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 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.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| EUR/USD 03/18/2020 CSI-FX | 0.00% |
| EUR/USD 03/18/2020 TDBK | 0.00% |
| EUR/USD 03/18/2020 WPAC | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.00% |
| FNW 1998-W5 X IO 00.7888 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2815 10/25/2043 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| -0.10 R ISWP FWD CHL6M P 03/18/2030 | 0.00% |
| 1.00 R ISWP FWD AUDBB6M P 03/18/2025 | 0.00% |
| 1.10 R ISWP FWD GBL6M P 03/18/2030 | 0.00% |
| 1.40 R ISWP FWD AUDBB6M P 03/18/2030 | 0.00% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | 0.00% |
| BACM 2007-1 XW IO 00.2916 01/15/2049 | 0.00% |
| BRL/USD 02/04/2020 CITI | 0.00% |
| CAD/USD 01/15/2020 GSFX | 0.00% |
| CHC GROUP LLC P/P SEDOL BYXD3K4 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0007 05/15/2038 | 0.00% |
| EUR/USD 03/18/2020 UBS | 0.00% |
| FSPC T-8 A9 IO 00.4169 11/15/2028 | 0.00% |
| GBP/USD 03/18/2020 CITI | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2011-81 SB IO 04.9653 11/16/2036 | 0.00% |
| GNR 2014-162 DI IO 04.0000 11/20/2038 | 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% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 2007-LDPX X IO 00.0543 01/15/2049 | 0.00% |
| JPY/USD 02/19/2020 BANKAM | 0.00% |
| JPY/USD 02/19/2020 UBS | 0.00% |
| LBUBS 2007-C2 XW IO 00.1634 02/15/2040 | 0.00% |
| MLCFC 2006-4 XC IO P/P 144A 00.5585 12/12/2049 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 JPMCB | 0.00% |
| SPY 20191231 C 324.00CITI | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| WBCMT 2006-C29 IO IO 00.3056 11/15/2048 | 0.00% |
| WBCMT 2007-C31 IO IO P/P 144A 00.0000 04/15/2047 | 0.00% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -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 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| EUR/USD 03/18/2020 BANKAM | -0.00% |
| FEDL01 P ISWP SOFRRATE R 12/05/2020 | -0.00% |
| GBP/USD 03/18/2020 WPAC | -0.00% |
| JPY/USD 02/19/2020 JPMCB | -0.00% |
| JPY/USD 02/19/2020 SSBT | -0.00% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.00% |
| 1.70 R ISWP FWD US0003M P 03/18/2025 | -0.00% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.00% |
| CHF/USD 03/18/2020 JPMCB | -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 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% |
| GBP/USD 03/18/2020 UBS | -0.00% |
| SEK/USD 03/18/2020 TDBK | -0.00% |
| SEK/USD 03/18/2020 UBS | -0.00% |
| SPY 20200117 C 331.00JPMCB | -0.00% |
| CAD/USD 01/15/2020 CITI | -0.00% |
| CAD/USD 01/15/2020 SSBT | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| GBP/USD 03/18/2020 SSBT | -0.00% |
| NOK/USD 03/18/2020 BCAP-FX | -0.00% |
| NOK/USD 03/18/2020 HSBCB | -0.00% |
| SEK/USD 03/18/2020 HSBCB | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 03/18/2020 JPMCB | -0.00% |
| 1.7945 R ISWP US0003M P 12/18/2029 | -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 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| GBP/USD 03/18/2020 HSBCB | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SEK/USD 03/18/2020 BANKAM | -0.00% |
| SEK/USD 03/18/2020 RBSF | -0.00% |
| CAD/USD 01/15/2020 TDBK | -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 GS | -0.01% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | -0.01% |
| CAD/USD 01/15/2020 JPMCB | -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% |
| GBP/USD 03/18/2020 GSFX | -0.01% |
| IOS.FN30.350.14 P USL1M R 01/12/45 JP | -0.01% |
| SEK/USD 03/18/2020 GSFX | -0.01% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.01% |
| SEK/USD 03/18/2020 SSBT | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| AUD/USD 01/15/2020 GSFX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 2.00 R ISWP FWD CDOR03 P 03/18/2025 | -0.02% |
| AUD/USD 01/15/2020 SSBT | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| IOS.FN30.400.14 P USL1M R 01/12/45 JP | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.04% |
| UA US P R 07/05/22 CI | -0.04% |
| EBIX US P R 07/05/22 CI | -0.05% |
| INGN US P R 07/05/22 CI | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.07% |
| APPN US P US0001M R 07/05/22 CI | -0.07% |
| HOMB US P US0001M R 07/05/22 CI | -0.07% |
| KLIC US P US0001M R 07/05/22 CI | -0.08% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.08% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | -0.08% |
| DORM US P US0001M R 07/05/22 CI | -0.08% |
| CMD US P US0001M R 07/05/22 CI | -0.08% |
| DBD US P R 07/05/22 CI | -0.09% |
| IOS.FN30.400.14 P US0001M R 01/12/45 JP | -0.09% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% |
| BGS US P R 07/05/22 CI | -0.10% |
| OMCL US P US0001M R 07/05/22 CI | -0.10% |
| WGO US P US0001M R 07/05/22 CI | -0.10% |
| EYE US P US0001M R 07/05/22 CI | -0.11% |
| DY US P R 07/05/22 CI | -0.11% |
| BB US P US0001M R 07/05/22 CI | -0.12% |
| QLYS US P US0001M R 07/05/22 CI | -0.12% |
| EPC US P US0001M R 07/05/22 CI | -0.13% |
| MDRX US P US0001M R 07/05/22 CI | -0.13% |
| BRKR US P US0001M R 07/05/22 CI | -0.15% |
| ACIW US P R 07/05/22 CI | -0.16% |
| PBH US P US0001M R 07/05/22 CI | -0.17% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.18% |
| BWXT US P US0001M R 07/05/22 CI | -0.18% |
| INST US P US0001M R 07/05/22 CI | -0.19% |
| CTLT US P US0001M R 07/05/22 CI | -0.19% |
| STL US P US0001M R 07/05/22 CI | -0.20% |
| WWW US P US0001M R 07/05/22 CI | -0.20% |
| LHCG US P US0001M R 07/05/22 CI | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.24% |
| GOOS US P US0001M R 07/05/22 CI | -0.26% |
| ENR US P R 07/05/22 CI | -0.27% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2050 | -0.29% |
| PKI US P US0001M R 07/05/22 CI | -0.30% |
| HBI US P R 07/05/22 CI | -0.30% |
| JBL US P US0001M R 07/05/22 CI | -0.30% |
| AAXN US P US0001M R 07/05/22 CI | -0.35% |
| TGI US P R 07/05/22 CI | -0.38% |
| OSK US P US0001M R 07/05/22 CI | -0.39% |
| ICLR US P R 07/05/22 CI | -0.40% |
| GWRE US P US0001M R 07/05/22 CI | -0.45% |
| EVBG US P US0001M R 07/05/22 CI | -0.46% |
| TXT US P US0001M R 07/05/22 CI | -0.51% |
| VAR US P R 07/05/22 CI | -0.59% |
| FMC US P US0001M R 07/05/22 CI | -0.60% |
| DPZ US P US0001M R 07/05/22 CI | -0.63% |
| GLW US P US0001M R 07/05/22 CI | -0.78% |
| RL US P US0001M R 07/05/22 CI | -0.80% |
| IQV US P R 07/05/22 CI | -0.84% |
| AMD US P US0001M R 07/05/22 CI | -0.97% |
| ILMN US P US0001M R 07/05/22 CI | -0.98% |
| CTXS US P US0001M R 07/05/22 CI | -1.14% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -1.14% |
| K US P R 07/05/22 CI | -1.26% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.33% |
| NDUEEGF P US0001M R 12/14/20 GS | -1.38% |
| TSLA US P R 07/05/22 CI | -1.86% |
| NDUEEGF P US0003M R 09/18/20 CI | -3.25% |
| NDUEEGF P US0003M R 03/19/20 CI | -7.30% |
| S&P500 EMINI FUT MAR20 ESH0 | -12.22% |
| NDUEEGF P US0001M R 08/20/20 UB | -18.82% |
| RU10INTR P US0003M R 11/25/20 CI | -21.25% |
| GSGLPW2S P US0001M R 12/15/20 GS | -38.73% |
| GSGLPWDS P US0001M R 12/15/20 GS | -40.16% |
| RU10INTR P US0003M R 06/20/23 BA | -43.42% |
| US 10YR NOTE (CBT)MAR20 TYH0 | 49.05% |
|---|---|
| GSGLPWDL R US0001M P 12/15/20 GS | 41.36% |
| MLFCF15 R US0003M P 06/20/23 BA | 41.24% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 40.03% |
| GSGLPW2L R US0001M P 12/15/20 GS | 36.97% |
| S&P MID 400 EMINI DEC19 FAZ9 | 19.45% |
| US 10YR ULTRA FUT MAR20 UXYH0 | 9.02% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2050 | 7.33% |
| GSVIUS85 R 0.45 P 12/15/20 GS | 4.66% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2049 | 4.60% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | 4.49% |
| GSISXT27 R 0.2 P 12/15/20 GS | 3.51% |
| GSVIVV69 R 0.3 P 12/15/20 GS | 2.34% |
| CITI COMMOD F3-F0 4X LEVERED INDEX 3X NOTE 12/16/2019 | 1.82% |
| INDUSTRIAL SELECT SECT SPDR SEDOL 2502139 | 1.72% |
| COMM SERV SELECT SECTOR SPDR SEDOL BFXHC51 | 1.71% |
| FINANCIAL SELECT SECTOR SPDR SEDOL 2364038 | 1.69% |
| UTILITIES SELECT SECTOR SPDR SEDOL 2371812 | 1.68% |
| CONSUMER STAPLES SPDR SEDOL 2369389 | 1.66% |
| S&P GSCI TOTAL RETURN CME 3X 144A NOTE 12/8/2020 | 1.64% |
| REAL ESTATE SELECT SECT SPDR SEDOL BYZ65Y9 | 1.60% |
| GSVICUB3 R 0.45 P 12/15/20 GS | 1.58% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 1.52% |
| TREASURY BILL 00.0000 04/23/2020 | 1.36% |
| BAML COMMODITY MLBX4SX6 ER STRATEGY 3X 144A NOTE 12/12/2019 | 1.26% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.20% |
| CITI CROSS-ASSET TREND 10% VOL INDEX 3X 144A NOTE 9/28/2020 | 1.17% |
| FED HOME LN DISCOUNT NT 313384SC4 GDC 01/22/2020 | 1.02% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 1.01% |
| TREASURY BILL 00.0000 05/07/2020 | 0.97% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.92% |
| S&P GSCI TOTAL RETURN 3X NOTE 11/16/2020 | 0.82% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.79% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.78% |
| SVENSKA HANDELSBANKEN AB 86960KZT2 DCP 12/27/2019 | 0.77% |
| REGENCY MARKETS NO. 1 LLC 7588R1Z40 DCP 12/04/2019 | 0.77% |
| GNMA GII30 TBA 04.5000 12/01/2049 | 0.76% |
| GSVIVVOL R 0.3 P 12/15/20 GS | 0.75% |
| BOFA MLCOMMODITY MLBX4SX6 ER STRATEGY 08/03/2020 | 0.73% |
| TREASURY BILL 00.0000 04/16/2020 | 0.67% |
| TREASURY BILL 00.0000 12/05/2019 | 0.60% |
| INFOSYS LTD SEDOL 6205122 | 0.58% |
| NATIONAL BANK OF CANADA 63307LAM3 DCP 01/21/2020 | 0.52% |
| ING US FUNDING LLC 45685QB32 DCP 02/03/2020 | 0.52% |
| LIBERTY STREET FUNDING LLC 53127TB69 DCP 02/06/2020 | 0.52% |
| YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.51% |
| ANHUI CONCH CEMENT CO LTD-H SEDOL 6080396 | 0.50% |
| HYUNDAI MOBIS CO LTD SEDOL 6449544 | 0.49% |
| BANCO DO BRASIL S.A. SEDOL 2328595 | 0.49% |
| GNMA GII30 TBA 04.0000 01/01/2050 | 0.47% |
| KIA MOTORS CORP SEDOL 6490928 | 0.46% |
| IRB BRASIL RESSEGUROS SA SEDOL BYZ6D56 | 0.45% |
| NATIONWIDE BUILDING SOCIETY 6385E1ZD6 DCP 12/13/2019 | 0.45% |
| BARCLAYS BANK PLC CCP 06742VAV3 DCP 01/23/2020 | 0.45% |
| GOTHAM FUNDING CORP 38346LAD8 DCP 01/13/2020 | 0.45% |
| MATCHPOINT FINANCE PLC 57666AB35 DCP 02/03/2020 | 0.45% |
| BPCE SA 05571BC27 DCP 03/02/2020 | 0.45% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.45% |
| GREE ELECTRIC 144A/REGS WARRANT 8/24/2020 | 0.44% |
| TREASURY BILL 00.0000 03/12/2020 | 0.43% |
| TECH MAHINDRA LTD SEDOL BWFGD63 | 0.42% |
| BANK OF SHANGHAI 144A REGS WARRANT 12/12/2019 | 0.42% |
