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. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 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). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines 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; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects 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 by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are 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 R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Global Income Trust (Class Y) (PGGYX)
Seeking attractive bond investments across world markets since 1987
Highlights
Objective
The fund seeks high current income by investing principally in debt securities of sovereign and private issuers worldwide, including supranational issuers. Preservation of capital and long-term total return are secondary objectives, but only to the extent consistent with the objective of seeking high current income.
Strategy and process
- Worldwide opportunities: The fund's managers search for attractive income securities from a broad range of sectors in U.S. and international markets.
- Flexible risk allocations: The fund takes a unique approach to asset allocation, dynamically establishing diversified risk exposures rather than sector exposures.
- Bottom-up approach: Security selection is the primary driver of returns, with sub-sector allocations and macro strategies also serving as potential alpha generators.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$12.49
-0.08% | $-0.01 |
$12.90
01/05/21 |
$11.77
04/09/20 |
Fund facts as of 03/31/21
Total net assets
$254.77M
$254.77M
Turnover (fiscal year end)
590%
590%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1172
1172
Fiscal year-end
October
October
CUSIP / Fund code
74677Q604 / 1820
74677Q604 / 1820
Inception date
10/04/05
10/04/05
Class Y
Category
Fixed Income
Fixed Income
Open to new investors
Ticker
PGGYX
PGGYX
Management team
Co-Chief Investment Officer, Fixed Income
Head of Macro and Sovereign Credit
Head of Portfolio Construction
Portfolio Manager
Co-Chief Investment Officer, Fixed Income
Co-Head of Corporate and Tax-exempt Credit
Literature
Fund documents |
| Prospectuses/SAI |
| Fund Profile (PDF) |
| Fact Sheet (YA share) (PDF) |
| Annual Report (PDF) |
| Semiannual Report (PDF) |
| Quarterly commentary (PDF) |
| Comparing Putnam's taxable income funds (PDF) |
| Proxy voting results (Form N-PX) (PDF) |
Why Brazil's crisis creates new concerns
The revelations of May 17 may pose a threat to President Temer's administration, and therefore a threat to Brazil's short- and medium-term economic outlook.See the dove in the Fed's dot plot
The market sees a more hawkish Fed in the December 2016 rate hike, but we see see signs of a dove in the Fed's dot plot.Don’t underestimate this economy
Despite worrisome headlines about the economy, recent data show only a modest loss of momentum.Performance
Total return (%) as of 03/31/21
Annual performance as of 03/31/21
Annualized Total return (%) as of 03/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 8.74% | 2.95% | 3.71% | 2.87% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays Global Aggregate Bond Index | 4.67% | 2.80% | 2.66% | 2.23% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 03/31/21 | -0.80% | - | |
| YTD as of 04/09/21 | -2.50% | - | |
Yield
| Distribution rate before sales charge as of 04/09/21 |
1.92% |
|---|---|
| Distribution rate after sales charge as of 04/09/21 |
1.92% |
| 30-day SEC yield with subsidy as of 03/31/21 |
1.84% |
| 30-day SEC yield without subsidy as of 03/31/21 |
1.59% |
Risk-adjusted performance as of 02/28/21
| Sharpe ratio (3 yrs.) | 0.39 |
|---|---|
| Information ratio (3 yrs.) | -0.10 |
Volatility as of 02/28/21
| Standard deviation (3 yrs.) | 5.48% |
|---|---|
| Beta | 1.07 |
| R-squared | 0.71 |
Fixed income statistics as of 02/28/21
| Average effective duration | 5.71 yrs. |
|---|
Lipper rankings as of 02/28/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 136/208 | 66% |
| 3 yrs. | 119/187 | 64% |
| 5 yrs. | 61/165 | 37% |
| 10 yrs. | 46/107 | 43% |
Morningstar Ratings™ as of 02/28/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 181 | |
| 3 yrs. | 181 | |
| 5 yrs. | 168 | |
| 10 yrs. | 114 |
Distributions
| Record/Ex dividend date | 03/26/21 |
|---|---|
| Payable date | 03/30/21 |
| Income | $0.02 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 02.0000 03/01/2051 | 5.50% |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 03/01/2051 | 4.84% |
| Japan (10 Year Issue) 00.8000 09/20/2023 | 3.40% |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | 3.31% |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2051 | 2.10% |
| Japan (30 Year Issue) 02.3000 03/20/2040 | 1.98% |
| European Investment Bank Gbp 05.6250 06/07/2032 | 1.57% |
| Japan (20 Year Issue) 02.3000 06/20/2027 | 1.18% |
| Japan (20 Year Issue) 02.2000 03/20/2031 | 1.18% |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | 1.14% |
| Top 10 holdings, percent of portfolio | 26.20% |
| Top 10 holdings as of 02/28/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 03/01/2051 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2051 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| European Investment Bank Gbp 05.6250 06/07/2032 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Holdings represent 26.20% of portfolio | |
| Top 10 holdings as of 01/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 02/01/2051 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| European Investment Bank Gbp 05.6250 06/07/2032 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Holdings represent 33.76% of portfolio | |
| Top 10 holdings as of 12/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 01.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | |
| European Investment Bank Gbp 05.6250 06/07/2032 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Holdings represent 39.48% of portfolio | |
| Top 10 holdings as of 11/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 12/01/2050 | |
| European Investment Bank Gbp 05.6250 06/07/2032 | |
| Holdings represent 43.78% of portfolio | |
| FNMA FN30 TBA UMBS 02.0000 03/01/2051 | 5.50% |
|---|---|
| FNMA FN30 TBA UMBS 02.5000 03/01/2051 | 4.84% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.39% |
| FNMA FN30 TBA UMBS 03.5000 03/01/2051 | 3.31% |
| US 5YR NOTE (CBT) JUN21 FVM1 | 3.10% |
| US 10YR NOTE (CBT)JUN21 TYM1 | 2.12% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2051 | 2.10% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 1.97% |
| EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 | 1.52% |
| LONG GILT FUTURE JUN21 G M1 | 1.25% |
| EURO-BUND FUTURE MAR21 RXH1 | 1.23% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.18% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.17% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | 1.14% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.13% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.10% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.09% |
| US LONG BOND(CBT) JUN21 USM1 | 1.06% |
| US ULTRA BOND CBT JUN21 WNM1 | 1.03% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 0.98% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 0.97% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.88% |
| US 10YR ULTRA FUT JUN21 UXYM1 | 0.86% |
| GNMA GII30 TBA 04.0000 03/01/2051 | 0.83% |
| EURO-BOBL FUTURE MAR21 OEH1 | 0.82% |
| GNMA GII30 TBA 03.0000 03/01/2051 | 0.81% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.81% |
| TREASURY BILL 00.0000 03/18/2021 | 0.70% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.70% |
| CAS 2020-R01 1M2 02.1676 01/25/2040 | 0.68% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.65% |
| COMCAST CORP 03.4500 02/01/2050 | 0.62% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.59% |
| STACR 2016-DNA2 M3 04.7676 10/25/2028 | 0.58% |
| BUONI POLIENNALI DEL TES REGS 06.5000 11/01/2027 | 0.56% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.55% |
| BUONI POLIENNALI DEL TES REGS 02.5000 12/01/2024 | 0.55% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.54% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.53% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.51% |
| TREASURY BILL 00.0000 03/25/2021 | 0.51% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.51% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.50% |
| EURO-BUXL 30Y BND MAR21 UBH1 | 0.49% |
| CAS 2017-C01 1M2 03.6676 07/25/2029 | 0.48% |
| BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 | 0.47% |
| TREASURY BILL 00.0000 04/15/2021 | 0.47% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.47% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.46% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.45% |
| DBUBS 2011-LC3A D P/P 144A 05.3363 08/10/2044 | 0.44% |
| BROADCOM INC 04.1500 11/15/2030 | 0.43% |
| JPMCC 2012-C8 D P/P 144A 04.6699 10/15/2045 | 0.43% |
| GNMA GII30 TBA 04.5000 03/01/2051 | 0.42% |
| GNMA GII30 TBA 03.5000 03/01/2051 | 0.41% |
| CFCRE 2011-C2 E P/P 144A 05.7395 12/15/2047 | 0.40% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| STACR 2015-DNA3 M3 04.8176 04/25/2028 | 0.39% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.39% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.39% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.38% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.37% |
| CSAIL 2019-C15 A4 04.0529 03/15/2052 | 0.36% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.36% |
| CAS 2014-C03 2M2 03.0300 07/25/2024 | 0.36% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.35% |
| CASH MGMT BILL 00.0000 06/01/2021 | 0.35% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.35% |
| STACR 2016-DNA3 M3 05.1176 12/25/2028 | 0.35% |
| JPMCC 2019-COR5 AS 03.6692 06/13/2052 | 0.35% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.35% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.33% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.33% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.32% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.32% |
| CSAIL 2015-C1 C 04.2638 04/15/2050 | 0.32% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.32% |
| JPMBB 2014-C19 C 04.6765 04/15/2047 | 0.32% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.32% |
| TREASURY BILL 00.0000 05/13/2021 | 0.31% |
| MRAIT 2020-2 A2 | 0.31% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.31% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.30% |
| MRAIT 2020-12 A1X 01.4574 07/15/2021 | 0.30% |
| CAN 10YR BOND FUT JUN21 CNM1 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.30% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.30% |
| COMM 2014-CR17 C 04.7831 05/10/2047 | 0.29% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.29% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.29% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.29% |
| NETFLIX INC 04.3750 11/15/2026 | 0.29% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.28% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.28% |
| CAS 2015-C04 2M2 05.6676 04/25/2028 | 0.28% |
| CAS 2016-C06 1M2 04.3676 04/25/2029 | 0.28% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.28% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.28% |
| CSMC 2016-NXSR C 04.3569 12/15/2049 | 0.28% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.28% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.27% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.27% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.27% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.27% |
| MSBAM 2012-C5 E P/P 144A 04.6745 08/15/2045 | 0.27% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.27% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.27% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.26% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.26% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.26% |
| BBCMS 2020-C8 XA IO 01.8518 10/15/2053 | 0.26% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.25% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.25% |
| JPMCC 2012-C6 E P/P 144A 05.1416 05/15/2045 | 0.25% |
| STACR 2017-DNA3 M2B 02.6176 03/25/2030 | 0.25% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.25% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.25% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.25% |
| SPST 2020-6 A 01.8649 09/07/2021 | 0.25% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.25% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.25% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.24% |
| MRAIT 2021-5 A1X 07/26/2021 | 0.24% |
| EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 | 0.24% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.24% |
| SPST 2020-13 A 01.6149 10/10/2021 | 0.24% |
| SPST 2020-2 A 00.9445 03/24/2021 | 0.24% |
| SPST 2020-15 A 01.4849 12/10/2021 | 0.24% |
| SPST 2020-WL1 A 01.2676 06/25/2051 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.24% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.24% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.24% |
| FRANCE (GOVT OF) REGS 00.0000 02/25/2023 | 0.24% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.24% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.24% |
| BANK 2019-BN20 XA IO 00.8372 09/15/2062 | 0.23% |
| CAS 2017-C07 1EB2 01.1176 05/25/2030 | 0.23% |
| TREASURY BILL 00.0000 06/10/2021 | 0.23% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.23% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.23% |
| MSBAM 2014-C17 C 04.4831 08/15/2047 | 0.23% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.23% |
| CAS 2016-C05 2M2 04.5676 01/25/2029 | 0.22% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.22% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.22% |
| MP3 2013-1A AR P/P 144A 01.4740 10/20/2030 | 0.22% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.22% |
| IRISH TSY 5.4 2025 05.4000 03/13/2025 | 0.22% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.22% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.22% |
| 10YR MINI JGB FUT MAR21 BJH1 | 0.22% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.22% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.22% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.22% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.22% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.21% |
| VERIZON COMM 04.3290 09/21/2028 | 0.21% |
| COMM 2013-CR11 C P/P 144A 05.1195 08/10/2050 | 0.21% |
| CAS 2016-C04 1M2 04.3676 01/25/2029 | 0.21% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.21% |
| WEC ENERGY GROUP INC 02.3063 05/15/2067 | 0.21% |
| BUONI POLIENNALI DEL TES REGS 00.9000 08/01/2022 | 0.21% |
| FIDELITY NATL INFO SERV 02.2500 03/01/2031 | 0.21% |
| WFCM 2020-C57 C 04.0241 08/15/2053 | 0.20% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.20% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.20% |
| STACR 2016-HQA3 M3 03.9676 03/25/2029 | 0.20% |
| MSC 2011-C3 B P/P 144A 05.2442 07/15/2049 | 0.20% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.20% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.20% |
| EQUINIX INC 03.2000 11/18/2029 | 0.20% |
| JPMBB 2013-C17 D P/P 144A 04.8889 01/15/2047 | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.20% |
| BANK 2020-BN30 XA IO 01.3447 12/15/2053 | 0.20% |
| CFMT 2020-HB4 M3 02.7195 12/26/2030 | 0.20% |
| CAS 2016-C02 1M2 06.1176 09/25/2028 | 0.19% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.19% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.19% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.19% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.19% |
| COMM 2016-COR1 AM 03.4940 10/10/2049 | 0.19% |
| MCAS 2019-01 M7 P/P 144A 01.8176 10/15/2049 | 0.18% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.18% |
| WFCM 2015-C30 C 04.4984 09/15/2058 | 0.18% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.18% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.18% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.18% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.18% |
| AT&T INC 04.3000 02/15/2030 | 0.18% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.18% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.18% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.18% |
| COMM 2013-CR13 C 04.8850 11/10/2046 | 0.18% |
| INGIM 2013-2A A1R P/P 144A 01.1878 04/25/2031 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| COMM 2015-LC19 C 04.2350 02/10/2048 | 0.18% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.18% |
| GNMA GII30 BD1731 03.5000 01/20/2048 | 0.18% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.18% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.18% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.17% |
| REPUBLIC OF PERU USD 08.7500 11/21/2033 | 0.17% |
| RRAM 2020-12A AAR2 P/P 144A 01.6110 01/15/2036 | 0.17% |
| GSMS 2020-GC47 C 03.4554 05/12/2053 | 0.17% |
| JPMBB 2014-C23 D P/P 144A 03.9716 09/15/2047 | 0.17% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.17% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.17% |
| AON PLC 04.2500 12/12/2042 | 0.17% |
| WFRBS 2014-C22 AS 04.0690 09/15/2057 | 0.17% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.17% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.17% |
| WFCM 2017-RC1 C 04.5910 01/15/2060 | 0.17% |
| WFCM 2018-C45 A4 04.1840 06/15/2051 | 0.16% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.16% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.16% |
| WAMU 2005-AR12 1A8 02.9131 10/25/2035 | 0.16% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.16% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.16% |
| MDPK 2018-30A A P/P 144A 00.9913 04/15/2029 | 0.16% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.16% |
| COMM 2014-CR18 C 04.7460 07/15/2047 | 0.16% |
| FRANCE (GOVT OF) P/P REGS 04.0000 04/25/2055 | 0.16% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.16% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.16% |
| MSBAM 2013-C8 B 03.5588 12/15/2048 | 0.16% |
| CASH MGMT BILL 00.0000 05/25/2021 | 0.16% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.16% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.16% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.15% |
| COMM 2017-COR2 AM 03.8030 09/10/2050 | 0.15% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.15% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.15% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.15% |
| FISERV INC 04.2000 10/01/2028 | 0.15% |
| CAS 2016-C07 2M2 04.4676 05/25/2029 | 0.15% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.15% |
| FHR 4979 SN IO 05.9324 06/25/2050 | 0.15% |
| NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 | 0.15% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.15% |
| WFCM 2019-C52 XA IO 01.6165 08/15/2052 | 0.15% |
| COMM 2012-CR2 D P/P 144A 04.8307 08/15/2045 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.14% |
| FHMS K087 X1 IO 00.3624 12/25/2028 | 0.14% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.14% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.14% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.14% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.14% |
| FHMS K118 X1 IO 00.9617 09/25/2030 | 0.14% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.14% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.14% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.14% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| CAS 2016-C03 1M2 05.4176 10/25/2028 | 0.14% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.14% |
| LENNAR CORP 04.7500 11/29/2027 | 0.14% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.14% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.14% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.14% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.14% |
| -0.30 R ISWP FWD EUR006M P 03/17/2031 | 0.14% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.14% |
| HCA INC. 05.5000 06/15/2047 | 0.14% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.14% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.13% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% |
| BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 | 0.13% |
| GNR 2016-H23 NI IO 02.3532 10/20/2066 | 0.13% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.13% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.13% |
| CWALT 2006-OA7 1A2 01.3184 06/25/2046 | 0.13% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.13% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.13% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.13% |
| FHMS K113 X1 IO 01.3875 06/25/2030 | 0.13% |
| GNMA GII30 BD1729 03.5000 01/20/2048 | 0.13% |
| WFCM 2013-LC12 C 04.2741 07/15/2046 | 0.13% |
| CWALT 2006-OA10 4A1 00.4976 08/25/2046 | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| REPUBLIC OF ITALY P/P REGS 04.0000 02/01/2037 | 0.13% |
| VERIZON COMM 04.6720 03/15/2055 | 0.13% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.12% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.12% |
| GNR 2015-H09 AI IO 02.5660 04/20/2065 | 0.12% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.12% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.12% |
| FHMS K123 X1 00.7752 12/25/2030 | 0.12% |
| WFCM 2015-C29 C 04.2095 06/15/2048 | 0.12% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.12% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.12% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.12% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| MWST 2019-1 A 00.9176 06/25/2052 | 0.12% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.12% |
| MSBAM 2014-C18 C 04.5295 10/15/2047 | 0.12% |
| SAMI 2007-AR7 1A1 00.9676 05/25/2047 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| GSMS 2013-GCJ14 B P/P 144A 04.7425 08/10/2046 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.12% |
| FHMS K113 XAM IO 01.5899 06/25/2030 | 0.12% |
| FHMS K125 X1 IO 00.5864 01/25/2031 | 0.12% |
| TREASURY BILL 00.0000 06/03/2021 | 0.12% |
| BOEING CO 04.8750 05/01/2025 | 0.12% |
| CAS 2015-C04 1M2 05.8176 04/25/2028 | 0.12% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| GNR 2017-H11 NI IO 02.2891 05/20/2067 | 0.12% |
| JPMBB 2013-C12 B 04.0992 07/15/2045 | 0.12% |
| BRAVO 2021-A A1 01.9910 10/25/2059 | 0.12% |
| COMCAST CORP 03.9990 11/01/2049 | 0.12% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.12% |
| CGCMT 2018-C6 B 04.7380 11/10/2051 | 0.11% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.11% |
| STACR 2017-DNA2 M2 03.5676 10/25/2029 | 0.11% |
| UBSCM 2012-C1 C P/P 144A 05.5688 05/10/2045 | 0.11% |
| WFRBS 2011-C4 C P/P 144A 05.1928 06/15/2044 | 0.11% |
| BANK 2019-BN23 AS 03.2030 12/15/2052 | 0.11% |
| FHMS K111 X1 IO 01.5724 05/25/2030 | 0.11% |
| GNR 2017-H02 BI IO 02.4844 01/20/2067 | 0.11% |
| WAMU 2005-AR9 A1C3 01.0900 07/25/2045 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.11% |
| GNR 2015-H03 DI IO 01.6346 01/20/2065 | 0.11% |
| GSMS 2012-GCJ7 C 05.6186 05/10/2045 | 0.11% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.11% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.11% |
| GNR 2017-H04 BI IO 01.1831 02/20/2067 | 0.11% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.11% |
| AMGEN INC 04.6630 06/15/2051 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.11% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.11% |
| COMM 2015-LC21 XA IO 00.6862 07/10/2048 | 0.11% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.11% |
| JPALT 2007-S1 A1 00.3976 04/25/2047 | 0.11% |
