Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
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 |
$12.77
-0.08% | $-0.01 |
$12.90
01/05/21 |
$11.29
03/20/20 |
Fund facts as of 12/31/20
Total net assets
$258.51M
$258.51M
Turnover (fiscal year end)
590%
590%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1161
1161
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) |
Performance
Total return (%) as of 12/31/20
Annual performance as of 12/31/20
Annualized Total return (%) as of 12/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 6.13% | 4.43% | 4.65% | 3.48% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays Global Aggregate Bond Index | 9.20% | 4.85% | 4.79% | 2.83% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/20 | 1.74% | - | |
| YTD as of 01/22/21 | -0.78% | - | |
Yield
| Distribution rate before sales charge as of 01/22/21 |
1.88% |
|---|---|
| Distribution rate after sales charge as of 01/22/21 |
1.88% |
| 30-day SEC yield with subsidy as of 12/31/20 |
1.62% |
| 30-day SEC yield without subsidy as of 12/31/20 |
1.32% |
Risk-adjusted performance as of 12/31/20
| Sharpe ratio (3 yrs.) | 0.54 |
|---|---|
| Information ratio (3 yrs.) | -0.14 |
Volatility as of 12/31/20
| Standard deviation (3 yrs.) | 5.41% |
|---|---|
| Beta | 1.09 |
| R-squared | 0.71 |
Fixed income statistics as of 12/31/20
| Average effective duration | 6.87 yrs. |
|---|
Lipper rankings as of 12/31/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 153/206 | 74% |
| 3 yrs. | 115/183 | 63% |
| 5 yrs. | 92/162 | 57% |
| 10 yrs. | 41/105 | 39% |
Morningstar Ratings™ as of 12/31/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 180 | |
| 3 yrs. | 180 | |
| 5 yrs. | 169 | |
| 10 yrs. | 115 |
Distributions
| Record/Ex dividend date | 12/28/20 |
|---|---|
| Payable date | 12/30/20 |
| Income | $0.02 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 02.0000 02/01/2051 | 14.85% |
|---|---|
| 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 | 3.48% |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | 3.26% |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | 3.26% |
| Japan (30 Year Issue) 02.3000 03/20/2040 | 2.07% |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | 2.07% |
| European Investment Bank Gbp 05.6250 06/07/2032 | 1.60% |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | 1.30% |
| Top 10 holdings, percent of portfolio | 39.48% |
| 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 | |
| Top 10 holdings as of 10/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 12/01/2050 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | |
| European Investment Bank Gbp 05.6250 06/07/2032 | |
| Fnma Fn30 Tba Umbs 04.0000 11/01/2050 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Holdings represent 39.74% of portfolio | |
| Top 10 holdings as of 09/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 02.0000 11/01/2050 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2050 | |
| European Investment Bank Gbp 05.6250 06/07/2032 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Holdings represent 40.56% of portfolio | |
| 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% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 15.58% |
|---|---|
| FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 5.80% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.53% |
| US ULTRA BOND CBT DEC20 WNZ0 | 3.51% |
| US 5YR NOTE (CBT) DEC20 FVZ0 | 3.40% |
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 3.20% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 2.94% |
| US 10YR NOTE (CBT)DEC20 TYZ0 | 2.20% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 2.13% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.10% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2050 | 1.66% |
| EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 | 1.52% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.26% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.24% |
| US LONG BOND(CBT) DEC20 USZ0 | 1.24% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.24% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.23% |
| LONG GILT FUTURE DEC20 G Z0 | 1.19% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.17% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.04% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.87% |
| GNMA GII30 TBA 04.0000 11/01/2050 | 0.85% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 0.84% |
| GNMA GII30 TBA 03.0000 11/01/2050 | 0.83% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.82% |
| EURO-BOBL FUTURE DEC20 OEZ0 | 0.82% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.73% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.73% |
| COMCAST CORP 03.4500 02/01/2050 | 0.68% |
| CAS 2020-R01 1M2 02.1993 01/25/2040 | 0.68% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 0.64% |
| CASH MGMT BILL 00.0000 01/05/2021 | 0.64% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.56% |
| BUONI POLIENNALI DEL TES 06.5000 11/01/2027 | 0.56% |
| DBUBS 2011-LC3A D P/P 144A 05.3351 08/10/2044 | 0.56% |
| BUONI POLIENNALI DEL TES 02.5000 12/01/2024 | 0.54% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.54% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.54% |
| EURO-BUXL 30Y BND DEC20 UBZ0 | 0.53% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.53% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.52% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.51% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.50% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.49% |
| TREASURY BILL 00.0000 12/15/2020 | 0.48% |
| BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 | 0.48% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.46% |
| 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 11/01/2050 | 0.43% |
| CAS 2014-C03 2M2 03.0493 07/25/2024 | 0.43% |
| GNMA GII30 TBA 03.5000 11/01/2050 | 0.42% |
| STACR 2016-DNA2 M3 04.7993 10/25/2028 | 0.42% |
| JPMCC 2012-C8 D P/P 144A 04.6703 10/15/2045 | 0.41% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.41% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.41% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| CASH MGMT BILL 00.0000 01/19/2021 | 0.40% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.39% |
| CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.39% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.37% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.36% |
| STACR 2016-DNA3 M3 05.1493 12/25/2028 | 0.36% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.36% |
| TREASURY BILL 00.0000 12/10/2020 | 0.36% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.36% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 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 | 0.32% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.32% |
| SAIL 2004-10 A10 01.0493 11/25/2034 | 0.32% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.32% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.32% |
| MRAIT 2020-2 A2 | 0.31% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.31% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.31% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.30% |
| CSAIL 2015-C1 C 04.2684 04/15/2050 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.5000 11/13/2023 | 0.30% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.30% |
| VERIZON COMM 04.3290 09/21/2028 | 0.30% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.30% |
| JPMBB 2014-C19 C 04.6766 04/15/2047 | 0.30% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.30% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.29% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.29% |
| REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 | 0.29% |
| CAS 2015-C04 2M2 05.6993 04/25/2028 | 0.29% |
| CAS 2016-C06 1M2 04.3993 04/25/2029 | 0.29% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.29% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.29% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.29% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.28% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.28% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.28% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.27% |
| CSMC 2016-NXSR C 04.3577 12/15/2049 | 0.27% |
| COMM 2014-CR17 C 04.7834 05/10/2047 | 0.27% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.27% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.27% |
| MSBAM 2012-C5 E P/P 144A 04.6753 08/15/2045 | 0.27% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.26% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.26% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.26% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.26% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.26% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.26% |
| JPMCC 2012-C6 E P/P 144A 05.1521 05/15/2045 | 0.26% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.26% |
| SPST 2020-6 A 01.8993 09/07/2021 | 0.25% |
| CANADIAN GOVERNMENT 00.5000 03/01/2022 | 0.25% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.25% |
| STACR 2017-DNA3 M2B 02.6493 03/25/2030 | 0.25% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.25% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.25% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.25% |
| SPST 2020-13 A 01.6493 10/10/2021 | 0.25% |
| SPST 2020-2 A 00.9793 03/26/2021 | 0.25% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.25% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.25% |
| SPST 2020-15 A 00.0000 12/10/2021 | 0.25% |
| SPST 2020-WL1 A 01.2993 06/25/2051 | 0.25% |
| BANK 2019-BN20 XA IO 00.8384 09/15/2062 | 0.24% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.24% |
| WFRBS 2011-C2 D P/P 144A 05.6725 02/15/2044 | 0.24% |
| EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 | 0.24% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.24% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.24% |
| SWITZERLAND REGS 02.0000 05/25/2022 | 0.24% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.24% |
| TREASURY BILL 00.0000 11/12/2020 | 0.24% |
| CAS 2017-C07 1EB2 01.1493 05/25/2030 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.24% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.23% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.23% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.23% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.23% |
| 10YR MINI JGB FUT DEC20 BJZ0 | 0.23% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.23% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.23% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.23% |
| CAN 10YR BOND FUT DEC20 CNZ0 | 0.23% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 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% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 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% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.22% |
| MSBAM 2014-C17 C 04.4792 08/15/2047 | 0.22% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.21% |
| FISERV INC 04.2000 10/01/2028 | 0.21% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.21% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.21% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.21% |
| COMM 2013-CR11 C P/P 144A 05.1196 08/10/2050 | 0.21% |
| EQUINIX INC 03.2000 11/18/2029 | 0.21% |
| GNMA GII30 BD1731 03.5000 01/20/2048 | 0.21% |
| STACR 2016-HQA3 M3 03.9993 03/25/2029 | 0.21% |
| CAS 2016-C05 2M2 04.5993 01/25/2029 | 0.20% |
| BUONI POLIENNALI DEL TES REGS 00.9000 08/01/2022 | 0.20% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.20% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.20% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.20% |
| BROADCOM INC 04.1500 11/15/2030 | 0.20% |
| CAS 2016-C02 1M2 06.1493 09/25/2028 | 0.20% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.20% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.20% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.20% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.20% |
| CAS 2016-C04 1M2 04.3993 01/25/2029 | 0.20% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% |