| VICTORY RECEIVABLES CORP 92646KA77 DCP 01/07/2020 | 0.41% |
| SINO BIOPHARMACEUTICAL SEDOL B00XSF9 | 0.40% |
| SHANGHAI PUDONG DEV BANK 144A/REGS WARRANT | 0.40% |
| KWEICHOW MOUTAI CO LTD-A 144A/REGS WARRANT 08/07/2020 | 0.39% |
| ADVANCED INFO SERVICE-FOR RG SEDOL 6412591 | 0.38% |
| IND & COMM BK OF CHINA-H SEDOL B1G1QD8 | 0.38% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.37% |
| TREASURY BILL 00.0000 12/12/2019 | 0.37% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.37% |
| AUSTRALIA & NEW ZEALAND BANKI 05253ABT6 DCP 02/27/2020 | 0.36% |
| ZHEN DING TECHNOLOGY HOLDING SEDOL B734XQ4 | 0.35% |
| AES CORP/THE 05.5000 04/15/2025 | 0.33% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.33% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.33% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.33% |
| KT&G CORP SEDOL 6175076 | 0.33% |
| TREASURY BILL 00.0000 04/02/2020 | 0.32% |
| OIL & NATURAL GAS CORP LTD SEDOL 6139362 | 0.32% |
| INFOR US INC 06.5000 05/15/2022 | 0.30% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.30% |
| UNI-PRESIDENT ENTERPRISES CO SEDOL 6700393 | 0.30% |
| VALE SA SEDOL 2196286 | 0.30% |
| BANCO SANTANDER BRASIL-UNIT SEDOL B4V5RY4 | 0.30% |
| ANGLO AMERICAN PLATINUM LTD SEDOL 6761000 | 0.29% |
| FNMA FN30 TBA UMBS 05.5000 12/01/2049 | 0.29% |
| CHINA PETROLEUM & CHEMICAL-H SEDOL 6291819 | 0.29% |
| CAS 2016-C02 1B 13.9580 09/25/2028 | 0.29% |
| EVRAZ PLC SEDOL B71N6K8 | 0.28% |
| SANY HEAVY INDUSTRY CO LTD 144A REGS WARRANT 12/21/2020 | 0.28% |
| SHENZHEN MINDRAY BIO-MEDICAL ELEC CO LTD 144A/REGS | 0.28% |
| PTT EXPLORATION & PROD-FOR SEDOL B1359J0 | 0.28% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.25% |
| QUALICORP CONS E CORR SEG SA SEDOL B4LHBQ0 | 0.25% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.24% |
| SCIENTIFIC GAMES TLB5 L+275 04.4516 08/14/2024 | 0.24% |
| JPMBB 2014-C18 D P/P 144A 04.9728 02/15/2047 | 0.24% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.23% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.23% |
| ASURION 2NDL L+650 08.2016 08/04/2025 | 0.23% |
| BANCO MACRO SA-ADR SEDOL B0Y62M9 | 0.23% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.23% |
| MSBAM 2013-C10 D P/P 144A 04.2175 07/15/2046 | 0.23% |
| ATLANTIC ASSET SECURITIZATION 04821UZD7 DCP 12/13/2019 | 0.23% |
| INTER RAO UES PJSC SEDOL B39RRN4 | 0.22% |
| UNITED MICROELECTRONICS CORP SEDOL 6916628 | 0.22% |
| BF0101 03.5000 06/01/2056 | 0.21% |
| PRUDENTIAL PLC 7443M2B47 DCP 02/04/2020 | 0.21% |
| QUDIAN INC-SPON ADR SEDOL BF8FK89 | 0.20% |
| DNB BANK ASA 2332K1Z52 DCP 12/05/2019 | 0.20% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.20% |
| BB SEGURIDADE PARTICIPACOES SEDOL B9N3SQ0 | 0.20% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.20% |
| BANK CENTRAL ASIA TBK PT SEDOL B01C1P6 | 0.20% |
| FOSUN INTERNATIONAL SEDOL B1Z7FX0 | 0.19% |
| ELECTRICITY GEN PUB CO-FOR R SEDOL 6304643 | 0.19% |
| ENEL AMERICAS SA-ADR SEDOL 2314947 | 0.19% |
| TELEFONICA BRASIL S.A.-PREF SEDOL B3ZCNF7 | 0.19% |
| HOME PRODUCT CENTER PCL-FOR SEDOL 6418533 | 0.19% |
| BANK OF JIANGSU CO LTD- A 144A/REGS WARRANT 08/07/2020 | 0.19% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.19% |
| SAMSUNG SDS CO LTD SEDOL BRS2KY0 | 0.19% |
| VIPSHOP HOLDINGS LTD - ADR SEDOL B3N0H17 | 0.18% |
| WIPRO LTD SEDOL 6206051 | 0.18% |
| RADIANT OPTO-ELECTRONICS COR SEDOL 6520278 | 0.18% |
| VERTIV TLB L+400 05.9271 11/15/2023 | 0.18% |
| HYPERA SA SEDOL B2QY968 | 0.18% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.18% |
| CAPITEC BANK HOLDINGS LTD SEDOL 6440859 | 0.17% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.17% |
| FUBON FINANCIAL HOLDING CO SEDOL 6411673 | 0.17% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.17% |
| WEICHAI POWER CO LTD-H SEDOL 6743956 | 0.17% |
| TALBOTS TLB L+700 08.7016 11/28/2022 | 0.16% |
| SK HYNIX INC SEDOL 6450267 | 0.16% |
| SHINHAN FINANCIAL GROUP LTD SEDOL 6397502 | 0.16% |
| TREASURY BILL 00.0000 01/02/2020 | 0.16% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.16% |
| FHR 3852 NT 04.2346 05/15/2041 | 0.15% |
| S&P GSCI EXCESS RETURN INDEX 3X NOTE 1/27/2020 | 0.15% |
| FNR 2017-74 SA IO 04.0420 10/25/2047 | 0.15% |
| FNR 2017-8 SB IO 04.3920 02/25/2047 | 0.15% |
| GLOBALWAFERS CO LTD SEDOL BS7JP33 | 0.15% |
| CHINA RESOURCES SANJIU MEDICAL & PHARMA 144A REGS 01/29/2020 | 0.15% |
| HLA CORP LTD 144A/REGS WARRANT | 0.15% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.15% |
| STACR 2016-DNA1 B 11.7080 07/25/2028 | 0.15% |
| KUMBA IRON ORE LTD SEDOL B1G4262 | 0.14% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.14% |
| OTP BANK RT SEDOL 7320154 | 0.14% |
| ECOPETROL SA-SPONSORED ADR SEDOL B3D6J19 | 0.14% |
| YUANTA FINANCIAL HOLDING CO SEDOL 6424110 | 0.14% |
| PPD TL L+250 04.2016 08/18/2022 | 0.14% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 0.14% |
| SINOTRUK HONG KONG LTD SEDOL B296ZH4 | 0.14% |
| WANT WANT CHINA HOLDINGS LTD SEDOL B2Q14Z3 | 0.14% |
| KOREA ZINC CO LTD SEDOL 6495428 | 0.13% |
| REVLON CONS TLB L+350 05.4091 09/07/2023 | 0.13% |
| GNR 2015-H20 CI IO 02.0308 08/20/2065 | 0.13% |
| MISC BHD SEDOL 6557997 | 0.13% |
| MWST 2019-1 A 02.5080 06/25/2052 | 0.13% |
| TISCO FINANCIAL-FOREIGN SEDOL B3KFW76 | 0.13% |
| CAS 2015-C04 1M2 07.4080 04/25/2028 | 0.13% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.13% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.12% |
| GNR 2017-H11 NI IO 02.2457 05/20/2067 | 0.12% |
| SURGUTNEFTEGAS-PREFERENCE SEDOL 5005884 | 0.12% |
| CHINA RESOURCES CEMENT SEDOL B41XC98 | 0.12% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.12% |
| PETRONAS CHEMICALS GROUP BHD SEDOL B5KQGT3 | 0.12% |
| SAMSUNG ENGINEERING CO LTD SEDOL 6765239 | 0.12% |
| SPST 2019-7 A 02.4080 09/24/2020 | 0.12% |
| JPMBB 2013-C14 E P/P 144A 04.8586 08/15/2046 | 0.12% |
| DAELIM INDUSTRIAL CO LTD SEDOL 6249584 | 0.12% |
| PRESIDENT CHAIN STORE CORP SEDOL 6704986 | 0.12% |
| GNR 2015-H25 BI IO 01.6873 10/20/2065 | 0.12% |
| SPST 2019-11 A 02.4580 10/24/2020 | 0.12% |
| TRIPOD TECHNOLOGY CORP SEDOL 6305721 | 0.12% |
| FNMA FN30 AL6919 UMBS 05.5000 01/01/2038 | 0.12% |
| CIA SANEAMENTO BASICO DE SP SEDOL B1YCHL8 | 0.11% |
| GNR 2016-H02 BI IO 01.7854 11/20/2065 | 0.11% |
| LOGAN PROPERTY HOLDINGS CO L SEDOL BH6X937 | 0.11% |
| GNR 2015-H10 CI IO 01.8616 04/20/2065 | 0.11% |
| GNR 2015-H19 NI IO 01.9610 07/20/2065 | 0.11% |
| MMC NORILSK NICKEL PJSC-ADR SEDOL BYSW6D0 | 0.11% |
| ACADEMY SPORTS TLB L+400 05.7233 07/02/2022 | 0.11% |
| SOULBRAIN CO LTD SEDOL B0105T2 | 0.11% |
| NEIMAN MARCUS TL L+600 07.7710 10/25/2023 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.11% |
| SPST 2019-3 A 02.4080 06/24/2020 | 0.11% |
| ARCELORMITTAL USD 06.1250 06/01/2025 | 0.11% |
| POWSZECHNY ZAKLAD UBEZPIECZE SEDOL B63DG21 | 0.11% |
| ORTHO-CLINICAL TLB L+325 05.3064 06/01/2025 | 0.11% |
| BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 | 0.10% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.10% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.10% |
| GNR 2015-H24 HI IO 02.0344 09/20/2065 | 0.10% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.10% |
| GNR 2015-H09 BI IO 01.7475 03/20/2065 | 0.10% |
| DIAMOND RESORTS TLB L+375 05.4516 09/02/2023 | 0.10% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.10% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.10% |
| GNR 2015-H25 AI IO 01.6608 09/20/2065 | 0.10% |
| UNIVISION TLC5 L+275 04.4516 03/15/2024 | 0.09% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.09% |
| GNR 2015-H16 XI IO 02.3394 07/20/2065 | 0.09% |
| GOLDEN NUGGET TL L+275 04.6834 10/04/2023 | 0.09% |
| TAISHIN FINANCIAL HOLDING SEDOL 6451680 | 0.09% |
| NOVOLIPETSK STEEL PJSC-GDR SEDOL B0RTNX3 | 0.09% |
| GENTING MALAYSIA BHD SEDOL B1VXKN7 | 0.09% |
| GNR 2015-H15 JI IO 02.0282 06/20/2065 | 0.09% |
| TEKFEN HOLDING AS SEDOL B29D241 | 0.09% |
| GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047 | 0.09% |
| GNR 2015-H22 GI IO 02.5802 09/20/2065 | 0.09% |
| SABRE GBL TLB L+200 03.7016 02/22/2024 | 0.09% |
| WFCM 2013-LC12 D P/P 144A 04.4199 07/15/2046 | 0.09% |
| CHINA MINSHENG BANKING COR-H SEDOL B57JY24 | 0.09% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.09% |
| SAMI 2007-AR1 2A1 01.8880 01/25/2037 | 0.09% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.09% |
| GNR 2014-H21 AI IO 01.3585 10/20/2064 | 0.09% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.09% |
| GNR 2016-H03 AI IO 02.4930 01/20/2066 | 0.08% |
| FHR 4568 MI IO 04.0000 04/15/2046 | 0.08% |
| TIM PARTICIPACOES SA SEDOL 2292560 | 0.08% |
| TRANSDIGM INC TLF L+250 04.2016 06/09/2023 | 0.08% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.08% |
| GEELY AUTOMOBILE HOLDINGS LT SEDOL 6531827 | 0.08% |
| GNR 2015-H26 EI IO 01.7825 10/20/2065 | 0.08% |
| GNR 2016-H23 NI IO 02.1562 10/20/2066 | 0.08% |
| WNS HOLDINGS LTD-ADR SEDOL B194GX4 | 0.08% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.08% |
| PETRONET LNG LTD SEDOL B00KT68 | 0.08% |
| GNR 2015-H25 EI IO 01.9079 10/20/2065 | 0.08% |
| IMPALA PLATINUM HOLDINGS LTD SEDOL B1FFT76 | 0.08% |
| BANCO BTG PACTUAL SA-UNIT SEDOL BZBZVC7 | 0.08% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.08% |
| COM7 PCL-F SEDOL BZ2YN49 | 0.08% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.08% |
| SEAZEN HOLDINGS CO 144A/REGS WARRANT 04/17/2020 | 0.08% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| ZF NA CAPITAL P/P 144A 04.0000 04/29/2020 | 0.08% |
| GNR 2015-H26 GI IO 01.8504 10/20/2065 | 0.08% |
| SEVERSTAL PJSC SEDOL B0561N2 | 0.08% |
| FNR 2011-4 CS 09.4840 05/25/2040 | 0.07% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.07% |
| GNR 2015-H09 AI IO 02.4549 04/20/2065 | 0.07% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.07% |
| WELBILT TLB L+250 04.2016 10/23/2025 | 0.07% |
| GENTING BHD SEDOL B1VXJL8 | 0.07% |
| GNR 2017-H02 BI IO 02.3175 01/20/2067 | 0.07% |
| BSCMS 2007-T26 AJ 05.5617 01/12/2045 | 0.07% |
| RHB BANK BHD SEDOL 6244675 | 0.07% |
| SPST 2019-WL1 A 02.3580 08/25/2052 | 0.07% |
| BANCO SANTANDER MEXICO SA IN SEDOL BF1FXN2 | 0.07% |
| INDOFOOD SUKSES MAKMUR TBK P SEDOL 6283979 | 0.07% |
| GNR 2016-H08 GI IO 01.4780 04/20/2066 | 0.07% |
| GRUPO AEROPORTUARIO DEL CENT SEDOL B1KFX13 | 0.07% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.07% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.07% |
| CAPITAL AUTO 2NDL L+600 07.7100 03/24/2025 | 0.07% |
| GNR 2016-H04 KI IO 02.0863 02/20/2066 | 0.07% |