| MSBAM 2012-C6 D P/P 144A 04.6054 11/15/2045 | 0.11% |
| MWST 2020-1 A 01.0176 10/25/2053 | 0.11% |
| STACR 2015-HQA2 M3 04.9176 05/25/2028 | 0.11% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| ZOETIS INC 03.9000 08/20/2028 | 0.11% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.10% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.10% |
| CGCMT 2013-GC17 C 05.1091 11/10/2046 | 0.10% |
| GNR 2016-H07 HI IO 01.6721 02/20/2066 | 0.10% |
| GNR 2016-H16 EI IO 02.4883 06/20/2066 | 0.10% |
| WAMU 2005-AR2 2A1B 00.8576 01/25/2045 | 0.10% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 0.10% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.10% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| EMIR 2018-1 M1 01.8176 11/25/2028 | 0.10% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.10% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.10% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.10% |
| MSBAM 2015-C24 B 04.3429 05/15/2048 | 0.10% |
| BONOS Y OBLIG DEL ESTADO 00.4500 10/31/2022 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.10% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.10% |
| STACR 2017-DNA3 M2 02.6176 03/25/2030 | 0.10% |
| BCC 2019-3A A P/P 144A 01.5636 10/21/2032 | 0.10% |
| GNR 2020-32 GS IO 05.9889 03/20/2050 | 0.10% |
| MVEW 2017-2A A P/P 144A 01.4334 01/16/2031 | 0.10% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.10% |
| PLMRS 2018-2A A1A P/P 144A 01.3234 07/16/2031 | 0.10% |
| TMIR 2021-1 M1B P/P 144A 03.1074 08/25/2033 | 0.10% |
| MSBAM 2013-C9 D P/P 144A 04.1190 05/15/2046 | 0.10% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.10% |
| 0.70 R ISWP FWD SOFRRATE P 03/17/2031 | 0.10% |
| CAS 2017-C02 2ED3 01.4676 09/25/2029 | 0.10% |
| STACR 2016-DNA4 M3 03.9176 03/25/2029 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0307 12/15/2050 | 0.10% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.10% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.09% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.09% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.09% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.09% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.09% |
| MSBAM 2014-C14 C 05.0501 02/15/2047 | 0.09% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.09% |
| WELLS FARGO & COMPANY 03.9000 01/26/2051 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| JPMBB 2014-C22 XA IO 00.8291 09/15/2047 | 0.09% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.09% |
| STACR 2020-HQA1 M2 02.0176 01/25/2050 | 0.09% |
| CAS 2017-C01 1EB1 01.3676 07/25/2029 | 0.09% |
| FHMS K098 X1 IO 01.1444 08/25/2029 | 0.09% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.09% |
| SAIL 2004-10 A10 01.0176 11/25/2034 | 0.09% |
| STACR 2014-HQ2 M3 03.8676 09/25/2024 | 0.09% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.09% |
| CCMFC 2006-4A A2 00.2976 11/25/2047 | 0.09% |
| JPMCC 2010-C2 C P/P 144A 05.6841 11/15/2043 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| COMM 2014-UBS6 XA IO 00.8865 12/10/2047 | 0.09% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.09% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.09% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.09% |
| NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 | 0.08% |
| CMLTI 2005-2 1A2A 02.8811 05/25/2035 | 0.08% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.08% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.08% |
| JPMBB 2014-C22 C 04.5534 09/15/2047 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| REPUBLIC OF PARAGUAY P/P 144A 02.7390 01/29/2033 | 0.08% |
| GNR 2016-H20 NI IO 02.4140 09/20/2066 | 0.08% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.08% |
| FNR 2012-116 SA IO 07.0824 10/25/2042 | 0.08% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.08% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.08% |
| CGCMT 2014-GC19 D P/P 144A 05.0922 03/10/2047 | 0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.08% |
| GNR 2016-H13 EI IO 02.9703 04/20/2066 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| CPTFEMU R 0.961 P 05/15/40 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| WAMU 2005-AR13 A1C3 01.0976 10/25/2045 | 0.08% |
| BMIR 2019-4A M1C P/P 144A 02.6176 10/25/2029 | 0.08% |
| CPTFEMU R 0.655 P 05/15/30 | 0.08% |
| GNR 2014-H12 BI IO 01.5725 05/20/2064 | 0.08% |
| BMIR 2020-2A M1A 02.4176 08/26/2030 | 0.07% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.07% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.07% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.07% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.07% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| JPMCC 2013-C16 XA IO 00.9162 12/15/2046 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.07% |
| SAMI 2007-AR1 2A1 00.2976 01/25/2037 | 0.07% |
| 1.12792 R ISWP US0003M P 01/13/2031 | 0.07% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.07% |
| GNR 2015-H26 DI IO 01.8793 10/20/2065 | 0.07% |
| GSMS 2011-GC3 D P/P 144A 05.3779 03/10/2044 | 0.07% |
| GNR 2015-H26 EI IO 01.7132 10/20/2065 | 0.07% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.07% |
| GSMS 2013-GC10 XA IO 01.4867 02/10/2046 | 0.07% |
| RAMC 2003-4 A1 01.1576 03/25/2034 | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| CARR 2006-NC2 A4 00.3576 06/25/2036 | 0.07% |
| GNR 2014-H21 AI IO 01.6257 10/20/2064 | 0.07% |
| MSC 2011-C3 D P/P 144A 05.2442 07/15/2049 | 0.07% |
| WFCM 2016-LC25 XA IO 00.9658 12/15/2059 | 0.07% |
| AHM 2007-1 GA1C 00.3076 05/25/2047 | 0.07% |
| GNR 2017-H19 MI IO 02.0643 04/20/2067 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.07% |
| CWALT 2006-OA19 A1 00.2911 02/20/2047 | 0.07% |
| GNMA GII30 BD1730 03.5000 01/20/2048 | 0.07% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.07% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.07% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.07% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.07% |
| CWALT 2006-24CB A13 00.4676 08/25/2036 | 0.06% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.06% |
| MWST 2020-2 A 00.9176 11/25/2053 | 0.06% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.06% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.06% |
| JPMBB 2013-C12 XA IO 00.4678 07/15/2045 | 0.06% |
| MSRR 2015-R4 CB1 00.9557 08/26/2047 | 0.06% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.06% |
| WAMU 2005-AR1 A1B 00.8976 01/25/2045 | 0.06% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.06% |
| FNR 2012-103 LS IO 05.8824 09/25/2042 | 0.06% |
| GNR 2015-H25 AI IO 01.6131 09/20/2065 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.06% |
| CAS 2015-C01 1M2 04.4300 02/25/2025 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.06% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.06% |
| GSMS 2010-C1 D P/P 144A 05.9830 08/10/2043 | 0.06% |
| WFRBS 2012-C10 D P/P 144A 04.4268 12/15/2045 | 0.06% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.06% |
| UK TSY 3 1/2 2068 REGS 03.5000 07/22/2068 | 0.06% |
| UKRPI P 3.665 R 12/15/28 | 0.06% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.06% |
| WFRBS 2013-C14 XA IO 00.7175 06/15/2046 | 0.06% |
| BUMT 2005-1 1A1 00.7176 09/25/2045 | 0.06% |
| CWALT 2006-OA10 1A1 01.3384 08/25/2046 | 0.06% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.06% |
| 1.621 R ISWP US0003M P 02/02/2051 | 0.06% |
| EUR/USD 03/17/2021 HSBCB | 0.06% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.05% |
| WAMU 2005-AR10 1A3 03.0850 09/25/2035 | 0.05% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.05% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| STACR 2018-HRP2 M3 02.5176 02/25/2047 | 0.05% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.05% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.05% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| JPMBB 2015-C33 XA IO 00.9065 12/15/2048 | 0.05% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.05% |
| CAS 2015-C02 2M2 04.1300 05/25/2025 | 0.05% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.05% |
| GNR 2010-171 SB IO 06.3426 12/16/2040 | 0.05% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.05% |
| 1.5945 R ISWP US0003M P 01/15/2051 | 0.05% |
| GNR 2016-H01 AI IO 01.6240 01/20/2066 | 0.05% |
| JPY/USD 05/19/2021 BANKAM | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| COMM 2014-UBS6 C 04.4456 12/10/2047 | 0.05% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.05% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.04% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% |
| 1.637 R ISWP US0003M P 02/04/2051 | 0.04% |
| MLMI 2005-A2 A2 02.7977 02/25/2035 | 0.04% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.04% |
| 0.30 R ISWP FWD SES3M P 03/17/2031 | 0.04% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.04% |
| STACR 2020-HQA4 M1 01.4176 09/25/2050 | 0.04% |
| WFRBS 2011-C4 E P/P 144A 05.1928 06/15/2044 | 0.04% |
| CPTFEMU P 1.71 R 07/15/37 | 0.04% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.04% |
| GNR 2016-H25 GI IO 01.4879 11/20/2066 | 0.04% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.04% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.04% |
| ZOETIS INC 02.0000 05/15/2030 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.04% |
| WFMBS 2006-AR5 1A1 03.6918 04/25/2036 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FISERV INC 03.5000 07/01/2029 | 0.04% |
| STACR 2014-HQ3 M3 04.8676 10/25/2024 | 0.04% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.04% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.04% |
| NRZT 2018-4A A1M 01.0176 01/25/2048 | 0.04% |
| AUSTRALIAN GOVERNMENT REGS 03.0000 03/21/2047 | 0.04% |
| GNR 2016-77 SL IO 06.0389 03/20/2043 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.04% |
| SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.04% |
| CAS 2017-C05 1M2A 02.3176 01/25/2030 | 0.04% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.04% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.04% |
| HMIR 2018-1 M1 P/P 144A 01.7176 10/25/2028 | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.03% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.03% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.03% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.03% |
| CAS 2016-C01 1M2 06.8676 08/25/2028 | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.03% |
| UKRPI P 3.385 R 11/15/24 | 0.03% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.03% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.03% |
| CAS 2014-C04 2M2 05.1176 11/25/2024 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.03% |
| JPY/USD 05/19/2021 GSFX | 0.03% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.03% |
| BTPS P/P REGS 01.7000 09/01/2051 | 0.03% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.03% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% |
| STACR 2017-DNA2 M1 01.3176 10/25/2029 | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| 0.201 R ISWP FWD SONIA P 12/16/2030 | 0.03% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.03% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.03% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5203 12/15/2045 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| CAS 2015-C02 1M2 04.1300 05/25/2025 | 0.03% |
| EUR/USD 03/17/2021 RBSF | 0.03% |
| HCA INC 05.2500 06/15/2026 | 0.03% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.03% |
| CAS 2016-C03 2M2 06.0176 10/25/2028 | 0.02% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.02% |
| CAS 2018-C05 1M2 02.4676 01/25/2031 | 0.02% |
| CAS 2019-HRP1 M2 02.2800 11/25/2039 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| UKRPI P 3.34 R 03/15/28 | 0.02% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.02% |
| STACR 2019-DNA1 M2 02.7676 01/25/2049 | 0.02% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.02% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.02% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| FHR 4076 MS IO 06.5878 07/15/2040 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| CAS 2019-R01 2M2 02.5676 07/25/2031 | 0.02% |
| GBP/USD 03/17/2021 MSCIL | 0.02% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.02% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6001 12/10/2045 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| GBP/USD 03/17/2021 RBSF | 0.02% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.02% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| CPURNSA R 1.703 P 11/29/24 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.02% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| FHR 3065 DC 19.5233 03/15/2035 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| 1.3905 R ISWP US0003M P 02/19/2031 | 0.02% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.02% |
| SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.02% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 0.02% |
| 1.3956 R ISWP US0003M P 02/19/2031 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CPURNSA R 1.7625 P 12/10/24 | 0.01% |
| EUR/USD 03/17/2021 SSBT | 0.01% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.01% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.01% |
| FNR 2007-53 SP 23.7687 06/25/2037 | 0.01% |
| FNR 2010-46 SB IO 06.3324 05/25/2040 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.01% |
| 1.431 R ISWP US0003M P 02/24/2031 | 0.01% |
| FNR 2006-8 HP 24.1354 03/25/2036 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| -0.33 R ISWP FWD CHL6M P 03/17/2031 | 0.01% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| STACR 2020-DNA5 M1 01.3447 10/25/2050 | 0.01% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.01% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.01% |
| JPY/USD 05/19/2021 JPMCB | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| CAS 2015-C03 2M2 05.1300 07/25/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| EUR/USD 03/17/2021 CITI | 0.01% |
| FHR 3249 PS 21.9046 12/15/2036 | 0.01% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.01% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| SEK/USD 03/17/2021 MSCIL | 0.01% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| FNR 2005-75 GS 19.8971 08/25/2035 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| MXN/USD 04/21/2021 BANKAM | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AUD/USD 04/21/2021 UBS | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| FHR 2990 LB 16.6588 06/15/2034 | 0.01% |
| GBP/USD 03/17/2021 TDBK | 0.01% |
| GBP/USD 03/17/2021 WPAC | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SEK/USD 03/17/2021 GSFX | 0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.00% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.00% |
| 1.443 R ISWP US0003M P 02/25/2031 | 0.00% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.00% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 0.00% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.00% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.00% |
| AUD/USD 04/21/2021 SSBT | 0.00% |
| CAD/USD 04/21/2021 BANKAM | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| EUR/USD 03/17/2021 TDBK | 0.00% |
| FHR 3408 EK 25.3414 04/15/2037 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| SEK/USD 03/17/2021 SSBT | 0.00% |
| STACR 2018-HQA2 M2 02.4176 10/25/2048 | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.00% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.00% |
| 1.438 R ISWP US0003M P 02/25/2031 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CHF/USD 03/17/2021 GSFX | 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 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| NZD/USD 04/21/2021 CITI | 0.00% |
| NZD/USD 04/21/2021 RBSF | 0.00% |
| SEK/USD 03/17/2021 UBS | 0.00% |
| STACR 2019-HQA1 M2 02.4676 02/25/2049 | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
| SWPTN 3MX10Y R 1.13 USD 04/28/2021 CI | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| NZD/USD 04/21/2021 UBS | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAD/USD 04/21/2021 JPMCB | 0.00% |
| CHF/USD 03/17/2021 BANKAM | 0.00% |
| CHF/USD 03/17/2021 TDBK | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 05/20/2021 TDBK | 0.00% |
| EUR/USD 03/17/2021 WPAC | 0.00% |
| GBP/USD 03/17/2021 HSBCB | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 01.1442 12/12/2043 | 0.00% |
| NZD/USD 04/21/2021 JPMCB | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 4WX5Y P 0.6175 USD 03/12/2021 WE | 0.00% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| -0.451 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| AUD/USD 04/21/2021 BANKAM | 0.00% |
| AUD/USD 04/21/2021 CITI | 0.00% |
| CAD/USD 04/21/2021 BCAP-FX | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| DKK/USD 03/17/2021 CITI | 0.00% |
| EUR/USD 03/17/2021 BANKAM | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 05/19/2021 WPAC | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.6883 09/15/2039 | 0.00% |
| NZD/USD 04/21/2021 BANKAM | 0.00% |
| NZD/USD 04/21/2021 GSFX | 0.00% |
| NZD/USD 04/21/2021 HSBCB | 0.00% |
| OPTN FN30 4.0 03/04/21 CALL 107.34375 JPMC | 0.00% |
| PLN/USD 03/17/2021 GSFX | 0.00% |
| SEK/USD 03/17/2021 JPMCB | 0.00% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 3MX10Y R 0.9215 USD 04/28/2021 BA | 0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.00% |
| 0.205 R ISWP US0003M P 01/08/2023 | 0.00% |
| 0.2095 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.211 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/13/2023 | 0.00% |
| 0.2205 R ISWP US0003M P 01/15/2023 | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.404 R ISWP US0003M P 02/23/2031 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | 0.00% |
| AUD/USD 04/21/2021 HSBCB | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.6072 12/11/2038 | 0.00% |
| CAD/USD 04/21/2021 HSBCB | 0.00% |
| CAD/USD 04/21/2021 TDBK | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5310 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CNH/USD 05/20/2021 BANKAM | 0.00% |
| CNH/USD 05/20/2021 JPMCB | 0.00% |
| CNH/USD 05/20/2021 RBSF | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.7251 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 00.8854 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0258 01/15/2049 | 0.00% |
| CZK/USD 03/17/2021 BANKAM | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 GSFX | 0.00% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 TDBK | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2857 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.4070 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1710 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1710 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| NZD/USD 04/21/2021 BCAP-FX | 0.00% |
| NZD/USD 04/21/2021 CSI-FX | 0.00% |
| NZD/USD 04/21/2021 TDBK | 0.00% |
| OPTN FN30 3.0 03/04/21 CALL 105.28125 JPMC | 0.00% |
| PEN/USD 04/21/2021 BCAP-FX | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| RON/USD 03/17/2021 CITI | 0.00% |
| RUB/USD 03/17/2021 BANKAM | 0.00% |
| RUB/USD 03/17/2021 GSFX | 0.00% |
| SGD/USD 05/19/2021 JPMCB | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | 0.00% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 4WX5Y R 0.6175 USD 03/12/2021 WE | 0.00% |
| SWPTN 4WX5Y R 0.984 CAD 03/12/2021 TD | 0.00% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| THB/USD 05/19/2021 CITI | 0.00% |
| 0.188 R ISWP US0003M P 01/07/2023 | -0.00% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.00% |
| CAD/USD 04/21/2021 CITI | -0.00% |
| CAD/USD 04/21/2021 CSI-FX | -0.00% |
| CLP/USD 04/21/2021 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 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% |
| CNH/USD 05/20/2021 SSBT | -0.00% |
| CPURNSA P 2.278 R 02/25/31 | -0.00% |
| CPURNSA P 2.28 R 02/25/31 | -0.00% |
| CPURNSA P 2.281 R 02/24/31 | -0.00% |
| CPURNSA P 2.286 R 02/24/31 | -0.00% |
| EUR/USD 03/17/2021 CSI-FX | -0.00% |
| HUF/USD 03/17/2021 SSBT | -0.00% |
| IDR/USD 05/20/2021 BCAP-FX | -0.00% |
| JPY/USD 05/19/2021 HSBCB | -0.00% |
| JPY/USD 05/19/2021 SSBT | -0.00% |
| NZD/USD 04/21/2021 WPAC | -0.00% |
| OPTN FN30 4.0 03/04/21 PUT 107.34375 JPMC | -0.00% |
| SWPTN 3MX10Y R 0.93 USD 04/28/2021 CI | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| AUD/USD 04/21/2021 TDBK | -0.00% |
| AUD/USD 04/21/2021 WPAC | -0.00% |
| CAD/USD 04/21/2021 RBSF | -0.00% |
| CAD/USD 04/21/2021 WPAC | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CNH/USD 05/20/2021 GSFX | -0.00% |
| CPURNSA P 2.2675 R 02/25/31 | -0.00% |
| EUR/USD 03/17/2021 BCAP-FX | -0.00% |
| GBP/USD 03/17/2021 BCAP-FX | -0.00% |
| IDR/USD 05/20/2021 GSFX | -0.00% |
| JPY/USD 05/19/2021 TDBK | -0.00% |
| NOK/USD 03/17/2021 JPMCB | -0.00% |
| NZD/USD 04/21/2021 MSCIL | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 4WX5Y P 0.984 CAD 03/12/2021 TD | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.00% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.00% |
| AUD/USD 04/21/2021 CSI-FX | -0.00% |
| CAD/USD 04/21/2021 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| ILS/USD 04/21/2021 SSBT | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| ZAR/USD 04/21/2021 GSFX | -0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.00% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 03/17/2021 MSCIL | -0.00% |
| JPY/USD 05/19/2021 CITI | -0.00% |
| KRW/USD 05/20/2021 JPMCB | -0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.00% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| 0.751 R ISWP FWD CDOR03 P 12/16/2025 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.00% |
| AUD/USD 04/21/2021 JPMCB | -0.00% |
| CAD/USD 04/21/2021 GSFX | -0.00% |
| CAD/USD 04/21/2021 UBS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 05/20/2021 HSBCB | -0.00% |
| GBP/USD 03/17/2021 GSFX | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 03/17/2021 SSBT | -0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.01% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| 1.35734 R ISWP US0003M P 02/19/2031 | -0.01% |
| 1.36253 R ISWP US0003M P 02/19/2031 | -0.01% |
| 1.3692 R ISWP US0003M P 02/19/2031 | -0.01% |
| 1.4432 R ISWP US0003M P 02/26/2031 | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| GBP/USD 03/17/2021 JPMCB | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.35001 R ISWP US0003M P 02/19/2031 | -0.01% |
| 1.4389 R ISWP US0003M P 02/26/2031 | -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% |
| JPY/USD 05/19/2021 RBSF | -0.01% |
| JPY/USD 05/19/2021 UBS | -0.01% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.01% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 0.351 R ISWP FWD AUDBB6M P 12/16/2025 | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| 1.635 R ISWP US0003M P 02/04/2051 | -0.01% |
| CAD/USD 04/21/2021 SSBT | -0.01% |
| CHF/USD 03/17/2021 JPMCB | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| GBP/USD 03/17/2021 CSI-FX | -0.01% |
| NOK/USD 03/17/2021 UBS | -0.01% |
| NZD/USD 04/21/2021 SSBT | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.01% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.01% |
| 2.3775 R ISWP CNRR007 P 06/03/2025 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| NOK/USD 03/17/2021 GSFX | -0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.01% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.01% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| -0.401 R ISWP FWD EUR006M P 12/16/2025 | -0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% |
| AUD/USD 04/21/2021 RBSF | -0.01% |
| CHF/USD 03/17/2021 SSBT | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| 0.001 R ISWP FWD SONIA P 12/16/2025 | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.01% |