| WEC ENERGY GROUP INC 02.3926 05/15/2067 | 0.19% |
| AT&T INC 04.3000 02/15/2030 | 0.19% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | 0.19% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.19% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.19% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.19% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.19% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.19% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.19% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.19% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.18% |
| MCAS 2019-01 M7 P/P 144A 01.8493 10/15/2049 | 0.18% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.18% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.18% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| WAMU 2005-AR12 1A8 02.9274 10/25/2035 | 0.18% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.18% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.18% |
| JPMBB 2013-C17 D P/P 144A 04.8917 01/15/2047 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.18% |
| AON PLC 04.2500 12/12/2042 | 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% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.17% |
| FHR 4979 SN IO 05.9016 06/25/2050 | 0.17% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.17% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.17% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.17% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.17% |
| COMM 2015-LC19 C 04.2357 02/10/2048 | 0.17% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.17% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.17% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.17% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.17% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.17% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 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% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.16% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.16% |
| GNR 2016-H23 NI IO 02.6167 10/20/2066 | 0.16% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.16% |
| COMM 2014-CR18 C 04.7951 07/15/2047 | 0.15% |
| GNR 2015-H09 AI IO 03.2229 04/20/2065 | 0.15% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.15% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.15% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.15% |
| CAS 2016-C07 2M2 04.4993 05/25/2029 | 0.15% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.15% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.15% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.15% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.15% |
| FHMS K087 X1 IO 00.3625 12/25/2028 | 0.15% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.15% |
| ZOETIS INC 03.9000 08/20/2028 | 0.15% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.15% |
| CWALT 2006-OA10 4A1 00.3393 08/25/2046 | 0.15% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.15% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.15% |
| GNMA GII30 BD1729 03.5000 01/20/2048 | 0.15% |
| CAS 2016-C03 1M2 05.4493 10/25/2028 | 0.15% |
| FHMS K118 X1 IO 01.0551 10/25/2053 | 0.15% |
| NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 | 0.15% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.14% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.14% |
| VERIZON COMM 04.6720 03/15/2055 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.14% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.14% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.14% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.14% |
| AT&T INC 04.1000 02/15/2028 | 0.14% |
| COMM 2012-CR2 D P/P 144A 04.8308 08/15/2045 | 0.14% |
| ALPHABET INC 02.2500 08/15/2060 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.14% |
| GNR 2017-H11 NI IO 02.4258 05/20/2067 | 0.14% |
| CAS 2017-C01 1M2 03.6993 07/25/2029 | 0.14% |
| CWALT 2006-OA7 1A2 01.8225 06/25/2046 | 0.14% |
| HCA INC. 05.5000 06/15/2047 | 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 K113 X1 IO 01.4902 06/25/2030 | 0.14% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.14% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.13% |
| BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 | 0.13% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.13% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% |
| GNR 2015-H03 DI IO 03.2310 01/20/2065 | 0.13% |
| GNR 2017-H02 BI IO 02.3519 01/20/2067 | 0.13% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.13% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.13% |
| WAMU 2005-AR9 A1C3 01.1093 07/25/2045 | 0.13% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.13% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.13% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.13% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.12% |
| GNR 2017-H04 BI IO 02.4081 02/20/2067 | 0.12% |
| REPUBLIC OF ITALY P/P REGS 04.0000 02/01/2037 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| COMCAST CORP 03.9990 11/01/2049 | 0.12% |
| WFCM 2013-LC12 C 04.2751 07/15/2046 | 0.12% |
| EUR/USD CALL 1.21 20210127 GSFX | 0.12% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.12% |
| MWST 2019-1 A 00.9493 06/25/2052 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.12% |
| FHMS K113 XAM IO 01.6927 06/25/2030 | 0.12% |
| GSMS 2013-GCJ14 B P/P 144A 04.7435 08/10/2046 | 0.12% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.12% |
| CAS 2015-C04 1M2 05.8493 04/25/2028 | 0.12% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.12% |
| CNH/USD 11/18/2020 HSBCB | 0.12% |
| TREASURY BILL 00.0000 11/19/2020 | 0.12% |
| TREASURY BILL 00.0000 12/08/2020 | 0.12% |
| GNR 2016-H16 EI IO 02.4950 06/20/2066 | 0.12% |
| JPMBB 2013-C12 B 04.0995 07/15/2045 | 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% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.12% |
| MSBAM 2013-C8 B 03.5590 12/15/2048 | 0.12% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.12% |
| BOEING CO 04.8750 05/01/2025 | 0.12% |
| FOX CORP 03.0500 04/07/2025 | 0.12% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.12% |
| AMGEN INC 04.6630 06/15/2051 | 0.12% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| EUR/USD 12/16/2020 HSBCB | 0.12% |
| STACR 2014-DN4 M3 04.6993 10/25/2024 | 0.12% |
| STACR 2017-DNA2 M2 03.5993 10/25/2029 | 0.12% |
| WFRBS 2011-C4 C P/P 144A 05.2205 06/15/2044 | 0.12% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.11% |
| FHMS K111 X1 IO 01.5726 05/25/2030 | 0.11% |
| GNR 2016-H07 HI IO 03.0927 02/20/2066 | 0.11% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.11% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.11% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.11% |
| MSBAM 2014-C18 C 04.5236 10/15/2047 | 0.11% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.11% |
| WAMU 2005-AR2 2A1B 00.5193 01/25/2045 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.11% |
| COMM 2015-LC21 XA IO 00.6930 07/10/2048 | 0.11% |
| MWST 2020-1 A 01.0493 10/25/2053 | 0.11% |
| STACR 2015-HQA2 M3 04.9493 05/25/2028 | 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% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.11% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.11% |
| VMWARE INC 03.9000 08/21/2027 | 0.11% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.11% |
| GSMS 2011-GC3 D P/P 144A 05.6097 03/10/2044 | 0.11% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.10% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.10% |
| MSBAM 2012-C6 D P/P 144A 04.6062 11/15/2045 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| UBSCM 2012-C1 C P/P 144A 05.5689 05/10/2045 | 0.10% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.10% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.10% |
| GNR 2020-32 GS IO 05.9486 03/20/2050 | 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 04.3424 05/15/2048 | 0.10% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0363 12/15/2050 | 0.10% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.10% |
| SAMI 2007-AR7 1A1 00.9993 05/25/2047 | 0.10% |
| STACR 2014-HQ2 M3 03.8993 09/25/2024 | 0.10% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| EMIR 2018-1 M1 01.8493 11/25/2028 | 0.10% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.10% |
| CGCMT 2013-GC17 C 05.1093 11/10/2046 | 0.10% |
| JPMBB 2014-C22 XA IO 00.8313 09/15/2047 | 0.10% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.10% |
| STACR 2020-HQA4 M1 01.4493 09/25/2050 | 0.10% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.10% |
| BONOS Y OBLIG DEL ESTADO 00.4500 10/31/2022 | 0.10% |
| CAS 2017-C02 2ED3 01.4993 09/25/2029 | 0.10% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.10% |
| STACR 2016-DNA4 M3 03.9493 03/25/2029 | 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% |
| COMM 2014-UBS6 XA IO 00.8884 12/10/2047 | 0.10% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.10% |
| FHMS K098 X1 IO 01.1448 08/25/2029 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| CCMFC 2006-4A A2 00.3293 11/25/2047 | 0.10% |
| CMLTI 2005-2 1A2A 03.8044 05/25/2035 | 0.10% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.09% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.09% |
| CAS 2017-C01 1EB1 01.3993 07/25/2029 | 0.09% |
| GNR 2016-H13 EI IO 03.0483 04/20/2066 | 0.09% |
| MSBAM 2014-C14 C 04.9424 02/15/2047 | 0.09% |
| STACR 2020-HQA1 M2 02.0493 01/25/2050 | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.09% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.09% |
| BMIR 2020-2A M1A 02.4493 08/26/2030 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| JPMCC 2010-C2 C P/P 144A 05.6545 11/15/2043 | 0.09% |
| MSBAM 2013-C9 D P/P 144A 04.1189 05/15/2046 | 0.09% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.09% |
| FNR 2012-116 SA IO 07.0508 10/25/2042 | 0.09% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.09% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.09% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.09% |
| GNR 2014-H12 BI IO 01.5808 05/20/2064 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.09% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.08% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.08% |
| WAMU 2005-AR13 A1C3 00.6393 10/25/2045 | 0.08% |
| GSMS 2013-GC10 XA IO 01.4911 02/10/2046 | 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% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.08% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.08% |
| GNR 2015-H26 DI IO 02.8367 10/20/2065 | 0.08% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.08% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.08% |
| WAMU 2005-AR1 A1B 00.9293 01/25/2045 | 0.08% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.08% |
| JPMCC 2013-C16 XA IO 00.9257 12/15/2046 | 0.08% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% |
| GNR 2014-H21 AI IO 02.2587 10/20/2064 | 0.08% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.08% |
| NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 | 0.08% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.08% |
| TREASURY BILL 00.0000 12/03/2020 | 0.08% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| GNR 2015-H26 EI IO 01.7317 10/20/2065 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.08% |
| JPMBB 2013-C12 XA IO 00.4740 07/15/2045 | 0.08% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.08% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.08% |
| GNMA GII30 BD1730 03.5000 01/20/2048 | 0.08% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.08% |
| GNR 2017-H19 MI IO 02.0594 04/20/2067 | 0.08% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.08% |
| JPMBB 2014-C22 C 04.5537 09/15/2047 | 0.08% |
| SAMI 2007-AR1 2A1 00.3293 01/25/2037 | 0.08% |
| WFCM 2016-LC25 XA IO 00.9695 12/15/2059 | 0.08% |
| BMIR 2019-4A M1C P/P 144A 02.6493 10/25/2029 | 0.07% |
| FNR 2012-103 LS IO 05.8508 09/25/2042 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| CPTFEMU P 1.71 R 07/15/37 | 0.07% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.07% |