| GNR 2018-91 SJ IO 04.5264 07/20/2048 | 0.07% |
| JPMCC 2012-C6 F P/P 144A 05.3290 05/15/2045 | 0.07% |
| MSC 2011-C3 G P/P 144A 05.4193 07/15/2049 | 0.07% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.07% |
| GNR 2015-H14 BI IO 01.6217 05/20/2065 | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.06% |
| GNR 2017-H14 DI IO 01.7529 06/20/2067 | 0.06% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 0.06% |
| CMLTI 2007-AMC3 A2D 02.0580 03/25/2037 | 0.06% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.06% |
| BANCO DE CHILE-ADR SEDOL 2834252 | 0.06% |
| GNR 2015-H24 BI IO 01.6717 08/20/2065 | 0.06% |
| BBVA ARGENTINA SA-ADR SEDOL BKT4TC7 | 0.06% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.06% |
| SPY 20201120 P 265.00BANKAM | 0.06% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.06% |
| BANCO SANTANDER-CHILE-ADR SEDOL 2136646 | 0.06% |
| FHR 4389 IA IO 04.0000 09/15/2044 | 0.06% |
| FENG TAY ENTERPRISE CO LTD SEDOL 6336055 | 0.06% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.06% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.06% |
| FORD OTOMOTIV SEDOL B03MSR5 | 0.06% |
| GUANGZHOU BAIYUNSHAN PHARM-H SEDOL 6084387 | 0.06% |
| HM SAMPOERNA TBK PT SEDOL 6404242 | 0.06% |
| WAMU 2005-AR14 1A2 03.8601 12/25/2035 | 0.06% |
| INFOR TLB6 L+275 04.8544 02/01/2022 | 0.06% |
| MSBAM 2013-C11 E P/P 144A 04.4987 08/15/2046 | 0.06% |
| MSBAM 2013-C11 F P/P 144A 04.4987 08/15/2046 | 0.05% |
| -0.35 R ISWP FWD EUR006M P 12/18/2024 | 0.05% |
| FHR 4530 HI IO 04.0000 11/15/2045 | 0.05% |
| GNR 2016-H07 HI IO 02.2148 02/20/2066 | 0.05% |
| FNR 2014-47 IP IO 04.0000 03/25/2044 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.05% |
| GNR 2015-H26 DI IO 01.5910 10/20/2065 | 0.05% |
| KT CORP SEDOL 6505316 | 0.05% |
| FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.05% |
| GNR 2016-H16 DI IO 02.4636 06/20/2066 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.05% |
| WBCMT 2005-C21 E P/P 144A 05.2699 10/15/2044 | 0.05% |
| WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046 | 0.05% |
| FNMA FN30 AB7936 UMBS 03.0000 02/01/2043 | 0.05% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.05% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.05% |
| GNR 2015-H10 EI IO 01.6717 04/20/2065 | 0.05% |
| POU CHEN SEDOL 6696157 | 0.05% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.05% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.05% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.05% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.05% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.05% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.05% |
| SIME DARBY BERHAD SEDOL B29TTR1 | 0.05% |
| CHAROEN POKPHAND FOOD-FORGN SEDOL B5L2DG6 | 0.04% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.04% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.04% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.04% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.04% |
| SPY 20200918 P 255.00JPMCB | 0.04% |
| CAS 2017-C06 2B1 06.1580 02/25/2030 | 0.04% |
| FNMA FN30 AR6852 UMBS 03.0000 02/01/2043 | 0.04% |
| SAO MARTINHO SA SEDOL B1P3R43 | 0.04% |
| SUN ART RETAIL GROUP LTD SEDOL B3MPN59 | 0.04% |
| FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.04% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% |
| KOREA INVESTMENT HOLDINGS CO SEDOL 6654586 | 0.04% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.04% |
| YDUQS PART SEDOL BJGV3C2 | 0.04% |
| ARAB REP OF EGYPT P/P 144A 04.5500 11/20/2023 | 0.04% |
| RACKSPACE HOSTING INC L+300 04.9021 11/03/2023 | 0.04% |
| REPUBLIC OF ANGOLA P/P 144A 08.0000 11/26/2029 | 0.04% |
| WFRBS 2012-C10 E P/P 144A 04.5825 12/15/2045 | 0.04% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.04% |
| FHR 3747 SA IO 04.7346 10/15/2040 | 0.04% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.04% |
| COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.04% |
| GNR 2016-H04 HI IO 02.3807 07/20/2065 | 0.04% |
| GNR 2016-H11 HI IO 02.0997 01/20/2066 | 0.04% |
| IHEARTMEDIA TL L+400 05.6911 05/01/2026 | 0.04% |
| 1.675 R ISWP US0003M P 10/04/2049 | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% |
| REYNOLDS GROUP TL L+300 04.4516 02/05/2023 | 0.04% |
| SPY 20201016 P 255.00BANKAM | 0.04% |
| CHEMOURS CO 06.6250 05/15/2023 | 0.04% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.04% |
| FEDERAL GRID CO UNIFIED ENER SEDOL B39RR67 | 0.04% |
| GNR 2015-H18 IA IO 01.8844 06/20/2065 | 0.04% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.04% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.04% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.04% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.04% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.04% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.04% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.04% |
| AIR MEDICAL TLB L+325 04.9716 04/28/2022 | 0.03% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% |
| SPY 20200717 P 255.00CITI | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.03% |
| SPY 20200821 P 245.00CITI | 0.03% |
| CAS 2017-C03 1B1 06.5580 10/25/2029 | 0.03% |
| CWALT 2006-OA10 1A1 03.2864 08/25/2046 | 0.03% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.03% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.03% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.03% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.03% |
| CAS 2017-C05 1B1 05.3080 01/25/2030 | 0.03% |
| COMM 2014-CR17 D P/P 144A 05.0116 05/10/2047 | 0.03% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.03% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.03% |
| GNR 2011-H08 GI IO 01.3145 03/20/2061 | 0.03% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.03% |
| TECO ELECTRIC & MACHINERY SEDOL 6879851 | 0.03% |
| CIA CERVECERIAS UNI-SPON ADR SEDOL 2217596 | 0.03% |
| CWHL 2005-3 1A1 02.3280 04/25/2035 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.03% |
| BACM 2005-1 C 05.6870 11/10/2042 | 0.03% |
| BANK OF CHINA LTD-H SEDOL B154564 | 0.03% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.03% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.03% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.02% |
| CAS 2015-C03 1M2 06.7080 07/25/2025 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.02% |
| GNR 2015-H26 CI IO 00.2007 08/20/2065 | 0.02% |
| MALAYSIA AIRPORTS HLDGS BHD SEDOL 6188193 | 0.02% |
| PLDT INC SEDOL BDGN274 | 0.02% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.02% |
| QUALITAS CONTROLADORA SAB CV SEDOL BYMXF65 | 0.02% |
| SPY 20200619 P 255.00JPMCB | 0.02% |
| AHM 2007-1 GA1C 02.0128 05/25/2047 | 0.02% |
| GNR 2011-17 S IO 04.3264 02/20/2041 | 0.02% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.02% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.02% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.02% |
| TRANSDIGM INC TLE 04.2016 05/30/2025 | 0.02% |
| FHR 4097 PI IO 03.5000 11/15/2040 | 0.02% |
| FRAC TECH INTL TLB L+475 06.4516 04/16/2021 | 0.02% |
| MANILA ELECTRIC COMPANY SEDOL B247XZ6 | 0.02% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.02% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.02% |
| FNR 2012-104 QI IO 04.5000 05/25/2042 | 0.02% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.02% |
| RALI 2006-QO10 A1 01.8680 01/25/2037 | 0.02% |
| WESTPORTS HOLDINGS BHD SEDOL BDFM1K8 | 0.02% |
| 0.05 R ISWP FWD SES3M P 12/18/2024 | 0.02% |
| AIRASIA GROUP BHD SEDOL B03J9L7 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| MHL 2004-1 M2 02.7130 11/25/2034 | 0.02% |
| 1.00 R ISWP FWD NFIX3MID P 12/18/2024 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.02% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.02% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 | 0.02% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.02% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.02% |
| GNR 2011-H15 AI IO 01.5733 06/20/2061 | 0.02% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.02% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| GBP/USD CALL 1.33 20200123 BANKAM | 0.02% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.02% |
| RALI 2006-QO5 1A1 01.9230 05/25/2046 | 0.02% |
| STACR 2018-HQA2 B2 12.7080 10/25/2048 | 0.02% |
| CAS 2015-C03 2M2 06.7080 07/25/2025 | 0.02% |
| CAS 2018-C06 1B1 05.4580 03/25/2031 | 0.02% |
| FHR 4073 AS IO 04.2846 08/15/2038 | 0.02% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.02% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| STACR 2018-DNA2 B1 05.4080 12/25/2030 | 0.02% |
| 1.30 R ISWP FWD NFIX3MID P 12/18/2029 | 0.02% |
| FHR 2990 LB 12.4335 06/15/2034 | 0.02% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.02% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.02% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.02% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| NESTLE (MALAYSIA) BERHAD SEDOL 6629335 | 0.02% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.02% |
| ASTRO MALAYSIA SEDOL B7W5GK3 | 0.02% |
| CAS 2015-C02 2M2 05.7080 05/25/2025 | 0.02% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.02% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.02% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.02% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.02% |
| GSAA 2007-6 1A1 01.8280 05/25/2047 | 0.02% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| PETRONAS GAS BHD SEDOL 6703972 | 0.02% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.01% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.01% |
| GNR 2010-134 ES IO 04.2764 11/20/2039 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.01% |
| GNR 2015-118 EI IO 03.5000 07/20/2039 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.01% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | 0.01% |
| CAS 2017-C06 2M2 04.5080 02/25/2030 | 0.01% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| SAMI 2007-AR7 1A1 02.5580 05/25/2047 | 0.01% |
| 0.40 R ISWP FWD SES3M P 12/18/2029 | 0.01% |
| CAS 2015-C01 2M2 06.2580 02/25/2025 | 0.01% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.01% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% |
| GBP/USD 12/18/2019 SSBT | 0.01% |
| GNR 2013-129 SN IO 04.4264 09/20/2043 | 0.01% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.01% |
| GNR 2013-99 VS IO 04.3375 07/16/2043 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| STACR 2019-DNA1 M2 04.3580 01/25/2049 | 0.01% |