| 2.861 R ISWP FWD CNRR007 P 03/17/2026 | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% |
| AUD/USD 04/21/2021 MSCIL | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| 1.0991 R ISWP US0003M P 01/15/2031 | -0.02% |
| 1.535 R ISWP US0003M P 02/01/2051 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.02% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | -0.02% |
| 1.20 R ISWP FWD NOKOIB6M P 03/17/2031 | -0.02% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.02% |
| GBP/USD 03/17/2021 CITI | -0.02% |
| JPY/USD 05/19/2021 BCAP-FX | -0.02% |
| 0.851 R ISWP FWD AUDBB6M P 12/16/2030 | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.02% |
| JPY/USD 05/19/2021 MSCIL | -0.02% |
| 0.12 R ISWP FWD SONIA P 03/17/2031 | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| 1.051 R ISWP FWD CDOR03 P 12/16/2030 | -0.02% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.02% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.02% |
| AUD/USD 04/21/2021 GSFX | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| 0.90 R ISWP FWD NFIX3MID P 03/17/2031 | -0.02% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.02% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.03% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.03% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| EUR/USD 03/17/2021 GSFX | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| EUR/USD 03/17/2021 UBS | -0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.03% |
| 0.051 R ISWP FWD EUR006M P 12/16/2050 | -0.03% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.03% |
| 1.1355 R ISWP US0003M P 01/13/2031 | -0.03% |
| 1.9725 R ISWP CNRR007 P 06/01/2025 | -0.03% |
| SWPTN 3MX5Y P 2.243 USD 04/28/2021 BA | -0.03% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.03% |
| GBP/USD 03/17/2021 SSBT | -0.04% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| UKRPI R 3.4425 P 07/15/49 | -0.04% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.04% |
| GBP/USD 03/17/2021 UBS | -0.04% |
| EUR/USD 03/17/2021 JPMCB | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.05% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.05% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.05% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.05% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.05% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.05% |
| 1.589 R ISWP FWD US0003M P 01/26/2051 | -0.05% |
| OPTN FN30 3.0 03/04/21 PUT 105.28125 JPMC | -0.05% |
| -0.151 R ISWP FWD EUR006M P 12/16/2030 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.05% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.05% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.05% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.05% |
| 2.245 R ISWP CNRR007 P 06/03/2025 | -0.06% |
| 1.181 R ISWP US0003M P 02/05/2031 | -0.06% |
| 1.451 R ISWP FWD CDOR03 P 12/16/2050 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.06% |
| 1.20 R ISWP FWD CDOR03 P 03/17/2031 | -0.06% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.06% |
| 1.07 R ISWP US0003M P 01/11/2031 | -0.06% |
| 0.90 R ISWP FWD AUDBB6M P 03/17/2031 | -0.06% |
| SWPTN 3MX5Y P 1.969 USD 04/28/2021 JP | -0.07% |
| 2.072 R ISWP CNRR007 P 06/03/2025 | -0.07% |
| 1.0275 R ISWP US0003M P 01/08/2031 | -0.08% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.09% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.09% |
| 0.9355 R ISWP US0003M P 01/07/2031 | -0.10% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.10% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.11% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.11% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% |
| CPTFEMU P 1.13 R 05/15/50 | -0.12% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.13% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.13% |
| CPTFEMU P 0.935 R 05/15/40 | -0.16% |
| CPTFEMU P 0.93 R 05/15/40 | -0.16% |
| CPURNSA P 1.586 R 06/30/30 | -0.17% |
| CPURNSA P 1.6625 R 07/10/30 | -0.17% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.19% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.22% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.22% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.23% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.26% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.28% |
| EURO-SCHATZ FUT MAR21 DUH1 | -0.37% |
| JPN 10Y BOND(OSE) MAR21 JBH1 | -2.76% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -17.07% |
| FNMA FN30 TBA UMBS 02.0000 03/01/2051 | 11.83% |
|---|---|
| FNMA FN30 TBA UMBS 02.5000 02/01/2051 | 6.45% |
| FNMA FN30 TBA UMBS 03.5000 02/01/2051 | 3.66% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.38% |
| US 5YR NOTE (CBT) MAR21 FVH1 | 3.18% |
| US 10YR NOTE (CBT)MAR21 TYH1 | 2.10% |
| FNMA FN30 TBA UMBS 04.0000 02/01/2051 | 2.05% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.00% |
| EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 | 1.53% |
| EURO-BUND FUTURE MAR21 RXH1 | 1.24% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.23% |
| LONG GILT FUTURE MAR21 G H1 | 1.20% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.18% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.18% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.12% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.11% |
| US LONG BOND(CBT) MAR21 USH1 | 1.10% |
| US ULTRA BOND CBT MAR21 WNH1 | 1.10% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 0.99% |
| US 10YR ULTRA FUT MAR21 UXYH1 | 0.88% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.87% |
| GNMA GII30 TBA 04.0000 02/01/2051 | 0.82% |
| EURO-BOBL FUTURE MAR21 OEH1 | 0.82% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.81% |
| GNMA GII30 TBA 03.0000 02/01/2051 | 0.80% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.73% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.72% |
| TREASURY BILL 00.0000 03/18/2021 | 0.69% |
| CAS 2020-R01 1M2 02.1800 01/25/2040 | 0.66% |
| COMCAST CORP 03.4500 02/01/2050 | 0.65% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.64% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 0.64% |
| BUONI POLIENNALI DEL TES REGS 06.5000 11/01/2027 | 0.56% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.55% |
| BUONI POLIENNALI DEL TES REGS 02.5000 12/01/2024 | 0.54% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.54% |
| EURO-BUXL 30Y BND MAR21 UBH1 | 0.51% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.50% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.50% |
| TREASURY BILL 00.0000 03/25/2021 | 0.50% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.49% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.49% |
| BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 | 0.47% |
| TREASURY BILL 00.0000 04/15/2021 | 0.46% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | 0.46% |
| CAS 2017-C01 1M2 03.6800 07/25/2029 | 0.44% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.44% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.44% |
| BROADCOM INC 04.1500 11/15/2030 | 0.44% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.43% |
| DBUBS 2011-LC3A D P/P 144A 05.3362 08/10/2044 | 0.42% |
| JPMCC 2012-C8 D P/P 144A 04.6700 10/15/2045 | 0.42% |
| GNMA GII30 TBA 04.5000 02/01/2051 | 0.41% |
| GNMA GII30 TBA 03.5000 02/01/2051 | 0.40% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.40% |
| STACR 2016-DNA2 M3 04.7800 10/25/2028 | 0.40% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| CFCRE 2011-C2 E P/P 144A 05.7395 12/15/2047 | 0.39% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.38% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.37% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.36% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.36% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.35% |
| CAS 2014-C03 2M2 03.0300 07/25/2024 | 0.35% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.35% |
| JPMCC 2019-COR5 AS 03.6692 06/13/2052 | 0.35% |
| STACR 2016-DNA3 M3 05.1300 12/25/2028 | 0.34% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.34% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.34% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.33% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.33% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.32% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.32% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.32% |
| CSAIL 2015-C1 C 04.2640 04/15/2050 | 0.32% |
| JPMBB 2014-C19 C 04.6767 04/15/2047 | 0.32% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.32% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.31% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.31% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.31% |
| CAN 10YR BOND FUT MAR21 CNH1 | 0.31% |
| TREASURY BILL 00.0000 05/13/2021 | 0.31% |
| MRAIT 2020-2 A2 | 0.30% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.30% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.30% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.30% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.30% |
| MRAIT 2020-12 A1X 01.4765 07/15/2021 | 0.30% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.29% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.29% |
| ABBVIE INC 03.2000 11/21/2029 | 0.29% |
| VERIZON COMM 04.3290 09/21/2028 | 0.29% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.28% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.28% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.28% |
| CAS 2015-C04 2M2 05.6800 04/25/2028 | 0.28% |
| CAS 2016-C06 1M2 04.3800 04/25/2029 | 0.28% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.28% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.28% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.28% |
| CSMC 2016-NXSR C 04.3570 12/15/2049 | 0.27% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.27% |
| COMM 2014-CR17 C 04.7831 05/10/2047 | 0.27% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.27% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.27% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.27% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.26% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.26% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.26% |
| MSBAM 2012-C5 E P/P 144A 04.6747 08/15/2045 | 0.26% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.26% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.26% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.26% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.26% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.25% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.25% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.25% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.25% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.25% |
| JPMCC 2012-C6 E P/P 144A 05.1417 05/15/2045 | 0.25% |
| STACR 2017-DNA3 M2B 02.6300 03/25/2030 | 0.24% |
| SPST 2020-6 A 01.8800 09/07/2021 | 0.24% |
| EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 | 0.24% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.24% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.24% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.24% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.24% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.24% |
| SPST 2020-13 A 01.6300 10/10/2021 | 0.24% |
| SPST 2020-2 A 00.9548 03/26/2021 | 0.24% |
| SPST 2020-15 A 01.5000 12/10/2021 | 0.24% |
| SPST 2020-WL1 A 01.2800 06/25/2051 | 0.24% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.23% |
| BANK 2019-BN20 XA IO 00.8375 09/15/2062 | 0.23% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.23% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.23% |
| CAS 2017-C07 1EB2 01.1300 05/25/2030 | 0.23% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.23% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.23% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.22% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.22% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.22% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.22% |
| 10YR MINI JGB FUT MAR21 BJH1 | 0.22% |
| CAS 2016-C05 2M2 04.5800 01/25/2029 | 0.22% |
| IRISH TSY 5.4 2025 05.4000 03/13/2025 | 0.22% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.22% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.22% |
| SHRP 2020-1 NOTE 03.1178 07/25/2024 | 0.22% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.22% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.22% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.21% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.21% |
| COMM 2013-CR11 C P/P 144A 05.1195 08/10/2050 | 0.21% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.21% |
| MSBAM 2014-C17 C 04.4831 08/15/2047 | 0.21% |
| CAS 2016-C04 1M2 04.3800 01/25/2029 | 0.21% |
| WFCM 2020-C57 C 04.0242 08/15/2053 | 0.21% |
| BUONI POLIENNALI DEL TES REGS 00.9000 08/01/2022 | 0.20% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.20% |
| FISERV INC 04.2000 10/01/2028 | 0.20% |
| WEC ENERGY GROUP INC 02.3335 05/15/2067 | 0.20% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.20% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.20% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.20% |
| EQUINIX INC 03.2000 11/18/2029 | 0.20% |
| STACR 2016-HQA3 M3 03.9800 03/25/2029 | 0.20% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.20% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.20% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.19% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.19% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.19% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.19% |
| CAS 2016-C02 1M2 06.1300 09/25/2028 | 0.19% |
| CFMT 2020-HB4 M3 02.7195 12/26/2030 | 0.19% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.19% |
| TREASURY BILL 00.0000 02/16/2021 | 0.19% |
| JPMBB 2013-C17 D P/P 144A 04.8889 01/15/2047 | 0.19% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.19% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% |
| GNMA GII30 BD1731 03.5000 01/20/2048 | 0.19% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.19% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.19% |
| COMM 2016-COR1 AM 03.4940 10/10/2049 | 0.19% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.19% |
| AT&T INC 04.3000 02/15/2030 | 0.18% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.18% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.18% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.18% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.18% |
| MCAS 2019-01 M7 P/P 144A 01.8300 10/15/2049 | 0.18% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.18% |
| REPUBLIC OF PERU USD 08.7500 11/21/2033 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.18% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.18% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.18% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.18% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.18% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.18% |
| COMM 2015-LC19 C 04.2351 02/10/2048 | 0.17% |
| AON PLC 04.2500 12/12/2042 | 0.17% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.17% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.17% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.17% |
| JPMBB 2014-C23 D P/P 144A 03.9717 09/15/2047 | 0.17% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.17% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.17% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.17% |
| COMM 2013-CR13 C 04.8853 11/10/2046 | 0.17% |
| FRANCE (GOVT OF) P/P REGS 04.0000 04/25/2055 | 0.17% |
| NETFLIX INC 04.3750 11/15/2026 | 0.17% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.17% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.17% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.16% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.16% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.16% |
| WAMU 2005-AR12 1A8 02.9241 10/25/2035 | 0.16% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.16% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.16% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.16% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.16% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.16% |
| COMM 2014-CR18 C 04.7462 07/15/2047 | 0.16% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.16% |
| CASH MGMT BILL 00.0000 05/25/2021 | 0.15% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.15% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.15% |
| FHR 4979 SN IO 05.9200 06/25/2050 | 0.15% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.15% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.15% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.15% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.15% |
| CAS 2016-C07 2M2 04.4800 05/25/2029 | 0.15% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.15% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.15% |
| WFCM 2019-C52 XA IO 01.6171 08/15/2052 | 0.15% |
| FHMS K087 X1 IO 00.3624 12/25/2028 | 0.14% |
| NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.14% |
| ZOETIS INC 03.9000 08/20/2028 | 0.14% |
| COMM 2012-CR2 D P/P 144A 04.8307 08/15/2045 | 0.14% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.14% |
| FHMS K118 X1 IO 00.9618 09/25/2030 | 0.14% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.14% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.14% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.14% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.14% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.14% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.14% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.14% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.14% |
| SAIL 2004-10 A10 01.0300 11/25/2034 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.14% |
| CWALT 2006-OA10 4A1 00.5100 08/25/2046 | 0.14% |
| CAS 2016-C03 1M2 05.4300 10/25/2028 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| GNR 2016-H23 NI IO 02.3678 10/20/2066 | 0.14% |
| HCA INC. 05.5000 06/15/2047 | 0.14% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.14% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.14% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.14% |
| ALPHABET INC 02.2500 08/15/2060 | 0.13% |
| VERIZON COMM 04.6720 03/15/2055 | 0.13% |
| BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 | 0.13% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.13% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.13% |
| GNR 2015-H09 AI IO 02.8412 04/20/2065 | 0.13% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% |
| CWALT 2006-OA7 1A2 01.4391 06/25/2046 | 0.13% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.13% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.13% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.13% |
| FHMS K113 X1 IO 01.3875 06/25/2030 | 0.13% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.13% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.13% |
| GNMA GII30 BD1729 03.5000 01/20/2048 | 0.13% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.13% |
| REPUBLIC OF ITALY P/P REGS 04.0000 02/01/2037 | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.12% |
| WFCM 2013-LC12 C 04.2744 07/15/2046 | 0.12% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.12% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.12% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.12% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| WFCM 2015-C29 C 04.2134 06/15/2048 | 0.12% |
| FHMS K123 X1 00.7752 12/25/2030 | 0.12% |
| GNR 2017-H11 NI IO 02.3259 05/20/2067 | 0.12% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.12% |
| COMCAST CORP 03.9990 11/01/2049 | 0.12% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.12% |
| MWST 2019-1 A 00.9300 06/25/2052 | 0.12% |
| GSMS 2013-GCJ14 B P/P 144A 04.7428 08/10/2046 | 0.12% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.12% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.12% |
| GNR 2017-H02 BI IO 01.4866 01/20/2067 | 0.12% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.12% |
| BOEING CO 04.8750 05/01/2025 | 0.12% |
| CGCMT 2018-C6 B 04.7380 11/10/2051 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| MSBAM 2014-C18 C 04.5292 10/15/2047 | 0.12% |
| BANK 2019-BN23 AS 03.2030 12/15/2052 | 0.11% |
| CAS 2015-C04 1M2 05.8300 04/25/2028 | 0.11% |
| JPMBB 2013-C12 B 04.0992 07/15/2045 | 0.11% |
| MSBAM 2013-C8 B 03.5588 12/15/2048 | 0.11% |
| WAMU 2005-AR9 A1C3 01.0900 07/25/2045 | 0.11% |
| AMGEN INC 04.6630 06/15/2051 | 0.11% |
| FHMS K113 XAM IO 01.5899 06/25/2030 | 0.11% |
| GNR 2015-H03 DI IO 02.5510 01/20/2065 | 0.11% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.11% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.11% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.11% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.11% |
| STACR 2017-DNA2 M2 03.5800 10/25/2029 | 0.11% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.11% |
| FOX CORP 03.0500 04/07/2025 | 0.11% |
| GNR 2017-H04 BI IO 02.1383 02/20/2067 | 0.11% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.11% |
| WFRBS 2011-C4 C P/P 144A 05.1929 06/15/2044 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.11% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.11% |
| GSMS 2012-GCJ7 C 05.6244 05/10/2045 | 0.11% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.11% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.11% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.11% |
| UBSCM 2012-C1 C P/P 144A 05.5688 05/10/2045 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.11% |
| FHMS K111 X1 IO 01.5724 05/25/2030 | 0.11% |
| GNR 2016-H16 EI IO 02.4937 06/20/2066 | 0.11% |
| JPALT 2007-S1 A1 00.4100 04/25/2047 | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| STACR 2015-HQA2 M3 04.9300 05/25/2028 | 0.11% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.10% |
| MSBAM 2012-C6 D P/P 144A 04.6056 11/15/2045 | 0.10% |
| MWST 2020-1 A 01.0300 10/25/2053 | 0.10% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.10% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.10% |
| COMM 2015-LC21 XA IO 00.6867 07/10/2048 | 0.10% |
| GNR 2016-H07 HI IO 02.3502 02/20/2066 | 0.10% |
| WAMU 2005-AR2 2A1B 00.8700 01/25/2045 | 0.10% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.10% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.10% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.10% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.10% |
| CGCMT 2013-GC17 C 05.1091 11/10/2046 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 0.10% |
| MSBAM 2015-C24 B 04.3418 05/15/2048 | 0.10% |
| SAMI 2007-AR7 1A1 00.9800 05/25/2047 | 0.10% |
| BONOS Y OBLIG DEL ESTADO 00.4500 10/31/2022 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| EMIR 2018-1 M1 01.8300 11/25/2028 | 0.10% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.10% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.10% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.10% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.10% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.10% |
| STACR 2017-DNA3 M2 02.6300 03/25/2030 | 0.10% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.10% |
| MSBAM 2013-C9 D P/P 144A 04.1180 05/15/2046 | 0.10% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.10% |
| STACR 2016-DNA4 M3 03.9300 03/25/2029 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0322 12/15/2050 | 0.10% |