| GNR 2015-H25 AI IO 01.6310 09/20/2065 | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| CAS 2015-C01 1M2 04.4493 02/25/2025 | 0.07% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.07% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.07% |
| RAMC 2003-4 A1 00.6693 03/25/2034 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| CWALT 2006-OA19 A1 00.3314 02/20/2047 | 0.07% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| WFRBS 2013-C14 XA IO 00.7204 06/15/2046 | 0.07% |
| MSC 2011-C3 D P/P 144A 05.2443 07/15/2049 | 0.07% |
| CARR 2006-NC2 A4 00.3893 06/25/2036 | 0.07% |
| GNR 2016-H20 NI IO 02.4771 09/20/2066 | 0.07% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.07% |
| UK TSY 3 1/2 2068 REGS 03.5000 07/22/2068 | 0.07% |
| CAS 2015-C02 2M2 04.1493 05/25/2025 | 0.06% |
| CWALT 2006-24CB A13 00.4993 08/25/2036 | 0.06% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.06% |
| MSRR 2015-R4 CB1 00.9734 08/26/2047 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| AHM 2007-1 GA1C 00.3393 05/25/2047 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| STACR 2014-HQ3 M3 04.8993 10/25/2024 | 0.06% |
| WAMU 2005-AR10 1A3 03.0349 09/25/2035 | 0.06% |
| BUMT 2005-1 1A1 00.7493 09/25/2045 | 0.06% |
| CWALT 2006-OA10 1A1 01.8425 08/25/2046 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| UKRPI P 3.665 R 12/15/28 | 0.06% |
| ZOETIS INC 02.0000 05/15/2030 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% |
| GNR 2016-H01 AI IO 03.0763 01/20/2066 | 0.06% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.06% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% |
| JPMBB 2015-C33 XA IO 00.9073 12/15/2048 | 0.06% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.06% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.05% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.05% |
| GNR 2010-171 SB IO 06.3043 12/16/2040 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.05% |
| GNR 2016-19 PI IO 04.0000 02/20/2046 | 0.05% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.05% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.05% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.05% |
| CGCMT 2014-GC19 D P/P 144A 05.0925 03/10/2047 | 0.05% |
| GNR 2016-H25 GI IO 01.5035 11/20/2066 | 0.05% |
| SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.05% |
| SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.05% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.05% |
| MLMI 2005-A2 A2 03.7859 02/25/2035 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.05% |
| 0.45 R ISWP FWD SOFRRATE P 12/16/2030 | 0.05% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.05% |
| WFMBS 2006-AR5 1A1 03.9900 04/25/2036 | 0.05% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.05% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.04% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% |
| GNR 2016-77 SL IO 05.9986 03/20/2043 | 0.04% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.04% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.04% |
| NRZT 2018-4A A1M 01.0493 01/25/2048 | 0.04% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.04% |
| WFRBS 2012-C10 D P/P 144A 04.4277 12/15/2045 | 0.04% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.04% |
| COMM 2014-UBS6 C 04.4461 12/10/2047 | 0.04% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| CASH MGMT BILL 00.0000 01/26/2021 | 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% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.04% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.04% |
| AT&T INC 02.9500 07/15/2026 | 0.04% |
| CAS 2014-C04 2M2 05.1493 11/25/2024 | 0.04% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.04% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.04% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| GBP/USD 12/16/2020 UBS | 0.04% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.04% |
| WFRBS 2011-C4 E P/P 144A 05.2205 06/15/2044 | 0.04% |
| EUR/USD 12/16/2020 SSBT | 0.03% |
| HMIR 2018-1 M1 P/P 144A 01.7493 10/25/2028 | 0.03% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.03% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.03% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5260 12/15/2045 | 0.03% |
| BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| STACR 2017-DNA2 M1 01.3493 10/25/2029 | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| -0.151 R ISWP FWD EUR006M P 12/16/2030 | 0.03% |
| CAS 2016-C01 1M2 06.8993 08/25/2028 | 0.03% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.03% |
| CAS 2015-C02 1M2 04.1493 05/25/2025 | 0.03% |
| CPTFEMU R 0.961 P 05/15/40 | 0.03% |
| GBP/USD 12/16/2020 SSBT | 0.03% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.03% |
| UKRPI P 3.385 R 11/15/24 | 0.03% |
| USD/MXN PUT 20.50 20210416 GSFX | 0.03% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.03% |
| SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.03% |
| CAS 2016-C03 2M2 06.0493 10/25/2028 | 0.03% |
| GSMS 2010-C1 D P/P 144A 05.9814 08/10/2043 | 0.03% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.02% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.02% |
| UKRPI P 3.34 R 03/15/28 | 0.02% |
| CAS 2018-C05 1M2 02.4993 01/25/2031 | 0.02% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 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 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| USD/CNH PUT 6.65 20210415 MSCIL | 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% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| CAS 2019-HRP1 M2 02.2993 11/25/2039 | 0.02% |
| CPTFEMU R 0.655 P 05/15/30 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| KRW/USD 11/18/2020 JPMCB | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6050 12/10/2045 | 0.02% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.02% |
| AT&T INC. 03.8000 02/15/2027 | 0.02% |
| CNH/USD 11/18/2020 SSBT | 0.02% |
| FHR 4076 MS IO 06.5516 07/15/2040 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| STACR 2019-DNA1 M2 02.7993 01/25/2049 | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| CPTFEMU R 0.6625 P 05/15/30 | 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% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| CAS 2019-R01 2M2 02.5993 07/25/2031 | 0.02% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.02% |
| CNH/USD 11/18/2020 GSFX | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| FHR 3065 DC 19.4149 03/15/2035 | 0.02% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.02% |
| -0.189 R ISWP FWD EUR006M P 08/15/2029 | 0.02% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.02% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| STACR 2020-DNA5 M1 01.3867 10/25/2050 | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| FNR 2010-46 SB IO 06.3008 05/25/2040 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.02% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.02% |
| USD/KRW PUT 1130.00 20210322 HSBCB | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.02% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 0.02% |
| AUD/USD 01/20/2021 SSBT | 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 BANKAM | 0.01% |
| FNR 2006-8 HP 24.0194 03/25/2036 | 0.01% |
| FNR 2007-53 SP 23.6528 06/25/2037 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 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 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| NOK/USD 12/16/2020 UBS | 0.01% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.01% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% |
| USD/MXN PUT 20.75 20210322 MSCIL | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| CAS 2015-C03 2M2 05.1493 07/25/2025 | 0.01% |
| EUR/USD 12/16/2020 CITI | 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% |
| NOK/USD 12/16/2020 JPMCB | 0.01% |
| SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.01% |
| 0.051 R ISWP FWD EUR006M P 12/16/2050 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.01% |
| USD/MXN PUT 20.50 20210413 JPMCB | 0.01% |
| AUD/USD PUT 0.695 20201118 BANKAM | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| FHR 3249 PS 21.7853 12/15/2036 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| GBP/USD 12/16/2020 CITI | 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% |
| NZD/USD CALL 0.685 20210323 HSBCB | 0.01% |
| -0.401 R ISWP FWD EUR006M P 12/16/2025 | 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% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 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 MS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| EUR/USD CALL 1.20 20210323 HSBCB | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| 0.32 R ISWP GBL6M P 07/16/2030 | 0.01% |
| 0.321 R ISWP GBL6M P 07/16/2030 | 0.01% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | 0.01% |
| CLP/USD 01/20/2021 CITI | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNR 2005-75 GS 19.8023 08/25/2035 | 0.01% |
| JPY/USD 11/18/2020 BCAP-FX | 0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.01% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| EUR/SEK PUT 10.25 20210323 CSI-FX | 0.01% |
| EUR/USD 12/16/2020 TDBK | 0.01% |
| EUR/USD CALL 1.23 20210215 BANKAM | 0.01% |
| EUR/USD CALL 1.23 20210215 UBS | 0.01% |
| EUR/USD CALL 1.29 20210127 GSFX | 0.01% |
| FHR 2990 LB 16.5664 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% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.01% |
| JPY/USD 11/18/2020 SSBT | 0.01% |
| PLN/USD 12/16/2020 BCAP-FX | 0.01% |
| SEK/USD 12/16/2020 BCAP-FX | 0.01% |
| STACR 2015-HQ2 M2 02.0993 05/25/2025 | 0.01% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% |
| USD/CAD PUT 1.285 20210127 GSFX | 0.01% |
| 0.76125 R ISWP NFIX3MID P 06/05/2030 | 0.01% |
| 0.8425 R ISWP US0003M P 10/23/2030 | 0.01% |
| 1.263 R ISWP US0003M P 10/23/2050 | 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.7 2047-01-17 500.0 01/17/2047 ML | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| EUR/USD CALL 1.23 20210301 MSCIL | 0.01% |
| FHR 3408 EK 25.1960 04/15/2037 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| KRW/USD 02/17/2021 HSBCB | 0.01% |
| KRW/USD 02/17/2021 JPMCB | 0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 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% |
| -0.451 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| 0.85 R ISWP FWD AUDBB6M P 12/16/2030 | 0.00% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.00% |
| 1.2545 R ISWP US0003M P 10/23/2050 | 0.00% |
| AUD/USD 01/20/2021 UBS | 0.00% |
| CAD/USD 01/20/2021 BANKAM | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.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-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CPURNSA R 1.922 P 09/24/40 | 0.00% |
| EUR/NOK PUT 10.45 20210423 UBS | 0.00% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.00% |
| GBP/USD 12/16/2020 JPMCB | 0.00% |
| GBP/USD 12/16/2020 RBSF | 0.00% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| JPY/USD 11/18/2020 RBSF | 0.00% |
| STACR 2018-HQA2 M2 02.4493 10/25/2048 | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% |
| 0.84005 R ISWP US0003M P 10/28/2030 | 0.00% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| AUD/USD 01/20/2021 RBSF | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| EUR/NOK PUT 10.45 20210323 CSI-FX | 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 11/18/2020 CITI | 0.00% |
| JPY/USD 11/18/2020 UBS | 0.00% |
| OPTN FN30 3.0 11/05/20 CALL 104.703125 JPMC | 0.00% |
| SEK/USD 12/16/2020 CITI | 0.00% |
| SEK/USD 12/16/2020 JPMCB | 0.00% |
| STACR 2019-HQA1 M2 02.4993 02/25/2049 | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.00% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 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% |
| TWD/USD 02/17/2021 JPMCB | 0.00% |
| USD/SGD PUT 1.3425 20210413 JPMCB | 0.00% |
| USD/SGD PUT 1.345 20210323 HSBCB | 0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.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-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| DKK/USD 12/16/2020 CITI | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| NZD/USD 01/20/2021 SSBT | 0.00% |