| 1.80 R ISWP FWD NOKOIB6M P 12/18/2029 | 0.01% |
| BACM 2008-1 C P/P 144A 06.7858 02/10/2051 | 0.01% |
| CAS 2015-C04 2M2 07.2580 04/25/2028 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| ESC CB144A STEARNS P/P 144A 09.3750 08/15/2020 | 0.01% |
| GNMA 10000 BO5417 05.0000 06/20/2049 | 0.01% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.01% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% |
| GNR 2013-157 IA IO 03.5000 04/20/2040 | 0.01% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| AUD/USD 01/15/2020 RBSF | 0.01% |
| CAS 2017-C02 2M2 05.3580 09/25/2029 | 0.01% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.01% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNR 2013-34 PI IO 04.5000 08/20/2039 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.01% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| GSMS 2006-GG8 X IO P/P 144A 01.2705 11/10/2039 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.3964 06/15/2044 | 0.01% |
| ADVANZ PHARMA CORP SEDOL BH4P601 | 0.01% |
| AUD/USD 01/15/2020 UBS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNR 2005-122 SE 17.1220 11/25/2035 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| MXN/USD 01/15/2020 BANKAM | 0.01% |
| PROVINCIA DE BUENOS 48.5536 05/31/2022 | 0.01% |
| STACR 2019-DNA2 B2 12.2080 03/25/2049 | 0.01% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.01% |
| 1.9425 R ISWP US0003M P 11/15/2049 | 0.01% |
| ASCENT RESOURCES TLB L+650 08.2625 03/30/2023 | 0.01% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.01% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.01% |
| AUD/USD 01/15/2020 SSBT | 0.01% |
| CAS 2015-C02 1M2 05.7080 05/25/2025 | 0.01% |
| FNR 2005-74 NK 18.9600 05/25/2035 | 0.01% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.01% |
| GNR 2019-78 SJ IO 04.3264 06/20/2049 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| 1.85 R ISWP FWD CDOR03 P 12/18/2029 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| STACR 2019-HQA1 M2 04.0580 02/25/2049 | 0.00% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.00% |
| 1.30 R ISWP FWD AUDBB6M P 12/18/2029 | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.00% |
| 0.05 R ISWP FWD EUR006M P 12/18/2029 | 0.00% |
| 1.70 R ISWP FWD US0003M P 12/18/2029 | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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 ML | 0.00% |
| FHR 3996 IK IO 04.0000 03/15/2039 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.00% |
| FNW 1998-W2 X IO 00.9816 06/25/2028 | 0.00% |
| GNR 2019-99 KS IO 04.3264 08/20/2049 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| JPY/USD 02/19/2020 SSBT | 0.00% |
| NZD/USD 01/15/2020 UBS | 0.00% |
| 1.5205 R ISWP US0003M P 10/17/2024 | 0.00% |
| 1.7485 R ISWP US0003M P 11/01/2029 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8095 03/11/2039 | 0.00% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 0.00% |
| CHF/USD 12/18/2019 JPMCB | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| GNR 2013-90 HI IO 03.5000 04/20/2040 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| JPY/USD 02/19/2020 BANKAM | 0.00% |
| STACR 2019-DNA2 M2 04.1580 03/25/2049 | 0.00% |
| STEARNS HLD/CO P/P 144A 05.0000 11/05/2024 | 0.00% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| 1.6175 R ISWP US0003M P 11/08/2024 | 0.00% |
| 1.6785 R ISWP US0003M P 10/22/2029 | 0.00% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.00% |
| CAD/USD 01/15/2020 JPMCB | 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 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.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| EUR/NOK PUT 9.85 20200121 GSFX | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.00% |
| FNW 1998-W5 X IO 00.7183 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| GNR 2014-162 DI IO 04.0000 11/20/2038 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| 0.80 R ISWP FWD GBL6M P 12/18/2029 | 0.00% |
| 1.00 R ISWP FWD AUDBB6M P 12/18/2024 | 0.00% |
| 1.60 R ISWP FWD US0003M P 12/18/2024 | 0.00% |
| 1.70334 R ISWP US0003M P 10/24/2029 | 0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | 0.00% |
| AVAYA HOLDINGS CORP SEDOL BD9G9B3 | 0.00% |
| BACM 2007-1 XW IO 00.4018 01/15/2049 | 0.00% |
| BRL/USD 02/04/2020 CITI | 0.00% |
| CAD/USD 01/15/2020 GSFX | 0.00% |
| CAD/USD 01/15/2020 TDBK | 0.00% |
| CHC GROUP LLC P/P SEDOL BYXD3K4 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2093 05/15/2038 | 0.00% |
| EUR/USD 12/18/2019 RBSF | 0.00% |
| EUR/USD 12/18/2019 UBS | 0.00% |
| FSPC T-59 1AX IO 00.2818 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4276 11/15/2028 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2011-81 SB IO 04.9425 11/16/2036 | 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% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 2007-LDPX X IO 00.3226 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3551 02/15/2040 | 0.00% |
| MLCFC 2006-4 XC IO P/P 144A 00.7563 12/12/2049 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| NZD/USD 01/15/2020 HSBCB | 0.00% |
| SEK/USD 03/18/2020 GSFX | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 0.00% |
| SEK/USD 03/18/2020 SSBT | 0.00% |
| SEK/USD 12/18/2019 JPMCB | 0.00% |
| WBCMT 2006-C29 IO IO 00.4760 11/15/2048 | 0.00% |
| WBCMT 2007-C31 IO IO P/P 144A 00.0000 04/15/2047 | 0.00% |
| 1.6805 R ISWP US0003M P 11/06/2029 | -0.00% |
| 1.8595 R ISWP US0003M P 11/29/2049 | -0.00% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.00% |
| AUD/USD 01/15/2020 GSFX | -0.00% |
| CLP/USD 01/15/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -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 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| GBP/USD 12/18/2019 CITI | -0.00% |
| GBP/USD 12/18/2019 HSBCB | -0.00% |
| NOK/USD 03/18/2020 GSFX | -0.00% |
| NOK/USD 03/18/2020 SSBT | -0.00% |
| NOK/USD 12/18/2019 CITI | -0.00% |
| NOK/USD 12/18/2019 RBSF | -0.00% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.00% |
| 1.6428 R ISWP US0003M P 11/04/2029 | -0.00% |
| 1.75 R ISWP FWD NOKOIB6M P 12/18/2024 | -0.00% |
| AUD/USD 01/15/2020 HSBCB | -0.00% |
| CAD/USD 01/15/2020 BCAP-FX | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 12/18/2019 JPMCB | -0.00% |
| 1.8356 R ISWP US0003M P 11/12/2029 | -0.00% |
| 1.8358 R ISWP US0003M P 11/12/2029 | -0.00% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.00% |
| CAD/USD 01/15/2020 CITI | -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 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% |
| SEK/USD 12/18/2019 GSFX | -0.00% |
| SEK/USD 12/18/2019 HSBCB | -0.00% |
| SPY 20191213 C 321.00BANKAM | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SEK/USD 12/18/2019 BANKAM | -0.00% |
| SEK/USD 12/18/2019 RBSF | -0.00% |
| 1.7975 R ISWP US0003M P 10/03/2049 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| 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% |
| SEK/USD 12/18/2019 SSBT | -0.01% |
| 1.92276 R ISWP US0003M P 11/08/2049 | -0.01% |
| BRL/USD 02/04/2020 BANKAM | -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 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| NOK/USD 12/18/2019 SSBT | -0.01% |
| NZD/USD 01/15/2020 BCAP-FX | -0.01% |
| GBP/USD CALL 1.36 20200123 BANKAM | -0.01% |
| IOS.FN30.350.14 P USL1M R 01/12/45 JP | -0.01% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.01% |
| -0.65 R ISWP FWD CHL6M P 12/18/2024 | -0.01% |
| 1.80 R ISWP FWD CDOR03 P 12/18/2024 | -0.01% |
| CAD/USD 01/15/2020 SSBT | -0.01% |
| GBP/USD 12/18/2019 GSFX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NOK/USD 12/18/2019 GSFX | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| -0.35 R ISWP FWD CHL6M P 12/18/2029 | -0.01% |
| NZD/USD 01/15/2020 GSFX | -0.01% |
| SPY 20191129 C 313.00CITI | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.02% |
| NZD/USD 01/15/2020 JPMCB | -0.02% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| 0.75 R ISWP FWD GBL6M P 12/18/2024 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| 1.4925 R ISWP US0003M P 10/04/2029 | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| UA US P R 07/05/22 CI | -0.03% |
| IOS.FN30.400.14 P USL1M R 01/12/45 JP | -0.03% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.04% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% |
| 1.396 R ISWP US0003M P 10/04/2024 | -0.04% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.04% |
| EBIX US P R 07/05/22 CI | -0.06% |
| DBD US P R 07/05/22 CI | -0.06% |
| INGN US P R 07/05/22 CI | -0.06% |
| HOMB US P US0001M R 07/05/22 CI | -0.07% |
| KLIC US P US0001M R 07/05/22 CI | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% |
| APPN US P US0001M R 07/05/22 CI | -0.08% |
| DORM US P US0001M R 07/05/22 CI | -0.08% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.09% |
| BGS US P R 07/05/22 CI | -0.09% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.09% |
| WGO US P US0001M R 07/05/22 CI | -0.09% |
| CMD US P US0001M R 07/05/22 CI | -0.09% |
| IOS.FN30.400.14 P US0001M R 01/12/45 JP | -0.09% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% |
| OMCL US P US0001M R 07/05/22 CI | -0.10% |
| EYE US P US0001M R 07/05/22 CI | -0.10% |
| BB US P US0001M R 07/05/22 CI | -0.10% |
| DY US P R 07/05/22 CI | -0.12% |
| EPC US P US0001M R 07/05/22 CI | -0.13% |
| QLYS US P US0001M R 07/05/22 CI | -0.13% |
| MDRX US P US0001M R 07/05/22 CI | -0.14% |
| BRKR US P US0001M R 07/05/22 CI | -0.15% |
| ACIW US P R 07/05/22 CI | -0.15% |
| PBH US P US0001M R 07/05/22 CI | -0.15% |
| CTLT US P US0001M R 07/05/22 CI | -0.18% |
| BWXT US P US0001M R 07/05/22 CI | -0.18% |
| WWW US P US0001M R 07/05/22 CI | -0.19% |
| STL US P US0001M R 07/05/22 CI | -0.19% |
| LHCG US P US0001M R 07/05/22 CI | -0.20% |
| INST US P US0001M R 07/05/22 CI | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.22% |
| ENR US P R 07/05/22 CI | -0.26% |
| GOOS US P US0001M R 07/05/22 CI | -0.27% |
| JBL US P US0001M R 07/05/22 CI | -0.28% |
| PKI US P US0001M R 07/05/22 CI | -0.28% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2049 | -0.28% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.29% |
| HBI US P R 07/05/22 CI | -0.30% |
| AAXN US P US0001M R 07/05/22 CI | -0.35% |
| OSK US P US0001M R 07/05/22 CI | -0.36% |
| ICLR US P R 07/05/22 CI | -0.37% |
| TGI US P R 07/05/22 CI | -0.40% |
| GWRE US P US0001M R 07/05/22 CI | -0.49% |