| CAS 2017-C02 2ED3 01.4800 09/25/2029 | 0.09% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.09% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.09% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.09% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.09% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.09% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.09% |
| GNR 2020-32 GS IO 05.9691 03/20/2050 | 0.09% |
| STACR 2014-HQ2 M3 03.8800 09/25/2024 | 0.09% |
| WELLS FARGO & COMPANY 03.9000 01/26/2051 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| MSBAM 2014-C14 C 05.0502 02/15/2047 | 0.09% |
| FHMS K098 X1 IO 01.1445 08/25/2029 | 0.09% |
| JPMBB 2014-C22 XA IO 00.8297 09/15/2047 | 0.09% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.09% |
| STACR 2020-HQA1 M2 02.0300 01/25/2050 | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.09% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| CAS 2017-C01 1EB1 01.3800 07/25/2029 | 0.09% |
| COMM 2014-UBS6 XA IO 00.8870 12/10/2047 | 0.09% |
| CCMFC 2006-4A A2 00.3100 11/25/2047 | 0.09% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.09% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.09% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.09% |
| BMIR 2020-2A M1A 02.4300 08/26/2030 | 0.09% |
| JPMCC 2010-C2 C P/P 144A 05.6546 11/15/2043 | 0.09% |
| REPUBLIC OF PARAGUAY P/P 144A 02.7390 01/29/2033 | 0.09% |
| CMLTI 2005-2 1A2A 03.0637 05/25/2035 | 0.08% |
| NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 | 0.08% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.08% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.08% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.08% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.08% |
| GNR 2016-H20 NI IO 02.4482 09/20/2066 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.08% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| JPMBB 2014-C22 C 04.5535 09/15/2047 | 0.08% |
| GNR 2016-H13 EI IO 03.0435 04/20/2066 | 0.08% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.08% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.08% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.08% |
| GNR 2014-H12 BI IO 01.5838 05/20/2064 | 0.08% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.08% |
| WAMU 2005-AR13 A1C3 01.1100 10/25/2045 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| CGCMT 2014-GC19 D P/P 144A 05.0922 03/10/2047 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| BMIR 2019-4A M1C P/P 144A 02.6300 10/25/2029 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.07% |
| FNR 2012-116 SA IO 07.0700 10/25/2042 | 0.07% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.07% |
| JPMCC 2013-C16 XA IO 00.9172 12/15/2046 | 0.07% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.07% |
| CPTFEMU R 0.961 P 05/15/40 | 0.07% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.07% |
| GNR 2015-H26 DI IO 01.8908 10/20/2065 | 0.07% |
| GSMS 2013-GC10 XA IO 01.4878 02/10/2046 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| UKRPI P 3.665 R 12/15/28 | 0.07% |
| GNR 2014-H21 AI IO 01.6368 10/20/2064 | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| CNH/USD 02/18/2021 HSBCB | 0.07% |
| CPTFEMU R 0.655 P 05/15/30 | 0.07% |
| GSMS 2011-GC3 D P/P 144A 05.4305 03/10/2044 | 0.07% |
| RAMC 2003-4 A1 01.1700 03/25/2034 | 0.07% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.07% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.07% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.07% |
| WFCM 2016-LC25 XA IO 00.9667 12/15/2059 | 0.07% |
| GNR 2017-H19 MI IO 02.0598 04/20/2067 | 0.07% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.07% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.07% |
| CARR 2006-NC2 A4 00.3700 06/25/2036 | 0.07% |
| MSC 2011-C3 D P/P 144A 05.2443 07/15/2049 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| SAMI 2007-AR1 2A1 00.3100 01/25/2037 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| CWALT 2006-OA19 A1 00.3109 02/20/2047 | 0.06% |
| FNR 2012-103 LS IO 05.8700 09/25/2042 | 0.06% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.06% |
| GNMA GII30 BD1730 03.5000 01/20/2048 | 0.06% |
| JPMBB 2013-C12 XA IO 00.4693 07/15/2045 | 0.06% |
| UK TSY 3 1/2 2068 REGS 03.5000 07/22/2068 | 0.06% |
| WAMU 2005-AR1 A1B 00.9100 01/25/2045 | 0.06% |
| AHM 2007-1 GA1C 00.3200 05/25/2047 | 0.06% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.06% |
| GNR 2015-H25 AI IO 01.6272 09/20/2065 | 0.06% |
| MWST 2020-2 A 00.9300 11/25/2053 | 0.06% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.06% |
| MSRR 2015-R4 CB1 00.9737 08/26/2047 | 0.06% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| CAS 2015-C01 1M2 04.4300 02/25/2025 | 0.06% |
| CWALT 2006-24CB A13 00.4800 08/25/2036 | 0.06% |
| GNR 2015-H26 EI IO 01.7252 10/20/2065 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| STACR 2020-HQA4 M1 01.4300 09/25/2050 | 0.06% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.06% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.06% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.06% |
| WFRBS 2013-C14 XA IO 00.7182 06/15/2046 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| GSMS 2010-C1 D P/P 144A 05.9829 08/10/2043 | 0.06% |
| ZOETIS INC 02.0000 05/15/2030 | 0.06% |
| BUMT 2005-1 1A1 00.7300 09/25/2045 | 0.06% |
| CWALT 2006-OA10 1A1 01.4591 08/25/2046 | 0.06% |
| WAMU 2005-AR10 1A3 03.0712 09/25/2035 | 0.06% |
| CAS 2015-C02 2M2 04.1300 05/25/2025 | 0.05% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.05% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.05% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.05% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| JPMBB 2015-C33 XA IO 00.9067 12/15/2048 | 0.05% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.05% |
| STACR 2018-HRP2 M3 02.5300 02/25/2047 | 0.05% |
| GNR 2010-171 SB IO 06.3211 12/16/2040 | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| GNR 2016-H01 AI IO 01.7428 01/20/2066 | 0.05% |
| 0.70 R ISWP FWD SOFRRATE P 03/17/2031 | 0.05% |
| CPTFEMU P 1.71 R 07/15/37 | 0.05% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.05% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.05% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.05% |
| WFRBS 2012-C10 D P/P 144A 04.4270 12/15/2045 | 0.05% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.04% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.04% |
| MLMI 2005-A2 A2 02.9604 02/25/2035 | 0.04% |
| GNR 2016-H25 GI IO 01.5009 11/20/2066 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| STACR 2014-HQ3 M3 04.8800 10/25/2024 | 0.04% |
| COMM 2014-UBS6 C 04.4457 12/10/2047 | 0.04% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.04% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.04% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.04% |
| WFRBS 2011-C4 E P/P 144A 05.1929 06/15/2044 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| WFMBS 2006-AR5 1A1 03.8999 04/25/2036 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| FISERV INC 03.5000 07/01/2029 | 0.04% |
| NRZT 2018-4A A1M 01.0300 01/25/2048 | 0.04% |
| UKRPI P 3.34 R 03/15/28 | 0.04% |
| UKRPI P 3.385 R 11/15/24 | 0.04% |
| CAS 2017-C05 1M2A 02.3300 01/25/2030 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| TREASURY BILL 00.0000 02/09/2021 | 0.04% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.04% |
| GNR 2016-77 SL IO 06.0191 03/20/2043 | 0.04% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.04% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.04% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.04% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.03% |
| HMIR 2018-1 M1 P/P 144A 01.7300 10/25/2028 | 0.03% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.03% |
| UKRPI P 3.4025 R 03/15/28 | 0.03% |
| BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.03% |
| CAS 2014-C04 2M2 05.1300 11/25/2024 | 0.03% |
| CAS 2016-C01 1M2 06.8800 08/25/2028 | 0.03% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.03% |
| CNH/USD 02/18/2021 GSFX | 0.03% |
| STACR 2017-DNA2 M1 01.3300 10/25/2029 | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.03% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5217 12/15/2045 | 0.03% |
| CAS 2015-C02 1M2 04.1300 05/25/2025 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.03% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.03% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.03% |
| CAS 2016-C03 2M2 06.0300 10/25/2028 | 0.02% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.02% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.02% |
| CAS 2018-C05 1M2 02.4800 01/25/2031 | 0.02% |
| CAS 2019-HRP1 M2 02.2800 11/25/2039 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% |
| CNH/USD 02/18/2021 SSBT | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| STACR 2019-DNA1 M2 02.7800 01/25/2049 | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| CAS 2019-R01 2M2 02.5800 07/25/2031 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| OPTN FN30 3.0 02/04/21 CALL 104.875 JPMC | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6013 12/10/2045 | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 0.02% |
| -0.30 R ISWP FWD EUR006M P 03/17/2031 | 0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.02% |
| AUD/USD CALL 0.80 20210702 HSBCB | 0.02% |
| FHR 4076 MS IO 06.5735 07/15/2040 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| UKRPI P 3.42 R 12/15/24 | 0.02% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.02% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| EUR/USD 03/17/2021 HSBCB | 0.02% |
| FHR 3065 DC 19.4805 03/15/2035 | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| STACR 2020-DNA5 M1 01.3823 10/25/2050 | 0.01% |
| 0.30 R ISWP FWD SES3M P 03/17/2031 | 0.01% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.01% |
| CPURNSA R 1.703 P 11/29/24 | 0.01% |
| EUR/NOK PUT 10.10 20210708 GSFX | 0.01% |
| FNR 2006-8 HP 24.0900 03/25/2036 | 0.01% |
| FNR 2010-46 SB IO 06.3200 05/25/2040 | 0.01% |
| GBP/USD 03/17/2021 RBSF | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| CAD/USD 04/21/2021 BANKAM | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FNR 2007-53 SP 23.6573 06/25/2037 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| -0.151 R ISWP FWD EUR006M P 12/16/2030 | 0.01% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% |
| CPURNSA R 1.7625 P 12/10/24 | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| JPY/USD 02/17/2021 BANKAM | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| NZD/USD 04/21/2021 GSFX | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| CAS 2015-C03 2M2 05.1300 07/25/2025 | 0.01% |
| GBP/USD 03/17/2021 MSCIL | 0.01% |
| JPY/USD 02/17/2021 SSBT | 0.01% |
| KRW/USD 02/17/2021 JPMCB | 0.01% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.01% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.01% |
| SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.01% |
| SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| AUD/USD 04/21/2021 UBS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FHR 3249 PS 21.8576 12/15/2036 | 0.01% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SEK/USD 03/17/2021 GSFX | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| NZD/USD 04/21/2021 RBSF | 0.01% |
| SEK/USD 03/17/2021 UBS | 0.01% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| FNR 2005-75 GS 19.8600 08/25/2035 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.01% |
| CAD/USD 04/21/2021 JPMCB | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| EUR/USD 03/17/2021 RBSF | 0.01% |
| EUR/USD 03/17/2021 SSBT | 0.01% |
| FHR 2990 LB 16.6224 06/15/2034 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| NZD/USD 04/21/2021 UBS | 0.01% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| THB/USD 02/17/2021 CITI | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/16/2025 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 3408 EK 25.2841 04/15/2037 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MXN/USD 04/21/2021 BANKAM | 0.00% |
| STACR 2018-HQA2 M2 02.4300 10/25/2048 | 0.00% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.00% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.00% |
| -0.451 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.201 R ISWP FWD SONIA P 12/16/2030 | 0.00% |
| 1.996 R ISWP US0003M P 01/20/2031 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAD/USD 04/21/2021 SSBT | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| EUR/USD CALL 1.235 20210323 HSBCB | 0.00% |
| GBP/USD 03/17/2021 WPAC | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 02/17/2021 CITI | 0.00% |
| NZD/USD 04/21/2021 WPAC | 0.00% |
| OPTN FN30 4.0 02/04/21 CALL 107.0 JPMC | 0.00% |
| STACR 2019-HQA1 M2 02.4800 02/25/2049 | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| USD/MXN PUT 19.25 20210609 MSCIL | 0.00% |
| -0.33 R ISWP FWD CHL6M P 03/17/2031 | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.00% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.00% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.00% |
| 1.5945 R ISWP US0003M P 01/15/2051 | 0.00% |
| 1.644 R ISWP US0003M P 01/14/2051 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| GBP/USD 03/17/2021 TDBK | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| JPY/USD 02/17/2021 GSFX | 0.00% |
| NOK/USD 03/17/2021 RBSF | 0.00% |
| NOK/USD 03/17/2021 TDBK | 0.00% |
| NZD/USD 04/21/2021 CITI | 0.00% |
| NZD/USD 04/21/2021 JPMCB | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.00% |
| USD/SGD PUT 1.32 20210323 HSBCB | 0.00% |
| USD/SGD PUT 1.32 20210413 JPMCB | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAD/USD 04/21/2021 BCAP-FX | 0.00% |
| CAD/USD 04/21/2021 CSI-FX | 0.00% |
| CAD/USD 04/21/2021 TDBK | 0.00% |
| CHF/USD 03/17/2021 MSCIL | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| EUR/USD 03/17/2021 MSCIL | 0.00% |
| GBP/USD 03/17/2021 GSFX | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 00.7492 12/12/2043 | 0.00% |
| NOK/USD 03/17/2021 HSBCB | 0.00% |
| NZD/USD 04/21/2021 HSBCB | 0.00% |
| NZD/USD 04/21/2021 SSBT | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| SGD/USD 02/17/2021 JPMCB | 0.00% |
| STACR 2019-DNA2 M2 02.5800 03/25/2049 | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| USD/MXN PUT 19.25 20210413 JPMCB | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.00% |
| 1.1355 R ISWP US0003M P 01/13/2031 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| AUD/USD 04/21/2021 BANKAM | 0.00% |
| AUD/USD 04/21/2021 CITI | 0.00% |
| AUD/USD 04/21/2021 SSBT | 0.00% |
| CAD/USD 04/21/2021 WPAC | 0.00% |
| CHF/USD 03/17/2021 CSI-FX | 0.00% |
| CHF/USD 03/17/2021 RBSF | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 02/18/2021 RBSF | 0.00% |
| CZK/USD 03/17/2021 BANKAM | 0.00% |
| EUR/SEK PUT 9.90 20210323 MSCIL | 0.00% |
| EUR/USD 03/17/2021 BANKAM | 0.00% |
| EUR/USD 03/17/2021 CITI | 0.00% |
| EUR/USD 03/17/2021 TDBK | 0.00% |
| EUR/USD 03/17/2021 WPAC | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| GBP/USD 03/17/2021 HSBCB | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 02/17/2021 HSBCB | 0.00% |
| JPY/USD 02/17/2021 JPMCB | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.6885 09/15/2039 | 0.00% |
| NZD/USD 04/21/2021 BANKAM | 0.00% |
| NZD/USD 04/21/2021 BCAP-FX | 0.00% |
| PLN/USD 03/17/2021 BCAP-FX | 0.00% |
| SEK/USD 03/17/2021 SSBT | 0.00% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% |
| SWPTN 3MX10Y R 0.93 USD 04/28/2021 CI | 0.00% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.00% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.00% |
| USD/KRW PUT 1050.00 20210609 HSBCB | 0.00% |
| 0.188 R ISWP US0003M P 01/07/2023 | 0.00% |
| 0.205 R ISWP US0003M P 01/08/2023 | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% |
| 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/13/2023 | 0.00% |
| 0.2205 R ISWP US0003M P 01/15/2023 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 1.12792 R ISWP US0003M P 01/13/2031 | 0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | 0.00% |
| AUD/USD 04/21/2021 HSBCB | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.6057 12/11/2038 | 0.00% |
| CAD/USD 04/21/2021 HSBCB | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5334 10/15/2049 | 0.00% |
| CHF/USD 03/17/2021 BCAP-FX | 0.00% |
| CHF/USD 03/17/2021 GSFX | 0.00% |
| CHF/USD 03/17/2021 HSBCB | 0.00% |
| CHF/USD 03/17/2021 UBS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.8583 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 00.8895 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0259 01/15/2049 | 0.00% |
| DKK/USD 03/17/2021 CITI | 0.00% |
| EUR/SEK PUT 9.65 20210323 MSCIL | 0.00% |
| EUR/USD 03/17/2021 BCAP-FX | 0.00% |
| EUR/USD 03/17/2021 CSI-FX | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| HKD/USD 02/17/2021 BANKAM | 0.00% |
| HKD/USD 02/17/2021 GSFX | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 SSBT | 0.00% |
| HKD/USD 02/17/2021 TDBK | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
| HUF/USD 03/17/2021 SSBT | 0.00% |
| IDR/USD 02/17/2021 BCAP-FX | 0.00% |
| IDR/USD 02/17/2021 GSFX | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2860 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1016 01/15/2049 | 0.00% |
| JPY/USD 02/17/2021 RBSF | 0.00% |
| JPY/USD 02/17/2021 WPAC | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1710 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1710 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| NOK/USD 03/17/2021 BANKAM | 0.00% |
| NOK/USD 03/17/2021 GSFX | 0.00% |
| NOK/USD 03/17/2021 MSCIL | 0.00% |
| NZD/USD 04/21/2021 TDBK | 0.00% |
| OPTN FN30 4.0 02/04/21 PUT 107.0 JPMC | 0.00% |
| PEN/USD 04/21/2021 BCAP-FX | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| RON/USD 03/17/2021 CITI | 0.00% |
| RUB/USD 03/17/2021 GSFX | 0.00% |
| SEK/USD 03/17/2021 BANKAM | 0.00% |
| SEK/USD 03/17/2021 HSBCB | 0.00% |
| SEK/USD 03/17/2021 JPMCB | 0.00% |
| SEK/USD 03/17/2021 MSCIL | 0.00% |
| SEK/USD 03/17/2021 TDBK | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX10Y R 0.9215 USD 04/28/2021 BA | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| USD/KRW PUT 1000.00 20210609 HSBCB | 0.00% |
| USD/MXN PUT 18.60 20210413 JPMCB | 0.00% |
| 0.001 R ISWP FWD SONIA P 12/16/2025 | -0.00% |
| 0.351 R ISWP FWD AUDBB6M P 12/16/2025 | -0.00% |
| 0.751 R ISWP FWD CDOR03 P 12/16/2025 | -0.00% |
| 1.0991 R ISWP US0003M P 01/15/2031 | -0.00% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.00% |
| CHF/USD 03/17/2021 CITI | -0.00% |
| CHF/USD 03/17/2021 TDBK | -0.00% |
| CLP/USD 04/21/2021 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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% |
| CNH/USD 02/18/2021 JPMCB | -0.00% |
| EUR/USD CALL 1.265 20210323 HSBCB | -0.00% |
| GBP/USD 03/17/2021 BCAP-FX | -0.00% |
| JPY/USD 02/17/2021 TDBK | -0.00% |
| NZD/USD 04/21/2021 CSI-FX | -0.00% |
| OPTN FN30 3.0 02/04/21 PUT 104.875 JPMC | -0.00% |
| RUB/USD 03/17/2021 BANKAM | -0.00% |
| SEK/USD 03/17/2021 BCAP-FX | -0.00% |
| SEK/USD 03/17/2021 CITI | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.00% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | -0.00% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% |
| USD/MXN PUT 18.25 20210609 MSCIL | -0.00% |
| USD/SGD PUT 1.30 20210323 HSBCB | -0.00% |
| USD/SGD PUT 1.30 20210413 JPMCB | -0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| CAD/USD 04/21/2021 CITI | -0.00% |
| CAD/USD 04/21/2021 RBSF | -0.00% |
| CHF/USD 03/17/2021 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| GBP/USD 03/17/2021 CSI-FX | -0.00% |
| ILS/USD 04/21/2021 SSBT | -0.00% |
| NOK/USD 03/17/2021 SSBT | -0.00% |
| SEK/USD 03/17/2021 RBSF | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| CHF/USD 03/17/2021 JPMCB | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 03/17/2021 JPMCB | -0.00% |
| JPY/USD 02/17/2021 BCAP-FX | -0.00% |
| JPY/USD 02/17/2021 UBS | -0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| SWPTN 3MX5Y P 2.243 USD 04/28/2021 BA | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| 1.535 R ISWP US0003M P 02/01/2051 | -0.00% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.589 R ISWP FWD US0003M P 01/26/2051 | -0.00% |
| AUD/USD 04/21/2021 CSI-FX | -0.00% |
| AUD/USD 04/21/2021 TDBK | -0.00% |
| AUD/USD 04/21/2021 WPAC | -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% |
| CNH/USD 02/18/2021 BANKAM | -0.00% |
| EUR/NOK PUT 9.75 20210708 GSFX | -0.00% |
| NOK/USD 03/17/2021 JPMCB | -0.00% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.00% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.00% |
| ZAR/USD 04/21/2021 GSFX | -0.00% |
| 0.30 R ISWP US0003M P 12/02/2023 | -0.00% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NZD/USD 04/21/2021 MSCIL | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 3MX10Y R 1.13 USD 04/28/2021 CI | -0.00% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.00% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.00% |
| 0.851 R ISWP FWD AUDBB6M P 12/16/2030 | -0.01% |
| 1.20 R ISWP FWD NOKOIB6M P 03/17/2031 | -0.01% |
| AUD/USD CALL 0.83 20210702 HSBCB | -0.01% |
| CAD/USD 04/21/2021 GSFX | -0.01% |
| CAD/USD 04/21/2021 MSCIL | -0.01% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | -0.01% |
| GBP/USD 03/17/2021 CITI | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| JPY/USD 02/17/2021 MSCIL | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.01% |
| 0.051 R ISWP FWD EUR006M P 12/16/2050 | -0.01% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.01% |
| 0.90 R ISWP FWD NFIX3MID P 03/17/2031 | -0.01% |
| 2.3775 R ISWP CNRR007 P 06/03/2025 | -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% |
| SWPTN 3MX5Y P 1.969 USD 04/28/2021 JP | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.01% |
| 1.07 R ISWP US0003M P 01/11/2031 | -0.01% |
| AUD/USD 04/21/2021 JPMCB | -0.01% |
| CAD/USD 04/21/2021 UBS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CNH/USD 02/18/2021 TDBK | -0.01% |
| EUR/USD 03/17/2021 GSFX | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| NOK/USD 03/17/2021 UBS | -0.01% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.01% |
| 1.051 R ISWP FWD CDOR03 P 12/16/2030 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.01% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 03/17/2021 SSBT | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| 0.12 R ISWP FWD SONIA P 03/17/2031 | -0.01% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.01% |
| 0.90 R ISWP FWD AUDBB6M P 03/17/2031 | -0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.01% |
| EUR/USD 03/17/2021 UBS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.01% |
| SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.01% |
| 1.20 R ISWP FWD CDOR03 P 03/17/2031 | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| EUR/USD 03/17/2021 JPMCB | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.01% |
| AUD/USD 04/21/2021 RBSF | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 1.0275 R ISWP US0003M P 01/08/2031 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| AUD/USD 04/21/2021 MSCIL | -0.02% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.02% |
| AUD/USD 04/21/2021 GSFX | -0.02% |
| GBP/USD 03/17/2021 UBS | -0.02% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.02% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| 1.9725 R ISWP CNRR007 P 06/01/2025 | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.03% |
| 1.451 R ISWP FWD CDOR03 P 12/16/2050 | -0.03% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% |