| SEK/USD 12/16/2020 RBSF | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.00% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | 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 JPMCB | 0.00% |
| CAD/USD 01/20/2021 JPMCB | 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 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 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-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 00.6517 12/12/2043 | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.6893 09/15/2039 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| STACR 2019-DNA2 M2 02.5993 03/25/2049 | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| -0.518 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% |
| 0.351 R ISWP FWD AUDBB6M P 12/16/2025 | 0.00% |
| 0.60 R ISWP FWD NFIX3MID P 12/16/2030 | 0.00% |
| 0.851 R ISWP FWD AUDBB6M P 12/16/2030 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| CAD/USD 01/20/2021 BCAP-FX | 0.00% |
| CAD/USD 01/20/2021 CSI-FX | 0.00% |
| CAD/USD 01/20/2021 TDBK | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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-.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CPURNSA R 2.028 P 10/08/40 | 0.00% |
| CZK/USD 12/16/2020 GSFX | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 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% |
| GBP/USD 12/16/2020 GSFX | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| IDR/USD 11/18/2020 GSFX | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| NZD/USD 01/20/2021 CITI | 0.00% |
| NZD/USD 01/20/2021 HSBCB | 0.00% |
| OPTN FN30 4.0 11/05/20 CALL 106.77734375 JPMC | 0.00% |
| RUB/USD 12/16/2020 GSFX | 0.00% |
| SGD/USD 11/18/2020 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 R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| TWD/USD 02/17/2021 GSFX | 0.00% |
| -0.30 R ISWP FWD CHL6M P 12/16/2030 | 0.00% |
| -0.61 R ISWP FWD CHL6M P 12/16/2025 | 0.00% |
| -0.741 R ISWP FWD CHL6M P 12/16/2022 | 0.00% |
| 0.001 R ISWP FWD SONIA P 12/16/2025 | 0.00% |
| 0.20 R ISWP FWD SONIA P 12/16/2030 | 0.00% |
| 0.201 R ISWP FWD SONIA P 12/16/2030 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.2345 R ISWP US0003M P 10/23/2022 | 0.00% |
| 0.30 R ISWP FWD SES3M P 12/16/2030 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.655 R ISWP NOKOIB6M P 07/10/2025 | 0.00% |
| 0.655 R ISWP NOKOIB6M P 07/13/2025 | 0.00% |
| 0.751 R ISWP FWD CDOR03 P 12/16/2025 | 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% |
| 1.4025 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 CSI-FX | 0.00% |
| AUD/USD 01/20/2021 WPAC | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5546 12/11/2038 | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5175 10/15/2049 | 0.00% |
| CHF/USD 12/16/2020 BCAP-FX | 0.00% |
| CHF/USD 12/16/2020 HSBCB | 0.00% |
| CHF/USD 12/16/2020 JPMCB | 0.00% |
| CHF/USD 12/16/2020 RBSF | 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.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CNH/USD 11/18/2020 BANKAM | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1725 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 00.9000 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0144 01/15/2049 | 0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.0682 12/10/2049 | 0.00% |
| HKD/USD 11/18/2020 BANKAM | 0.00% |
| HKD/USD 11/18/2020 GSFX | 0.00% |
| HKD/USD 11/18/2020 HSBCB | 0.00% |
| HKD/USD 11/18/2020 SSBT | 0.00% |
| HKD/USD 11/18/2020 TDBK | 0.00% |
| HKD/USD 11/18/2020 UBS | 0.00% |
| IDR/USD 11/18/2020 BCAP-FX | 0.00% |
| ILS/USD 01/20/2021 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2876 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.0517 01/15/2049 | 0.00% |
| JPY/USD 11/18/2020 BANKAM | 0.00% |
| JPY/USD 11/18/2020 HSBCB | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1645 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1645 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| NOK/USD 12/16/2020 GSFX | 0.00% |
| NZD/USD 01/20/2021 CSI-FX | 0.00% |
| NZD/USD 01/20/2021 GSFX | 0.00% |
| NZD/USD 01/20/2021 JPMCB | 0.00% |
| NZD/USD 01/20/2021 RBSF | 0.00% |
| NZD/USD 01/20/2021 TDBK | 0.00% |
| NZD/USD 01/20/2021 WPAC | 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% |
| SEK/USD 12/16/2020 HSBCB | 0.00% |
| SEK/USD 12/16/2020 SSBT | 0.00% |
| SEK/USD 12/16/2020 TDBK | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 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 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | 0.00% |
| SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | 0.00% |
| SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% |
| THB/USD 11/18/2020 CITI | 0.00% |
| -0.456 R ISWP FWD EUR006M P 12/16/2025 | -0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | -0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | -0.00% |
| 0.6925 R ISWP NOKOIB6M P 06/29/2025 | -0.00% |
| 0.95 R ISWP FWD NOKOIB6M P 12/16/2030 | -0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| AUD/USD 01/20/2021 GSFX | -0.00% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.00% |
| AUD/USD PUT 0.675 20201118 BANKAM | -0.00% |
| CAD/USD 01/20/2021 CITI | -0.00% |
| CAD/USD 01/20/2021 HSBCB | -0.00% |
| CAD/USD 01/20/2021 RBSF | -0.00% |
| CHF/USD 12/16/2020 CITI | -0.00% |
| CHF/USD 12/16/2020 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.00% |
| CNH/USD 02/18/2021 JPMCB | -0.00% |
| CNH/USD 02/18/2021 WPAC | -0.00% |
| EUR/SEK PUT 9.90 20210323 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 WPAC | -0.00% |
| GBP/USD 12/16/2020 BCAP-FX | -0.00% |
| JPY/USD 11/18/2020 WPAC | -0.00% |
| NZD/USD 01/20/2021 BCAP-FX | -0.00% |
| OPTN FN30 4.0 11/05/20 PUT 106.77734375 JPMC | -0.00% |
| RON/USD 12/16/2020 CITI | -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 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | -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% |
| USD/SGD PUT 1.305 20210413 JPMCB | -0.00% |
| USD/SGD PUT 1.31 20210323 HSBCB | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.15 R ISWP US0003M P 09/30/2040 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| CAD/USD 01/20/2021 GSFX | -0.00% |
| CAD/USD 01/20/2021 MSCIL | -0.00% |
| CHF/USD 12/16/2020 GSFX | -0.00% |
| CHF/USD 12/16/2020 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD CALL 1.27 20210215 BANKAM | -0.00% |
| EUR/USD CALL 1.27 20210215 UBS | -0.00% |
| EUR/USD CALL 1.27 20210301 MSCIL | -0.00% |
| GBP/USD PUT 1.20 20201218 BANKAM | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| MXN/USD 01/20/2021 BANKAM | -0.00% |
| NOK/USD 12/16/2020 HSBCB | -0.00% |
| NZD/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD CALL 0.725 20210323 HSBCB | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.00% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.051 R ISWP FWD CDOR03 P 12/16/2030 | -0.00% |
| CAD/USD 01/20/2021 SSBT | -0.00% |
| CAD/USD 01/20/2021 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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA R 1.703 P 11/29/24 | -0.00% |
| EUR/USD 12/16/2020 BCAP-FX | -0.00% |
| EUR/USD CALL 1.25 20210323 HSBCB | -0.00% |
| GBP/USD 12/16/2020 MSCIL | -0.00% |
| HUF/USD 12/16/2020 SSBT | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| NOK/USD 12/16/2020 SSBT | -0.00% |
| NZD/USD 01/20/2021 UBS | -0.00% |
| SEK/USD 12/16/2020 MSCIL | -0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| USD/CAD PUT 1.26 20210127 GSFX | -0.00% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.00% |
| 2.3775 R ISWP CNRR007 P 06/03/2025 | -0.00% |
| AUD/USD 01/20/2021 MSCIL | -0.00% |
| AUD/USD 01/20/2021 TDBK | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| NOK/USD 12/16/2020 MSCIL | -0.00% |
| NZD/USD 01/20/2021 MSCIL | -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 11MX10Y R 2.764 USD 02/16/2021 MS | -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 P 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% |
| USD/KRW PUT 1085.00 20210322 HSBCB | -0.00% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.00% |
| CHF/USD 12/16/2020 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| RUB/USD 12/16/2020 BANKAM | -0.00% |
| SEK/USD 12/16/2020 UBS | -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% |
| USD/MXN PUT 19.75 20210322 MSCIL | -0.00% |
| -0.15 R ISWP FWD EUR006M P 12/16/2030 | -0.01% |
| 0.36 R ISWP NFIX3MID P 06/05/2025 | -0.01% |
| AUD/USD 01/20/2021 HSBCB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CPURNSA R 1.7625 P 12/10/24 | -0.01% |
| GBP/USD 12/16/2020 HSBCB | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SEK/USD 12/16/2020 GSFX | -0.01% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| USD/MXN PUT 19.75 20210413 JPMCB | -0.01% |
| ZAR/USD 01/20/2021 GSFX | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| AUD/USD 01/20/2021 BANKAM | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 12/16/2020 MSCIL | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| JPY/USD 11/18/2020 JPMCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.01% |
| 1.00 R ISWP FWD US0003M P 09/30/2040 | -0.01% |
| CZK/USD 12/16/2020 BANKAM | -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% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -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% |
| 0.7805 R ISWP US0003M P 10/30/2030 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.01% |
| USD/CNH PUT 6.50 20210415 MSCIL | -0.01% |
| 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 1.451 R ISWP FWD CDOR03 P 12/16/2050 | -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% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 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.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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 10YX20Y R 1.275 USD 03/05/2030 BA | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -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% |
| 0.436 R ISWP GBL6M P 07/16/2050 | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| JPY/USD 11/18/2020 GSFX | -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% |
| 0.423 R ISWP GBL6M P 07/16/2050 | -0.02% |
| OPTN FN30 3.0 11/05/20 PUT 104.703125 JPMC | -0.02% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| USD/MXN PUT 19.00 20210416 GSFX | -0.02% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.02% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.02% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -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.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.02% |
| 1.241 R ISWP US0003M P 10/23/2050 | -0.02% |
| 1.9725 R ISWP CNRR007 P 06/01/2025 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -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% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.02% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% |
| CPTFEMU R 1.4 P 07/15/27 | -0.03% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -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% |
| 2.245 R ISWP CNRR007 P 06/03/2025 | -0.03% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| EUR/USD 12/16/2020 UBS | -0.04% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.04% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.04% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.04% |
| 0.794 R ISWP US0003M P 08/03/2050 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.04% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.04% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| 2.072 R ISWP CNRR007 P 06/03/2025 | -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% |
| SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.05% |
| SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.06% |
| CPTFEMU P 1.13 R 05/15/50 | -0.06% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.06% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.06% |
| EUR/USD 12/16/2020 GSFX | -0.06% |
| EUR/USD CALL 1.25 20210127 GSFX | -0.06% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| CPTFEMU P 0.935 R 05/15/40 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.07% |