| EVBG US P US0001M R 07/05/22 CI | -0.52% |
| TXT US P US0001M R 07/05/22 CI | -0.52% |
| VAR US P R 07/05/22 CI | -0.55% |
| FMC US P US0001M R 07/05/22 CI | -0.58% |
| DPZ US P US0001M R 07/05/22 CI | -0.62% |
| RL US P US0001M R 07/05/22 CI | -0.72% |
| GLW US P US0001M R 07/05/22 CI | -0.76% |
| IQV US P R 07/05/22 CI | -0.79% |
| AMD US P US0001M R 07/05/22 CI | -0.81% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.91% |
| ILMN US P US0001M R 07/05/22 CI | -0.94% |
| CTXS US P US0001M R 07/05/22 CI | -1.14% |
| K US P R 07/05/22 CI | -1.17% |
| NDUEEGF P US0001M R 12/12/19 GS | -1.27% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.33% |
| TSLA US P R 07/05/22 CI | -1.44% |
| NDUEEGF P US0003M R 09/18/20 CI | -2.98% |
| NDUEEGF P US0003M R 03/19/20 CI | -6.69% |
| S&P500 EMINI FUT DEC19 ESZ9 | -12.44% |
| NDUEEGF P US0001M R 08/20/20 UB | -17.24% |
| RU10INTR P US0003M R 11/25/20 CI | -20.35% |
| GSGLPW2S P US0001M R 12/15/20 GS | -37.03% |
| GSGLPWDS P US0001M R 12/15/20 GS | -38.35% |
| RU10INTR P US0003M R 06/20/23 BA | -41.57% |
| US 10YR NOTE (CBT)DEC19 TYZ9 | 47.42% |
|---|---|
| MLFCF15 R US0003M P 06/20/23 BA | 42.69% |
| GSGLPWDL R US0001M P 12/15/20 GS | 42.39% |
| CGPUTQL2 R US0003M P 11/26/19 CI | 37.98% |
| GSGLPW2L R US0001M P 12/15/20 GS | 36.01% |
| S&P MID 400 EMINI DEC19 FAZ9 | 17.39% |
| US 10YR ULTRA FUT DEC19 UXYZ9 | 8.79% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2049 | 7.16% |
| GSVIUS85 R 0.45 P 12/15/20 GS | 4.54% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2049 | 4.49% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2049 | 4.39% |
| GSISXT27 R 0.2 P 12/15/20 GS | 3.38% |
| GSVIVV69 R 0.3 P 12/15/20 GS | 2.25% |
| CITI COMMOD F3-F0 4X LEVERED INDEX 3X NOTE 12/16/2019 | 1.67% |
| UTILITIES SELECT SECTOR SPDR SEDOL 2371812 | 1.67% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 1.64% |
| CONSUMER DISCRETIONARY SELT SEDOL 2424341 | 1.61% |
| CONSUMER STAPLES SPDR SEDOL 2369389 | 1.60% |
| REAL ESTATE SELECT SECT SPDR SEDOL BYZ65Y9 | 1.59% |
| HEALTH CARE SELECT SECTOR SEDOL 2371823 | 1.58% |
| FINANCIAL SELECT SECTOR SPDR SEDOL 2364038 | 1.57% |
| GSVICUB3 R 0.45 P 12/15/20 GS | 1.53% |
| BAML COMMODITY MLBX4SX6 ER STRATEGY 3X 144A NOTE 12/12/2019 | 1.20% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.20% |
| TREASURY BILL 00.0000 11/14/2019 | 1.16% |
| CITI CROSS-ASSET TREND 10% VOL INDEX 3X 144A NOTE 9/28/2020 | 1.14% |
| FED HOME LN DISCOUNT NT 313384PG8 GDC 11/15/2019 | 1.06% |
| CHARIOT FUNDING LLC 15963UYC4 DCP 11/12/2019 | 1.04% |
| FED HOME LN DISCOUNT NT 313384SC4 GDC 01/22/2020 | 0.99% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.87% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.80% |
| S&P GSCI TOTAL RETURN 3X NOTE 11/16/2020 | 0.80% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.79% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.78% |
| TREASURY BILL 00.0000 11/07/2019 | 0.77% |
| SVENSKA HANDELSBANKEN AB 86960KZT2 DCP 12/27/2019 | 0.75% |
| GNMA GII30 TBA 04.5000 11/01/2049 | 0.74% |
| GSVIVVOL R 0.3 P 12/15/20 GS | 0.72% |
| BOFA MLCOMMODITY MLBX4SX6 ER STRATEGY 08/03/2020 | 0.70% |
| TREASURY BILL 00.0000 04/16/2020 | 0.66% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.64% |
| MANHATTAN ASSET FUNDING CO LL 56274MYJ5 DCP 11/18/2019 | 0.62% |
| THUNDER BAY FUNDING LLC 88602UYR5 DCP 11/25/2019 | 0.62% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.60% |
| TREASURY BILL 00.0000 12/05/2019 | 0.58% |
| REGENCY MARKETS NO. 1 LLC 7588R1Y66 DCP 11/06/2019 | 0.56% |
| ALPINE SECURITIZATION LLC 02088XYM4 DCP 11/21/2019 | 0.55% |
| VICTORY RECEIVABLES CORP 92646LY87 DCP 11/08/2019 | 0.53% |
| BANCO DO BRASIL S.A. SEDOL 2328595 | 0.51% |
| SIMON PROPERTY GROUP LP 82880XYC8 DCP 11/12/2019 | 0.51% |
| ING US FUNDING LLC 45685QB32 DCP 02/03/2020 | 0.50% |
| NATIONAL BANK OF CANADA 63307LAM3 DCP 01/21/2020 | 0.50% |
| MATCHPOINT FINANCE PLC 57666BY61 DCP 11/06/2019 | 0.49% |
| IRB BRASIL RESSEGUROS SA SEDOL BYZ6D56 | 0.48% |
| HYUNDAI MOBIS CO LTD SEDOL 6449544 | 0.47% |
| YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.46% |
| GNMA GII30 TBA 04.0000 11/01/2049 | 0.46% |
| ANHUI CONCH CEMENT CO LTD-H SEDOL 6080396 | 0.45% |
| KIA MOTORS CORP SEDOL 6490928 | 0.44% |
| CIA SANEAMENTO BASICO DE SP SEDOL B1YCHL8 | 0.44% |
| ATLANTIC ASSET SECURITIZATION 04821UY63 DCP 11/06/2019 | 0.44% |
| ATLANTIC ASSET SECURITIZATION 04821UYR7 DCP 11/25/2019 | 0.44% |
| BARCLAYS BANK PLC CCP 06742QSJ2 DCP 11/21/2019 | 0.44% |
| BARCLAYS BANK PLC CCP 06742VAV3 DCP 01/23/2020 | 0.44% |
| GREE ELECTRIC 144A/REGS WARRANT 8/24/2020 | 0.44% |
| BPCE SA 05571CY13 DCP 11/01/2019 | 0.42% |
| GOTHAM FUNDING CORP 38346MY16 DCP 11/01/2019 | 0.42% |
| TREASURY BILL 00.0000 03/12/2020 | 0.42% |
| BANK OF SHANGHAI 144A REGS WARRANT 12/12/2019 | 0.41% |
| TECH MAHINDRA LTD SEDOL BWFGD63 | 0.40% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.39% |
| IND & COMM BK OF CHINA-H SEDOL B1G1QD8 | 0.37% |
| ZHEN DING TECHNOLOGY HOLDING SEDOL B734XQ4 | 0.36% |
| TREASURY BILL 00.0000 12/12/2019 | 0.36% |
| BANCO MACRO SA-ADR SEDOL B0Y62M9 | 0.36% |
| KWEICHOW MOUTAI CO LTD-A 144A/REGS WARRANT 08/07/2020 | 0.36% |
| INFOSYS LTD SEDOL 6205122 | 0.35% |
| OLD LINE FUNDING LLC 67983UYD9 DCP 11/13/2019 | 0.35% |
| CHINA PETROLEUM & CHEMICAL-H SEDOL 6291819 | 0.35% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.35% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.34% |
| OIL & NATURAL GAS CORP LTD SEDOL 6139362 | 0.34% |
| CHAROEN POKPHAND FOOD-FORGN SEDOL B5L2DG6 | 0.33% |
| AES CORP/THE 05.5000 04/15/2025 | 0.32% |
| BANCO SANTANDER BRASIL-UNIT SEDOL B4V5RY4 | 0.32% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.32% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.32% |
| SINO BIOPHARMACEUTICAL SEDOL B00XSF9 | 0.32% |
| TREASURY BILL 00.0000 04/02/2020 | 0.31% |
| INFOR US INC 06.5000 05/15/2022 | 0.30% |
| VALE SA SEDOL 2196286 | 0.29% |
| KT&G CORP SEDOL 6175076 | 0.29% |
| FNMA FN30 TBA UMBS 05.5000 11/01/2049 | 0.29% |
| CAS 2016-C02 1B 14.0728 09/25/2028 | 0.28% |
| INDUSTRIAL BANK CO LTD -A 144A/REGS WARRANT 08/07/2020 | 0.28% |
| UNI-PRESIDENT ENTERPRISES CO SEDOL 6700393 | 0.28% |
| QUDIAN INC-SPON ADR SEDOL BF8FK89 | 0.28% |
| EVRAZ PLC SEDOL B71N6K8 | 0.27% |
| PTT EXPLORATION & PROD-FOR SEDOL B1359J0 | 0.27% |
| SHENZHEN MINDRAY BIO-MEDICAL ELEC CO LTD 144A/REGS | 0.27% |
| MANHATTAN ASSET FUNDING CO LL 56274MYC0 DCP 11/12/2019 | 0.26% |
| ANGLO AMERICAN PLATINUM LTD SEDOL 6761000 | 0.26% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.25% |
| BANCO SANTANDER MEXICO SA IN SEDOL BF1FXN2 | 0.24% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.24% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.23% |
| WIPRO LTD SEDOL 6206051 | 0.23% |
| SCIENTIFIC GAMES TLB5 L+275 04.5359 08/14/2024 | 0.23% |
| JPMBB 2014-C18 D P/P 144A 04.8124 02/15/2047 | 0.23% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.23% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.23% |
| ASURION 2NDL L+650 08.2859 08/04/2025 | 0.23% |
| BANK OF COMMUNICATIONS - H SEDOL B0B8Z29 | 0.23% |
| MSBAM 2013-C10 D P/P 144A 04.0817 07/15/2046 | 0.22% |
| QUALICORP CONS E CORR SEG SA SEDOL B4LHBQ0 | 0.22% |
| RADIANT OPTO-ELECTRONICS COR SEDOL 6520278 | 0.21% |
| BF0101 03.5000 06/01/2056 | 0.21% |
| UNITED MICROELECTRONICS CORP SEDOL 6916628 | 0.20% |
| DNB BANK ASA 2332K1Z52 DCP 12/05/2019 | 0.20% |
| HOME PRODUCT CENTER PCL-FOR SEDOL 6418533 | 0.19% |
| BANK CENTRAL ASIA TBK PT SEDOL B01C1P6 | 0.19% |
| BANK OF JIANGSU CO LTD- A 144A/REGS WARRANT 08/07/2020 | 0.19% |
| SAMSUNG SDS CO LTD SEDOL BRS2KY0 | 0.19% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.19% |
| WEICHAI POWER CO LTD-H SEDOL 6743956 | 0.19% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.19% |
| HYPERA SA SEDOL B2QY968 | 0.19% |
| TELEFONICA BRASIL S.A.-PREF SEDOL B3ZCNF7 | 0.19% |
| ENEL AMERICAS SA-ADR SEDOL 2314947 | 0.18% |
| FOSUN INTERNATIONAL SEDOL B1Z7FX0 | 0.18% |
| KUMBA IRON ORE LTD SEDOL B1G4262 | 0.18% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.18% |
| ECOPETROL SA-SPONSORED ADR SEDOL B3D6J19 | 0.18% |
| KOREA ZINC CO LTD SEDOL 6495428 | 0.17% |
| TALBOTS TLB L+700 08.7859 11/28/2022 | 0.17% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.17% |
| ELECTRICITY GEN PUB CO-FOR R SEDOL 6304643 | 0.17% |
| VERTIV TLB L+400 05.9271 11/15/2023 | 0.17% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.17% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.17% |
| TISCO FINANCIAL-FOREIGN SEDOL B3KFW76 | 0.16% |
| VIPSHOP HOLDINGS LTD - ADR SEDOL B3N0H17 | 0.16% |
| PETRONAS CHEMICALS GROUP BHD SEDOL B5KQGT3 | 0.16% |
| GLOBALWAFERS CO LTD SEDOL BS7JP33 | 0.16% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.16% |
| CAPITEC BANK HOLDINGS LTD SEDOL 6440859 | 0.16% |
| SK HYNIX INC SEDOL 6450267 | 0.16% |
| FHR 3852 NT 04.0788 05/15/2041 | 0.16% |
| GUANGZHOU R&F PROPERTIES - H SEDOL B19H8Y8 | 0.16% |
| FNR 2017-74 SA IO 03.9273 10/25/2047 | 0.16% |
| DAELIM INDUSTRIAL CO LTD SEDOL 6249584 | 0.15% |
| TREASURY BILL 00.0000 01/02/2020 | 0.15% |
| S&P GSCI EXCESS RETURN INDEX 3X NOTE 1/27/2020 | 0.15% |
| SHINHAN FINANCIAL GROUP LTD SEDOL 6397502 | 0.15% |
| CHINA RESOURCES SANJIU MEDICAL & PHARMA 144A REGS 01/29/2020 | 0.15% |
| IVORY COAST P/P 144A 06.1250 06/15/2033 | 0.15% |
| STACR 2016-DNA1 B 11.8228 07/25/2028 | 0.14% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.14% |
| FNR 2017-8 SB IO 04.2773 02/25/2047 | 0.14% |
| SHANGHAI PUDONG DEV BANK 144A/REGS WARRANT | 0.14% |
| REVLON CONS TLB L+350 05.6241 09/07/2023 | 0.14% |
| ADVANCED INFO SERVICE-FOR RG SEDOL 6412591 | 0.14% |
| OTP BANK RT SEDOL 7320154 | 0.14% |
| PRESIDENT CHAIN STORE CORP SEDOL 6704986 | 0.14% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 0.14% |
| PPD TL L+250 04.2859 08/18/2022 | 0.14% |
| GNR 2015-H20 CI IO 01.8935 08/20/2065 | 0.13% |
| YUANTA FINANCIAL HOLDING CO SEDOL 6424110 | 0.13% |
| UNIVAR USA INC P/P 144A 06.7500 07/15/2023 | 0.13% |
| INTER RAO UES PJSC SEDOL B39RRN4 | 0.13% |
| WANT WANT CHINA HOLDINGS LTD SEDOL B2Q14Z3 | 0.13% |
| MWST 2019-1 A 02.6228 06/25/2052 | 0.13% |
| CAS 2015-C04 1M2 07.5228 04/25/2028 | 0.13% |
| SURGUTNEFTEGAS-PREFERENCE SEDOL 5005884 | 0.13% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.12% |
| GNR 2017-H11 NI IO 02.2671 05/20/2067 | 0.12% |
| MR PRICE GROUP LTD SEDOL BYXW419 | 0.12% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.12% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.12% |