| 0.9355 R ISWP US0003M P 01/07/2031 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.03% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.04% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.04% |
| 2.245 R ISWP CNRR007 P 06/03/2025 | -0.05% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.05% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.05% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.05% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.06% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.06% |
| 2.072 R ISWP CNRR007 P 06/03/2025 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.07% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.08% |
| UKRPI R 3.4425 P 07/15/49 | -0.08% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.08% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.09% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.10% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.11% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% |
| CPTFEMU P 1.13 R 05/15/50 | -0.12% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.13% |
| CPTFEMU P 0.935 R 05/15/40 | -0.15% |
| CPTFEMU P 0.93 R 05/15/40 | -0.16% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.16% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.17% |
| CPURNSA P 1.586 R 06/30/30 | -0.18% |
| CPURNSA P 1.6625 R 07/10/30 | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.23% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.23% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.27% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.36% |
| EURO-SCHATZ FUT MAR21 DUH1 | -0.36% |
| JPN 10Y BOND(OSE) MAR21 JBH1 | -2.77% |
| FNMA FN30 TBA UMBS 01.5000 03/01/2051 | -4.22% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -17.59% |
| FNMA FN30 TBA UMBS 02.0000 02/01/2051 | 8.43% |
|---|---|
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 6.52% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 6.43% |
| US ULTRA BOND CBT MAR21 WNH1 | 4.05% |
| FNMA FN30 TBA UMBS 01.5000 01/01/2051 | 3.91% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 3.68% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.47% |
| US 5YR NOTE (CBT) MAR21 FVH1 | 3.22% |
| US 10YR NOTE (CBT)MAR21 TYH1 | 2.14% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 2.06% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.06% |
| EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 | 1.57% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.29% |
| EURO-BUND FUTURE MAR21 RXH1 | 1.26% |
| LONG GILT FUTURE MAR21 G H1 | 1.22% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.21% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.21% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.16% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.15% |
| US LONG BOND(CBT) MAR21 USH1 | 1.14% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.02% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.88% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.83% |
| EURO-BOBL FUTURE MAR21 OEH1 | 0.83% |
| GNMA GII30 TBA 04.0000 01/01/2051 | 0.82% |
| GNMA GII30 TBA 03.0000 01/01/2051 | 0.81% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.74% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.74% |
| COMCAST CORP 03.4500 02/01/2050 | 0.70% |
| TREASURY BILL 00.0000 03/18/2021 | 0.70% |
| CAS 2020-R01 1M2 02.1980 01/25/2040 | 0.67% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.66% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 0.65% |
| TREASURY BILL 00.0000 01/05/2021 | 0.62% |
| BUONI POLIENNALI DEL TES 06.5000 11/01/2027 | 0.57% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.56% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.56% |
| BUONI POLIENNALI DEL TES 02.5000 12/01/2024 | 0.55% |
| EURO-BUXL 30Y BND MAR21 UBH1 | 0.53% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.52% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.52% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.51% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.50% |
| TREASURY BILL 00.0000 03/25/2021 | 0.50% |
| EUR/USD CALL 1.21 20210127 GSFX | 0.48% |
| BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 | 0.48% |
| BROADCOM INC 04.1500 11/15/2030 | 0.45% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.45% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.45% |
| CAS 2017-C01 1M2 03.6980 07/25/2029 | 0.45% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.44% |
| DBUBS 2011-LC3A D P/P 144A 05.3353 08/10/2044 | 0.42% |
| GNMA GII30 TBA 04.5000 01/01/2051 | 0.42% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.41% |
| JPMCC 2012-C8 D P/P 144A 04.6701 10/15/2045 | 0.41% |
| GNMA GII30 TBA 03.5000 01/01/2051 | 0.41% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| STACR 2016-DNA2 M3 04.7980 10/25/2028 | 0.40% |
| CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.39% |
| TREASURY BILL 00.0000 01/19/2021 | 0.39% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.38% |
| CAS 2014-C03 2M2 03.0480 07/25/2024 | 0.38% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.38% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.36% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.36% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.36% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.36% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.35% |
| STACR 2016-DNA3 M3 05.1480 12/25/2028 | 0.35% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.34% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.34% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.33% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.33% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.33% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.33% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.32% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.32% |
| CAN 10YR BOND FUT MAR21 CNH1 | 0.32% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.32% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.32% |
| REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 | 0.31% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.31% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.31% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.31% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.31% |
| MRAIT 2020-2 A2 | 0.30% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.30% |
| CSAIL 2015-C1 C 04.2643 04/15/2050 | 0.30% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.30% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.30% |
| MRAIT 2020-12 A1X 07/15/2021 | 0.30% |
| JPMBB 2014-C19 C 04.6760 04/15/2047 | 0.30% |
| ABBVIE INC 03.2000 11/21/2029 | 0.29% |
| VERIZON COMM 04.3290 09/21/2028 | 0.29% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.29% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.29% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.28% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.28% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.28% |
| CAS 2015-C04 2M2 05.6980 04/25/2028 | 0.28% |
| CAS 2016-C06 1M2 04.3980 04/25/2029 | 0.28% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.28% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.28% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.27% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.27% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.27% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.27% |
| CSMC 2016-NXSR C 04.3573 12/15/2049 | 0.27% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.27% |
| COMM 2014-CR17 C 04.7832 05/10/2047 | 0.27% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.27% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.26% |
| MSBAM 2012-C5 E P/P 144A 04.6749 08/15/2045 | 0.26% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.26% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.26% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.26% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.26% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.26% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.25% |
| JPMCC 2012-C6 E P/P 144A 05.1519 05/15/2045 | 0.25% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.25% |
| EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 | 0.25% |
| STACR 2017-DNA3 M2B 02.6480 03/25/2030 | 0.25% |
| SPST 2020-6 A 01.8933 09/07/2021 | 0.25% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.24% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.24% |
| SPST 2020-13 A 01.6433 10/10/2021 | 0.24% |
| SPST 2020-2 A 00.9780 03/26/2021 | 0.24% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| SPST 2020-15 A 01.5133 12/10/2021 | 0.24% |
| SPST 2020-WL1 A 01.2980 06/25/2051 | 0.24% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.24% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.24% |
| BANK 2019-BN20 XA IO 00.8378 09/15/2062 | 0.24% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.24% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.24% |
| CAS 2017-C07 1EB2 01.1480 05/25/2030 | 0.23% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.23% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.23% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.23% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.23% |
| 10YR MINI JGB FUT MAR21 BJH1 | 0.23% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.23% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.23% |
| IRISH TSY 5.4 2025 05.4000 03/13/2025 | 0.22% |
| CAS 2016-C05 2M2 04.5980 01/25/2029 | 0.22% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.22% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.22% |
| SHRP 2020-1 NOTE 03.1065 07/25/2024 | 0.22% |
| SAIL 2004-10 A10 01.0480 11/25/2034 | 0.22% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.22% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.22% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.21% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.21% |
| MSBAM 2014-C17 C 04.4792 08/15/2047 | 0.21% |
| CAS 2016-C04 1M2 04.3980 01/25/2029 | 0.21% |
| BUONI POLIENNALI DEL TES REGS 00.9000 08/01/2022 | 0.21% |
| FISERV INC 04.2000 10/01/2028 | 0.21% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.21% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.21% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.21% |
| COMM 2013-CR11 C P/P 144A 05.1195 08/10/2050 | 0.20% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.20% |
| EQUINIX INC 03.2000 11/18/2029 | 0.20% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.20% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.20% |
| GNMA GII30 BD1731 03.5000 01/20/2048 | 0.20% |
| STACR 2016-HQA3 M3 03.9980 03/25/2029 | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.20% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.20% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.20% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.20% |
| CAS 2016-C02 1M2 06.1480 09/25/2028 | 0.20% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.20% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.19% |
| WEC ENERGY GROUP INC 02.3335 05/15/2067 | 0.19% |
| TREASURY BILL 00.0000 02/16/2021 | 0.19% |
| CFMT 2020-HB4 M3 02.7195 12/26/2030 | 0.19% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.19% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.19% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.19% |
| AT&T INC 04.3000 02/15/2030 | 0.19% |
| JPMBB 2013-C17 D P/P 144A 04.8875 01/15/2047 | 0.19% |
| REPUBLIC OF PERU USD 08.7500 11/21/2033 | 0.18% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.18% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.18% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.18% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.18% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.18% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.18% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.18% |
| AON PLC 04.2500 12/12/2042 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| FHMS K106 X1 IO 01.3548 01/25/2030 | 0.18% |
| MCAS 2019-01 M7 P/P 144A 01.8480 10/15/2049 | 0.18% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.18% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.17% |
| FRANCE (GOVT OF) P/P REGS 04.0000 04/25/2055 | 0.17% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.17% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.17% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.17% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.17% |
| COMM 2015-LC19 C 04.2353 02/10/2048 | 0.17% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.17% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.17% |
| COMM 2013-CR13 C 04.8856 11/10/2046 | 0.17% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.17% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.17% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.17% |
| WAMU 2005-AR12 1A8 02.9169 10/25/2035 | 0.17% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.17% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.16% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.16% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.16% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.16% |
| FHR 4979 SN IO 05.9020 06/25/2050 | 0.16% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.16% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.16% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.16% |
| COMM 2014-CR18 C 04.7432 07/15/2047 | 0.15% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.15% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.15% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.15% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.15% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.15% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.15% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.15% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.15% |
| WFCM 2019-C52 XA IO 01.6177 08/15/2052 | 0.15% |
| CAS 2016-C07 2M2 04.4980 05/25/2029 | 0.15% |
| NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 | 0.15% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.15% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.15% |
| ZOETIS INC 03.9000 08/20/2028 | 0.15% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.15% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.15% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.15% |
| ALPHABET INC 02.2500 08/15/2060 | 0.14% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.14% |
| FHMS K087 X1 IO 00.3624 12/25/2028 | 0.14% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.14% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.14% |
| FHMS K118 X1 IO 00.9619 09/25/2030 | 0.14% |
| CWALT 2006-OA10 4A1 00.5280 08/25/2046 | 0.14% |
| HCA INC. 05.5000 06/15/2047 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.14% |
| GNR 2016-H23 NI IO 02.3708 10/20/2066 | 0.14% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| CAS 2016-C03 1M2 05.4480 10/25/2028 | 0.14% |
| COMM 2012-CR2 D P/P 144A 04.8308 08/15/2045 | 0.14% |
| VERIZON COMM 04.6720 03/15/2055 | 0.14% |
| GNR 2015-H09 AI IO 03.2292 04/20/2065 | 0.14% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.14% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.14% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.13% |
| BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 | 0.13% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.13% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.13% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.13% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.13% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% |
| CWALT 2006-OA7 1A2 01.5494 06/25/2046 | 0.13% |
| REPUBLIC OF ITALY P/P REGS 04.0000 02/01/2037 | 0.13% |
| GNMA GII30 BD1729 03.5000 01/20/2048 | 0.13% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.13% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.13% |
| FHMS K113 X1 IO 01.3875 06/25/2030 | 0.13% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.13% |
| COMCAST CORP 03.9990 11/01/2049 | 0.13% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.12% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.12% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.12% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.12% |
| GNR 2017-H11 NI IO 02.3586 05/20/2067 | 0.12% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.12% |
| WFCM 2013-LC12 C 04.2746 07/15/2046 | 0.12% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.12% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.12% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.12% |
| GNR 2017-H02 BI IO 02.1856 01/20/2067 | 0.12% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| MWST 2019-1 A 00.9480 06/25/2052 | 0.12% |
| AMGEN INC 04.6630 06/15/2051 | 0.12% |
| BOEING CO 04.8750 05/01/2025 | 0.12% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| GSMS 2013-GCJ14 B P/P 144A 04.7430 08/10/2046 | 0.12% |
| WAMU 2005-AR9 A1C3 01.1080 07/25/2045 | 0.12% |
| CAS 2015-C04 1M2 05.8480 04/25/2028 | 0.12% |
| CGCMT 2018-C6 B 04.7381 11/10/2051 | 0.12% |
| GNR 2015-H03 DI IO 02.8354 01/20/2065 | 0.12% |
| FHMS K113 XAM IO 01.5899 06/25/2030 | 0.12% |
| GNR 2017-H04 BI IO 02.3369 02/20/2067 | 0.12% |
| JPMBB 2013-C12 B 04.0993 07/15/2045 | 0.12% |
| MSBAM 2014-C18 C 04.5244 10/15/2047 | 0.12% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.11% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.11% |
| MSBAM 2013-C8 B 03.5589 12/15/2048 | 0.11% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.11% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.11% |
| FOX CORP 03.0500 04/07/2025 | 0.11% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.11% |
| STACR 2017-DNA2 M2 03.5980 10/25/2029 | 0.11% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.11% |
| WFRBS 2011-C4 C P/P 144A 05.1930 06/15/2044 | 0.11% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| GNR 2016-H16 EI IO 02.4948 06/20/2066 | 0.11% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.11% |
| JPALT 2007-S1 A1 00.4280 04/25/2047 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| FHMS K111 X1 IO 01.5725 05/25/2030 | 0.11% |
| GNR 2016-H07 HI IO 02.6867 02/20/2066 | 0.11% |
| UBSCM 2012-C1 C P/P 144A 05.5689 05/10/2045 | 0.11% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| STACR 2015-HQA2 M3 04.9480 05/25/2028 | 0.11% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.11% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| MWST 2020-1 A 01.0480 10/25/2053 | 0.11% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.11% |
| WAMU 2005-AR2 2A1B 00.8880 01/25/2045 | 0.11% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.10% |
| COMM 2015-LC21 XA IO 00.6871 07/10/2048 | 0.10% |
| MSBAM 2012-C6 D P/P 144A 04.6058 11/15/2045 | 0.10% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.10% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.10% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.10% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.10% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.10% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.10% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.10% |
| BONOS Y OBLIG DEL ESTADO 00.4500 10/31/2022 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.10% |
| MSBAM 2015-C24 B 04.3420 05/15/2048 | 0.10% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 0.10% |
| CGCMT 2013-GC17 C 05.1092 11/10/2046 | 0.10% |
| SAMI 2007-AR7 1A1 00.9980 05/25/2047 | 0.10% |
| EMIR 2018-1 M1 01.8480 11/25/2028 | 0.10% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.10% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.10% |
| STACR 2014-HQ2 M3 03.8980 09/25/2024 | 0.10% |
| STACR 2017-DNA3 M2 02.6480 03/25/2030 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0336 12/15/2050 | 0.10% |
| GNR 2020-32 GS IO 05.9484 03/20/2050 | 0.10% |
| STACR 2014-DN4 M3 04.6980 10/25/2024 | 0.10% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.10% |
| CAS 2017-C02 2ED3 01.4980 09/25/2029 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.10% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.10% |
| MSBAM 2013-C9 D P/P 144A 04.1183 05/15/2046 | 0.10% |
| STACR 2016-DNA4 M3 03.9480 03/25/2029 | 0.10% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | 0.09% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.09% |
| JPMBB 2014-C22 XA IO 00.8302 09/15/2047 | 0.09% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.09% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| MSBAM 2014-C14 C 05.0503 02/15/2047 | 0.09% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.09% |
| CAS 2017-C01 1EB1 01.3980 07/25/2029 | 0.09% |
| CCMFC 2006-4A A2 00.3280 11/25/2047 | 0.09% |
| FHMS K098 X1 IO 01.1446 08/25/2029 | 0.09% |
| STACR 2020-HQA1 M2 02.0480 01/25/2050 | 0.09% |
| CMLTI 2005-2 1A2A 03.2805 05/25/2035 | 0.09% |
| COMM 2014-UBS6 XA IO 00.8875 12/10/2047 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.09% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.09% |
| BMIR 2020-2A M1A 02.4480 08/26/2030 | 0.09% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.09% |
| JPMCC 2010-C2 C P/P 144A 05.6545 11/15/2043 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.09% |
| NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.08% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.08% |
| GNR 2016-H13 EI IO 03.0495 04/20/2066 | 0.08% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.08% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.08% |
| GNR 2014-H12 BI IO 01.5688 05/20/2064 | 0.08% |
| STACR 2020-HQA4 M1 01.4480 09/25/2050 | 0.08% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.08% |
| WAMU 2005-AR13 A1C3 01.1280 10/25/2045 | 0.08% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.08% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.08% |
| UKRPI P 3.665 R 12/15/28 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.08% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.08% |
| FNR 2012-116 SA IO 07.0520 10/25/2042 | 0.08% |
| GSMS 2013-GC10 XA IO 01.4889 02/10/2046 | 0.08% |
| JPMBB 2014-C22 C 04.5535 09/15/2047 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.08% |
| GNR 2015-H26 DI IO 01.8842 10/20/2065 | 0.07% |
| JPMCC 2013-C16 XA IO 00.9237 12/15/2046 | 0.07% |
| WAMU 2005-AR1 A1B 00.9280 01/25/2045 | 0.07% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.07% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| BMIR 2019-4A M1C P/P 144A 02.6480 10/25/2029 | 0.07% |
| GNR 2014-H21 AI IO 01.6368 10/20/2064 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| GNR 2017-H19 MI IO 02.0596 04/20/2067 | 0.07% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.07% |
| WFCM 2016-LC25 XA IO 00.9677 12/15/2059 | 0.07% |
| GSMS 2011-GC3 D P/P 144A 05.5449 03/10/2044 | 0.07% |
| JPMBB 2013-C12 XA IO 00.4709 07/15/2045 | 0.07% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.07% |
| SAMI 2007-AR1 2A1 00.3280 01/25/2037 | 0.07% |
| UK TSY 3 1/2 2068 REGS 03.5000 07/22/2068 | 0.07% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| FNR 2012-103 LS IO 05.8520 09/25/2042 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| CARR 2006-NC2 A4 00.3880 06/25/2036 | 0.07% |
| CWALT 2006-OA19 A1 00.3316 02/20/2047 | 0.07% |
| GNMA GII30 BD1730 03.5000 01/20/2048 | 0.07% |
| GNR 2015-H25 AI IO 01.6175 09/20/2065 | 0.07% |
| MSC 2011-C3 D P/P 144A 05.2443 07/15/2049 | 0.07% |
| RAMC 2003-4 A1 01.1880 03/25/2034 | 0.07% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.07% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.06% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.06% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.06% |