| CPTFEMU P 0.93 R 05/15/40 | -0.07% |
| UKRPI R 3.4425 P 07/15/49 | -0.07% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.08% |
| CPURNSA P 1.6625 R 07/10/30 | -0.09% |
| EUR/USD 12/16/2020 JPMCB | -0.09% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.10% |
| CPURNSA P 1.586 R 06/30/30 | -0.10% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.10% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.13% |
| EURO-BUND FUTURE DEC20 RXZ0 | -0.16% |
| 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 DEC20 UXYZ0 | -0.25% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.35% |
| EURO-SCHATZ FUT DEC20 DUZ0 | -0.36% |
| JPN 10Y BOND(OSE) DEC20 JBZ0 | -2.89% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | -17.25% |
| FNMA FN30 TBA UMBS 02.0000 11/01/2050 | 12.26% |
|---|---|
| FNMA FN30 TBA UMBS 02.5000 11/01/2050 | 9.13% |
| FNMA FN30 TBA UMBS 02.5000 10/01/2050 | 4.16% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.49% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2050 | 3.34% |
| US ULTRA BOND CBT DEC20 WNZ0 | 3.16% |
| US 10YR NOTE (CBT)DEC20 TYZ0 | 2.21% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.07% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2050 | 1.69% |
| EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 | 1.51% |
| US 5YR NOTE (CBT) DEC20 FVZ0 | 1.40% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.28% |
| US LONG BOND(CBT) DEC20 USZ0 | 1.26% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.24% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.22% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.22% |
| LONG GILT FUTURE DEC20 G Z0 | 1.18% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.17% |
| TREASURY BILL 00.0000 10/08/2020 | 1.03% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.02% |
| US 10YR ULTRA FUT DEC20 UXYZ0 | 0.95% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.87% |
| GNMA GII30 TBA 04.0000 10/01/2050 | 0.84% |
| GNMA GII30 TBA 03.0000 10/01/2050 | 0.83% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.82% |
| EURO-BOBL FUTURE DEC20 OEZ0 | 0.82% |
| FNMA FN30 TBA UMBS 01.5000 10/01/2050 | 0.80% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.73% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.72% |
| COMCAST CORP 03.4500 02/01/2050 | 0.68% |
| CAS 2020-R01 1M2 02.1981 01/25/2040 | 0.67% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 0.64% |
| BUONI POLIENNALI DEL TES 06.5000 11/01/2027 | 0.56% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.55% |
| DBUBS 2011-LC3A D P/P 144A 05.5129 08/10/2044 | 0.55% |
| BUONI POLIENNALI DEL TES 02.5000 12/01/2024 | 0.54% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.54% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.52% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.52% |
| EURO-BUXL 30Y BND DEC20 UBZ0 | 0.52% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.52% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.50% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.49% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.48% |
| BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 | 0.48% |
| CASH MGMT BILL 00.0000 12/15/2020 | 0.48% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.46% |
| CAS 2014-C03 2M2 03.0481 07/25/2024 | 0.45% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.43% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.43% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.43% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.42% |
| GNMA GII30 TBA 04.5000 10/01/2050 | 0.42% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 0.42% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 0.42% |
| STACR 2016-DNA2 M3 04.7981 10/25/2028 | 0.42% |
| GNMA GII30 TBA 03.5000 10/01/2050 | 0.42% |
| JPMCC 2012-C8 D P/P 144A 04.8261 10/15/2045 | 0.41% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.40% |
| VERIZON COMM 04.3290 09/21/2028 | 0.40% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| MRAIT 2020-2 A 01.3051 07/21/2021 | 0.39% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.39% |
| CFCRE 2011-C2 E P/P 144A 05.9306 12/15/2047 | 0.39% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.39% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.36% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.36% |
| STACR 2016-DNA3 M3 05.1481 12/25/2028 | 0.36% |
| TREASURY BILL 00.0000 10/27/2020 | 0.36% |
| TREASURY BILL 00.0000 12/10/2020 | 0.36% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.36% |
| SAIL 2004-10 A10 01.0481 11/25/2034 | 0.35% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.35% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.35% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.35% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.34% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.34% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.33% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.32% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.32% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.32% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.32% |
| MWST 2018-W1 A 00.9981 11/25/2051 | 0.32% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.31% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.31% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.31% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.31% |
| CSAIL 2015-C1 C 04.4109 04/15/2050 | 0.30% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.5000 11/13/2023 | 0.30% |
| JPMBB 2014-C19 C 04.8327 04/15/2047 | 0.30% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.30% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.29% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.29% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.29% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.29% |
| CAS 2015-C04 2M2 05.6981 04/25/2028 | 0.29% |
| CAS 2016-C06 1M2 04.3981 04/25/2029 | 0.29% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.29% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.29% |
| REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 | 0.28% |
| FISERV INC 04.2000 10/01/2028 | 0.28% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.28% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.28% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.28% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.27% |
| CSMC 2016-NXSR C 04.5031 12/15/2049 | 0.27% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.27% |
| COMM 2014-CR17 C 04.9450 05/10/2047 | 0.27% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.27% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.27% |
| MSBAM 2012-C5 E P/P 144A 04.8314 08/15/2045 | 0.26% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.26% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.26% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.26% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.26% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.26% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.26% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.26% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.26% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.26% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.26% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.26% |
| JPMCC 2012-C6 E P/P 144A 05.3239 05/15/2045 | 0.26% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.25% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.25% |
| SPST 2020-6 A 01.9011 09/07/2021 | 0.25% |
| CANADIAN GOVERNMENT 00.5000 03/01/2022 | 0.25% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.25% |
| BANK 2019-BN20 XA IO 00.9625 09/15/2062 | 0.25% |
| STACR 2017-DNA3 M2B 02.6481 03/25/2030 | 0.25% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.25% |
| SPST 2020-13 A 01.6511 10/10/2021 | 0.25% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.25% |
| SPST 2020-2 A 00.9748 03/26/2021 | 0.25% |
| EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 | 0.24% |
| SPST 2020-WL1 A 01.2981 06/25/2051 | 0.24% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.24% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.24% |
| WFRBS 2011-C2 D P/P 144A 05.8558 02/15/2044 | 0.24% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.24% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.24% |
| SWITZERLAND REGS 02.0000 05/25/2022 | 0.24% |
| TREASURY BILL 00.0000 11/12/2020 | 0.24% |
| CAS 2017-C07 1EB2 01.1481 05/25/2030 | 0.24% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.23% |
| EUR/USD CALL 1.21 20210127 GSFX | 0.23% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.23% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.23% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.23% |
| 10YR MINI JGB FUT DEC20 BJZ0 | 0.23% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.23% |
| CAN 10YR BOND FUT DEC20 CNZ0 | 0.23% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.23% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.23% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.22% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.22% |
| IRISH TSY 5.4 2025 05.4000 03/13/2025 | 0.22% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.22% |
| CAS 2016-C02 1M2 06.1481 09/25/2028 | 0.22% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.22% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.22% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.22% |
| MSBAM 2014-C17 C 04.6367 08/15/2047 | 0.21% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.21% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.21% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.21% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.21% |
| EQUINIX INC 03.2000 11/18/2029 | 0.21% |
| COMM 2013-CR11 C P/P 144A 05.2854 08/10/2050 | 0.20% |
| GNMA GII30 BD1731 03.5000 01/20/2048 | 0.20% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.20% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.20% |
| STACR 2016-HQA3 M3 03.9981 03/25/2029 | 0.20% |
| BUONI POLIENNALI DEL TES REGS 00.9000 08/01/2022 | 0.20% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.20% |
| MSC 2011-C3 B P/P 144A 05.4192 07/15/2049 | 0.20% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.20% |
| ZOETIS INC 03.9000 08/20/2028 | 0.20% |
| BROADCOM INC 04.1500 11/15/2030 | 0.20% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.20% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.20% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.19% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.19% |
| ALPHABET INC 02.2500 08/15/2060 | 0.19% |
| AT&T INC 04.3000 02/15/2030 | 0.19% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.19% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.19% |
| WEC ENERGY GROUP INC 02.3926 05/15/2067 | 0.19% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.19% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.19% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.19% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.19% |
| AT&T INC 04.1000 02/15/2028 | 0.19% |
| MCAS 2019-01 M7 P/P 144A 01.8481 10/15/2049 | 0.18% |
| WAMU 2005-AR12 1A8 02.9538 10/25/2035 | 0.18% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.18% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.18% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.18% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.18% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| AON PLC 04.2500 12/12/2042 | 0.18% |
| FHR 4979 SN IO 05.8976 06/25/2050 | 0.18% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| JPMBB 2013-C17 D P/P 144A 05.0547 01/15/2047 | 0.18% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.17% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.17% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.17% |
| COMM 2015-LC19 C 04.3770 02/10/2048 | 0.17% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.17% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.17% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.17% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.17% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.17% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.17% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.16% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.16% |