| SPST 2019-7 A 02.7459 09/24/2020 | 0.12% |
| JPMBB 2013-C14 E P/P 144A 04.7019 08/15/2046 | 0.12% |
| SINOTRUK HONG KONG LTD SEDOL B296ZH4 | 0.12% |
| GNR 2015-H25 BI IO 01.6613 10/20/2065 | 0.12% |
| MMC NORILSK NICKEL PJSC-ADR SEDOL BYSW6D0 | 0.12% |
| GNR 2015-H10 CI IO 01.8195 04/20/2065 | 0.12% |
| SPST 2019-11 A 02.5718 10/24/2020 | 0.12% |
| FNMA FN30 AL6919 UMBS 05.5000 01/01/2038 | 0.11% |
| LOGAN PROPERTY HOLDINGS CO L SEDOL BH6X937 | 0.11% |
| GNR 2016-H02 BI IO 02.0392 11/20/2065 | 0.11% |
| GNR 2015-H19 NI IO 01.9189 07/20/2065 | 0.11% |
| TELKOM SA SOC LTD SEDOL 6588577 | 0.11% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.11% |
| RHB BANK BHD SEDOL 6244675 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.11% |
| BANK OF CHINA LTD-H SEDOL B154564 | 0.11% |
| INDUSTRIAL BANK OF KOREA SEDOL 6462972 | 0.11% |
| NEIMAN MARCUS TL L+600 07.9895 10/25/2023 | 0.11% |
| TRIPOD TECHNOLOGY CORP SEDOL 6305721 | 0.11% |
| FORMOSA CHEMICALS & FIBRE SEDOL 6348715 | 0.11% |
| ARCELORMITTAL USD 06.1250 06/01/2025 | 0.10% |
| SPST 2019-3 A 02.7459 06/24/2020 | 0.10% |
| BSCMS 2006-PW11 B P/P 144A 05.7745 03/11/2039 | 0.10% |
| GAIL INDIA LTD SEDOL 6133405 | 0.10% |
| POWSZECHNY ZAKLAD UBEZPIECZE SEDOL B63DG21 | 0.10% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.10% |
| GNR 2015-H24 HI IO 02.0349 09/20/2065 | 0.10% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.10% |
| ORTHO-CLINICAL TLB L+325 05.3064 06/01/2025 | 0.10% |
| ACADEMY SPORTS TLB L+400 05.7826 07/02/2022 | 0.10% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.10% |
| FUBON FINANCIAL HOLDING CO SEDOL 6411673 | 0.10% |
| GNR 2015-H09 BI IO 01.7045 03/20/2065 | 0.10% |
| GNR 2015-H25 AI IO 01.6179 09/20/2065 | 0.10% |
| HCL TECHNOLOGIES LTD SEDOL 6294896 | 0.10% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.09% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.09% |
| GNR 2015-H16 XI IO 02.2002 07/20/2065 | 0.09% |
| DIAMOND RESORTS TLB L+375 05.5359 09/02/2023 | 0.09% |
| GRUPO AEROPORTUARIO DEL CENT SEDOL B1KFX13 | 0.09% |
| GOLDEN NUGGET TL L+275 04.6866 10/04/2023 | 0.09% |
| GNR 2015-H15 JI IO 01.9835 06/20/2065 | 0.09% |
| UNIVISION TLC5 L+275 04.5359 03/15/2024 | 0.09% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.09% |
| GSMS 2014-GC24 D P/P 144A 04.5336 09/10/2047 | 0.09% |
| GNR 2016-H03 AI IO 02.3783 01/20/2066 | 0.09% |
| NOVOLIPETSK STEEL PJSC-GDR SEDOL B0RTNX3 | 0.09% |
| SABRE GBL TLB L+200 03.7859 02/22/2024 | 0.09% |
| WFCM 2013-LC12 D P/P 144A 04.2847 07/15/2046 | 0.09% |
| GNR 2014-H21 AI IO 01.5517 10/20/2064 | 0.08% |
| GNR 2015-H22 GI IO 02.5754 09/20/2065 | 0.08% |
| SAMI 2007-AR1 2A1 02.0028 01/25/2037 | 0.08% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.08% |
| GNR 2016-H23 NI IO 02.1442 10/20/2066 | 0.08% |
| GNR 2015-H26 EI IO 01.7396 10/20/2065 | 0.08% |
| HLA CORP LTD 144A/REGS WARRANT | 0.08% |
| FHR 4568 MI IO 04.0000 04/15/2046 | 0.08% |
| GEELY AUTOMOBILE HOLDINGS LT SEDOL 6531827 | 0.08% |
| LOJAS RENNER S.A. SEDOL B0CGYD6 | 0.08% |
| TRANSDIGM INC TLF L+250 04.2859 06/09/2023 | 0.08% |
| GENTING MALAYSIA BHD SEDOL B1VXKN7 | 0.08% |
| GNR 2015-H25 EI IO 01.8627 10/20/2065 | 0.08% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.08% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.08% |
| TREASURY BILL 00.0000 11/21/2019 | 0.08% |
| WNS HOLDINGS LTD-ADR SEDOL B194GX4 | 0.08% |
| BANCO DE CHILE-ADR SEDOL 2834252 | 0.08% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.08% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.08% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.08% |
| GNR 2015-H26 GI IO 01.8086 10/20/2065 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% |
| ZF NA CAPITAL P/P 144A 04.0000 04/29/2020 | 0.08% |
| FNR 2011-4 CS 09.2545 05/25/2040 | 0.07% |
| SEAZEN HOLDINGS CO 144A/REGS WARRANT 04/17/2020 | 0.07% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.07% |
| GNR 2015-H09 AI IO 02.3157 04/20/2065 | 0.07% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.07% |
| SEVERSTAL PJSC SEDOL B0561N2 | 0.07% |
| MISC BHD SEDOL 6557997 | 0.07% |
| BSCMS 2007-T26 AJ 05.4502 01/12/2045 | 0.07% |
| GENTING BHD SEDOL B1VXJL8 | 0.07% |
| GNR 2017-H02 BI IO 02.3350 01/20/2067 | 0.07% |
| WELBILT TLB L+250 04.2859 10/23/2025 | 0.07% |
| GNR 2016-H04 KI IO 02.0302 02/20/2066 | 0.07% |
| SPST 2019-WL1 A 02.4728 08/25/2052 | 0.07% |
| GNR 2017-H14 DI IO 01.7113 06/20/2067 | 0.07% |
| GNR 2018-91 SJ IO 04.4036 07/20/2048 | 0.07% |
| SAMSUNG ENGINEERING CO LTD SEDOL 6765239 | 0.07% |
| BANCO SANTANDER-CHILE-ADR SEDOL 2136646 | 0.06% |
| GNR 2016-H08 GI IO 01.4352 04/20/2066 | 0.06% |
| MSC 2011-C3 G P/P 144A 05.2445 07/15/2049 | 0.06% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.06% |
| CAPITAL AUTO 2NDL L+600 07.7900 03/24/2025 | 0.06% |
| GNR 2015-H14 BI IO 01.5800 05/20/2065 | 0.06% |
| INDOFOOD SUKSES MAKMUR TBK P SEDOL 6283979 | 0.06% |
| JPMCC 2012-C6 F P/P 144A 05.1577 05/15/2045 | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.06% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.06% |
| CMLTI 2007-AMC3 A2D 02.1728 03/25/2037 | 0.06% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.06% |
| HM SAMPOERNA TBK PT SEDOL 6404242 | 0.06% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.06% |
| GNR 2015-H24 BI IO 01.6287 08/20/2065 | 0.06% |
| TAISHIN FINANCIAL HOLDING SEDOL 6451680 | 0.06% |
| TEKFEN HOLDING AS SEDOL B29D241 | 0.06% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.06% |
| FHR 4389 IA IO 04.0000 09/15/2044 | 0.06% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.06% |
| FORMOSA PLASTICS CORP SEDOL 6348544 | 0.06% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.06% |
| GUANGZHOU BAIYUNSHAN PHARM-H SEDOL 6084387 | 0.06% |
| WAMU 2005-AR14 1A2 04.1045 12/25/2035 | 0.06% |
| FORD OTOMOTIV SEDOL B03MSR5 | 0.06% |
| INFOR TLB6 L+275 04.8544 02/01/2022 | 0.06% |
| MSBAM 2013-C11 E P/P 144A 04.3537 08/15/2046 | 0.05% |
| MSBAM 2013-C11 F P/P 144A 04.3537 08/15/2046 | 0.05% |
| COM7 PCL-F SEDOL BZ2YN49 | 0.05% |
| GNR 2016-H07 HI IO 02.1178 02/20/2066 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| SPY 20200918 P 255.00JPMCB | 0.05% |
| HANNSTAR DISPLAY CORP SEDOL 6381828 | 0.05% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.05% |
| WBCMT 2005-C21 E P/P 144A 05.1021 10/15/2044 | 0.05% |
| FHR 4530 HI IO 04.0000 11/15/2045 | 0.05% |
| GNR 2015-H26 DI IO 01.9318 10/20/2065 | 0.05% |
| SPY 20201016 P 255.00BANKAM | 0.05% |
| FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.05% |
| FNMA FN30 AB7936 UMBS 03.0000 02/01/2043 | 0.05% |
| GNR 2016-H16 DI IO 02.4640 06/20/2066 | 0.05% |
| KT CORP SEDOL 6505316 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.05% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.05% |
| FNR 2014-47 IP IO 04.0000 03/25/2044 | 0.05% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.05% |
| GNR 2015-H10 EI IO 01.6300 04/20/2065 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| POU CHEN SEDOL 6696157 | 0.05% |
| WFRBS 2013-C15 D P/P 144A 04.4938 08/15/2046 | 0.05% |
| AIRASIA GROUP BHD SEDOL B03J9L7 | 0.05% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.05% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.05% |
| IHEARTMEDIA TL L+400 05.7814 05/01/2026 | 0.05% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.04% |
| CIA CERVECERIAS UNI-SPON ADR SEDOL 2217596 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.04% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.04% |
| FNMA FN30 AR6852 UMBS 03.0000 02/01/2043 | 0.04% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.04% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.04% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.04% |
| CAS 2017-C06 2B1 06.2728 02/25/2030 | 0.04% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.04% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.04% |
| PLDT INC SEDOL BDGN274 | 0.04% |
| UBSBB 2012-C2 F P/P 144A 04.8904 05/10/2063 | 0.04% |
| COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 | 0.04% |
| FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.04% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.04% |
| SPY 20200717 P 255.00CITI | 0.04% |
| STEARNS HOLDINGS LLC P/P 144A 09.3750 08/15/2020 | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% |
| ODONTOPREV S.A. SEDOL B1H6R62 | 0.04% |
| WFRBS 2012-C10 E P/P 144A 04.4349 12/15/2045 | 0.04% |
| YDUQS PART SEDOL BJGV3C2 | 0.04% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.04% |
| EL PUERTO DE LIVERPOOL-C1 SEDOL 2306814 | 0.04% |
| FHR 3747 SA IO 04.5788 10/15/2040 | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| FNMA FN30 AO5471 UMBS 03.5000 06/01/2042 | 0.04% |
| GNR 2016-H04 HI IO 02.3811 07/20/2065 | 0.04% |
| GNR 2016-H11 HI IO 02.0969 01/20/2066 | 0.04% |
| KOREA INVESTMENT HOLDINGS CO SEDOL 6654586 | 0.04% |
| RACKSPACE HOSTING INC L+300 04.9021 11/03/2023 | 0.04% |
| SAO MARTINHO SA SEDOL B1P3R43 | 0.04% |
| GNR 2015-H18 IA IO 01.8396 06/20/2065 | 0.04% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| REYNOLDS GROUP TL L+300 04.5359 02/05/2023 | 0.04% |
| SPY 20200619 P 255.00JPMCB | 0.04% |
| SPY 20200821 P 245.00CITI | 0.04% |
| THANACHART CAPITAL-FOREIGN SEDOL BF5DGN3 | 0.04% |
| CHEMOURS CO 06.6250 05/15/2023 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.04% |
| BBVA ARGENTINA SA-ADR SEDOL 2072029 | 0.04% |
| ENEL CHILE SA-ADR SEDOL BYYHKR1 | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.04% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.04% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.04% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.03% |
| FEDERAL GRID CO UNIFIED ENER SEDOL B39RR67 | 0.03% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.03% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.03% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.03% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% |
| AIR MEDICAL TLB L+325 05.0964 04/28/2022 | 0.03% |
| CWALT 2006-OA10 1A1 03.3499 08/25/2046 | 0.03% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.03% |
| PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 | 0.03% |
| CAS 2017-C03 1B1 06.6728 10/25/2029 | 0.03% |
| CAS 2017-C05 1B1 05.4228 01/25/2030 | 0.03% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.03% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.03% |