| MWST 2020-2 A 00.9531 11/25/2053 | 0.06% |
| USD/MXN PUT 20.50 20210416 GSFX | 0.06% |
| CAS 2015-C01 1M2 04.4480 02/25/2025 | 0.06% |
| CPTFEMU R 0.961 P 05/15/40 | 0.06% |
| GNR 2015-H26 EI IO 01.7238 10/20/2065 | 0.06% |
| MSRR 2015-R4 CB1 00.9758 08/26/2047 | 0.06% |
| WFRBS 2011-C2 D P/P 144A 05.5232 02/15/2044 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| AHM 2007-1 GA1C 00.3380 05/25/2047 | 0.06% |
| CWALT 2006-24CB A13 00.4980 08/25/2036 | 0.06% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.06% |
| WFRBS 2013-C14 XA IO 00.7190 06/15/2046 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.06% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% |
| WAMU 2005-AR10 1A3 03.0526 09/25/2035 | 0.06% |
| BUMT 2005-1 1A1 00.7480 09/25/2045 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| GNR 2016-H20 NI IO 02.4653 09/20/2066 | 0.06% |
| ZOETIS INC 02.0000 05/15/2030 | 0.06% |
| CWALT 2006-OA10 1A1 01.5694 08/25/2046 | 0.06% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.06% |
| CPTFEMU P 1.71 R 07/15/37 | 0.06% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.06% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.06% |
| CAS 2015-C02 2M2 04.1480 05/25/2025 | 0.06% |
| CPTFEMU R 0.655 P 05/15/30 | 0.06% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% |
| CGCMT 2014-GC19 D P/P 144A 05.0924 03/10/2047 | 0.05% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.05% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| AUD/USD 01/20/2021 GSFX | 0.05% |
| GNR 2010-171 SB IO 06.2969 12/16/2040 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| JPMBB 2015-C33 XA IO 00.9069 12/15/2048 | 0.05% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| AUD/USD 01/20/2021 MSCIL | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| GNR 2016-H01 AI IO 02.0342 01/20/2066 | 0.05% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.05% |
| STACR 2014-HQ3 M3 04.8980 10/25/2024 | 0.05% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.05% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.05% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.05% |
| GNR 2016-19 PI IO 04.0000 02/20/2046 | 0.05% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.05% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.05% |
| GNR 2016-H25 GI IO 01.4908 11/20/2066 | 0.05% |
| MLMI 2005-A2 A2 03.6403 02/25/2035 | 0.05% |
| CNH/USD 02/18/2021 HSBCB | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| WFRBS 2012-C10 D P/P 144A 04.4272 12/15/2045 | 0.04% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.04% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.04% |
| UKRPI P 3.34 R 03/15/28 | 0.04% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.04% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.04% |
| WFMBS 2006-AR5 1A1 03.9381 04/25/2036 | 0.04% |
| COMM 2014-UBS6 C 04.4459 12/10/2047 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.04% |
| CAS 2017-C05 1M2A 02.3480 01/25/2030 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| FISERV INC 03.5000 07/01/2029 | 0.04% |
| NRZT 2018-4A A1M 01.0480 01/25/2048 | 0.04% |
| UKRPI P 3.385 R 11/15/24 | 0.04% |
| TREASURY BILL 00.0000 01/26/2021 | 0.04% |
| TREASURY BILL 00.0000 02/09/2021 | 0.04% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.04% |
| WFRBS 2011-C4 E P/P 144A 05.1930 06/15/2044 | 0.04% |
| AUD/USD 01/20/2021 RBSF | 0.04% |
| GNR 2016-77 SL IO 05.9984 03/20/2043 | 0.04% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.04% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.04% |
| SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| UKRPI P 3.4025 R 03/15/28 | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| CAS 2014-C04 2M2 05.1480 11/25/2024 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.03% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.03% |
| HMIR 2018-1 M1 P/P 144A 01.7480 10/25/2028 | 0.03% |
| NZD/USD 01/20/2021 MSCIL | 0.03% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.03% |
| BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.03% |
| -0.151 R ISWP FWD EUR006M P 12/16/2030 | 0.03% |
| CAS 2016-C01 1M2 06.8980 08/25/2028 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.03% |
| STACR 2017-DNA2 M1 01.3480 10/25/2029 | 0.03% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5232 12/15/2045 | 0.03% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.03% |
| CAD/USD 01/20/2021 UBS | 0.03% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| CAD/USD 01/20/2021 GSFX | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| CAS 2015-C02 1M2 04.1480 05/25/2025 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.03% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.03% |
| SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.03% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| CAD/USD 01/20/2021 MSCIL | 0.03% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% |
| KRW/USD 02/17/2021 JPMCB | 0.03% |
| CAS 2016-C03 2M2 06.0480 10/25/2028 | 0.02% |
| GSMS 2010-C1 D P/P 144A 05.9819 08/10/2043 | 0.02% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| CAS 2018-C05 1M2 02.4980 01/25/2031 | 0.02% |
| CAS 2019-HRP1 M2 02.2980 11/25/2039 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| USD/MXN PUT 20.50 20210413 JPMCB | 0.02% |
| AUD/USD CALL 0.79 20210510 GSFX | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| JPY/USD 02/17/2021 SSBT | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| STACR 2019-DNA1 M2 02.7980 01/25/2049 | 0.02% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| AUD/USD 01/20/2021 CSI-FX | 0.02% |
| CLP/USD 01/20/2021 CITI | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6026 12/10/2045 | 0.02% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 0.02% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.02% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.02% |
| CAS 2019-R01 2M2 02.5980 07/25/2031 | 0.02% |
| EUR/USD 03/17/2021 JPMCB | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| UKRPI P 3.42 R 12/15/24 | 0.02% |
| FHR 4076 MS IO 06.5414 07/15/2040 | 0.02% |
| OPTN FN30 3.0 01/07/21 CALL 104.53125 JPMC | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CNH/USD 02/18/2021 GSFX | 0.02% |
| FHR 3065 DC 19.3841 03/15/2035 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| STACR 2020-DNA5 M1 01.3817 10/25/2050 | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| CNH/USD 02/18/2021 SSBT | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| SEK/USD 03/17/2021 GSFX | 0.02% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.02% |
| AUD/USD 01/20/2021 JPMCB | 0.02% |
| CAD/USD 01/20/2021 PSBS | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| EUR/USD 03/17/2021 GSFX | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| JPY/USD 02/17/2021 BCAP-FX | 0.02% |
| JPY/USD 02/17/2021 MSCIL | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.02% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.02% |
| EUR/NOK PUT 10.45 20210423 UBS | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.01% |
| AUD/USD 01/20/2021 TDBK | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FNR 2006-8 HP 24.0240 03/25/2036 | 0.01% |
| FNR 2007-53 SP 23.6573 06/25/2037 | 0.01% |
| FNR 2010-46 SB IO 06.3020 05/25/2040 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| EUR/NOK PUT 10.45 20210323 CSI-FX | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GBP/USD 03/17/2021 RBSF | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| KRW/USD 02/17/2021 HSBCB | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| NZD/USD 01/20/2021 UBS | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| AUD/USD 01/20/2021 HSBCB | 0.01% |
| CAS 2015-C03 2M2 05.1480 07/25/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| EUR/USD 03/17/2021 UBS | 0.01% |
| EUR/USD CALL 1.235 20210323 HSBCB | 0.01% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.01% |
| NZD/USD 01/20/2021 BCAP-FX | 0.01% |
| SEK/USD 03/17/2021 SSBT | 0.01% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.01% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.01% |
| 0.30 R ISWP FWD SES3M P 03/17/2031 | 0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| FHR 3249 PS 21.7515 12/15/2036 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GBP/USD 03/17/2021 MSCIL | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| JPY/USD 02/17/2021 CITI | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.01% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| 0.051 R ISWP FWD EUR006M P 12/16/2050 | 0.01% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.01% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.01% |
| CAD/USD 01/20/2021 CITI | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CPURNSA R 1.703 P 11/29/24 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| JPY/USD 02/17/2021 UBS | 0.01% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% |
| USD/MXN PUT 19.25 20210609 MSCIL | 0.01% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.01% |
| 0.70 R ISWP FWD SOFRRATE P 03/17/2031 | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| FNR 2005-75 GS 19.8060 08/25/2035 | 0.01% |
| SEK/USD 03/17/2021 UBS | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| USD/SGD PUT 1.32 20210413 JPMCB | 0.01% |
| -0.401 R ISWP FWD EUR006M P 12/16/2025 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.01% |
| CAD/USD 01/20/2021 RBSF | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| FHR 2990 LB 16.5402 06/15/2034 | 0.01% |
| FHR 3408 EK 25.1548 04/15/2037 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JPY/USD 02/17/2021 RBSF | 0.01% |
| NOK/USD 03/17/2021 GSFX | 0.01% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.01% |
| THB/USD 02/17/2021 CITI | 0.01% |
| USD/KRW PUT 1050.00 20210609 HSBCB | 0.01% |
| USD/SGD PUT 1.32 20210323 HSBCB | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.00% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 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.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CPURNSA R 1.7625 P 12/10/24 | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| JPY/USD 02/17/2021 TDBK | 0.00% |
| NZD/USD 01/20/2021 CSI-FX | 0.00% |
| SEK/USD 03/17/2021 MSCIL | 0.00% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| -0.451 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| EUR/SEK PUT 9.90 20210323 MSCIL | 0.00% |
| ILS/USD 01/20/2021 SSBT | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| NOK/USD 03/17/2021 TDBK | 0.00% |
| OPTN FN30 4.0 01/07/21 CALL 106.59375 JPMC | 0.00% |
| STACR 2018-HQA2 M2 02.4480 10/25/2048 | 0.00% |
| STACR 2019-HQA1 M2 02.4980 02/25/2049 | 0.00% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| EUR/USD CALL 1.29 20210127 GSFX | 0.00% |
| GBP/USD 03/17/2021 WPAC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| SGD/USD 02/17/2021 JPMCB | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.00% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| -0.33 R ISWP FWD CHL6M P 03/17/2031 | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.00% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAD/USD 01/20/2021 HSBCB | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| EUR/USD 03/17/2021 MSCIL | 0.00% |
| GBP/USD 03/17/2021 GSFX | 0.00% |
| GBP/USD 03/17/2021 TDBK | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 00.6518 12/12/2043 | 0.00% |
| NOK/USD 03/17/2021 HSBCB | 0.00% |
| NOK/USD 03/17/2021 RBSF | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| STACR 2019-DNA2 M2 02.5980 03/25/2049 | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | 0.00% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CHF/USD 03/17/2021 SSBT | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CZK/USD 03/17/2021 BANKAM | 0.00% |
| EUR/USD 03/17/2021 BCAP-FX | 0.00% |
| EUR/USD 03/17/2021 RBSF | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 02/17/2021 BANKAM | 0.00% |
| JPY/USD 02/17/2021 HSBCB | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.6888 09/15/2039 | 0.00% |
| PLN/USD 03/17/2021 BCAP-FX | 0.00% |
| RUB/USD 03/17/2021 BANKAM | 0.00% |
| SEK/USD 03/17/2021 HSBCB | 0.00% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| 0.001 R ISWP FWD SONIA P 12/16/2025 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 0.351 R ISWP FWD AUDBB6M P 12/16/2025 | 0.00% |
| 0.751 R ISWP FWD CDOR03 P 12/16/2025 | 0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | 0.00% |
| 1.20 R ISWP FWD CDOR03 P 03/17/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5565 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5170 10/15/2049 | 0.00% |
| CHF/USD 03/17/2021 BCAP-FX | 0.00% |
| CHF/USD 03/17/2021 CITI | 0.00% |
| CHF/USD 03/17/2021 JPMCB | 0.00% |
| CHF/USD 03/17/2021 MSCIL | 0.00% |
| CHF/USD 03/17/2021 RBSF | 0.00% |
| CHF/USD 03/17/2021 TDBK | 0.00% |
| CHF/USD 03/17/2021 UBS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.7316 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 00.8937 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0142 01/15/2049 | 0.00% |
| DKK/USD 03/17/2021 CITI | 0.00% |
| EUR/USD 03/17/2021 BANKAM | 0.00% |
| EUR/USD 03/17/2021 CSI-FX | 0.00% |
| EUR/USD 03/17/2021 WPAC | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| GBP/USD 03/17/2021 CSI-FX | 0.00% |
| GBP/USD 03/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 BANKAM | 0.00% |
| HKD/USD 02/17/2021 GSFX | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 SSBT | 0.00% |
| HKD/USD 02/17/2021 TDBK | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
| HUF/USD 03/17/2021 SSBT | 0.00% |
| IDR/USD 02/17/2021 BCAP-FX | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2863 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.0517 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1475 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1475 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| NOK/USD 03/17/2021 BANKAM | 0.00% |
| NOK/USD 03/17/2021 MSCIL | 0.00% |
| NZD/USD 01/20/2021 TDBK | 0.00% |
| OPTN FN30 3.0 01/07/21 PUT 104.53125 JPMC | 0.00% |
| OPTN FN30 4.0 01/07/21 PUT 106.59375 JPMC | 0.00% |
| PEN/USD 01/20/2021 BCAP-FX | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| RON/USD 03/17/2021 CITI | 0.00% |
| RUB/USD 03/17/2021 GSFX | 0.00% |
| SEK/USD 03/17/2021 TDBK | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | 0.00% |
| SWPTN 5WX10Y P 1.1213 USD 01/11/2021 BA | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | 0.00% |
| -0.30 R ISWP FWD EUR006M P 03/17/2031 | -0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| AUD/USD 01/20/2021 WPAC | -0.00% |
| CHF/USD 03/17/2021 CSI-FX | -0.00% |
| CHF/USD 03/17/2021 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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% |
| CNH/USD 02/18/2021 JPMCB | -0.00% |
| CNH/USD 02/18/2021 WPAC | -0.00% |
| EUR/SEK PUT 9.65 20210323 MSCIL | -0.00% |
| GBP/USD 03/17/2021 BCAP-FX | -0.00% |
| GBP/USD 03/17/2021 JPMCB | -0.00% |
| IDR/USD 02/17/2021 GSFX | -0.00% |
| JPY/USD 02/17/2021 WPAC | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 5WX30Y P 1.5843 USD 01/11/2021 BA | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| USD/KRW PUT 1000.00 20210609 HSBCB | -0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.00% |
| 0.201 R ISWP FWD SONIA P 12/16/2030 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| SEK/USD 03/17/2021 BANKAM | -0.00% |
| SEK/USD 03/17/2021 JPMCB | -0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| TWD/USD 02/17/2021 JPMCB | -0.00% |
| USD/MXN PUT 18.25 20210609 MSCIL | -0.00% |
| USD/SGD PUT 1.30 20210323 HSBCB | -0.00% |
| 0.12 R ISWP FWD SONIA P 03/17/2031 | -0.00% |
| 0.851 R ISWP FWD AUDBB6M P 12/16/2030 | -0.00% |
| 0.90 R ISWP FWD NFIX3MID P 03/17/2031 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| 1.20 R ISWP FWD NOKOIB6M P 03/17/2031 | -0.00% |
| AUD/USD 01/20/2021 CITI | -0.00% |
| CHF/USD 03/17/2021 HSBCB | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 02/18/2021 BANKAM | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| NOK/USD 03/17/2021 JPMCB | -0.00% |
| NOK/USD 03/17/2021 SSBT | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| USD/SGD PUT 1.30 20210413 JPMCB | -0.00% |
| 1.051 R ISWP FWD CDOR03 P 12/16/2030 | -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 GS | -0.00% |
| EUR/USD 03/17/2021 TDBK | -0.00% |
| EUR/USD CALL 1.265 20210323 HSBCB | -0.00% |
| SEK/USD 03/17/2021 CITI | -0.00% |
| SEK/USD 03/17/2021 RBSF | -0.00% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| TWD/USD 02/17/2021 GSFX | -0.00% |
| 0.30 R ISWP US0003M P 12/02/2023 | -0.00% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.00% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.00% |
| 0.90 R ISWP FWD AUDBB6M P 03/17/2031 | -0.00% |
| 2.3775 R ISWP CNRR007 P 06/03/2025 | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.00% |
| CAD/USD 01/20/2021 BCAP-FX | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| GBP/USD 03/17/2021 CITI | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 03/17/2021 UBS | -0.00% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.00% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| AUD/USD CALL 0.825 20210510 GSFX | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| EUR/USD 03/17/2021 CITI | -0.01% |
| NZD/USD 01/20/2021 JPMCB | -0.01% |
| SEK/USD 03/17/2021 BCAP-FX | -0.01% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.01% |
| CAD/USD 01/20/2021 CSI-FX | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| JPY/USD 02/17/2021 JPMCB | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| AUD/USD 01/20/2021 BANKAM | -0.01% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NZD/USD 01/20/2021 HSBCB | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| GBP/USD 03/17/2021 SSBT | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| CAD/USD 01/20/2021 TDBK | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| USD/MXN PUT 19.75 20210413 JPMCB | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| CAD/USD 01/20/2021 JPMCB | -0.01% |
| NZD/USD 01/20/2021 BANKAM | -0.01% |
| NZD/USD 01/20/2021 WPAC | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MXN/USD 01/20/2021 BANKAM | -0.02% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.02% |
| 1.451 R ISWP FWD CDOR03 P 12/16/2050 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD 03/17/2021 SSBT | -0.02% |
| SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.02% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| GBP/USD 03/17/2021 UBS | -0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.02% |
| NZD/USD 01/20/2021 CITI | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.02% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| JPY/USD 02/17/2021 GSFX | -0.02% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.02% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| 1.9725 R ISWP CNRR007 P 06/01/2025 | -0.02% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.02% |
| USD/MXN PUT 19.00 20210416 GSFX | -0.02% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.03% |
| EUR/USD 03/17/2021 HSBCB | -0.03% |
| NZD/USD 01/20/2021 PSBS | -0.03% |
| NZD/USD 01/20/2021 RBSF | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.03% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| AUD/USD 01/20/2021 PSBS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.04% |
| ZAR/USD 01/20/2021 GSFX | -0.04% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.04% |
| 2.245 R ISWP CNRR007 P 06/03/2025 | -0.04% |
| NZD/USD 01/20/2021 GSFX | -0.04% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.04% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| AUD/USD 01/20/2021 UBS | -0.04% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.04% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.05% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.05% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.05% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.05% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.05% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.05% |
| 2.072 R ISWP CNRR007 P 06/03/2025 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.06% |
| CAD/USD 01/20/2021 BANKAM | -0.06% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.06% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.06% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.06% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.07% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.07% |
| UKRPI R 3.4425 P 07/15/49 | -0.08% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.08% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.10% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| EUR/USD CALL 1.25 20210127 GSFX | -0.10% |
| CPTFEMU P 1.13 R 05/15/50 | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% |
| CPTFEMU P 0.935 R 05/15/40 | -0.14% |
| CPTFEMU P 0.93 R 05/15/40 | -0.14% |
| CPURNSA P 1.586 R 06/30/30 | -0.14% |
| CPURNSA P 1.6625 R 07/10/30 | -0.15% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.16% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.20% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.24% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.24% |
| US 10YR ULTRA FUT MAR21 UXYH1 | -0.24% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.28% |
| EURO-SCHATZ FUT MAR21 DUH1 | -0.37% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.43% |
| JPN 10Y BOND(OSE) MAR21 JBH1 | -2.85% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -16.24% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 18.29% |
|---|---|
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 3.97% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.48% |
| US ULTRA BOND CBT MAR21 WNH1 | 3.47% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 3.29% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 3.28% |
| US 5YR NOTE (CBT) MAR21 FVH1 | 3.26% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 2.44% |
| US 10YR NOTE (CBT)MAR21 TYH1 | 2.17% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.07% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 2.07% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 1.68% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 1.65% |
| EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 | 1.54% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.24% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.22% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.21% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.21% |
| LONG GILT FUTURE MAR21 G H1 | 1.19% |
| US LONG BOND(CBT) MAR21 USH1 | 1.17% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.15% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.02% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.88% |
| GNMA GII30 TBA 04.0000 12/01/2050 | 0.83% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.82% |
| EURO-BOBL FUTURE DEC20 OEZ0 | 0.82% |
| GNMA GII30 TBA 03.0000 12/01/2050 | 0.82% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.74% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.74% |
| CAN 5YR BOND FUT MAR21 XQH1 | 0.73% |
| COMCAST CORP 03.4500 02/01/2050 | 0.71% |
| CAS 2020-R01 1M2 02.2001 01/25/2040 | 0.67% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.65% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 0.64% |
| TREASURY BILL 00.0000 01/05/2021 | 0.63% |
| BUONI POLIENNALI DEL TES 06.5000 11/01/2027 | 0.57% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.56% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.55% |
| BUONI POLIENNALI DEL TES 02.5000 12/01/2024 | 0.55% |