| GNR 2015-H09 AI IO 03.2194 04/20/2065 | 0.16% |
| GNR 2016-H23 NI IO 03.3469 10/20/2066 | 0.16% |
| CAS 2016-C04 1M2 04.3981 01/25/2029 | 0.16% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.16% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.16% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.16% |
| CAS 2016-C03 1M2 05.4481 10/25/2028 | 0.16% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.16% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.16% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.16% |
| FOX CORP 03.0500 04/07/2025 | 0.15% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.15% |
| COMM 2014-CR18 C 04.8817 07/15/2047 | 0.15% |
| FHMS K087 X1 IO 00.5099 12/25/2028 | 0.15% |
| GNMA GII30 BD1729 03.5000 01/20/2048 | 0.15% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.15% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.15% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.15% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.15% |
| CWALT 2006-OA10 4A1 00.3381 08/25/2046 | 0.15% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.15% |
| VERIZON COMM 04.6720 03/15/2055 | 0.15% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.15% |
| NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 | 0.15% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.14% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.14% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.14% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.14% |
| GNR 2017-H11 NI IO 02.4713 05/20/2067 | 0.14% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.14% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| GNR 2015-H03 DI IO 03.2245 01/20/2065 | 0.14% |
| COMM 2012-CR2 D P/P 144A 04.9918 08/15/2045 | 0.14% |
| CWALT 2006-OA7 1A2 01.9593 06/25/2046 | 0.14% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.14% |
| FHMS K113 X1 IO 01.4902 06/25/2030 | 0.14% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.14% |
| CAS 2016-C05 2M2 04.5981 01/25/2029 | 0.14% |
| HCA INC. 05.5000 06/15/2047 | 0.14% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.13% |
| GNR 2017-H02 BI IO 02.3727 01/20/2067 | 0.13% |
| WAMU 2005-AR9 A1C3 01.1081 07/25/2045 | 0.13% |
| BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 | 0.13% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.13% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.13% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.13% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.13% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.13% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.13% |
| GNR 2017-H04 BI IO 02.4175 02/20/2067 | 0.13% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.13% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.13% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| COMCAST CORP 03.9990 11/01/2049 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.12% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.12% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.12% |
| REPUBLIC OF ITALY P/P REGS 04.0000 02/01/2037 | 0.12% |
| WFCM 2013-LC12 C 04.4105 07/15/2046 | 0.12% |
| CAS 2016-C07 2M2 04.4981 05/25/2029 | 0.12% |
| FHMS K113 XAM IO 01.6927 06/25/2030 | 0.12% |
| GNR 2016-H16 EI IO 02.4937 06/20/2066 | 0.12% |
| MWST 2019-1 A 00.9481 06/25/2052 | 0.12% |
| STACR 2014-DN4 M3 04.6981 10/25/2024 | 0.12% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.12% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.12% |
| GSMS 2013-GCJ14 B P/P 144A 04.9018 08/10/2046 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| CASH MGMT BILL 00.0000 12/08/2020 | 0.12% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.12% |
| TREASURY BILL 00.0000 11/19/2020 | 0.12% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.12% |
| JPMBB 2013-C12 B 04.2362 07/15/2045 | 0.12% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.12% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.12% |
| CAS 2015-C04 1M2 05.8481 04/25/2028 | 0.12% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.12% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.12% |
| AMGEN INC 04.6630 06/15/2051 | 0.12% |
| BOEING CO 04.8750 05/01/2025 | 0.12% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.12% |
| FHMS K111 X1 IO 01.6819 05/25/2030 | 0.12% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.12% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.11% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.11% |
| COMM 2015-LC21 XA IO 00.8380 07/10/2048 | 0.11% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.11% |
| WAMU 2005-AR2 2A1B 00.5181 01/25/2045 | 0.11% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.11% |
| GNR 2016-H07 HI IO 03.0840 02/20/2066 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.11% |
| WFRBS 2011-C4 C P/P 144A 05.3897 06/15/2044 | 0.11% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.11% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.11% |
| GNR 2020-32 GS IO 05.9438 03/20/2050 | 0.11% |
| GSMS 2011-GC3 D P/P 144A 05.7514 03/10/2044 | 0.11% |
| MSBAM 2014-C18 C 04.6741 10/15/2047 | 0.11% |
| STACR 2015-HQA2 M3 04.9481 05/25/2028 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| VMWARE INC 03.9000 08/21/2027 | 0.11% |
| CAS 2017-C01 1M2 03.6981 07/25/2029 | 0.11% |
| CPURNSA R 0.77 P 03/11/25 | 0.11% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.11% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.11% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.11% |
| UBSCM 2012-C1 C P/P 144A 05.7546 05/10/2045 | 0.10% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.10% |
| UBSCM 2017-C7 XA IO 01.1997 12/15/2050 | 0.10% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.10% |
| MSBAM 2015-C24 B 04.4874 05/15/2048 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| JPMBB 2014-C22 C 04.7055 09/15/2047 | 0.10% |
| JPMBB 2014-C22 XA IO 00.9836 09/15/2047 | 0.10% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.10% |
| SAMI 2007-AR7 1A1 00.9981 05/25/2047 | 0.10% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.10% |
| EMIR 2018-1 M1 01.8751 11/25/2028 | 0.10% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.10% |
| STACR 2014-HQ2 M3 03.8981 09/25/2024 | 0.10% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| CGCMT 2013-GC17 C 05.2608 11/10/2046 | 0.10% |
| BONOS Y OBLIG DEL ESTADO 00.4500 10/31/2022 | 0.10% |
| CAS 2017-C02 2ED3 01.4981 09/25/2029 | 0.10% |
| COMM 2014-UBS6 XA IO 01.0371 12/10/2047 | 0.10% |
| STACR 2020-HQA4 M1 01.5510 09/25/2050 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.10% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.10% |
| FHMS K098 X1 IO 01.2695 08/25/2029 | 0.10% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.10% |
| MSBAM 2012-C6 D P/P 144A 04.7599 11/15/2045 | 0.10% |
| CCMFC 2006-4A A2 00.3281 11/25/2047 | 0.10% |
| CMLTI 2005-2 1A2A 03.9686 05/25/2035 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.10% |
| GNR 2016-H13 EI IO 03.0492 04/20/2066 | 0.09% |
| NEW ZEALAND GOVERNMENT REGS 02.7500 04/15/2025 | 0.09% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.09% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.09% |
| FNR 2012-116 SA IO 07.0519 10/25/2042 | 0.09% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.09% |
| CAS 2017-C01 1EB1 01.3981 07/25/2029 | 0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.09% |
| MSBAM 2014-C14 C 05.1073 02/15/2047 | 0.09% |
| STACR 2020-HQA1 M2 02.0481 01/25/2050 | 0.09% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.09% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.09% |
| BMIR 2020-2A M1A 02.4481 08/26/2030 | 0.09% |
| JPMCC 2010-C2 C P/P 144A 05.8407 11/15/2043 | 0.09% |
| MSBAM 2013-C9 D P/P 144A 04.2566 05/15/2046 | 0.09% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.09% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| GNR 2014-H12 BI IO 01.5750 05/20/2064 | 0.09% |
| GSMS 2013-GC10 XA IO 01.6389 02/10/2046 | 0.09% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.09% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.09% |
| WAMU 2005-AR13 A1C3 00.6381 10/25/2045 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.08% |
| GNR 2015-H26 DI IO 03.3745 10/20/2065 | 0.08% |
| WAMU 2005-AR1 A1B 00.9281 01/25/2045 | 0.08% |
| JPMCC 2013-C16 XA IO 01.0942 12/15/2046 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.08% |
| NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.08% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.08% |
| GNR 2014-H21 AI IO 02.9114 10/20/2064 | 0.08% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.08% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.08% |
| GNR 2015-H26 EI IO 01.7280 10/20/2065 | 0.08% |
| JPMBB 2013-C12 XA IO 00.5860 07/15/2045 | 0.08% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.08% |
| ZOETIS INC 02.0000 05/15/2030 | 0.08% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.08% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.08% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.08% |
| TREASURY BILL 00.0000 12/03/2020 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| CNH/USD 11/18/2020 HSBCB | 0.08% |
| GNR 2017-H19 MI IO 02.0542 04/20/2067 | 0.08% |
| SAMI 2007-AR1 2A1 00.3281 01/25/2037 | 0.08% |
| WFCM 2016-LC25 XA IO 01.1176 12/15/2059 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.08% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.08% |
| FNR 2012-103 LS IO 05.8519 09/25/2042 | 0.08% |
| GNMA GII30 BD1730 03.5000 01/20/2048 | 0.08% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.08% |
| GSMS 2010-C1 D P/P 144A 06.1251 08/10/2043 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| CAS 2015-C01 1M2 04.4481 02/25/2025 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| CAS 2015-C02 2M2 04.1481 05/25/2025 | 0.07% |
| EUR/USD 12/16/2020 HSBCB | 0.07% |
| GNR 2015-H25 AI IO 01.6269 09/20/2065 | 0.07% |
| BMIR 2019-4A M1C P/P 144A 02.6751 10/25/2029 | 0.07% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.07% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.07% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| WFRBS 2013-C14 XA IO 00.8535 06/15/2046 | 0.07% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.07% |
| RAMC 2003-4 A1 00.6681 03/25/2034 | 0.07% |
| STACR 2014-HQ3 M3 04.8981 10/25/2024 | 0.07% |
| CPTFEMU P 1.71 R 07/15/37 | 0.07% |
| 0.815 R ISWP US0003M P 07/30/2050 | 0.07% |
| CWALT 2006-OA19 A1 00.3363 02/20/2047 | 0.07% |
| GNR 2016-H20 NI IO 02.6201 09/20/2066 | 0.07% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.07% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.07% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.07% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| UK TSY 3 1/2 2068 REGS 03.5000 07/22/2068 | 0.07% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.06% |
| CARR 2006-NC2 A4 00.3881 06/25/2036 | 0.06% |
| CWALT 2006-24CB A13 00.4981 08/25/2036 | 0.06% |
| MSC 2011-C3 D P/P 144A 05.4192 07/15/2049 | 0.06% |
| MSRR 2015-R4 CB1 01.0008 08/26/2047 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| WAMU 2005-AR10 1A3 03.0172 09/25/2035 | 0.06% |
| AHM 2007-1 GA1C 00.3651 05/25/2047 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.06% |
| BUMT 2005-1 1A1 00.7481 09/25/2045 | 0.06% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% |
| GNR 2016-H01 AI IO 03.1806 01/20/2066 | 0.06% |
| CWALT 2006-OA10 1A1 01.9793 08/25/2046 | 0.06% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.06% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.06% |
| JPMBB 2015-C33 XA IO 01.0613 12/15/2048 | 0.06% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.06% |
| UKRPI P 3.665 R 12/15/28 | 0.06% |
| FISERV INC 03.5000 07/01/2029 | 0.05% |
| GNR 2010-171 SB IO 06.2979 12/16/2040 | 0.05% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.05% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| GNR 2016-19 PI IO 04.0000 02/20/2046 | 0.05% |