| GBP/USD CALL 1.33 20200123 BANKAM | 0.03% |
| GNR 2011-H08 GI IO 01.2733 03/20/2061 | 0.03% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.03% |
| HEXAWARE TECHNOLOGIES LTD SEDOL B07LTC0 | 0.03% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.03% |
| COMM 2014-CR17 D P/P 144A 04.8500 05/10/2047 | 0.03% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.03% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.03% |
| KOC HLDG SEDOL B03MVJ8 | 0.03% |
| SIME DARBY BERHAD SEDOL B29TTR1 | 0.03% |
| CWHL 2005-3 1A1 02.4428 04/25/2035 | 0.03% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.03% |
| GNR 2015-H26 CI IO 00.2912 08/20/2065 | 0.03% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.03% |
| AUD/USD 01/15/2020 RBSF | 0.02% |
| BACM 2005-1 C 05.5036 11/10/2042 | 0.02% |
| GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.02% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.02% |
| AHM 2007-1 GA1C 02.0128 05/25/2047 | 0.02% |
| CAS 2015-C03 1M2 06.8228 07/25/2025 | 0.02% |
| GNR 2011-17 S IO 04.2036 02/20/2041 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| SPY 20200515 P 250.00BANKAM | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| FNR 2014-10 IO IO 03.5000 08/25/2042 | 0.02% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.02% |
| MANILA ELECTRIC COMPANY SEDOL B247XZ6 | 0.02% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.02% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.02% |
| FHR 4097 PI IO 03.5000 11/15/2040 | 0.02% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.02% |
| TRANSDIGM INC TLE 04.2859 05/30/2025 | 0.02% |
| 1.675 R ISWP US0003M P 10/04/2049 | 0.02% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.02% |
| FRAC TECH INTL TLB L+475 06.5359 04/16/2021 | 0.02% |
| GNR 2013-151 IB IO 04.5000 02/20/2040 | 0.02% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.02% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.02% |
| RALI 2006-QO10 A1 01.9828 01/25/2037 | 0.02% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.02% |
| FNR 2012-104 QI IO 04.5000 05/25/2042 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| MHL 2004-1 M2 02.8278 11/25/2034 | 0.02% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 | 0.02% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.02% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.02% |
| GNR 2011-H15 AI IO 01.5391 06/20/2061 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| GNR 2015-24 IA IO 03.5000 02/20/2045 | 0.02% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.02% |
| IVORY COAST P/P 144A 05.2500 03/22/2030 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| STACR 2018-HQA2 B2 12.8228 10/25/2048 | 0.02% |
| CAS 2015-C03 2M2 06.8228 07/25/2025 | 0.02% |
| CAS 2018-C06 1B1 05.5728 03/25/2031 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.02% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.02% |
| RALI 2006-QO5 1A1 02.0378 05/25/2046 | 0.02% |
| STACR 2018-DNA2 B1 05.5228 12/25/2030 | 0.02% |
| WFMBS 2006-AR6 7A2 04.7815 03/25/2036 | 0.02% |
| FHR 2990 LB 12.0351 06/15/2034 | 0.02% |
| FHR 4073 AS IO 04.1288 08/15/2038 | 0.02% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.02% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| NESTLE (MALAYSIA) BERHAD SEDOL 6629335 | 0.02% |
| CAS 2015-C02 2M2 05.8228 05/25/2025 | 0.02% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.02% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% |
| GNR 2015-36 GI IO 03.5000 06/16/2041 | 0.02% |
| GSAA 2007-6 1A1 01.9428 05/25/2047 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.02% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.02% |
| ASTRO MALAYSIA SEDOL B7W5GK3 | 0.01% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.01% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.01% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.01% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.01% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.01% |
| 1.00 R ISWP FWD NFIX3MID P 12/18/2024 | 0.01% |
| AUD/USD 01/15/2020 UBS | 0.01% |
| BMIR 2015-1A B1 08.1228 07/25/2025 | 0.01% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.01% |
| GNR 2015-118 EI IO 03.5000 07/20/2039 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| SAMI 2007-AR7 1A1 02.6728 05/25/2047 | 0.01% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.01% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.01% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.01% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.01% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.01% |
| CAS 2017-C06 2M2 04.6228 02/25/2030 | 0.01% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GBP/USD 12/18/2019 SSBT | 0.01% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.01% |
| GNR 2010-134 ES IO 04.1536 11/20/2039 | 0.01% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2014-133 AI IO 04.0000 10/20/2036 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| CAS 2015-C01 2M2 06.3728 02/25/2025 | 0.01% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.01% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.01% |
| GNR 2013-129 SN IO 04.3036 09/20/2043 | 0.01% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.01% |
| GNR 2013-99 VS IO 04.2093 07/16/2043 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| BACM 2008-1 C P/P 144A 06.5669 02/10/2051 | 0.01% |
| CAS 2015-C04 2M2 07.3728 04/25/2028 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% |
| GNMA 10000 BO5417 05.0000 06/20/2049 | 0.01% |
| GNR 2013-157 IA IO 03.5000 04/20/2040 | 0.01% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| RUB/USD 12/18/2019 BANKAM | 0.01% |
| RUB/USD 12/18/2019 GSFX | 0.01% |
| STACR 2019-DNA1 M2 04.4728 01/25/2049 | 0.01% |
| 1.80 R ISWP FWD CDOR03 P 12/18/2024 | 0.01% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.01% |
| FNR 2012-101 PI IO 03.5000 08/25/2040 | 0.01% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.01% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.01% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.01% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2013-34 PI IO 04.5000 08/20/2039 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.01% |
| CAS 2017-C02 2M2 05.4728 09/25/2029 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% |
| GSMS 2006-GG8 X IO P/P 144A 00.9568 11/10/2039 | 0.01% |
| PROVINCIA DE BUENOS 60.8205 05/31/2022 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.2301 06/15/2044 | 0.01% |
| 1.30 R ISWP FWD NFIX3MID P 12/18/2029 | 0.01% |
| 1.7485 R ISWP US0003M P 11/01/2029 | 0.01% |
| ADVANZ PHARMA CORP SEDOL BH4P601 | 0.01% |
| FNR 2005-122 SE 16.7204 11/25/2035 | 0.01% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| MXN/USD 01/15/2020 BANKAM | 0.01% |
| STACR 2019-DNA2 B2 12.3228 03/25/2049 | 0.01% |
| ASCENT RESOURCES TLB L+650 08.4135 03/30/2023 | 0.01% |
| CAS 2015-C02 1M2 05.8228 05/25/2025 | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNR 2005-74 NK 18.3863 05/25/2035 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| 0.05 R ISWP FWD SES3M P 12/18/2024 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2019-78 SJ IO 04.2036 06/20/2049 | 0.00% |
| STACR 2019-HQA1 M2 04.1728 02/25/2049 | 0.00% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.00% |
| 1.75 R ISWP FWD NOKOIB6M P 12/18/2024 | 0.00% |
| AUD/USD 01/15/2020 HSBCB | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.00% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.00% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| 0.05 R ISWP FWD EUR006M P 12/18/2029 | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 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.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| FHR 3996 IK IO 04.0000 03/15/2039 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.00% |
| FNW 1998-W2 X IO 01.6146 06/25/2028 | 0.00% |
| GNR 2019-99 KS IO 04.2036 08/20/2049 | 0.00% |
| JPY/USD 11/20/2019 BANKAM | 0.00% |
| NZD/USD 01/15/2020 UBS | 0.00% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.7745 03/11/2039 | 0.00% |
| CHC GRP LLC P/P CV 00.0000 10/01/2020 | 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 MS | 0.00% |
| EUR/USD 12/18/2019 BCAP-FX | 0.00% |
| EUR/USD 12/18/2019 CSI-FX | 0.00% |
| EUR/USD PUT 1.08 20200103 BANKAM | 0.00% |
| GNR 2013-90 HI IO 03.5000 04/20/2040 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| STACR 2019-DNA2 M2 04.2728 03/25/2049 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| 0.75 R ISWP FWD GBL6M P 12/18/2024 | 0.00% |
| 1.7975 R ISWP US0003M P 10/03/2049 | 0.00% |
| 1.80 R ISWP FWD NOKOIB6M P 12/18/2029 | 0.00% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.00% |
| AUD/USD PUT 0.655 20200109 UBS | 0.00% |
| CAD/USD 01/15/2020 BCAP-FX | 0.00% |
| CHF/USD 12/18/2019 JPMCB | 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 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.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.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| EUR/NOK PUT 9.85 20200121 GSFX | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.00% |
| FNW 1998-W5 X IO 00.7537 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| GNR 2011-81 SB IO 04.8143 11/16/2036 | 0.00% |
| GNR 2014-162 DI IO 04.0000 11/20/2038 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% |
| 1.60 R ISWP FWD US0003M P 12/18/2024 | 0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | 0.00% |
| AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 | 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% |
| CAD/USD 01/15/2020 GSFX | 0.00% |
| CHC GROUP LLC P/P SEDOL BYXD3K4 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0025 05/15/2038 | 0.00% |
| EUR/SEK PUT 10.50 20191121 CITI | 0.00% |
| EUR/USD 12/18/2019 UBS | 0.00% |
| FSPC T-59 1AX IO 00.2817 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4245 11/15/2028 | 0.00% |
| GBP/USD 12/18/2019 UBS | 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% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 2007-LDPX X IO 00.1356 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1634 02/15/2040 | 0.00% |
| MLCFC 2006-4 XC IO P/P 144A 00.5609 12/12/2049 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| NZD/USD 01/15/2020 HSBCB | 0.00% |
| SEK/USD 12/18/2019 JPMCB | 0.00% |
| SEK/USD 12/18/2019 UBS | 0.00% |
| WBCMT 2006-C29 IO IO 00.3058 11/15/2048 | 0.00% |