| EURO-BUXL 30Y BND DEC20 UBZ0 | 0.53% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.52% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.52% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.51% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.51% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.51% |
| DBUBS 2011-LC3A D P/P 144A 05.5131 08/10/2044 | 0.50% |
| BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 | 0.48% |
| TREASURY BILL 00.0000 12/15/2020 | 0.47% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.45% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.44% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.44% |
| GNMA GII30 TBA 04.5000 12/01/2050 | 0.42% |
| CAS 2014-C03 2M2 03.0501 07/25/2024 | 0.42% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2050 | 0.42% |
| GNMA GII30 TBA 03.5000 12/01/2050 | 0.41% |
| STACR 2016-DNA2 M3 04.8001 10/25/2028 | 0.41% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.41% |
| JPMCC 2012-C8 D P/P 144A 04.8258 10/15/2045 | 0.41% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| TREASURY BILL 00.0000 01/19/2021 | 0.39% |
| CFCRE 2011-C2 E P/P 144A 05.9307 12/15/2047 | 0.39% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.39% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.37% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.37% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.36% |
| BROADCOM INC 04.1500 11/15/2030 | 0.36% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.36% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.36% |
| STACR 2016-DNA3 M3 05.1501 12/25/2028 | 0.35% |
| TREASURY BILL 00.0000 12/10/2020 | 0.35% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.35% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.34% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.34% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.33% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.33% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.33% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.32% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.32% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.32% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.31% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.31% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.31% |
| SWEDISH GOVERNMENT REGS 01.5000 11/13/2023 | 0.31% |
| MRAIT 2020-2 A2 | 0.31% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.31% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.31% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.30% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.30% |
| REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 | 0.30% |
| VERIZON COMM 04.3290 09/21/2028 | 0.30% |
| ABBVIE INC 03.2000 11/21/2029 | 0.30% |
| JPMBB 2014-C19 C 04.8322 04/15/2047 | 0.30% |
| CSAIL 2015-C1 C 04.4104 04/15/2050 | 0.30% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.29% |
| CAS 2015-C04 2M2 05.7001 04/25/2028 | 0.29% |
| CAS 2016-C06 1M2 04.4001 04/25/2029 | 0.28% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.28% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.28% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.28% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.28% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.28% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.28% |
| CSMC 2016-NXSR C 04.5027 12/15/2049 | 0.28% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.28% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.27% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.27% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.27% |
| COMM 2014-CR17 C 04.9448 05/10/2047 | 0.27% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.27% |
| MSBAM 2012-C5 E P/P 144A 04.8309 08/15/2045 | 0.26% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.26% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.26% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.26% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.26% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.26% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.26% |
| SAIL 2004-10 A10 01.0501 11/25/2034 | 0.25% |
| JPMCC 2012-C6 E P/P 144A 05.3237 05/15/2045 | 0.25% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.25% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.25% |
| SPST 2020-6 A 01.9001 09/07/2021 | 0.25% |
| STACR 2017-DNA3 M2B 02.6501 03/25/2030 | 0.25% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.25% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.24% |
| EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 | 0.24% |
| SPST 2020-13 A 01.6501 10/10/2021 | 0.24% |
| SPST 2020-2 A 00.9755 03/26/2021 | 0.24% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.24% |
| SPST 2020-15 A 01.5201 12/10/2021 | 0.24% |
| SPST 2020-WL1 A 01.3001 06/25/2051 | 0.24% |
| WFRBS 2011-C2 D P/P 144A 05.6312 02/15/2044 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.24% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.24% |
| BANK 2019-BN20 XA IO 00.9619 09/15/2062 | 0.24% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.24% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.24% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.24% |
| SWITZERLAND REGS 02.0000 05/25/2022 | 0.24% |
| CAS 2017-C07 1EB2 01.1501 05/25/2030 | 0.24% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.23% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.23% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.23% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.23% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.23% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.23% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.23% |
| 10YR MINI JGB FUT DEC20 BJZ0 | 0.23% |
| CAS 2016-C05 2M2 04.6001 01/25/2029 | 0.23% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.23% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.23% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.22% |
| IRISH TSY 5.4 2025 05.4000 03/13/2025 | 0.22% |
| SHRP 2020-1 NOTE 03.1091 07/25/2024 | 0.22% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.22% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.22% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.22% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.22% |
| EUR/USD CALL 1.21 20210127 GSFX | 0.21% |
| MSBAM 2014-C17 C 04.6367 08/15/2047 | 0.21% |
| FISERV INC 04.2000 10/01/2028 | 0.21% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.21% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.21% |
| CAS 2017-C01 1M2 03.7001 07/25/2029 | 0.21% |
| EQUINIX INC 03.2000 11/18/2029 | 0.21% |
| BUONI POLIENNALI DEL TES REGS 00.9000 08/01/2022 | 0.21% |
| COMM 2013-CR11 C P/P 144A 05.2852 08/10/2050 | 0.20% |
| GNMA GII30 BD1731 03.5000 01/20/2048 | 0.20% |
| STACR 2016-HQA3 M3 04.0001 03/25/2029 | 0.20% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.20% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.20% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.20% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.20% |
| MSC 2011-C3 B P/P 144A 05.4191 07/15/2049 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| CAS 2016-C02 1M2 06.1501 09/25/2028 | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.20% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.20% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.20% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.20% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.20% |
| CASH MGMT BILL 00.0000 02/16/2021 | 0.20% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.20% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.20% |
| CAS 2016-C04 1M2 04.4001 01/25/2029 | 0.19% |
| WEC ENERGY GROUP INC 02.3335 05/15/2067 | 0.19% |
| AT&T INC 04.3000 02/15/2030 | 0.19% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.19% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.19% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.19% |
| JPMBB 2013-C17 D P/P 144A 05.0513 01/15/2047 | 0.19% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.19% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.19% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.19% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.18% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.18% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.18% |
| AON PLC 04.2500 12/12/2042 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.18% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.18% |
| MCAS 2019-01 M7 P/P 144A 01.8501 10/15/2049 | 0.18% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.18% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.17% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.17% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.17% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.17% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% |
| FRANCE (GOVT OF) P/P REGS 04.0000 04/25/2055 | 0.17% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.17% |
| COMM 2015-LC19 C 04.3767 02/10/2048 | 0.17% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.17% |
| AES CORP/THE P/P 144A 02.4500 01/15/2031 | 0.17% |
| WAMU 2005-AR12 1A8 02.9383 10/25/2035 | 0.17% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.17% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.17% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.17% |
| FHR 4979 SN IO 05.8999 06/25/2050 | 0.16% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.16% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.16% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.16% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.16% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.16% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.16% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.16% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.16% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.16% |
| COMM 2014-CR18 C 04.9015 07/15/2047 | 0.16% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.16% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.15% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.15% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.15% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.15% |
| ALPHABET INC 02.2500 08/15/2060 | 0.15% |
| CAS 2016-C07 2M2 04.5001 05/25/2029 | 0.15% |
| GNR 2016-H23 NI IO 02.3557 10/20/2066 | 0.15% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.15% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.15% |
| ZOETIS INC 03.9000 08/20/2028 | 0.15% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.15% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.15% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.15% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.15% |
| NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 | 0.15% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.15% |
| FHMS K087 X1 IO 00.5098 12/25/2028 | 0.15% |
| GNR 2015-H09 AI IO 03.2161 04/20/2065 | 0.15% |
| VERIZON COMM 04.6720 03/15/2055 | 0.15% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.14% |
| CWALT 2006-OA10 4A1 00.3401 08/25/2046 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.14% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.14% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | 0.14% |
| CAS 2016-C03 1M2 05.4501 10/25/2028 | 0.14% |
| FHMS K118 X1 IO 01.0551 09/25/2030 | 0.14% |
| HCA INC. 05.5000 06/15/2047 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.14% |
| AT&T INC 04.1000 02/15/2028 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| COMM 2012-CR2 D P/P 144A 04.9918 08/15/2045 | 0.14% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.14% |
| GNMA GII30 BD1729 03.5000 01/20/2048 | 0.14% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.14% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.14% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.14% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.14% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.14% |
| CWALT 2006-OA7 1A2 01.6834 06/25/2046 | 0.13% |
| BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 | 0.13% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% |
| COMCAST CORP 03.9990 11/01/2049 | 0.13% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.13% |
| FHMS K113 X1 IO 01.4902 06/25/2030 | 0.13% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.13% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.13% |
| GNR 2017-H11 NI IO 02.3832 05/20/2067 | 0.13% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.13% |
| REPUBLIC OF ITALY P/P REGS 04.0000 02/01/2037 | 0.13% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.13% |
| GNR 2017-H02 BI IO 02.3147 01/20/2067 | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.13% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.13% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| WFCM 2013-LC12 C 04.4100 07/15/2046 | 0.12% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.12% |
| WAMU 2005-AR9 A1C3 01.1101 07/25/2045 | 0.12% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.12% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.12% |
| GNR 2015-H03 DI IO 02.8351 01/20/2065 | 0.12% |
| GNR 2017-H04 BI IO 02.3956 02/20/2067 | 0.12% |
| MWST 2019-1 A 00.9501 06/25/2052 | 0.12% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| GSMS 2013-GCJ14 B P/P 144A 04.9013 08/10/2046 | 0.12% |
| AMGEN INC 04.6630 06/15/2051 | 0.12% |
| CAS 2015-C04 1M2 05.8501 04/25/2028 | 0.12% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.12% |
| FHMS K113 XAM IO 01.6927 06/25/2030 | 0.12% |
| TREASURY BILL 00.0000 12/08/2020 | 0.12% |
| BOEING CO 04.8750 05/01/2025 | 0.12% |
| JPMBB 2013-C12 B 04.2360 07/15/2045 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.12% |
| MSBAM 2013-C8 B 03.6941 12/15/2048 | 0.12% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.12% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.11% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.11% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.11% |
| FOX CORP 03.0500 04/07/2025 | 0.11% |
| GNR 2016-H16 EI IO 02.4964 06/20/2066 | 0.11% |
| MSBAM 2014-C18 C 04.6749 10/15/2047 | 0.11% |
| STACR 2017-DNA2 M2 03.6001 10/25/2029 | 0.11% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.11% |
| WFRBS 2011-C4 C P/P 144A 05.3828 06/15/2044 | 0.11% |
| JPALT 2007-S1 A1 00.4301 04/25/2047 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| FHMS K111 X1 IO 01.6818 05/25/2030 | 0.11% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.11% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.11% |
| GNR 2016-H07 HI IO 03.0162 02/20/2066 | 0.11% |
| STACR 2015-HQA2 M3 04.9501 05/25/2028 | 0.11% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.11% |
| WAMU 2005-AR2 2A1B 00.5201 01/25/2045 | 0.11% |
| COMM 2015-LC21 XA IO 00.8320 07/10/2048 | 0.11% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.11% |
| MWST 2020-1 A 01.0501 10/25/2053 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.11% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.11% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.11% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.11% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.10% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.10% |
| MSBAM 2012-C6 D P/P 144A 04.6913 11/15/2045 | 0.10% |
| STACR 2014-DN4 M3 04.7001 10/25/2024 | 0.10% |
| UBSCM 2012-C1 C P/P 144A 05.7545 05/10/2045 | 0.10% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.10% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.10% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.10% |
| GSMS 2011-GC3 D P/P 144A 05.7066 03/10/2044 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.10% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.10% |
| MSBAM 2015-C24 B 04.4870 05/15/2048 | 0.10% |
| CGCMT 2013-GC17 C 05.2607 11/10/2046 | 0.10% |
| GNR 2020-32 GS IO 05.9535 03/20/2050 | 0.10% |
| SAMI 2007-AR7 1A1 01.0001 05/25/2047 | 0.10% |
| STACR 2014-HQ2 M3 03.9001 09/25/2024 | 0.10% |
| BONOS Y OBLIG DEL ESTADO 00.4500 10/31/2022 | 0.10% |
| EMIR 2018-1 M1 01.8501 11/25/2028 | 0.10% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.10% |
| UBSCM 2017-C7 XA IO 01.1877 12/15/2050 | 0.10% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.10% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.10% |
| STACR 2020-HQA4 M1 01.4501 09/25/2050 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.10% |
| CAS 2017-C02 2ED3 01.5001 09/25/2029 | 0.10% |
| JPMBB 2014-C22 XA IO 00.9825 09/15/2047 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| STACR 2016-DNA4 M3 03.9501 03/25/2029 | 0.10% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.10% |
| GNR 2016-H20 NI IO 02.4636 09/20/2066 | 0.10% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.10% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.10% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.10% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.10% |
| COMM 2014-UBS6 XA IO 01.0361 12/10/2047 | 0.09% |
| CCMFC 2006-4A A2 00.3301 11/25/2047 | 0.09% |
| FHMS K098 X1 IO 01.2693 08/25/2029 | 0.09% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.09% |
| CAS 2017-C01 1EB1 01.4001 07/25/2029 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| STACR 2020-HQA1 M2 02.0501 01/25/2050 | 0.09% |
| CMLTI 2005-2 1A2A 03.5546 05/25/2035 | 0.09% |
| MSBAM 2014-C14 C 05.2187 02/15/2047 | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| GNR 2016-H13 EI IO 03.0488 04/20/2066 | 0.09% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.09% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.09% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| BMIR 2020-2A M1A 02.4501 08/26/2030 | 0.09% |
| JPMCC 2010-C2 C P/P 144A 05.8430 11/15/2043 | 0.09% |
| MSBAM 2013-C9 D P/P 144A 04.2559 05/15/2046 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.09% |
| FNR 2012-116 SA IO 07.0499 10/25/2042 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.09% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.08% |
| GNR 2014-H12 BI IO 01.5649 05/20/2064 | 0.08% |
| NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.08% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.08% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.08% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.08% |
| WAMU 2005-AR13 A1C3 01.1301 10/25/2045 | 0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.08% |
| GNR 2015-H26 DI IO 01.8686 10/20/2065 | 0.08% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.08% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.08% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.08% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.08% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.08% |
| GSMS 2013-GC10 XA IO 01.6367 02/10/2046 | 0.08% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.08% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.08% |
| JPMCC 2013-C16 XA IO 01.0923 12/15/2046 | 0.08% |
| TREASURY BILL 00.0000 12/03/2020 | 0.08% |
| WAMU 2005-AR1 A1B 00.9301 01/25/2045 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| GNR 2014-H21 AI IO 01.6213 10/20/2064 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| JPMBB 2014-C22 C 04.7054 09/15/2047 | 0.08% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.07% |
| GNR 2017-H19 MI IO 02.0566 04/20/2067 | 0.07% |
| JPMBB 2013-C12 XA IO 00.5828 07/15/2045 | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| WFCM 2016-LC25 XA IO 01.1158 12/15/2059 | 0.07% |
| BMIR 2019-4A M1C P/P 144A 02.6501 10/25/2029 | 0.07% |
| GNR 2015-H26 EI IO 01.7168 10/20/2065 | 0.07% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.07% |
| SAMI 2007-AR1 2A1 00.3301 01/25/2037 | 0.07% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.07% |
| FNR 2012-103 LS IO 05.8499 09/25/2042 | 0.07% |
| CAS 2015-C01 1M2 04.4501 02/25/2025 | 0.07% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.07% |
| GNR 2015-H25 AI IO 01.6134 09/20/2065 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| CWALT 2006-OA19 A1 00.3265 02/20/2047 | 0.07% |
| GNMA GII30 BD1730 03.5000 01/20/2048 | 0.07% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.07% |
| RAMC 2003-4 A1 01.1901 03/25/2034 | 0.07% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.07% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.07% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.07% |
| MSC 2011-C3 D P/P 144A 05.4191 07/15/2049 | 0.07% |
| CARR 2006-NC2 A4 00.3901 06/25/2036 | 0.06% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.06% |
| UK TSY 3 1/2 2068 REGS 03.5000 07/22/2068 | 0.06% |
| WFRBS 2013-C14 XA IO 00.8521 06/15/2046 | 0.06% |
| MSRR 2015-R4 CB1 00.9748 08/26/2047 | 0.06% |
| CAS 2015-C02 2M2 04.1501 05/25/2025 | 0.06% |
| CWALT 2006-24CB A13 00.5001 08/25/2036 | 0.06% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| UKRPI P 3.665 R 12/15/28 | 0.06% |
| AHM 2007-1 GA1C 00.3401 05/25/2047 | 0.06% |
| WAMU 2005-AR10 1A3 03.0373 09/25/2035 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| BUMT 2005-1 1A1 00.7501 09/25/2045 | 0.06% |
| CPTFEMU P 1.71 R 07/15/37 | 0.06% |
| CWALT 2006-OA10 1A1 01.7034 08/25/2046 | 0.06% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% |
| ZOETIS INC 02.0000 05/15/2030 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.06% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.06% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.06% |
| CPTFEMU R 0.961 P 05/15/40 | 0.06% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% |
| STACR 2014-HQ3 M3 04.9001 10/25/2024 | 0.06% |
| GNR 2016-H01 AI IO 02.4251 01/20/2066 | 0.05% |
| GNR 2010-171 SB IO 06.3091 12/16/2040 | 0.05% |
| JPMBB 2015-C33 XA IO 01.0608 12/15/2048 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| USD/MXN PUT 20.50 20210416 GSFX | 0.05% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.05% |
| CGCMT 2014-GC19 D P/P 144A 05.2622 03/10/2047 | 0.05% |
| GNR 2016-19 PI IO 04.0000 02/20/2046 | 0.05% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.05% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.05% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| GNR 2016-H25 GI IO 01.4866 11/20/2066 | 0.05% |
| CPTFEMU R 0.655 P 05/15/30 | 0.05% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.05% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.05% |
| MLMI 2005-A2 A2 03.7900 02/25/2035 | 0.05% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.05% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.05% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.04% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.04% |
| WFMBS 2006-AR5 1A1 03.9660 04/25/2036 | 0.04% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.04% |
| WFRBS 2012-C10 D P/P 144A 04.5750 12/15/2045 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| COMM 2014-UBS6 C 04.5942 12/10/2047 | 0.04% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.04% |
| 0.45 R ISWP FWD SOFRRATE P 12/16/2030 | 0.04% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.04% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.04% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| NRZT 2018-4A A1M 01.0501 01/25/2048 | 0.04% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| FISERV INC 03.5000 07/01/2029 | 0.04% |
| GNR 2016-77 SL IO 06.0035 03/20/2043 | 0.04% |
| WFRBS 2011-C4 E P/P 144A 05.3828 06/15/2044 | 0.04% |