| GNR 2016-H25 GI IO 01.5010 11/20/2066 | 0.05% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.05% |
| CGCMT 2014-GC19 D P/P 144A 05.2623 03/10/2047 | 0.05% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.05% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.05% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.05% |
| MLMI 2005-A2 A2 03.7759 02/25/2035 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.05% |
| WFMBS 2006-AR5 1A1 03.9905 04/25/2036 | 0.05% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.05% |
| GNR 2016-77 SL IO 05.9938 03/20/2043 | 0.05% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.04% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.04% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.04% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% |
| NRZT 2018-4A A1M 01.0481 01/25/2048 | 0.04% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.04% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.04% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.04% |
| WFRBS 2012-C10 D P/P 144A 04.5755 12/15/2045 | 0.04% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.04% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.04% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.04% |
| COMM 2014-UBS6 C 04.5945 12/10/2047 | 0.04% |
| CAS 2014-C04 2M2 05.1481 11/25/2024 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.04% |
| GBP/USD 12/16/2020 UBS | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| CPURNSA R 0.41 P 03/18/25 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.04% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.04% |
| WFRBS 2011-C4 E P/P 144A 05.3897 06/15/2044 | 0.04% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6749 12/15/2045 | 0.04% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.04% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | 0.03% |
| CPTFEMU R 0.961 P 05/15/40 | 0.03% |
| HMIR 2018-1 M1 P/P 144A 01.7481 10/25/2028 | 0.03% |
| STACR 2017-DNA2 M1 01.3481 10/25/2029 | 0.03% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.03% |
| CAS 2016-C01 1M2 06.8981 08/25/2028 | 0.03% |
| GBP/USD 12/16/2020 SSBT | 0.03% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.03% |
| CAS 2015-C02 1M2 04.1481 05/25/2025 | 0.03% |
| CPURNSA R 0.835 P 04/30/25 | 0.03% |
| EUR/USD CALL 1.29 20210127 GSFX | 0.03% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% |
| CPURNSA R 0.8525 P 05/01/25 | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| AT&T INC. 03.8000 02/15/2027 | 0.03% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.03% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.03% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| CAS 2016-C03 2M2 06.0481 10/25/2028 | 0.03% |
| CPTFEMU R 0.655 P 05/15/30 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.03% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7552 12/10/2045 | 0.02% |
| CAS 2018-C05 1M2 02.4981 01/25/2031 | 0.02% |
| CAS 2019-HRP1 M2 02.2981 11/25/2039 | 0.02% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.02% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.02% |
| UKRPI P 3.385 R 11/15/24 | 0.02% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.02% |
| BMIR 2018-2A M1B P/P 144A 01.4981 08/25/2028 | 0.02% |
| FHR 4076 MS IO 06.5476 07/15/2040 | 0.02% |
| USD/CNH PUT 6.75 20210301 GSFX | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| STACR 2019-DNA1 M2 02.7981 01/25/2049 | 0.02% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.02% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.02% |
| CAS 2019-R01 2M2 02.5981 07/25/2031 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.02% |
| UKRPI P 3.34 R 03/15/28 | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| CPURNSA R 1.2125 P 06/15/25 | 0.02% |
| EUR/USD 12/16/2020 SSBT | 0.02% |
| FHR 3065 DC 19.4029 03/15/2035 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.02% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 3MX10Y P 0.923 USD 12/22/2020 CI | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| -0.151 R ISWP FWD EUR006M P 12/16/2030 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.02% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| FNR 2010-46 SB IO 06.3019 05/25/2040 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.02% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.02% |
| FNR 2006-8 HP 24.0235 03/25/2036 | 0.02% |
| FNR 2007-53 SP 23.6569 06/25/2037 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.02% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.02% |
| 0.439 R ISWP US0003M P 08/10/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| EUR/USD CALL 1.23 20210215 BANKAM | 0.01% |
| EUR/USD CALL 1.23 20210215 UBS | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| SWPTN 3MX10Y P 0.6225 USD 10/15/2020 JP | 0.01% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.01% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.01% |
| USD/MXN PUT 21.00 20201130 GSFX | 0.01% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.01% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.01% |
| AUD/USD 10/21/2020 HSBCB | 0.01% |
| CAS 2015-C03 2M2 05.1481 07/25/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CNH/USD 11/18/2020 SSBT | 0.01% |
| EUR/USD CALL 1.20 20210323 HSBCB | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.01% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.01% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CNH/USD 11/18/2020 GSFX | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| NZD/USD CALL 0.685 20210323 HSBCB | 0.01% |
| STACR 2015-HQ2 M2 02.0981 05/25/2025 | 0.01% |
| UKRPI P 3.34 R 02/15/28 | 0.01% |
| UKRPI P 3.381 R 11/15/24 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| EUR/USD CALL 1.23 20210301 MSCIL | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| GBP/USD 12/16/2020 CITI | 0.01% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| OPTN FN30 3.0 11/05/20 CALL 104.703125 JPMC | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| -0.189 R ISWP FWD EUR006M P 08/15/2029 | 0.01% |
| 0.024 R ISWP FWD EUR006M P 06/03/2032 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| CAD/USD 10/21/2020 GSFX | 0.01% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.01% |
| FHR 3249 PS 21.7721 12/15/2036 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| NOK/USD 12/16/2020 UBS | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SEK/USD 12/16/2020 BCAP-FX | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| USD/KRW PUT 1130.00 20210322 HSBCB | 0.01% |
| AUD/USD 10/21/2020 WPAC | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.01% |
| EUR/USD 12/16/2020 BANKAM | 0.01% |
| FNR 2005-75 GS 19.8056 08/25/2035 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| NOK/USD 12/16/2020 JPMCB | 0.01% |
| NZD/USD 10/21/2020 SSBT | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CAD/USD 10/21/2020 UBS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| FHR 2990 LB 16.5562 06/15/2034 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| KRW/USD 11/18/2020 JPMCB | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| USD/MXN PUT 20.75 20210322 MSCIL | 0.01% |
| 0.051 R ISWP FWD EUR006M P 12/16/2050 | 0.01% |
| 0.50 R ISWP FWD US0003M P 06/15/2025 | 0.01% |
| 0.62 R ISWP US0003M P 05/19/2030 | 0.01% |
| 0.76125 R ISWP NFIX3MID P 06/05/2030 | 0.01% |
| 0.85 R ISWP FWD AUDBB6M P 12/16/2030 | 0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% |
| AUD/USD 10/21/2020 TDBK | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| EUR/NOK PUT 10.45 20210323 CSI-FX | 0.01% |
| EUR/USD 12/16/2020 CITI | 0.01% |
| FHR 3408 EK 25.1799 04/15/2037 | 0.01% |
| GBP/USD 12/16/2020 JPMCB | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NZD/USD 10/21/2020 UBS | 0.01% |
| SEK/USD 12/16/2020 CITI | 0.01% |
| SEK/USD 12/16/2020 JPMCB | 0.01% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.01% |
| 0.32 R ISWP GBL6M P 07/16/2030 | 0.00% |
| 0.321 R ISWP GBL6M P 07/16/2030 | 0.00% |
| 0.405 R ISWP AUDBB6M P 07/08/2025 | 0.00% |
| 0.429 R ISWP FWD US0003M P 08/10/2025 | 0.00% |
| AUD/USD 10/21/2020 BANKAM | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| EUR/SEK PUT 10.25 20210323 CSI-FX | 0.00% |
| GBP/USD 12/16/2020 RBSF | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| NZD/USD 10/21/2020 RBSF | 0.00% |
| PLN/USD 12/16/2020 BCAP-FX | 0.00% |
| SEK/USD 12/16/2020 RBSF | 0.00% |
| STACR 2018-HQA2 M2 02.4481 10/25/2048 | 0.00% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.00% |
| USD/SGD PUT 1.345 20210323 HSBCB | 0.00% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| EUR/USD 12/16/2020 TDBK | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| STACR 2019-HQA1 M2 02.4981 02/25/2049 | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.00% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CAD/USD 10/21/2020 CITI | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| JPY/USD 11/18/2020 RBSF | 0.00% |
| NOK/USD 12/16/2020 GSFX | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.00% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/16/2025 | 0.00% |
| -0.451 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.00% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | 0.00% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.00% |
| 1.08 R ISWP FWD US0003M P 12/16/2050 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| AUD/USD 03/15/2021 UBS | 0.00% |
| AUD/USD 10/21/2020 RBSF | 0.00% |
| CAD/USD 10/21/2020 RBSF | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CPURNSA R 1.922 P 09/24/40 | 0.00% |
| DKK/USD 12/16/2020 CITI | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 00.8564 12/12/2043 | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.7304 09/15/2039 | 0.00% |
| NZD/USD 10/21/2020 BCAP-FX | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.00% |
| STACR 2019-DNA2 M2 02.5981 03/25/2049 | 0.00% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.00% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| -0.30 R ISWP FWD CHL6M P 12/16/2030 | 0.00% |
| 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.00% |
| 0.60 R ISWP FWD NFIX3MID P 12/16/2030 | 0.00% |
| 0.65 R ISWP US0003M P 05/26/2030 | 0.00% |
| 0.851 R ISWP FWD AUDBB6M P 12/16/2030 | 0.00% |
| 0.95 R ISWP FWD NOKOIB6M P 12/16/2030 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| EUR/USD 12/16/2020 RBSF | 0.00% |
| EUR/USD CALL 1.21 20201028 BANKAM | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| GBP/USD 12/16/2020 GSFX | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| JPY/USD 11/18/2020 UBS | 0.00% |
| MXN/USD 10/21/2020 UBS | 0.00% |
| NZD/USD 10/21/2020 BANKAM | 0.00% |
| SGD/USD 11/18/2020 JPMCB | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| 0.001 R ISWP FWD SONIA P 12/16/2025 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | 0.00% |
| 0.30 R ISWP FWD SES3M P 12/16/2030 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.338 R ISWP US0003M P 07/01/2025 | 0.00% |
| 0.351 R ISWP FWD AUDBB6M P 12/16/2025 | 0.00% |
| 0.70 R ISWP US0003M P 09/11/2030 | 0.00% |
| 0.751 R ISWP FWD CDOR03 P 12/16/2025 | 0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | 0.00% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | 0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | 0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| AUD/USD 10/21/2020 CSI-FX | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7525 12/11/2038 | 0.00% |
| CAD/USD 10/21/2020 MSCIL | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7196 10/15/2049 | 0.00% |
| CHF/USD 12/16/2020 BCAP-FX | 0.00% |
| CHF/USD 12/16/2020 HSBCB | 0.00% |
| CHF/USD 12/16/2020 JPMCB | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CNH/USD 11/18/2020 BANKAM | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3861 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 01.0498 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0000 01/15/2049 | 0.00% |
| CZK/USD 12/16/2020 GSFX | 0.00% |
| EUR/USD 12/16/2020 WPAC | 0.00% |
| EUR/USD CALL 1.24 20201028 BANKAM | 0.00% |
| EUR/USD CALL 1.24 20201028 MSCIL | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2606 12/10/2049 | 0.00% |