| WBCMT 2007-C31 IO IO P/P 144A 00.0000 04/15/2047 | 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% |
| 1.5205 R ISWP US0003M P 10/17/2024 | -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.BB.7 2047-01-17 500.0 01/17/2047 ML | -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 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| GBP/USD 12/18/2019 CITI | -0.00% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.00% |
| 0.80 R ISWP FWD GBL6M P 12/18/2029 | -0.00% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC | -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% |
| EUR/USD 12/18/2019 CITI | -0.00% |
| SEK/USD 12/18/2019 BANKAM | -0.00% |
| SEK/USD 12/18/2019 HSBCB | -0.00% |
| SEK/USD 12/18/2019 RBSF | -0.00% |
| 0.40 R ISWP FWD SES3M P 12/18/2029 | -0.00% |
| 1.6785 R ISWP US0003M P 10/22/2029 | -0.00% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.00% |
| CAD/USD 01/15/2020 SSBT | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/USD 12/18/2019 SSBT | -0.00% |
| SEK/USD 12/18/2019 GSFX | -0.00% |
| 1.70334 R ISWP US0003M P 10/24/2029 | -0.00% |
| AUD/USD 01/15/2020 GSFX | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.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% |
| SEK/USD 12/18/2019 SSBT | -0.00% |
| AUD/JPY PUT 66.00 20200214 GSFX | -0.00% |
| CAD/USD 01/15/2020 JPMCB | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SPY 20191115 C 309.00BANKAM | -0.00% |
| AUD/USD CALL 0.6898 20200109 UBS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NOK/USD 12/18/2019 SSBT | -0.01% |
| NZD/USD 01/15/2020 BCAP-FX | -0.01% |
| -0.35 R ISWP FWD EUR006M P 12/18/2024 | -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% |
| 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% |
| EUR/USD 12/18/2019 JPMCB | -0.01% |
| NOK/USD 12/18/2019 GSFX | -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% |
| IOS.FN30.350.14 P USL1M R 01/12/45 JP | -0.01% |
| JPY/USD 11/20/2019 SSBT | -0.01% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 12/18/2019 GSFX | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NZD/USD 01/15/2020 GSFX | -0.01% |
| -0.65 R ISWP FWD CHL6M P 12/18/2024 | -0.01% |
| 1.4925 R ISWP US0003M P 10/04/2029 | -0.01% |
| NZD/USD 01/15/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.02% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.02% |
| EUR/USD CALL 1.1291 20200103 BANKAM | -0.02% |
| GBP/USD CALL 1.36 20200123 BANKAM | -0.02% |
| 1.396 R ISWP US0003M P 10/04/2024 | -0.02% |
| -0.35 R ISWP FWD CHL6M P 12/18/2029 | -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 MS | -0.02% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| IOS.FN30.400.14 P USL1M R 01/12/45 JP | -0.03% |
| UA US P R 07/05/22 CI | -0.03% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.04% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.04% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% |
| INGN US P R 07/05/22 CI | -0.04% |
| DBD US P R 07/05/22 CI | -0.06% |
| KLIC US P US0001M R 07/05/22 CI | -0.06% |
| EBIX US P R 07/05/22 CI | -0.06% |
| HOMB US P US0001M R 07/05/22 CI | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| 1.70 R ISWP FWD US0003M P 12/18/2029 | -0.07% |
| DORM US P US0001M R 07/05/22 CI | -0.07% |
| EYE US P US0001M R 07/05/22 CI | -0.08% |
| APPN US P US0001M R 07/05/22 CI | -0.08% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.08% |
| BGS US P R 07/05/22 CI | -0.08% |
| CMD US P US0001M R 07/05/22 CI | -0.08% |
| OMCL US P US0001M R 07/05/22 CI | -0.08% |
| IOS.FN30.400.14 P US0001M R 01/12/45 JP | -0.09% |
| WGO US P US0001M R 07/05/22 CI | -0.09% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% |
| BB US P US0001M R 07/05/22 CI | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.10% |
| DY US P R 07/05/22 CI | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.11% |
| QLYS US P US0001M R 07/05/22 CI | -0.12% |
| ACIW US P R 07/05/22 CI | -0.12% |
| BRKR US P US0001M R 07/05/22 CI | -0.13% |
| MDRX US P US0001M R 07/05/22 CI | -0.14% |
| EPC US P US0001M R 07/05/22 CI | -0.14% |
| PBH US P US0001M R 07/05/22 CI | -0.14% |
| LHCG US P US0001M R 07/05/22 CI | -0.16% |
| CTLT US P US0001M R 07/05/22 CI | -0.16% |
| BWXT US P US0001M R 07/05/22 CI | -0.17% |
| WWW US P US0001M R 07/05/22 CI | -0.17% |
| INST US P US0001M R 07/05/22 CI | -0.17% |
| STL US P US0001M R 07/05/22 CI | -0.18% |
| ENR US P R 07/05/22 CI | -0.22% |
| AAXN US P US0001M R 07/05/22 CI | -0.23% |
| PKI US P US0001M R 07/05/22 CI | -0.25% |
| JBL US P US0001M R 07/05/22 CI | -0.26% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2049 | -0.28% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.29% |
| HBI US P R 07/05/22 CI | -0.29% |
| TGI US P R 07/05/22 CI | -0.30% |
| ICLR US P R 07/05/22 CI | -0.32% |
| OSK US P US0001M R 07/05/22 CI | -0.34% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.38% |
| EVBG US P US0001M R 07/05/22 CI | -0.40% |
| GWRE US P US0001M R 07/05/22 CI | -0.44% |
| VAR US P R 07/05/22 CI | -0.48% |
| TXT US P US0001M R 07/05/22 CI | -0.50% |
| CERN US P R 07/05/22 CI | -0.52% |
| FMC US P US0001M R 07/05/22 CI | -0.52% |
| DPZ US P US0001M R 07/05/22 CI | -0.56% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.63% |
| RL US P US0001M R 07/05/22 CI | -0.63% |
| AMD US P US0001M R 07/05/22 CI | -0.69% |
| IQV US P R 07/05/22 CI | -0.76% |
| GLW US P US0001M R 07/05/22 CI | -0.76% |
| ILMN US P US0001M R 07/05/22 CI | -0.84% |
| CTXS US P US0001M R 07/05/22 CI | -1.07% |
| K US P R 07/05/22 CI | -1.11% |
| NDUEEGF P US0001M R 12/12/19 GS | -1.24% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.32% |
| TSLA US P R 07/05/22 CI | -1.34% |
| NDUEEGF P US0003M R 09/18/20 CI | -2.90% |
| NDUEEGF P US0003M R 03/19/20 CI | -6.51% |
| S&P500 EMINI FUT DEC19 ESZ9 | -6.93% |
| NDUEEGF P US0001M R 08/20/20 UB | -17.97% |
| RU10INTR P US0003M R 11/26/19 CI | -19.14% |
| GSGLPW2S P US0001M R 12/15/20 GS | -36.03% |
| GSGLPWDS P US0001M R 12/15/20 GS | -39.61% |
| RU10INTR P US0003M R 06/20/23 BA | -42.74% |
Portfolio composition as of 01/31/20
| U.S. Treasury/agency | 56.53% |
|---|---|
| U.S. stocks | 28.88% |
| Agency pass-through | 19.25% |
| Commercial MBS | 13.28% |
| Commodities | 7.73% |
| Agency CMO | 6.24% |
| Bank loans | 2.51% |
| International stocks | 2.21% |
| Emerging-market bonds | 1.74% |
| Residential MBS (non-agency) | 1.22% |
| Asset-backed securities (ABS) | 0.55% |
| Investment-grade corporate bonds | 0.50% |
| Emerging-market stocks | -0.31% |
| High-yield corporate bonds | -10.95% |
| Net cash | -29.38% |
Fixed income statistics as of 01/31/20
| Average effective maturity | 10.72 yrs. |
|---|---|
| Average effective duration | 2.63 yrs. |
| Average yield to maturity | 2.95% |
| Average coupon | 2.72% |
Maturity detail as of 01/31/20
| 0 - 1 yr. | 49.27% |
|---|---|
| 1 - 5 yrs. | 38.06% |
| 5 - 10 yrs. | 11.53% |
| 10 - 15 yrs. | 0.84% |
| Over 15 yrs. | 0.30% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Allocation of assets among asset classes 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, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. 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 securities are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund may have to invest the proceeds from prepaid investments, including mortgage- and asset-backed investments, in other investments with less attractive terms and yields. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. Our alpha strategy may lose money or not earn a return sufficient to cover associated trading and other costs. Our use of leverage obtained through derivatives increases these risks by increasing investment exposure. 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. The fund may not achieve its goal, and it is not intended to be a complete investment program. You can lose money by investing in the fund. The fund’s prospectus lists additional risks.
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| Total expense ratio | 1.04% | 1.79% | 1.79% | 1.29% | 0.69% | 0.79% |
| What you pay† | 1.01% | 1.76% | 1.76% | 1.26% | 0.66% | 0.76% |
† The fund's expense ratio is taken from the most recent prospectus and is subject to change. What you pay reflects Putnam Management's decision to contractually limit expenses through 02/28/20
Sales charge
| Breakpoint | Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| $0-$49,999 | 5.75% / 5.00% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- |
| $50,000-$99,999 | 4.50% / 3.75% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- |
| $100,000-$249,999 | 3.50% / 2.75% | -- | 0.00% / 1.00% | -- | -- | -- |
| $250,000-$499,999 | 2.50% / 2.00% | -- | 0.00% / 1.00% | -- | -- | -- |
| $500,000-$999,999 | 0.00% / 1.00% | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.50% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $500,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
The ICE BofA U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. You cannot invest directly in an index.
Each fund seeks to earn a positive total return that exceeds the rate of inflation by a targeted amount over a reasonable period of time regardless of market conditions. There can be no assurance that a fund will meet its objective. The fund is not intended to outperform stocks and bonds during strong market rallies. Consult your financial advisor to determine which fund fits into your investment goals and time horizon.
Consider these risks before investing: Allocation of assets among asset classes 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, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. 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 securities are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund may have to invest the proceeds from prepaid investments, including mortgage- and asset-backed investments, in other investments with less attractive terms and yields. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. Our alpha strategy may lose money or not earn a return sufficient to cover associated trading and other costs. Our use of leverage obtained through derivatives increases these risks by increasing investment exposure. 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. The fund may not achieve its goal, and it is not intended to be a complete investment program. You can lose money by investing in the fund. The fund’s prospectus lists additional risks.