| CASH MGMT BILL 00.0000 02/09/2021 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| TREASURY BILL 00.0000 01/26/2021 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.04% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.04% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.04% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| CAS 2014-C04 2M2 05.1501 11/25/2024 | 0.03% |
| HMIR 2018-1 M1 P/P 144A 01.7501 10/25/2028 | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.03% |
| NZD/USD CALL 0.685 20210323 HSBCB | 0.03% |
| STACR 2017-DNA2 M1 01.3501 10/25/2029 | 0.03% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6721 12/15/2045 | 0.03% |
| CAS 2016-C01 1M2 06.9001 08/25/2028 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.03% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.03% |
| UKRPI P 3.385 R 11/15/24 | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| CAS 2015-C02 1M2 04.1501 05/25/2025 | 0.03% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.03% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.03% |
| -0.151 R ISWP FWD EUR006M P 12/16/2030 | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| UKRPI P 3.34 R 03/15/28 | 0.03% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.03% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| AUD/USD CALL 0.75 20210510 GSFX | 0.03% |
| CAS 2016-C03 2M2 06.0501 10/25/2028 | 0.03% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.03% |
| SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.03% |
| SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.02% |
| GSMS 2010-C1 D P/P 144A 06.1257 08/10/2043 | 0.02% |
| NZD/USD 01/20/2021 UBS | 0.02% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| CAS 2018-C05 1M2 02.5001 01/25/2031 | 0.02% |
| CAS 2019-HRP1 M2 02.3001 11/25/2039 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| USD/KRW PUT 1130.00 20210322 HSBCB | 0.02% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| USD/MXN PUT 20.75 20210322 MSCIL | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| NZD/USD 01/20/2021 MSCIL | 0.02% |
| STACR 2019-DNA1 M2 02.8001 01/25/2049 | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7528 12/10/2045 | 0.02% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.02% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.02% |
| CAS 2019-R01 2M2 02.6001 07/25/2031 | 0.02% |
| FHR 4076 MS IO 06.5591 07/15/2040 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| USD/MXN PUT 20.50 20210413 JPMCB | 0.02% |
| FHR 3065 DC 19.4374 03/15/2035 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.02% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.02% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| EUR/USD 12/16/2020 JPMCB | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| STACR 2020-DNA5 M1 01.3877 10/25/2050 | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| KRW/USD 02/17/2021 JPMCB | 0.02% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.02% |
| -0.189 R ISWP FWD EUR006M P 08/15/2029 | 0.02% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| EUR/USD CALL 1.20 20210323 HSBCB | 0.02% |
| FNR 2010-46 SB IO 06.2999 05/25/2040 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 0.02% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.01% |
| FNR 2006-8 HP 24.0162 03/25/2036 | 0.01% |
| FNR 2007-53 SP 23.6495 06/25/2037 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| CAD/USD 01/20/2021 GSFX | 0.01% |
| CAD/USD 01/20/2021 MSCIL | 0.01% |
| CAD/USD 01/20/2021 UBS | 0.01% |
| CLP/USD 01/20/2021 CITI | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.01% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.01% |
| SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.01% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.01% |
| 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.01% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| EUR/USD 12/16/2020 GSFX | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| NZD/USD 01/20/2021 BCAP-FX | 0.01% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.01% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% |
| 0.97 R ISWP US0003M P 11/12/2030 | 0.01% |
| CAD/USD 01/20/2021 PSBS | 0.01% |
| CAS 2015-C03 2M2 05.1501 07/25/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| EUR/NOK PUT 10.45 20210423 UBS | 0.01% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| KRW/USD 02/17/2021 HSBCB | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| 0.32 R ISWP GBL6M P 07/16/2030 | 0.01% |
| 0.321 R ISWP GBL6M P 07/16/2030 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| EUR/NOK PUT 10.45 20210323 CSI-FX | 0.01% |
| GBP/USD 12/16/2020 SSBT | 0.01% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| AUD/USD 01/20/2021 CSI-FX | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| FHR 3249 PS 21.8101 12/15/2036 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| GBP/USD 12/16/2020 MSCIL | 0.01% |
| GBP/USD 12/16/2020 WPAC | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SEK/USD 12/16/2020 GSFX | 0.01% |
| SEK/USD 12/16/2020 SSBT | 0.01% |
| SEK/USD 12/16/2020 UBS | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| CNH/USD 02/18/2021 HSBCB | 0.01% |
| EUR/SEK PUT 10.25 20210323 CSI-FX | 0.01% |
| FNR 2005-75 GS 19.7996 08/25/2035 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% |
| USD/SGD PUT 1.345 20210323 HSBCB | 0.01% |
| 1.2965 R ISWP US0003M P 11/17/2050 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| EUR/USD 12/16/2020 UBS | 0.01% |
| FHR 2990 LB 16.5856 06/15/2034 | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| USD/SGD PUT 1.3425 20210413 JPMCB | 0.01% |
| -0.401 R ISWP FWD EUR006M P 12/16/2025 | 0.01% |
| 0.051 R ISWP FWD EUR006M P 12/16/2050 | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CPURNSA R 1.922 P 09/24/40 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| FHR 3408 EK 25.2262 04/15/2037 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NOK/USD 12/16/2020 HSBCB | 0.01% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| AUD/USD 01/20/2021 HSBCB | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| EUR/USD 12/16/2020 MSCIL | 0.00% |
| GBP/USD 12/16/2020 RBSF | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| STACR 2018-HQA2 M2 02.4501 10/25/2048 | 0.00% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.00% |
| THB/USD 02/17/2021 CITI | 0.00% |
| -0.451 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | 0.00% |
| 0.30 R ISWP FWD SES3M P 12/16/2030 | 0.00% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | 0.00% |
| 1.2525 R ISWP FWD NFIX3MID P 11/17/2030 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| AUD/USD 01/20/2021 TDBK | 0.00% |
| CAD/USD 01/20/2021 CITI | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CNH/USD 02/18/2021 SSBT | 0.00% |
| EUR/USD 12/16/2020 RBSF | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 02/17/2021 SSBT | 0.00% |
| NOK/USD 12/16/2020 GSFX | 0.00% |
| STACR 2019-HQA1 M2 02.5001 02/25/2049 | 0.00% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.00% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.00% |
| -0.741 R ISWP FWD CHL6M P 12/16/2022 | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 1.35 R ISWP US0003M P 09/30/2040 | 0.00% |
| CAD/USD 01/20/2021 RBSF | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| EUR/USD CALL 1.29 20210127 GSFX | 0.00% |
| GBP/USD 12/16/2020 JPMCB | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| JPY/USD 02/17/2021 BCAP-FX | 0.00% |
| NZD/USD 01/20/2021 CSI-FX | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.201 R ISWP FWD SONIA P 12/16/2030 | 0.00% |
| 0.655 R ISWP NOKOIB6M P 07/10/2025 | 0.00% |
| 0.655 R ISWP NOKOIB6M P 07/13/2025 | 0.00% |
| 0.6925 R ISWP NOKOIB6M P 06/29/2025 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| AUD/USD 01/20/2021 MSCIL | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CPURNSA R 2.028 P 10/08/40 | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| ILS/USD 01/20/2021 SSBT | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 00.8565 12/12/2043 | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.7785 09/15/2039 | 0.00% |
| NOK/USD 12/16/2020 JPMCB | 0.00% |
| OPTN FN30 3.0 12/07/20 CALL 104.546875 JPMC | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PLN/USD 12/16/2020 BCAP-FX | 0.00% |
| SEK/USD 12/16/2020 HSBCB | 0.00% |
| SGD/USD 02/17/2021 JPMCB | 0.00% |
| STACR 2015-HQ2 M2 02.1001 05/25/2025 | 0.00% |
| STACR 2019-DNA2 M2 02.6001 03/25/2049 | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| 0.2345 R ISWP US0003M P 10/23/2022 | 0.00% |
| 0.36 R ISWP NFIX3MID P 06/05/2025 | 0.00% |
| 0.79 R ISWP CDOR03 P 10/30/2025 | 0.00% |
| 0.8025 R ISWP US0003M P 11/06/2030 | 0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.00% |
| CAD/USD 01/20/2021 HSBCB | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CPURNSA R 2.05 P 11/12/40 | 0.00% |
| EUR/USD 12/16/2020 BCAP-FX | 0.00% |
| EUR/USD 12/16/2020 WPAC | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 02/17/2021 CITI | 0.00% |
| JPY/USD 02/17/2021 HSBCB | 0.00% |
| JPY/USD 02/17/2021 MSCIL | 0.00% |
| JPY/USD 02/17/2021 RBSF | 0.00% |
| JPY/USD 02/17/2021 UBS | 0.00% |
| NZD/USD 01/20/2021 JPMCB | 0.00% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| -0.30 R ISWP FWD CHL6M P 12/16/2030 | 0.00% |
| -0.456 R ISWP FWD EUR006M P 12/16/2025 | 0.00% |
| -0.518 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.2325 R ISWP US0003M P 11/06/2022 | 0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 0.351 R ISWP FWD AUDBB6M P 12/16/2025 | 0.00% |
| 0.57875 R ISWP NOKOIB6M P 11/23/2023 | 0.00% |
| 0.5875 R ISWP NOKOIB6M P 11/24/2023 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| 0.84005 R ISWP US0003M P 10/28/2030 | 0.00% |
| 0.8454 R ISWP US0003M P 11/03/2030 | 0.00% |
| 1.05 R ISWP FWD CDOR03 P 12/16/2030 | 0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | 0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | 0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | 0.00% |
| 1.26 R ISWP US0003M P 12/01/2050 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| AUD/USD 01/20/2021 CITI | 0.00% |
| AUD/USD 01/20/2021 GSFX | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7545 12/11/2038 | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7191 10/15/2049 | 0.00% |
| CHF/USD 12/16/2020 BCAP-FX | 0.00% |
| CHF/USD 12/16/2020 CITI | 0.00% |
| CHF/USD 12/16/2020 JPMCB | 0.00% |
| CHF/USD 12/16/2020 RBSF | 0.00% |
| CHF/USD 12/16/2020 TDBK | 0.00% |
| CHF/USD 12/16/2020 UBS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CNH/USD 02/18/2021 GSFX | 0.00% |
| CPURNSA R 1.703 P 11/29/24 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.9335 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 01.0394 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0428 01/15/2049 | 0.00% |
| DKK/USD 12/16/2020 CITI | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| GBP/USD 12/16/2020 BCAP-FX | 0.00% |
| GBP/USD 12/16/2020 GSFX | 0.00% |
| GBP/USD PUT 1.20 20201218 BANKAM | 0.00% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2595 12/10/2049 | 0.00% |
| HKD/USD 02/17/2021 BANKAM | 0.00% |
| HKD/USD 02/17/2021 GSFX | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 SSBT | 0.00% |
| HKD/USD 02/17/2021 TDBK | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2866 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1264 01/15/2049 | 0.00% |
| JPY/USD 02/17/2021 BANKAM | 0.00% |
| JPY/USD 02/17/2021 TDBK | 0.00% |
| JPY/USD 02/17/2021 WPAC | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.3514 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3514 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| NOK/USD 12/16/2020 BANKAM | 0.00% |
| NOK/USD 12/16/2020 MSCIL | 0.00% |
| NOK/USD 12/16/2020 UBS | 0.00% |
| NZD/USD 01/20/2021 TDBK | 0.00% |
| OPTN FN30 4.0 12/07/20 CALL 106.84375 JPMC | 0.00% |
| PEN/USD 01/20/2021 BCAP-FX | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| RON/USD 12/16/2020 CITI | 0.00% |
| RUB/USD 12/16/2020 GSFX | 0.00% |
| SEK/USD 12/16/2020 MSCIL | 0.00% |
| SEK/USD 12/16/2020 TDBK | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| -0.015 R ISWP SES3M P 11/23/2023 | -0.00% |
| -0.015 R ISWP SES3M P 11/24/2023 | -0.00% |
| -0.15 R ISWP FWD EUR006M P 12/16/2030 | -0.00% |
| 0.001 R ISWP FWD SONIA P 12/16/2025 | -0.00% |
| 0.258 R ISWP US0003M P 11/20/2022 | -0.00% |
| 0.26 R ISWP US0003M P 11/19/2022 | -0.00% |
| 0.2615 R ISWP US0003M P 11/19/2022 | -0.00% |
| 0.751 R ISWP FWD CDOR03 P 12/16/2025 | -0.00% |
| 0.8425 R ISWP US0003M P 10/23/2030 | -0.00% |
| 0.851 R ISWP FWD AUDBB6M P 12/16/2030 | -0.00% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | -0.00% |
| 1.15 R ISWP US0003M P 09/30/2040 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CHF/USD 12/16/2020 GSFX | -0.00% |
| CHF/USD 12/16/2020 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 02/18/2021 BANKAM | -0.00% |
| CNH/USD 02/18/2021 JPMCB | -0.00% |
| CNH/USD 02/18/2021 WPAC | -0.00% |
| CZK/USD 12/16/2020 BANKAM | -0.00% |
| EUR/SEK PUT 9.90 20210323 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 BANKAM | -0.00% |
| EUR/USD 12/16/2020 TDBK | -0.00% |
| GBP/USD 12/16/2020 CITI | -0.00% |
| HUF/USD 12/16/2020 SSBT | -0.00% |
| IDR/USD 02/17/2021 BCAP-FX | -0.00% |
| RUB/USD 12/16/2020 BANKAM | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.00% |
| 0.76125 R ISWP NFIX3MID P 06/05/2030 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | -0.00% |
| 1.41 R ISWP FWD AUDBB6M P 11/17/2030 | -0.00% |
| CHF/USD 12/16/2020 HSBCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| EUR/USD 12/16/2020 CSI-FX | -0.00% |
| IDR/USD 02/17/2021 GSFX | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| TWD/USD 02/17/2021 JPMCB | -0.00% |
| USD/SGD PUT 1.305 20210413 JPMCB | -0.00% |
| USD/SGD PUT 1.31 20210323 HSBCB | -0.00% |
| 0.887 R ISWP US0003M P 11/20/2030 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.15 R ISWP CDOR03 P 10/30/2030 | -0.00% |
| AUD/USD 01/20/2021 JPMCB | -0.00% |
| AUD/USD 01/20/2021 RBSF | -0.00% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.00% |
| CAD/USD 01/20/2021 BCAP-FX | -0.00% |
| CHF/USD 12/16/2020 SSBT | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA R 1.7625 P 12/10/24 | -0.00% |
| GBP/USD 12/16/2020 HSBCB | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| JPY/USD 02/17/2021 JPMCB | -0.00% |
| OPTN FN30 4.0 12/07/20 PUT 106.84375 JPMC | -0.00% |
| SEK/USD 12/16/2020 JPMCB | -0.00% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.00% |
| -0.61 R ISWP FWD CHL6M P 12/16/2025 | -0.00% |
| 0.20 R ISWP FWD SONIA P 12/16/2030 | -0.00% |
| 0.85 R ISWP FWD AUDBB6M P 12/16/2030 | -0.00% |
| 0.876 R ISWP US0003M P 11/19/2030 | -0.00% |
| 1.051 R ISWP FWD CDOR03 P 12/16/2030 | -0.00% |
| AUD/USD 01/20/2021 WPAC | -0.00% |
| CAD/USD 01/20/2021 CSI-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD CALL 1.25 20210323 HSBCB | -0.00% |
| SEK/USD 12/16/2020 CITI | -0.00% |
| SEK/USD 12/16/2020 RBSF | -0.00% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| TWD/USD 02/17/2021 GSFX | -0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | -0.00% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | -0.00% |
| 0.7805 R ISWP US0003M P 10/30/2030 | -0.00% |
| 0.95 R ISWP FWD NOKOIB6M P 12/16/2030 | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.00% |
| JPY/USD 02/17/2021 GSFX | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NZD/USD 01/20/2021 WPAC | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| 1.00 R ISWP FWD US0003M P 09/30/2040 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| NZD/USD 01/20/2021 HSBCB | -0.01% |
| SEK/USD 12/16/2020 BCAP-FX | -0.01% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% |
| USD/KRW PUT 1085.00 20210322 HSBCB | -0.01% |
| 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.01% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.01% |
| 0.60 R ISWP FWD NFIX3MID P 12/16/2030 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 2.3775 R ISWP CNRR007 P 06/03/2025 | -0.01% |
| AUD/USD 01/20/2021 BANKAM | -0.01% |
| AUD/USD CALL 0.79 20210510 GSFX | -0.01% |
| CAD/USD 01/20/2021 TDBK | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| OPTN FN30 3.0 12/07/20 PUT 104.546875 JPMC | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.01% |
| CAD/USD 01/20/2021 JPMCB | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NZD/USD 01/20/2021 RBSF | -0.01% |
| NZD/USD CALL 0.725 20210323 HSBCB | -0.01% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| USD/MXN PUT 19.75 20210322 MSCIL | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| NZD/USD 01/20/2021 GSFX | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| USD/MXN PUT 19.75 20210413 JPMCB | -0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| NZD/USD 01/20/2021 BANKAM | -0.01% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NOK/USD 12/16/2020 SSBT | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| 1.192 R ISWP US0003M P 11/09/2050 | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.01% |
| MXN/USD 01/20/2021 BANKAM | -0.01% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.01% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.01% |
| 0.97164 R ISWP US0003M P 11/12/2030 | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| 1.451 R ISWP FWD CDOR03 P 12/16/2050 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| EUR/USD 12/16/2020 SSBT | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| NZD/USD 01/20/2021 CITI | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 0.9745 R ISWP US0003M P 11/12/2030 | -0.01% |
| 0.977 R ISWP US0003M P 11/12/2030 | -0.01% |
| 0.97881 R ISWP US0003M P 11/12/2030 | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| EUR/USD 12/16/2020 CITI | -0.02% |
| SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 0.436 R ISWP GBL6M P 07/16/2050 | -0.02% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.02% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.02% |
| AUD/USD 01/20/2021 UBS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.02% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.02% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.02% |
| 0.423 R ISWP GBL6M P 07/16/2050 | -0.02% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NZD/USD 01/20/2021 PSBS | -0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.02% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.02% |
| ZAR/USD 01/20/2021 GSFX | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| USD/MXN PUT 19.00 20210416 GSFX | -0.02% |
| AUD/USD 01/20/2021 PSBS | -0.02% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% |
| EUR/USD 12/16/2020 HSBCB | -0.03% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.03% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.03% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| 1.9725 R ISWP CNRR007 P 06/01/2025 | -0.03% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| CAD/USD 01/20/2021 BANKAM | -0.03% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.03% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.03% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.04% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| 0.794 R ISWP US0003M P 08/03/2050 | -0.04% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.04% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.04% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.04% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.05% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.05% |
| 2.245 R ISWP CNRR007 P 06/03/2025 | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.05% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.05% |
| EUR/USD CALL 1.25 20210127 GSFX | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.06% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.06% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.06% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.06% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.06% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.06% |
| 2.072 R ISWP CNRR007 P 06/03/2025 | -0.06% |
| UKRPI R 3.4425 P 07/15/49 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.07% |
| CPTFEMU P 1.13 R 05/15/50 | -0.09% |
| CPURNSA P 1.6625 R 07/10/30 | -0.10% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.10% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.10% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.10% |
| CPURNSA P 1.586 R 06/30/30 | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
| CPTFEMU P 0.935 R 05/15/40 | -0.12% |
| CPTFEMU P 0.93 R 05/15/40 | -0.12% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% |
| EURO-BUND FUTURE DEC20 RXZ0 | -0.16% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.18% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.19% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.22% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.23% |
| US 10YR ULTRA FUT MAR21 UXYH1 | -0.25% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.25% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.31% |
| EURO-SCHATZ FUT DEC20 DUZ0 | -0.37% |
| CAN 10YR BOND FUT MAR21 CNH1 | -0.63% |
| JPN 10Y BOND(OSE) DEC20 JBZ0 | -2.86% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -16.45% |
Fixed income statistics as of 02/28/21
| Average effective maturity | 9.38 yrs. |
|---|---|
| Average effective duration | 5.71 yrs. |
| Average yield to maturity | 2.50% |
| Average coupon | 3.86% |
Maturity detail as of 02/28/21
| 0 - 1 yr. | -6.67% |
|---|---|
| 1 - 5 yrs. | 46.64% |
| 5 - 10 yrs. | 39.31% |
| 10 - 15 yrs. | 5.22% |
| Over 15 yrs. | 15.50% |
Quality rating as of 02/28/21
| AAA | 41.09% |
|---|---|
| AA | 12.78% |
| A | 23.89% |
| BBB | 29.10% |
| BB | 4.15% |
| B | 1.16% |
| CCC and Below | 1.07% |
| Not Rated | -13.24% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund concentrates on a limited group of industries and is non-diversified. Because the fund may invest in fewer issuers than a diversified fund, it is vulnerable to common economic forces and may result in greater losses and volatility. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country allocation as of 02/28/21
| United States | 59.26% |
|---|---|
| Japan | 10.14% |
| France | 5.20% |
| Italy | 3.19% |
| Spain | 2.51% |
| United Kingdom | 2.19% |
| Canada | 2.16% |
| Supra-Nation | 1.82% |
| Switzerland | 1.15% |
| Other | 12.38% |
1
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 1.20% | 1.95% | 1.95% | 1.45% | 0.86% | 0.79% | 0.95% |
| What you pay† | 0.89% | 1.64% | 1.64% | 1.14% | 0.55% | 0.48% | 0.64% |
† The fund's expense ratio is taken from the most recent prospectus and is subject to change. What you pay reflects Putnam Management's decision to contractually limit expenses through 02/28/22
Sales charge
| Breakpoint | Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| $0-$49,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.25% / 2.75% | -- | 0.00% / 1.00% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% / 2.00% | -- | 0.00% / 1.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class B | Class C | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.50% | 0.00% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $500,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
The Bloomberg Barclays Global Aggregate Bond Index is an unmanaged index of global investment-grade fixed-income securities. You cannot invest directly in an index.
Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund concentrates on a limited group of industries and is non-diversified. Because the fund may invest in fewer issuers than a diversified fund, it is vulnerable to common economic forces and may result in greater losses and volatility. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.