| HKD/USD 11/18/2020 BANKAM | 0.00% |
| HKD/USD 11/18/2020 GSFX | 0.00% |
| HKD/USD 11/18/2020 HSBCB | 0.00% |
| HKD/USD 11/18/2020 SSBT | 0.00% |
| HKD/USD 11/18/2020 TDBK | 0.00% |
| HKD/USD 11/18/2020 UBS | 0.00% |
| ILS/USD 10/21/2020 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2879 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1268 01/15/2049 | 0.00% |
| JPY/USD 11/18/2020 BANKAM | 0.00% |
| JPY/USD 11/18/2020 CITI | 0.00% |
| JPY/USD 11/18/2020 GSFX | 0.00% |
| JPY/USD 11/18/2020 HSBCB | 0.00% |
| JPY/USD 11/18/2020 WPAC | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.3586 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MXN/USD 10/21/2020 GSFX | 0.00% |
| NOK/USD 12/16/2020 HSBCB | 0.00% |
| NZD/USD 10/21/2020 CSI-FX | 0.00% |
| NZD/USD 10/21/2020 HSBCB | 0.00% |
| NZD/USD 10/21/2020 JPMCB | 0.00% |
| NZD/USD 10/21/2020 MSCIL | 0.00% |
| NZD/USD 10/21/2020 TDBK | 0.00% |
| OPTN FN30 3.0 10/07/20 CALL 105.5625 JPMC | 0.00% |
| OPTN FN30 4.0 10/07/20 CALL 106.6875 JPMC | 0.00% |
| PEN/USD 10/21/2020 BCAP-FX | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| RON/USD 12/16/2020 CITI | 0.00% |
| RUB/USD 12/16/2020 GSFX | 0.00% |
| SEK/USD 12/16/2020 HSBCB | 0.00% |
| SEK/USD 12/16/2020 TDBK | 0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% |
| SWPTN 6MX10Y P 0.005 JPY 11/09/2020 MS | 0.00% |
| SWPTN 6MX10Y R 0.005 JPY 11/09/2020 MS | 0.00% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| 0.20 R ISWP FWD SONIA P 12/16/2030 | -0.00% |
| 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | -0.00% |
| 0.655 R ISWP NOKOIB6M P 07/10/2025 | -0.00% |
| 0.655 R ISWP NOKOIB6M P 07/13/2025 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.05 R ISWP FWD CDOR03 P 12/16/2030 | -0.00% |
| 1.051 R ISWP FWD CDOR03 P 12/16/2030 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| CHF/USD 12/16/2020 MSCIL | -0.00% |
| EUR/SEK PUT 9.90 20210323 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 CSI-FX | -0.00% |
| EUR/USD CALL 1.21 20201028 MSCIL | -0.00% |
| GBP/USD 12/16/2020 BCAP-FX | -0.00% |
| IDR/USD 11/18/2020 BCAP-FX | -0.00% |
| JPY/USD 11/18/2020 BCAP-FX | -0.00% |
| JPY/USD 11/18/2020 JPMCB | -0.00% |
| JPY/USD 11/18/2020 SSBT | -0.00% |
| MXN/USD 10/21/2020 BANKAM | -0.00% |
| NZD/USD 10/21/2020 WPAC | -0.00% |
| OPTN FN30 4.0 10/07/20 PUT 106.6875 JPMC | -0.00% |
| SEK/USD 12/16/2020 MSCIL | -0.00% |
| SEK/USD 12/16/2020 SSBT | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 3MX10Y P 0.8225 USD 10/15/2020 JP | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 6MX10Y P 0.688 USD 11/09/2020 CI | -0.00% |
| SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.00% |
| 0.201 R ISWP FWD SONIA P 12/16/2030 | -0.00% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | -0.00% |
| 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.00% |
| 1.00 R ISWP FWD US0003M P 09/30/2040 | -0.00% |
| 1.451 R ISWP FWD CDOR03 P 12/16/2050 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CHF/USD 12/16/2020 CITI | -0.00% |
| CHF/USD 12/16/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 12/16/2020 BCAP-FX | -0.00% |
| HUF/USD 12/16/2020 SSBT | -0.00% |
| IDR/USD 11/18/2020 GSFX | -0.00% |
| NZD/USD 10/21/2020 CITI | -0.00% |
| NZD/USD 10/21/2020 GSFX | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.00% |
| USD/KRW PUT 1085.00 20210322 HSBCB | -0.00% |
| USD/SGD PUT 1.31 20210323 HSBCB | -0.00% |
| 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.00% |
| 0.6925 R ISWP NOKOIB6M P 06/29/2025 | -0.00% |
| 1.20 R ISWP FWD US0003M P 06/15/2050 | -0.00% |
| AUD/USD 10/21/2020 GSFX | -0.00% |
| AUD/USD 10/21/2020 JPMCB | -0.00% |
| AUD/USD 10/21/2020 MSCIL | -0.00% |
| CAD/USD 10/21/2020 BCAP-FX | -0.00% |
| CAD/USD 10/21/2020 HSBCB | -0.00% |
| CHF/USD 12/16/2020 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | -0.00% |
| NOK/USD 12/16/2020 MSCIL | -0.00% |
| NZD/USD CALL 0.725 20210323 HSBCB | -0.00% |
| RUB/USD 12/16/2020 BANKAM | -0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.00% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| THB/USD 11/18/2020 CITI | -0.00% |
| USD/MXN PUT 19.75 20210322 MSCIL | -0.00% |
| USD/MXN PUT 20.00 20201130 GSFX | -0.00% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CPURNSA R 1.703 P 11/29/24 | -0.00% |
| EUR/USD CALL 1.26 20210127 BANKAM | -0.00% |
| EUR/USD CALL 1.27 20210301 MSCIL | -0.00% |
| GBP/USD 12/16/2020 MSCIL | -0.00% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.00% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.00% |
| 0.36 R ISWP NFIX3MID P 06/05/2025 | -0.00% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.00% |
| 2.3775 R ISWP CNRR007 P 06/03/2025 | -0.00% |
| CAD/USD 10/21/2020 CSI-FX | -0.00% |
| CHF/USD 12/16/2020 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 12/16/2020 MSCIL | -0.00% |
| EUR/USD CALL 1.25 20210323 HSBCB | -0.00% |
| NOK/USD 12/16/2020 SSBT | -0.00% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 3MX10Y P 0.7225 USD 10/15/2020 JP | -0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 0.385 R ISWP US0003M P 05/21/2025 | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CAD/USD 10/21/2020 TDBK | -0.01% |
| CAD/USD 10/21/2020 WPAC | -0.01% |
| CLP/USD 10/21/2020 CITI | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CPURNSA R 1.7625 P 12/10/24 | -0.01% |
| CZK/USD 12/16/2020 BANKAM | -0.01% |
| EUR/USD CALL 1.27 20210215 BANKAM | -0.01% |
| EUR/USD CALL 1.27 20210215 UBS | -0.01% |
| GBP/USD 12/16/2020 HSBCB | -0.01% |
| GBP/USD PUT 1.20 20201218 BANKAM | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.01% |
| ZAR/USD 10/21/2020 GSFX | -0.01% |
| -0.15 R ISWP FWD EUR006M P 12/16/2030 | -0.01% |
| 0.10 R ISWP FWD EUR006M P 06/03/2052 | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| CAD/USD 10/21/2020 JPMCB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| OPTN FN30 3.0 11/05/20 PUT 104.703125 JPMC | -0.01% |
| SEK/USD 12/16/2020 UBS | -0.01% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.01% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CPURNSA R 1.71 P 11/21/24 | -0.01% |
| SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| USD/CNH PUT 6.60 20210301 GSFX | -0.01% |
| AUD/USD 10/21/2020 SSBT | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.01% |
| 0.436 R ISWP GBL6M P 07/16/2050 | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| SEK/USD 12/16/2020 GSFX | -0.01% |
| SWPTN 1MX30Y P 1.241 USD 10/21/2020 CI | -0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | -0.01% |
| 0.423 R ISWP GBL6M P 07/16/2050 | -0.01% |
| AUD/USD 10/21/2020 UBS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CPURNSA P 1.6875 R 06/15/50 | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.01% |
| OPTN FN30 3.0 10/07/20 PUT 105.5625 JPMC | -0.01% |
| SWPTN 3MX10Y R 0.523 USD 12/22/2020 CI | -0.01% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.02% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.02% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD 12/16/2020 UBS | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.02% |
| CAD/USD 10/21/2020 SSBT | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| 1.9725 R ISWP CNRR007 P 06/01/2025 | -0.02% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| CPTFEMU R 1.4 P 07/15/27 | -0.03% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.03% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.03% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.04% |
| 2.245 R ISWP CNRR007 P 06/03/2025 | -0.04% |
| CAD/USD 10/21/2020 BANKAM | -0.04% |
| EUR/USD 12/16/2020 GSFX | -0.04% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.04% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.04% |
| CPURNSA P 1.345 R 04/30/30 | -0.04% |
| CPURNSA P 1.3475 R 05/01/30 | -0.04% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.04% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.04% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.04% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.05% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.05% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.05% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.05% |
| 2.072 R ISWP CNRR007 P 06/03/2025 | -0.05% |
| CPTFEMU P 1.13 R 05/15/50 | -0.05% |
| 0.794 R ISWP US0003M P 08/03/2050 | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.05% |
| EUR/USD 12/16/2020 JPMCB | -0.06% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.06% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.06% |
| CPURNSA P 0.95 R 03/18/30 | -0.06% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.07% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.07% |
| CPURNSA P 1.6625 R 07/10/30 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.07% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.07% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.08% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.08% |
| CPTFEMU P 0.935 R 05/15/40 | -0.08% |
| CPTFEMU P 0.93 R 05/15/40 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.08% |
| CPURNSA P 1.586 R 06/30/30 | -0.08% |
| UKRPI R 3.4425 P 07/15/49 | -0.09% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.11% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.11% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.12% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.12% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.13% |
| EURO-BUND FUTURE DEC20 RXZ0 | -0.16% |
| EUR/USD CALL 1.25 20210127 GSFX | -0.17% |
| CPURNSA P 1.165 R 03/11/30 | -0.18% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.21% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.24% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.25% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.26% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.36% |
| EURO-SCHATZ FUT DEC20 DUZ0 | -0.36% |
| JPN 10Y BOND(OSE) DEC20 JBZ0 | -2.86% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | -17.16% |
Fixed income statistics as of 12/31/20
| Average effective maturity | 10.96 yrs. |
|---|---|
| Average effective duration | 6.87 yrs. |
| Average yield to maturity | 2.51% |
| Average coupon | 4.17% |
Maturity detail as of 12/31/20
| 0 - 1 yr. | -23.10% |
|---|---|
| 1 - 5 yrs. | 67.73% |
| 5 - 10 yrs. | 33.69% |
| 10 - 15 yrs. | 5.02% |
| Over 15 yrs. | 16.66% |
Quality rating as of 12/31/20
| AAA | 51.94% |
|---|---|
| AA | 12.62% |
| A | 25.26% |
| BBB | 31.33% |
| BB | 4.16% |
| B | 1.14% |
| CCC and Below | 1.09% |
| Not Rated | -27.54% |
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 12/31/20
| United States | 58.61% |
|---|---|
| Japan | 10.50% |
| France | 4.48% |
| Italy | 3.26% |
| Spain | 2.58% |
| Canada | 2.55% |
| United Kingdom | 2.54% |
| Supra-Nation | 1.85% |
| Australia | 1.35% |
| Other | 12.28% |
1
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 1.24% | 1.99% | 1.99% | 1.49% | 0.88% | 0.81% | 0.99% |
| What you pay† | 0.90% | 1.65% | 1.65% | 1.15% | 0.54% | 0.47% | 0.65% |
† The fund's expense ratio is taken from the most recent prospectus and is subject to change. What you pay reflects Putnam Management's decision to contractually limit expenses through 02/28/22
Sales charge
| Breakpoint | Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| $0-$49,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.25% / 2.75% | -- | 0.00% / 1.00% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% / 2.00% | -- | 0.00% / 1.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class B | Class C | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.50% | 0.00% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $500,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
The Bloomberg Barclays Global Aggregate Bond Index is an unmanaged index of global investment-grade fixed-income securities. You cannot invest directly in an index.
Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund concentrates on a limited group of industries and is non-diversified. Because the fund may invest in fewer issuers than a diversified fund, it is vulnerable to common economic forces and may result in greater losses and volatility. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.